| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 485.000 | 3.90 | - | A- | - | - | A | - | - | Fixed | Swaps | - | 281 | 3.75% | - | 99.24000 |
| B | USD | 88.000 | 3.90 | - | BBB- | - | - | BBB | - | - | Fixed | Swaps | - | 451 | 5.10% | - | - |
| C | USD | 60.000 | 2.80 | - | B+ | - | - | NR | - | - | Fixed | Swaps | - | 815 | 8.84% | - | - |
Tranche Comments
A: First Pay: 2021-12-15; Registration: 144A/Reg S;
B: First Pay: 2021-12-15; Registration: 144A/Reg S;
C: First Pay: 2021-12-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | UZK | 70.000 | 9.10 | - | GG | - | - | NN- | - | - | Hsptg | MGA | - | - | 6.90% | 7.000% | 47.99164 |
| C | KWD | 677.000 | 8.00 | - | A | - | - | Z | - | - | Srfzn | HVR | 4.25-.375% | - | 4.25% | 4.375% | 15.47706 |
| K | OSA | 28.000 | 5.00 | - | SSS | - | - | MMM | - | - | Atleq | FHZ | 6.125-.25% | - | 5.75% | 6.250% | 19.81560 |
Tranche Comments
C: Registration: 144L Kqdj;
K: Registration: 144K Ncdq;
P: Registration: 144J Vswh;