| 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 |
|---|
| F | FSD | 238.000 | 5.00 | - | V | - | - | M | - | - | Iwvtj | HQY | 4.25-.375% | - | 4.25% | 4.375% | 96.56375 |
| J | HJJ | 14.000 | 3.40 | - | FF | - | - | XX- | - | - | Tokeo | PRH | - | - | 6.90% | 7.000% | 91.31254 |
| O | PVB | 43.000 | 6.00 | - | NNN | - | - | LLL | - | - | Hwzxw | PFI | 6.125-.25% | - | 5.75% | 6.250% | 98.98274 |
Tranche Comments
F: Registration: 144S Tbdr;
O: Registration: 144R Jnsv;
J: Registration: 144S Ssdl;