| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 261.500 | 1.95 | 4.95 | - | - | AAA | AAA | - | 41.89% | - | Floating | 1mL | 90 | 90 | 1mL+87.4 | - | 99.87476 |
| B | USD | 37.900 | 1.95 | 4.95 | - | - | AA- | AA | - | 33.47% | - | Floating | 1mL | 120 | 120 | 1mL+117.4 | - | 99.87474 |
| C | USD | 29.300 | 1.95 | 4.95 | - | - | A- | A (H) | - | 26.96% | - | Floating | 1mL | 145 | 145 | 1mL+142.4 | - | 99.87456 |
| D | USD | 46.400 | 1.95 | 4.95 | - | - | BBB- | A (L) | - | 16.64% | - | Floating | 1mL | 185 | 185 | 1mL+182.4 | - | 99.87486 |
| E | USD | 52.400 | 1.95 | 4.95 | - | - | NR | BBB (L) | - | 5.00% | - | Floating | 1mL | 225 | 225 | 1mL+222.4 | - | 99.87468 |
| HRR | USD | 22.500 | 1.95 | 4.95 | - | - | NR | BB (H) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144A/Reg S;
B: First Pay: 2021-11-15; Registration: 144A/Reg S;
C: First Pay: 2021-11-15; Registration: 144A/Reg S;
D: First Pay: 2021-11-15; Registration: 144A/Reg S;
E: First Pay: 2021-11-15; Registration: 144A/Reg S;
HRR: First Pay: 2021-11-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-R | YSQ | 748.240 | - | - | - | BB- | - | - | VVV | - | - | - | - | - | - | 0.045% | - | Int. Only |
| W | GXE | 149.990 | 7.87 | - | - | EEE | - | - | DDD | 30.90% | 73.0% | Mgxpa | Seyox | - | 85 | 2.96% | - | - |
| S | ETW | 73.440 | 7.58 | - | - | DD- | - | - | ZZ- | 14.70% | 65.0% | Ltyej | Utlwm | - | 110 | 3.01% | - | - |
| C | OID | 20.220 | 8.42 | - | - | V- | - | - | HJ | 2.00% | 38.0% | Hcotz | Bfimn | - | 145 | 3.01% | - | - |
| P | NYK | 71.480 | 1.29 | - | - | III | - | - | ID | 2.00% | 72.0% | - | - | - | - | 3.01% | - | - |