| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 181.000 | 0.16 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | 2-4 | 0 | 0.096% | 0.096% | 100.00000 |
| A-2 | USD | 366.000 | 0.93 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 18-20 | 14 | 0.290% | 0.297% | 99.99365 |
| A-3 | USD | 270.050 | 2.23 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 19-21 | 17 | 0.53% | 0.534% | 99.99246 |
| B | USD | 61.020 | 3.10 | - | AA | AA | - | - | - | - | Fixed | Swaps | 35-40 | 30 | 0.85% | 0.859% | 99.97715 |
| C | USD | 61.020 | 3.47 | - | A | A | - | - | - | - | Fixed | Swaps | 55a | 47 | 1.09% | 1.098% | 99.98130 |
| D | USD | 47.750 | 3.56 | - | BBB | BBB | - | - | - | - | Fixed | Swaps | 85a | 80 | 1.44% | 1.445% | 99.99769 |
| E | USD | 21.220 | 3.56 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-10-15; Registration: Registered;
A-2: First Pay: 2021-10-15; Registration: Registered;
A-3: First Pay: 2021-10-15; Registration: Registered;
B: First Pay: 2021-10-15; Registration: Registered;
C: First Pay: 2021-10-15; Registration: Registered;
D: First Pay: 2021-10-15; Registration: Registered;
E: First Pay: 2021-10-15; Registration: Registered;
Risk Retention
US - Yes; EU - Yes
Pricing Speed
1.5% ABS, 10% Call
AllReportsSurveillanceOther