| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 182.000 | 0.25 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | 0 to 2 | -1 | 0.118% | 0.118% | 100.00000 |
| A-2 | USD | 514.980 | 1.06 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 9-11 | 7 | 0.24% | 0.241% | 99.99907 |
| A-3 | USD | 456.230 | 1.82 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 11-13 | 9 | 0.37% | 0.380% | 99.98244 |
| A-4 | USD | 96.790 | 2.14 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 9-11 | 5 | 0.40% | 0.408% | 99.98372 |
| B | USD | 86.790 | 2.27 | - | AA | AA+ | - | - | - | - | Fixed | Swaps | 35a | 28 | 0.66% | 0.670% | 99.97956 |
| C | USD | 66.520 | 2.42 | - | A+ | A+ | - | - | - | - | Fixed | Swaps | 55a | 48 | 0.90% | 0.906% | 99.98975 |
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;
A-4: First Pay: 2021-10-15; Registration: Registered;
B: First Pay: 2021-10-15; Registration: Registered;
C: First Pay: 2021-10-15; Registration: Registered;
Risk Retention
US - Yes, EU - No
Pricing Speed
100% PPC to Maturity
AllReportsSurveillanceOther