| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 188.016 | 2.53 | - | - | - | AAA | - | 21.60% | - | Fixed | Swaps | 100-105 | 90 | 1.46% | 1.460% | 99.99856 |
| A-2 | USD | 9.233 | 5.01 | - | - | - | AA | - | 17.75% | - | Fixed | Swaps | 125a | 115 | 2.24% | 2.248% | 99.99739 |
| A-3 | USD | 8.873 | 5.01 | - | - | - | A | - | 14.05% | - | Fixed | Swaps | 150a | 140 | 2.49% | 2.498% | 99.99950 |
| M-1 | USD | 9.472 | 5.01 | - | - | - | BBB | - | 10.10% | - | Fixed | Swaps | 190a | 185 | 2.93% | 2.948% | 99.99968 |
| M-2 | USD | 8.634 | 5.01 | - | - | - | BB | - | 6.50% | - | Fixed | Swaps | 345 | 345 | 4.00% | 4.548% | 97.73504 |
Tranche Comments
A-1: First Pay: 2021-11-26; Registration: 144A/Reg S;
A-2: First Pay: 2021-11-26; Registration: 144A/Reg S;
A-3: First Pay: 2021-11-26; Registration: 144A/Reg S;
M-1: First Pay: 2021-11-26; Registration: 144A/Reg S;
M-2: First Pay: 2021-11-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00
Pricing Speed
14% CPR to the expected redemption date
AllReportsSurveillanceOther