Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 126.070 | 3.18 | - | AAA | AAA | - | - | 67.20% | - | Fixed | Swaps | 50-55 | 45 | 1.35% | 1.358% | 99.98718 |
B | USD | 102.500 | 3.18 | - | A | A | - | - | 38.50% | - | Fixed | Swaps | 85-90 | 90 | 1.80% | 1.808% | 99.99629 |
C | USD | 86.430 | 3.18 | - | BBB | BBB | - | - | 14.30% | - | Fixed | Swaps | 110-115 | 105 | 1.95% | 1.958% | 99.99984 |
D | USD | 35.000 | 3.18 | - | BB | BB | - | - | 4.50% | - | Fixed | Swaps | 240-250 | 235 | 3.23% | 3.258% | 99.98212 |
Tranche Comments
A: First Pay: 2021-11-22; Registration: 144A/Reg S;
B: First Pay: 2021-11-22; Registration: 144A/Reg S;
C: First Pay: 2021-11-22; Registration: 144A/Reg S;
D: First Pay: 2021-11-22; Registration: 144A Only;
Pricing Speed
15% CPR to 10% call
AllReportsSurveillanceOther