Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 206.560 | 5.44 | - | AAA | - | - | AAA | - | - | Fixed | Swaps | - | 77 | 2.10% | 2.110% | 99.99585 |
B | USD | 36.830 | 6.08 | - | AA- | - | - | AA- | - | - | Fixed | Swaps | - | 110 | 2.49% | 2.512% | 99.94933 |
C | USD | 21.670 | 6.30 | - | A- | - | - | A- | - | - | Fixed | Swaps | - | 125 | 2.66% | 2.682% | 99.95846 |
D | USD | 24.380 | 6.50 | - | BBB- | - | - | BBB- | - | - | Fixed | Swaps | - | 200 | 3.42% | 3.451% | 99.96215 |
E | USD | 35.560 | 6.82 | - | BB- | - | - | BB | - | - | Fixed | Swaps | - | 325 | 4.68% | 4.731% | 99.97004 |
Tranche Comments
A: First Pay: 2021-12-20; Registration: 144A/Reg S;
B: First Pay: 2021-12-20; Registration: 144A/Reg S;
C: First Pay: 2021-12-20; Registration: 144A/Reg S;
D: First Pay: 2021-12-20; Registration: 144A/Reg S;
E: First Pay: 2021-12-20; Registration: 144A Only;
Pricing Speed
30% CPR to maturity
AllReportsSurveillanceOther