Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 192.551 | 2.01 | - | AAA | - | AAA | - | 36.90% | - | Fixed | Swaps | 98 | 98 | 1.60% | 1.546% | 99.99949 |
A2 | USD | 23.039 | 2.01 | - | AA | - | AA | - | 29.35% | - | Fixed | Swaps | 115-120 | 120 | 1.82% | 1.766% | 99.99877 |
A3 | USD | 36.770 | 2.01 | - | A | - | A | - | 17.30% | - | Fixed | Swaps | 130-135 | 135 | 1.98% | 1.916% | 99.99827 |
M1 | USD | 19.683 | 4.01 | - | BBB | - | BBB | - | 10.85% | - | Fixed | Swaps | 190-200 | 200 | 3.12% | 3.082% | 99.99796 |
B1 | USD | 13.884 | 4.01 | - | BB | - | BB | - | 6.30% | - | WAC | Swaps | 280-290 | 320 | - | 4.282% | 99.48353 |
B2 | USD | 10.833 | 4.01 | - | B | - | B | - | 2.75% | - | WAC | Swaps | 400-425 | 425 | - | 5.332% | 95.77650 |
B3 | USD | 8.392 | 4.01 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2021-11-25; Registration: 144A/Reg S;
A2: First Pay: 2021-11-25; Registration: 144A/Reg S;
A3: First Pay: 2021-11-25; Registration: 144A/Reg S;
M1: First Pay: 2021-11-25; Registration: 144A/Reg S;
B1: First Pay: 2021-11-25; Registration: 144A/Reg S;
B2: First Pay: 2021-11-25; Registration: 144A/Reg S;
B3: First Pay: 2021-11-25; Registration: 144A/Reg S;
Deal Comments
Call Protection: 3yr
Pricing Speed
25% CPR to 30% Call
AllReportsSurveillanceOther