Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 339.185 | 2.29 | - | - | AAA | AAA | - | 30.90% | - | Fixed | Swaps | 70-75 | 65 | 2.25% | 1.449% | 101.65212 |
A2 | USD | 37.796 | 6.17 | - | - | AA- | AAA | - | 23.20% | - | Fixed | Swaps | 90-95 | 85 | 2.75% | 2.203% | 103.02581 |
M1 | USD | 23.560 | 7.34 | - | - | A- | A (H) | - | 18.40% | - | Fixed | Swaps | 115-120 | 110 | 3.25% | 2.526% | 104.71634 |
M2 | USD | 18.653 | 8.35 | - | - | BBB- | BBB (H) | - | 14.60% | - | Fixed | Swaps | 140-145 | 135 | 3.50% | 2.823% | 104.92536 |
Tranche Comments
A1: First Pay: 2021-12-27; Registration: 144A/Reg S;
A2: First Pay: 2021-12-27; Registration: 144A/Reg S;
M1: First Pay: 2021-12-27; Registration: 144A/Reg S;
M2: First Pay: 2021-12-27; Registration: 144A/Reg S;
AllReportsSurveillanceOther