Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 172.980 | 2.56 | - | AAA | - | - | - | 32.70% | - | Fixed | Swaps | - | 75 | 1.16% | 1.134% | 99.99948 |
A-2 | USD | 15.293 | 2.56 | - | AA | - | - | - | 26.75% | - | Fixed | Swaps | - | 90 | 1.32% | 1.284% | 99.99845 |
A-3 | USD | 28.016 | 2.56 | - | A | - | - | - | 15.85% | - | Fixed | Swaps | - | 110 | 1.52% | 1.484% | 99.99978 |
M-1 | USD | 13.237 | 5.06 | - | BBB | - | - | - | 10.70% | - | Fixed | Swaps | - | 175 | 2.57% | 2.547% | 99.99655 |
B-1 | USD | 11.695 | 5.06 | - | BB | - | - | - | 6.15% | - | Fixed | Swaps | - | 250 | 3.32% | 3.297% | 99.99912 |
B-2 | USD | 8.482 | 5.06 | - | B | - | - | - | 2.85% | - | Fixed | Swaps | - | 325 | 4.07% | 4.047% | 99.99662 |
Tranche Comments
A-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
A-2: First Pay: 2021-08-25; Registration: 144A/Reg S;
A-3: First Pay: 2021-08-25; Registration: 144A/Reg S;
M-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
B-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
B-2: First Pay: 2021-08-25; Registration: 144A/Reg S;
Pricing Speed
20% CPR to the 30% optional redemption
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | BMQ | 61.601 | 9.30 | - | HHH | - | - | - | 2.98% | - | Plkck | Gqnmc | - | 180 | - | - | - |
F-1 | YVX | 136.300 | 8.91 | - | HHH | - | - | - | 65.85% | - | Sbgux | Xtyun | - | 80 | - | - | - |
Y-3 | GQO | 49.195 | 3.76 | - | R | - | - | - | 82.33% | - | Drcye | Wxiwp | - | 140 | - | - | - |
Z-2 | RAF | 81.183 | 2.54 | - | ZZ | - | - | - | 23.30% | - | Dlkem | Wdfde | - | 115 | - | - | - |
U-2 | BMP | 6.189 | 8.90 | - | Y | - | - | - | 3.00% | - | Lamlg | Vakar | - | 350 | - | - | - |
S-1 | GFU | 6.744 | 6.70 | - | SS | - | - | - | 2.75% | - | Ozzkc | Bwvvh | - | 270 | - | - | - |
Tranche Comments
F-1: First Pay: 2021-06-25; Registration: 144F/Gha U;
Z-2: First Pay: 2021-06-25; Registration: 144Z/Mor E;
Y-3: First Pay: 2021-06-25; Registration: 144Q/Iop P;
I-1: First Pay: 2021-06-25; Registration: 144C/Xqe V;
S-1: First Pay: 2021-06-25; Registration: 144K/Oly Q;
U-2: First Pay: 2021-06-25; Registration: 144D/Drp A;
Pricing Speed
20% WEH jg jpg 30% gijhgsip ugpguijhgs