Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 143.327 5.06 Aaa - - AAA - 60.26% - Fixed Swaps 65-70 70 1.57% 1.562% 99.99854 B USD 27.526 5.06 Aa2 - - AAA - 52.63% - Fixed Swaps 90-95 85 1.72% 1.712% 99.99654 C USD 21.831 5.06 A2 - - AA (H) - 46.58% - Fixed Swaps 105-110 105 1.92% 1.912% 99.99929 D USD 24.679 5.06 Baa2 - - A (H) - 39.74% - Fixed Swaps 135-140 130 2.17% 2.162% 99.99774 E1 USD 29.425 5.06 NR - - BBB (H) - 31.58% - Fixed Swaps 155-160 150 2.37% 2.362% 99.99729 E2 USD 32.272 5.06 NR - - BBB (L) - 22.63% - Fixed Swaps 170-175 165 2.52% 2.512% 99.99740 F USD 24.679 5.06 NR - - BB - 15.79% - Fixed Swaps 240-250 230 3.17% 3.162% 99.99764 G USD 28.476 5.06 NR - - B (H) - 7.89% - Fixed YLD 4.25-4.5% - 4.11% 4.100% 99.99858
Tranche Comments
A: First Pay: 2021-10-17;
B: First Pay: 2021-10-17;
C: First Pay: 2021-10-17;
D: First Pay: 2021-10-17;
E1: First Pay: 2021-10-17;
E2: First Pay: 2021-10-17;
F: First Pay: 2021-10-17;
G: First Pay: 2021-10-17;
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