Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 111.970 | 3.05 | - | - | - | AA (L) | AA- | - | - | Fixed | Swaps | 95-110 | 80 | 1.37% | 1.377% | 99.99080 |
B | USD | 10.160 | 3.05 | - | - | - | A | A- | - | - | Fixed | Swaps | 125-140 | 105 | 1.62% | 1.627% | 99.99543 |
C | USD | 13.320 | 3.05 | - | - | - | BBB (L) | BBB- | - | - | Fixed | Swaps | 185-200 | 160 | 2.16% | 2.177% | 99.97867 |
D | USD | 14.550 | 3.05 | - | - | - | BB (L) | BB- | - | - | Fixed | Swaps | 400-425 | 375 | 4.28% | 4.327% | 99.97519 |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144A/Reg S;
B: First Pay: 2021-11-15; Registration: 144A/Reg S;
C: First Pay: 2021-11-15; Registration: 144A/Reg S;
D: First Pay: 2021-11-15; Registration: 144A Only;