| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VGY | 40.400 | 12.61 | Cdd | WS | - | WWW | - | - | - | Rfpjawuq | 1cT | - | 105 | 1bO+105 | - | 984.00000 |
| V-1B | XMH | 788.400 | 8.57 | Ccc | HH+ | - | ZZZ | - | - | - | Vzbovfzi | 1nY | - | 50 | 1jA+50 | - | 896.00000 |
| Y-1Y | YUA | 955.000 | 9.25 | Hcc | MM+ | - | OOO | - | - | - | Wnkrp | Divbc | - | 55 | 1.77% | 1.785% | 41.24364 |
Tranche Comments
Y-1Y: First Pay: 2021-12-27; Registration: 144P/Rqr P;
V-1B: First Pay: 2021-12-27; Registration: 144L/Tbg S;
C: First Pay: 2021-12-27; Registration: 144P/Phy Q;
Risk Retention
FZ - Ppy, SF - Qr
Pricing Speed
100% PPD yx 10% vnmm