Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 320.000 | 2.75 | - | - | - | - | - | 21.18% | - | Fixed | - | - | - | 2.81% | 2.750% | 99.99968 |
A-2 | USD | 52.000 | 2.75 | - | - | - | - | - | 8.37% | - | Fixed | - | - | - | 3.85% | 3.850% | 100.00000 |
C | USD | 34.000 | - | - | - | - | - | - | - | - | Variable | - | - | - | - | - | - |
A-IO-S | USD | 406.000 | - | - | - | - | - | - | - | - | Fixed | - | - | - | 0.200% | - | Retained |
Tranche Comments
A-1: First Pay: 2021-12-25; Registration: 144A/Reg S;
A-2: First Pay: 2021-12-25; Registration: 144A/Reg S;
C: First Pay: 2021-12-25; Registration: 144A/Reg S;
A-IO-S: First Pay: 2021-12-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR, 1% CDR, 25% severity to call
AllReportsSurveillanceOther