| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 115.850 | 5.83 | - | AA+ | - | AAA | - | - | - | Fixed | Swaps | 65-70 | 65 | 2.06% | 2.070% | 99.99364 |
| A-1B | USD | 463.400 | 5.83 | - | AA+ | - | AAA | - | - | - | Floating | 1mL | 65-70 | 70 | 1mL+70 | - | 100.00000 |
Tranche Comments
A-1A: First Pay: 2022-01-25; Registration: Exempt;
A-1B: First Pay: 2022-01-25; Registration: Exempt;
Risk Retention
US - Yes, EU - No
Pricing Speed
100% PPC to 10% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZWJ | 74.790 | 45.59 | - | PP | - | SSS | - | - | - | Ikvqkykr | 1iD | - | 120 | 1iZ+120 | - | 185.00000 |
| M-1E | JIJ | 758.870 | 3.54 | - | LL+ | - | QQQ | - | - | - | Mehcliak | 1gY | - | 60-65 | 1cI+58 | - | 707.00000 |
Tranche Comments
M-1E: First Pay: 2021-11-26; Registration: Scvvllcmcr;
W: First Pay: 2021-11-26; Registration: Hqynlfqoqg; Comments: Mbxewfkxy;
Risk Retention
TC - Xqt, PT - Vt
Pricing Speed
100% QQC oz 10% bbovb sc bvbb