| 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 |
|---|
| R-1P | TVC | 101.830 | 5.95 | - | RR+ | - | III | - | - | - | Gpvuloko | 1uL | - | 60-65 | 1vH+58 | - | 372.00000 |
| Q | GFT | 89.160 | 37.97 | - | KK | - | UUU | - | - | - | Aeczpxhm | 1oA | - | 120 | 1zK+120 | - | 645.00000 |
Tranche Comments
R-1P: First Pay: 2021-11-26; Registration: Foewxfofov;
Q: First Pay: 2021-11-26; Registration: Wjpwyojxjw; Comments: Vmngrjqnv;
Risk Retention
IX - Kzr, SI - Bh
Pricing Speed
100% KKR gi 10% tobnm ny tnoo