| 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 |
|---|
| Q | NNF | 48.590 | 31.76 | - | JJ | - | AAA | - | - | - | Mjwcpqey | 1wT | - | 120 | 1vX+120 | - | 686.00000 |
| I-1V | RBA | 826.290 | 7.28 | - | AA+ | - | JJJ | - | - | - | Swhkdmab | 1wP | - | 60-65 | 1lP+58 | - | 349.00000 |
Tranche Comments
I-1V: First Pay: 2021-11-26; Registration: Apqagepopl;
Q: First Pay: 2021-11-26; Registration: Opyisapipv; Comments: Euknlxykc;
Risk Retention
WB - Fuk, KW - Ag
Pricing Speed
100% DDP kr 10% mlknw nl mnll