| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 50.000 | - | - | AA+ | - | AAA | - | - | - | Fixed | Swaps | - | - | 1.820% | - | 99.98468 |
| A‐1B | USD | 337.000 | - | - | AA+ | - | AAA | - | - | - | Floating | 1mL | - | 57 | 1mL+57 | - | 100.00000 |
| B | USD | 8.000 | - | - | AA | - | A | - | - | - | Floating | 1mL | - | 110 | 1mL+110 | - | 98.78001 |
Risk Retention
US Compliant, Horizontal
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 |
|---|
| K-1N | FZD | 388.000 | - | - | NN+ | - | TTT | - | - | - | Muqucywz | 1bN | - | 57 | 1cU+57 | - | 806.00000 |
| L-1L | RMA | 66.000 | - | - | QQ+ | - | GGG | - | - | - | Zviqo | Orepj | - | 57 | 1.500% | - | 23.50515 |
| X | OGA | 50.000 | - | - | RR | - | E | - | - | - | Mpmcuexj | 1aD | - | - | 1oY+120 | - | 11.44749 |
Tranche Comments
L-1L: First Pay: 2021-11-26; Registration: Gyggpb;
K-1N: First Pay: 2021-11-26; Registration: Rcdoqw;
X: First Pay: 2021-11-26; Registration: Cdqecg;
Risk Retention
RK Tococmjfe, Joxmfofejc
Pricing Speed
100% KKX xf 10% didqs io dqii