| 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 |
|---|
| U-1U | VEU | 47.000 | - | - | RR+ | - | III | - | - | - | Byyso | Leqci | - | 57 | 1.500% | - | 77.87439 |
| E-1A | LJC | 538.000 | - | - | AA+ | - | PPP | - | - | - | Gckzbpru | 1oC | - | 57 | 1qI+57 | - | 899.00000 |
| W | RQL | 75.000 | - | - | TT | - | W | - | - | - | Svqdyxxq | 1bH | - | - | 1tM+120 | - | 16.43293 |
Tranche Comments
U-1U: First Pay: 2021-11-26; Registration: Xovoks;
E-1A: First Pay: 2021-11-26; Registration: Zlacju;
W: First Pay: 2021-11-26; Registration: Wfgsmn;
Risk Retention
JR Qjqxxueob, Wjmuqjobex
Pricing Speed
100% FFH ty 10% iqikc dz ikqq