| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 70.542 | 0.24 | - | - | - | R-1 H | - | - | - | Fixed | IntL | 20a | 17 | 0.326% | 0.326% | 100.00000 |
| A-2 | USD | 118.223 | 1.28 | - | - | - | AAA | - | - | - | Fixed | EDSF | 80a | 75 | 1.23% | 1.239% | 99.99263 |
| B | USD | 24.167 | 2.59 | - | - | - | A | - | - | - | Fixed | Swaps | 125a | 115 | 2.08% | 2.097% | 99.98015 |
| C | USD | 18.941 | 2.63 | - | - | - | BBB | - | - | - | Fixed | Swaps | 185a | 175 | 2.69% | 2.710% | 99.98785 |
Tranche Comments
A-1: First Pay: 2021-12-15; Registration: 144A/Reg S;
A-2: First Pay: 2021-12-15; Registration: 144A/Reg S;
B: First Pay: 2021-12-15; Registration: 144A/Reg S;
C: First Pay: 2021-12-15; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Pricing Speed
5% CPR to 15% Call