Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 282.030 | 0.81 | - | AAA | - | - | AAA | - | - | Fixed | EDSF | 42-45 | 45 | 0.840% | 0.844% | 99.99798 |
B | USD | 71.350 | 2.10 | - | AA | - | - | AA | - | - | Fixed | Swaps | 62-65 | 62 | 1.53% | 1.544% | 99.98131 |
C | USD | 73.910 | 2.77 | - | A | - | - | A | - | - | Fixed | Swaps | 90a | 85 | 1.94% | 1.956% | 99.97825 |
D | USD | 75.340 | 3.62 | - | BBB- | - | - | BBB | - | - | Fixed | Swaps | 125-130 | 125 | 2.48% | 2.497% | 99.98581 |
E | USD | 33.260 | 4.41 | - | BB- | - | - | BB | - | - | Fixed | Swaps | 315 | 315 | 4.43% | 4.476% | 99.98078 |
Tranche Comments
A: First Pay: 2022-01-15; Registration: 144A/Reg S;
B: First Pay: 2022-01-15; Registration: 144A/Reg S;
C: First Pay: 2022-01-15; Registration: 144A/Reg S;
D: First Pay: 2022-01-15; Registration: 144A/Reg S;
E: First Pay: 2022-01-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 5% Call
AllReportsSurveillanceOther