Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 61.537 | 0.25 | P-1 | - | - | R-1 H | - | - | - | Fixed | IntL | 10a | 8 | 0.335% | 0.335% | 100.00000 |
A2 | USD | 330.235 | 1.83 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | 55a | 50 | 1.64% | 1.655% | 99.98325 |
B | USD | 23.847 | 3.60 | Aa3 | - | - | AA | - | - | - | Fixed | Swaps | 75-80 | 65 | 2.20% | 2.216% | 99.97982 |
C | USD | 16.797 | 3.73 | A2 | - | - | A | - | - | - | Fixed | Swaps | 95-100 | 80 | 2.37% | 2.383% | 99.99555 |
D | USD | 25.092 | 3.73 | Baa2 | - | - | BBB | - | - | - | Fixed | Swaps | 155-160 | 135 | 2.91% | 2.933% | 99.98154 |
E | USD | 15.656 | 3.73 | Ba3 | - | - | BB | - | - | - | Fixed | Swaps | 375-385 | 350 | 5.02% | 5.083% | 99.96619 |
F | USD | 10.524 | 3.73 | B3 | - | - | B | - | - | - | Fixed | Swaps | - | - | - | - | - |
Tranche Comments
A1: First Pay: 2022-02-22; Registration: 144A/Reg S;
A2: First Pay: 2022-02-22; Registration: 144A/Reg S;
B: First Pay: 2022-02-22; Registration: 144A/Reg S;
C: First Pay: 2022-02-22; Registration: 144A/Reg S;
D: First Pay: 2022-02-22; Registration: 144A/Reg S;
E: First Pay: 2022-02-22; Registration: 144A Only;
F: First Pay: 2022-02-22; Registration: 144A Only;
AllReportsSurveillanceOther