Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 300.506 | 1.69 | - | - | AAA | AAA | - | 27.60% | - | Fixed | EDSF | - | 120 | 2.49% | 2.404% | 99.99908 |
A2 | USD | 34.243 | 3.98 | - | - | AA- | AA (L) | - | 19.35% | - | Fixed | Swaps | - | 155 | 3.21% | 3.170% | 99.99791 |
A3 | USD | 22.621 | 3.98 | - | - | A- | A (L) | - | 13.90% | - | Fixed | Swaps | - | 185 | 3.51% | 3.470% | 99.99911 |
M1 | USD | 17.018 | 3.98 | - | - | BBB- | BBB (L) | - | 9.80% | - | Fixed | Swaps | - | 245 | 4.08% | 4.070% | 99.87154 |
B1 | USD | 20.961 | 3.98 | - | - | NR | BB (L) | - | 4.75% | - | Fixed | Swaps | - | 400 | 4.08% | 5.620% | 94.45923 |
B2 | USD | 9.250 | 3.98 | - | - | NR | B (L) | - | 1.75% | - | Fixed | Swaps | - | 485 | 4.08% | - | 91.66849 |
Tranche Comments
A1: First Pay: 2022-02-25; Registration: 144A/Reg S;
A2: First Pay: 2022-02-25; Registration: 144A/Reg S;
A3: First Pay: 2022-02-25; Registration: 144A/Reg S;
M1: First Pay: 2022-02-25; Registration: 144A/Reg S;
B1: First Pay: 2022-02-25; Registration: 144A/Reg S;
B2: First Pay: 2022-02-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to 30% Call
AllReportsSurveillanceOther