| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 258.000 | 0.19 | - | A-1+ | - | - | K1+ | - | - | Fixed | IntL | 20-25 | 25 | 0.853% | 0.853% | 100.00000 |
| A-2-A | USD | 428.000 | 0.79 | - | AAA | - | - | AAA | - | - | Fixed | EDSF | 65a | 65 | 1.970% | 1.984% | 99.99545 |
| A-2-B | USD | 70.000 | 0.79 | - | AAA | - | - | AAA | - | - | Floating | SOFR | 65-70 | 70 | SOFR+70 | - | 100.00000 |
| A-3 | USD | 170.690 | 1.44 | - | AAA | - | - | AAA | - | - | Fixed | EDSF | 70a | 72 | 2.42% | 2.440% | 99.98911 |
| B | USD | 122.850 | 1.79 | - | AA | - | - | AA+ | - | - | Fixed | EDSF | 90-100 | 92 | 2.75% | 2.771% | 99.99105 |
| C | USD | 160.770 | 2.17 | - | A | - | - | A | - | - | Fixed | Swaps | 130-140 | 125 | 3.11% | 3.134% | 99.99220 |
| D | USD | 131.190 | 2.62 | - | BBB | - | - | BBB | - | - | Fixed | Swaps | 165-175 | 160 | 3.49% | 3.521% | 99.98641 |
| E | USD | 43.990 | 2.91 | - | BB | - | - | BB+ | - | - | - | - | - | - | - | - | Retained |
| F | USD | 114.510 | 2.91 | - | B | - | - | B | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-04-15; Registration: 144A/Reg S;
A-2-A: First Pay: 2022-04-15; Registration: 144A/Reg S;
A-2-B: First Pay: 2022-04-15; Registration: 144A/Reg S;
A-3: First Pay: 2022-04-15; Registration: 144A/Reg S;
B: First Pay: 2022-04-15; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Registration: 144A/Reg S;
F: First Pay: 2022-04-15; Registration: 144A/Reg S;
Pricing Speed
2.00% ABS to 10% Call
AllReportsSurveillanceOther