Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 268.624 | 2.06 | - | - | AAA | - | AAA | 34.30% | - | Fixed | Swaps | 160a | 160 | 3.64% | 3.540% | 99.99973 |
A2 | USD | 40.477 | 2.06 | - | - | AA- | - | AA+ | 24.40% | - | Fixed | Swaps | 200a | 200 | 4.02% | 3.940% | 99.95173 |
A3 | USD | 33.731 | 2.06 | - | - | A- | - | A- | 16.15% | - | Fixed | Swaps | 220a | 220 | 4.20% | 4.140% | 99.90491 |
M1 | USD | 18.399 | 4.03 | - | - | BBB- | - | BBB- | 11.65% | - | Fixed | Swaps | 295a | - | - | - | - |
B1 | USD | 13.697 | 4.03 | - | - | NR | - | BB- | 8.30% | - | Fixed | Swaps | 425a | - | - | - | - |
B2 | USD | 15.400 | 4.03 | - | - | NR | - | B- | 3.85% | - | Fixed | Swaps | 525a | - | - | - | - |
Tranche Comments
A1: First Pay: 2022-04-25; Registration: 144A/Reg S;
A2: First Pay: 2022-04-25; Registration: 144A/Reg S;
A3: First Pay: 2022-04-25; Registration: 144A/Reg S;
M1: First Pay: 2022-04-25; Registration: 144A/Reg S;
B1: First Pay: 2022-04-25; Registration: 144A/Reg S;
B2: First Pay: 2022-04-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to 30% Call
AllReportsSurveillanceOther