Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 197.730 | 0.74 | Aaa | AAA | - | - | AAA | - | - | Fixed | I-Curve | 105a | 100 | 2.660% | 2.676% | 99.99896 |
B | USD | 42.050 | 1.83 | Aa1 | AA | - | - | AA | - | - | Fixed | I-Curve | 130-140 | 140 | 4.00% | 4.034% | 99.99873 |
C | USD | 75.000 | 2.47 | Aa3 | A | - | - | A | - | - | Fixed | I-Curve | 145-155 | 165 | 4.41% | 4.456% | 99.98741 |
D | USD | 53.860 | 3.28 | Baa3 | BBB | - | - | BBB | - | - | Fixed | I-Curve | 200-210 | 200 | 4.85% | 4.906% | 99.97950 |
E | USD | 41.820 | 3.62 | NR | BB- | - | - | BB | - | - | Fixed | I-Curve | 375a | 375 | 6.57% | 6.666% | 99.98204 |
F | USD | 14.540 | 3.62 | NR | B | - | - | B | - | - | Fixed | I-Curve | 475a | 495 | 7.74% | 7.866% | 99.99824 |
Tranche Comments
A: First Pay: 2022-06-13; Registration: 144A/Reg S;
B: First Pay: 2022-06-13; Registration: 144A/Reg S;
C: First Pay: 2022-06-13; Registration: 144A/Reg S;
D: First Pay: 2022-06-13; Registration: 144A/Reg S;
E: First Pay: 2022-06-13; Registration: 144A/Reg S;
F: First Pay: 2022-06-13; Registration: 144A/Reg S;
Pricing Speed
1.70% ABS and a 15.00% cleanup call
AllReportsSurveillanceOther