JOINT LEADS: | Citi, CA, CS, RBC | |
CO-MANAGERS: | HSBC, PNC, Wells, Loop |
Cls | $Size-mm | WAL | S/F | E.FIN | L.FIN | BNCH | Spd | Yld | PX | Cpn | ||||||||||
A1 | 303.70 | 0.28 | A-1+/F1+ | 2/12 | 8/12 | IntL | -5 | 0.21892 | 100.00 | 0.21892 | ||||||||||
A2 | 347.80 | 0.99 | AAA/AAA | 12/12 | 1/14 | EDSF | +21 | .687 | 99.99407 | 0.68 | ||||||||||
A3 | 391.80 | 1.98 | AAA/AAA | 3/14 | 6/15 | EDSF | +19 | .850 | 99.98332 | 0.84 | ||||||||||
A4 | 256.42 | 3.22 | AAA/AAA | 7/15 | 12/16 | ISwaps | +30 | 1.357 | 99.98999 | 1.35 | ||||||||||
B | 41.04 | 4.16 | AA+/AA | 10/15 | 1/17 | ISwaps | +85 | 2.281 | 99.99911 | 2.27 | ||||||||||
C | 27.36 | 4.22 | A+/A | 10/15 | 5/17 | ISwaps | +110 | 2.555 | 99.99404 | 2.54 | ||||||||||
D | 27.36 | 4.22 | BBB+/BBB | 10/15 | 1/18 | ISwaps | +170 | 3.155 | 99.98247 | 3.13 |
AVAILABLE:
|
Red, FWP, Intex CDI | |
TRADE:
|
7/19 | |
EXPECTED SETTLEMENT
|
7/26 (T+5) | |
FIRST PAYMENT DATE:
|
August 15th, 2011 | |
PRICING SPEED:
|
1.30% ABS @ 5% Clean-up Call | |
OFFERING TYPE:
|
Public other than A1 (144a) | |
BBERG TICKER:
|
FORDO 2011-B | |
ERISA ELIGIBLE:
|
Yes | |
Bill & Deliver:
|
Citi |