CLS
|
SIZE($mm)
|
WAL
|
M/S
|
ARD
|
LGL
|
Bench
|
Yield
|
Price
|
Cpn
|
Bench
|
22-1 A
|
798.90
|
1.49
|
Aaa/AAA
|
07/23
|
01/20/27
|
J + 27
|
1.044
|
99.99745
|
1.04
|
~+ 4
|
22-1 B
|
64.10
|
1.49
|
Aa2/AA
|
07/23
|
01/20/27
|
J + 50
|
1.274
|
99.99908
|
1.27
|
~+27
|
22-1 C
|
37.00
|
1.49
|
A2/A+
|
07/23
|
01/20/27
|
J + 63
|
1.404
|
99.98544
|
1.39
|
~+40
|
22-2 A
|
710.10
|
2.99
|
Aaa/AAA
|
01/25
|
07/20/28
|
J + 22
|
1.543
|
99.97649
|
1.53
|
~+ 7
|
22-2 B
|
57.00
|
2.99
|
Aa2/AA
|
01/25
|
07/20/28
|
J + 52
|
1.843
|
99.98270
|
1.83
|
~+37
|
22-2 C
|
32.90
|
2.99
|
A2/A+
|
01/25
|
07/20/28
|
J + 70
|
2.023
|
99.98691
|
2.01
|
~+55
|
Bill/Deliver:
|
BofA
|
Registration:
|
Public / SEC registered
|
Exp Settle:
|
01/25/22
|
First Pay:
|
02/22/22
|
ERISA Eligible:
|
Yes
|
RR Compliance:
|
US - Yes, EU - No
|
Exp Ratings:
|
Moody's and S&P
|
Min Denoms:
|
$1k x $1k
|
Pxg Speed:
|
N/A; 2022-1: 07/23 ARD, 2022-2: 01/25 ARD (soft-bullets)
|
||
Pxg Benchmark:
|
interpolated US Treasury Actives Curve (Bloomberg I25), Ask YTM
|
||
Ref Benchmark:
|
22-1; EDSF 22-2; interp Libor swaps (IRSB)
|
||
BBRG Tickers:
|
VZMT 2022-1, VZMT 2022-2
|
||
BBRG SSAP:
|
"TMT1", "TMT2"
|
CUSIPs
|
22-1 A: 92348KAL7
|
22-2 A: 92348KAH6
|
22-1 B: 92348KAM5
|
22-2 B: 92348KAJ2
|
|
22-1 C: 92348KAN3
|
22-2 C: 92348KAK9
|