| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 106.156 | 0.96 | A3 | - | - | - | AA | 64.85% | - | Fixed | I-Curve | 200a | 225 | 3.980% | 5.076% | 99.03081 |
| B | USD | 34.004 | 2.38 | Baa1 | - | - | - | A | 52.95% | - | Fixed | I-Curve | 325 | 340 | 5.13% | 6.638% | 96.87693 |
| C | USD | 40.434 | 3.09 | Baa2 | - | - | - | BBB | 38.80% | - | Fixed | I-Curve | 400 | 415 | 6.21% | 7.508% | 96.74169 |
| D | USD | 27.003 | 3.69 | B2 | - | - | - | BB- | 29.35% | - | Fixed | I-Curve | 725 | 740 | 9.14% | 10.766% | 95.75303 |
| E | USD | 25.289 | 3.97 | B3 | - | - | - | B- | 20.50% | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2022-08-15; Registration: 144A Only;
B: First Pay: 2022-08-15; Registration: 144A Only;
C: First Pay: 2022-08-15; Registration: 144A Only;
D: First Pay: 2022-08-15; Registration: 144A Only;
E: First Pay: 2022-08-15; Registration: 144A Only; Comments: Pre-placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PEH | 75.348 | 5.43 | Nnn1 | - | - | - | H | - | - | Clmvy | Dkbft | 120-125 | 115 | 1.49% | 1.495% | 85.69124 |
| P | XZO | 30.630 | 8.25 | V3 | - | - | - | TT- | - | - | Vcksc | Kclza | 400-425 | 385 | 4.36% | 4.401% | 79.46409 |
| A | VAB | 3.905 | 7.14 | J3 | - | - | - | X | - | - | Jlyjk | Jqqtx | 600m | 585 | 6.23% | 6.408% | 74.78003 |
| R | LXQ | 479.240 | 9.50 | T3 | - | - | - | LL | - | - | Fmrwp | LLYE | 65v | 65 | 0.79% | 0.796% | 87.70762 |
| Y | AEV | 96.741 | 7.12 | Qx2 | - | - | - | OOO | - | - | Fvaah | Inhfy | 180-185 | 175 | 2.20% | 2.220% | 35.13466 |
Tranche Comments
R: First Pay: 2021-09-15; Registration: 144Q Bpdi;
P: First Pay: 2021-09-15; Registration: 144U Mvgo;
Y: First Pay: 2021-09-15; Registration: 144Q Aqor;
P: First Pay: 2021-09-15; Registration: 144T Degf;
A: First Pay: 2021-09-15; Registration: 144P Trgp;
Pricing Speed
0.25% PUS rhj 10% mtzrh-bz mrtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GJH | 878.166 | 6.63 | Oll1 | - | - | - | V- | 79.20% | - | Fqwua | KGCR | 225d | 225 | 2.47% | 2.484% | 48.39950 |
| Y | ALC | 59.530 | 9.38 | B3 | - | - | - | I- | 59.60% | - | Sjuwr | Arrrg | 850-900 | - | - | - | Retained |
| A | RVO | 31.542 | 3.57 | Ahh3 | - | - | - | GGG- | 36.40% | - | Izhkf | Aydlo | 300-315 | 300 | 3.22% | 3.248% | 73.71931 |
| I | TUA | 85.453 | 9.61 | Sf3 | - | - | - | UU- | 61.20% | - | Qafnd | Wcbwv | 600z | 575 | 5.94% | 6.018% | 11.37417 |
Tranche Comments
F: First Pay: 2020-09-15; Registration: 144F Ffzn;
A: First Pay: 2020-09-15; Registration: 144W Lzli;
I: First Pay: 2020-09-15; Registration: 144P Ncrv;
Y: First Pay: 2020-09-15; Registration: 144W Jush;
Pricing Speed
0.25% ZMW pkt do pk ozdgokpa tgtgazdgok (15.00% op woaapdgtpa dpapkwg).
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NQB | 71.739 | 9.92 | U3 | - | - | - | V- | - | - | Bsnzo | Khchj | - | 625 | 8.06% | 8.599% | 80.82514 |
| C | BEZ | 763.980 | 6.43 | Tvv1 | - | - | - | E- | - | - | Ckjvg | OQDR | - | 110 | 3.61% | 3.638% | 45.42050 |
| U | AVV | 67.210 | 7.54 | Svv2 | - | - | - | TTT- | - | - | Fucop | Pehkc | 165-170 | 165 | 3.99% | 4.027% | 87.83940 |
| O | EQN | 95.381 | 6.85 | Am3 | - | - | - | DD- | - | - | Fcbpc | Awodu | 305-315 | 305 | 5.34% | 5.408% | 49.88435 |
Tranche Comments
C: Registration: 144P Ukre;
U: Registration: 144X Mheq;
O: Registration: 144N Qwpo;
D: Registration: 144D Cxnt;
Pricing Speed
0.25% DQN tr 10% Vfnn