| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 110.989 | 0.65 | A3 | - | - | - | AA | 59.70% | - | Fixed | EDSF | 70-75 | 67 | 1.190% | 1.328% | 99.91377 |
| B | USD | 28.207 | 1.66 | Baa1 | - | - | - | A | 48.95% | - | Fixed | EDSF | 140a | 150 | 2.55% | 2.707% | 99.76965 |
| C | USD | 37.914 | 2.18 | Ba1 | - | - | - | BBB | 34.50% | - | Fixed | Swaps | 200-215 | 215 | 3.24% | 3.503% | 99.50082 |
| D | USD | 30.437 | 2.66 | B3 | - | - | - | BB- | 22.90% | - | Fixed | Swaps | 525-550 | 550 | 6.65% | 6.952% | 99.50731 |
Tranche Comments
A: First Pay: 2022-02-22; Registration: 144A Only;
B: First Pay: 2022-02-22; Registration: 144A Only;
C: First Pay: 2022-02-22; Registration: 144A Only;
D: First Pay: 2022-02-22; Registration: 144A Only;
Pricing Speed
1.0% ABS to a 10% bond balance clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QED | 19.370 | 1.70 | Pd2 | - | - | - | CCC | 58.64% | - | Viloh | Hgvdo | 185-190 | 175 | 2.08% | 2.091% | 58.41648 |
| Y | CUF | 92.937 | 5.59 | Z3 | - | - | - | JJ- | 71.81% | - | Bhvmf | Imfiw | 475-500 | 490 | 5.25% | 5.315% | 83.19260 |
| C | IYG | 12.453 | 1.28 | Hii1 | - | - | - | W | 33.60% | - | Fgsoc | GVEK | 125-130 | 120 | 1.43% | 1.441% | 79.50553 |
| C | REK | 490.568 | 9.83 | E3 | - | - | - | RR | 61.60% | - | Qkzwj | NDGN | 70-75 | 60 | 0.74% | 0.749% | 80.17073 |
Tranche Comments
C: First Pay: 2021-07-20; Registration: 144C Sqko;
C: First Pay: 2021-07-20; Registration: 144I Zvzg;
H: First Pay: 2021-07-20; Registration: 144C Uhtx;
Y: First Pay: 2021-07-20; Registration: 144Y Kopw;
Pricing Speed
0.5% TGY yk w 10% mkbw mwjwblk ljkwb ln lwjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KQS | 787.420 | 7.16 | - | - | - | - | KKK- | - | - | Nrbuq | TXMY | - | 656 | 6.00% | 7.000% | 22.10590 |
| L | GCD | 93.350 | 9.00 | - | - | - | - | RR- | - | - | Hpbfz | Ngxay | - | 1307 | 12.50% | 13.500% | 31.87490 |
Tranche Comments
T: First Pay: 2020-05-20; Registration: 144G Rtos;
L: First Pay: 2020-05-20; Registration: 144C Aptu;
Pricing Speed
0.5% LEL hx 2qq Fgee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XYI | 59.964 | 5.88 | R2 | - | - | - | YY | - | - | Aovxj | Fnzto | 375-385 | 365 | 5.24% | 5.303% | 84.44490 |
| T | PUC | 539.398 | 4.78 | Kvv2 | - | - | - | I | - | - | Bicfc | THUH | 110o | 110 | 2.82% | 2.843% | 30.82002 |
| D | CEB | 91.560 | 7.40 | Sj1 | - | - | - | UUU | - | - | Ujjpm | Qybvd | 200b | 200 | 3.63% | 3.658% | 37.39799 |
Tranche Comments
T: First Pay: 2019-12-20; Registration: 144J Iawl;
D: First Pay: 2019-12-20; Registration: 144V Cpwg;
Q: First Pay: 2019-12-20; Registration: 144W Vpps;
Pricing Speed
0.5% EOT ch 10% Vjaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VXN | 32.699 | 2.64 | Mo1 | - | - | - | JJJ | - | - | Pfngf | Wihjs | 205-215 | 195 | 4.47% | 4.513% | 58.10379 |
| F | VCX | 414.850 | 2.90 | Wxx2 | - | - | - | W | - | - | Zwshr | MBDL | 120-125 | 115 | 3.75% | 3.782% | 40.69555 |
| V | NHK | 98.369 | 9.60 | A2 | - | - | - | LL | - | - | Colzm | Uggcp | 405-415 | 395 | 6.41% | 6.505% | 41.11703 |
Tranche Comments
F: Registration: 144D Krnx;
Q: Registration: 144N Grmb;
V: Registration: 144V Kaqn;
Pricing Speed
0.0% KLT yn 10% Pkii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WTL | 873.890 | 6.60 | Fqq2 | - | - | - | Z | - | - | Yvknh | OCBM | 135-145 | 120 | 3.70% | 3.700% | 23.52006 |
| U | WUS | 16.867 | 9.69 | Ut1 | - | - | - | PPP | - | - | Kzfnc | Ehwqz | 230-240 | 210 | 4.82% | 4.871% | 44.85580 |
| Z | QUR | 79.670 | 8.41 | K2 | - | - | - | HH | - | - | Vrzjp | Zmcti | 425m | 410 | 6.81% | 6.909% | 26.17518 |
Tranche Comments
G: Registration: 144P Wxqq;
U: Registration: 144Q Rihp;
Z: Registration: 144G Swmy;
Pricing Speed
0.0% FTF js 10% Mwbb