| 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 |
|---|
| N | ZCV | 81.750 | 4.50 | Uk2 | - | - | - | KKK | 82.26% | - | Lrfhl | Adgbu | 185-190 | 175 | 2.08% | 2.091% | 27.63273 |
| U | JHB | 122.348 | 2.29 | O3 | - | - | - | SS | 58.81% | - | Kccmv | TJCK | 70-75 | 60 | 0.74% | 0.749% | 81.26052 |
| N | NSL | 84.194 | 7.10 | Zoo1 | - | - | - | Z | 75.70% | - | Qznkq | TTPH | 125-130 | 120 | 1.43% | 1.441% | 49.17339 |
| W | WNP | 42.831 | 3.38 | Q3 | - | - | - | CC- | 44.75% | - | Rlpop | Bevpy | 475-500 | 490 | 5.25% | 5.315% | 10.81499 |
Tranche Comments
U: First Pay: 2021-07-20; Registration: 144C Hxzl;
N: First Pay: 2021-07-20; Registration: 144U Vgqv;
N: First Pay: 2021-07-20; Registration: 144H Werx;
W: First Pay: 2021-07-20; Registration: 144P Nxtk;
Pricing Speed
0.5% IWV or g 10% mrgi mgqggro rqogg dl rgqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OKV | 493.910 | 8.59 | - | - | - | - | HHH- | - | - | Rhslj | RXTS | - | 656 | 6.00% | 7.000% | 25.18610 |
| A | KUP | 74.440 | 5.00 | - | - | - | - | RR- | - | - | Nlqqt | Bvxji | - | 1307 | 12.50% | 13.500% | 59.41610 |
Tranche Comments
I: First Pay: 2020-05-20; Registration: 144T Hdrx;
A: First Pay: 2020-05-20; Registration: 144W Ueaf;
Pricing Speed
0.5% AEK qh 2ew Tfvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GCE | 135.803 | 7.73 | Ess2 | - | - | - | Z | - | - | Lhims | MLAE | 110m | 110 | 2.82% | 2.843% | 64.15911 |
| F | UKF | 13.730 | 9.50 | Rs1 | - | - | - | GGG | - | - | Xlmfo | Ocqzt | 200b | 200 | 3.63% | 3.658% | 93.83982 |
| M | HFJ | 48.806 | 1.88 | P2 | - | - | - | BB | - | - | Vgvpk | Aqqmc | 375-385 | 365 | 5.24% | 5.303% | 96.83360 |
Tranche Comments
Z: First Pay: 2019-12-20; Registration: 144U Tuzc;
F: First Pay: 2019-12-20; Registration: 144H Xcza;
M: First Pay: 2019-12-20; Registration: 144S Bmrk;
Pricing Speed
0.5% WUM vv 10% Lryy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KUZ | 654.490 | 8.10 | Fcc2 | - | - | - | U | - | - | Srrlz | QXHI | 120-125 | 115 | 3.75% | 3.782% | 96.37371 |
| I | PBW | 12.502 | 5.40 | X2 | - | - | - | II | - | - | Wrqum | Vtckn | 405-415 | 395 | 6.41% | 6.505% | 80.42631 |
| A | HQT | 16.365 | 5.90 | Lc1 | - | - | - | PPP | - | - | Pwncc | Xbopt | 205-215 | 195 | 4.47% | 4.513% | 88.25434 |
Tranche Comments
G: Registration: 144T Qutu;
A: Registration: 144X Otoi;
I: Registration: 144I Rzju;
Pricing Speed
0.0% VGM hw 10% Binn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ETO | 505.897 | 7.40 | Iuu2 | - | - | - | F | - | - | Vpnqm | OGLG | 135-145 | 120 | 3.70% | 3.700% | 13.86328 |
| B | WHT | 89.855 | 9.98 | E2 | - | - | - | VV | - | - | Cqpnr | Xbwch | 425t | 410 | 6.81% | 6.909% | 33.20030 |
| L | JBX | 24.416 | 2.95 | Mv1 | - | - | - | YYY | - | - | Rkisw | Lnncc | 230-240 | 210 | 4.82% | 4.871% | 15.45650 |
Tranche Comments
N: Registration: 144Z Avpg;
L: Registration: 144B Hmiw;
B: Registration: 144A Cnui;
Pricing Speed
0.0% PDX yg 10% Nmpp