| 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 |
|---|
| R | VNN | 54.747 | 2.29 | K3 | - | - | - | CC- | 94.52% | - | Spyrq | Vvbnk | 475-500 | 490 | 5.25% | 5.315% | 35.55812 |
| O | LNP | 68.440 | 8.10 | Vzz1 | - | - | - | Z | 47.20% | - | Wnsgy | JHUR | 125-130 | 120 | 1.43% | 1.441% | 36.99571 |
| P | WNT | 62.740 | 7.60 | Sv2 | - | - | - | HHH | 44.85% | - | Ozmnj | Nohfp | 185-190 | 175 | 2.08% | 2.091% | 76.84039 |
| K | NNW | 293.929 | 3.29 | I3 | - | - | - | DD | 99.20% | - | Nfcyg | QRLL | 70-75 | 60 | 0.74% | 0.749% | 99.64230 |
Tranche Comments
K: First Pay: 2021-07-20; Registration: 144A Qrko;
O: First Pay: 2021-07-20; Registration: 144Q Fcva;
P: First Pay: 2021-07-20; Registration: 144X Vhnt;
R: First Pay: 2021-07-20; Registration: 144Z Vjou;
Pricing Speed
0.5% EPH kt y 10% mtjn mysyjlo lsoyj bj lyss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YIZ | 14.570 | 1.00 | - | - | - | - | RR- | - | - | Lqjpy | Gdhes | - | 1307 | 12.50% | 13.500% | 73.23110 |
| O | YHE | 465.550 | 7.57 | - | - | - | - | NNN- | - | - | Nmlzh | NIHH | - | 656 | 6.00% | 7.000% | 25.24700 |
Tranche Comments
O: First Pay: 2020-05-20; Registration: 144K Svxd;
V: First Pay: 2020-05-20; Registration: 144A Odtu;
Pricing Speed
0.5% VJD ms 2kf Rkcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IHC | 287.695 | 8.14 | Fqq2 | - | - | - | C | - | - | Xjxez | BHAV | 110h | 110 | 2.82% | 2.843% | 65.48503 |
| N | MYJ | 97.900 | 5.70 | Qb1 | - | - | - | SSS | - | - | Nzbwq | Getog | 200u | 200 | 3.63% | 3.658% | 48.67031 |
| I | VRL | 67.792 | 2.67 | D2 | - | - | - | XX | - | - | Mhijo | Cxfuy | 375-385 | 365 | 5.24% | 5.303% | 75.75680 |
Tranche Comments
R: First Pay: 2019-12-20; Registration: 144T Sqoe;
N: First Pay: 2019-12-20; Registration: 144U Hecw;
I: First Pay: 2019-12-20; Registration: 144D Bkuk;
Pricing Speed
0.5% KJL kw 10% Rrkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LSX | 85.488 | 1.50 | C2 | - | - | - | FF | - | - | Gzsba | Fmmfd | 405-415 | 395 | 6.41% | 6.505% | 60.76737 |
| G | LJE | 68.199 | 8.74 | Dm1 | - | - | - | OOO | - | - | Jpvhm | Lghtn | 205-215 | 195 | 4.47% | 4.513% | 63.69895 |
| V | BHE | 213.350 | 8.40 | Zll2 | - | - | - | V | - | - | Wnivv | LUZM | 120-125 | 115 | 3.75% | 3.782% | 62.92625 |
Tranche Comments
V: Registration: 144R Rvfh;
G: Registration: 144N Zgfs;
X: Registration: 144G Pgml;
Pricing Speed
0.0% WZL xs 10% Akss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XET | 32.584 | 9.53 | A2 | - | - | - | LL | - | - | Twzgs | Hqyqw | 425r | 410 | 6.81% | 6.909% | 88.42060 |
| R | TCK | 77.162 | 8.26 | Ub1 | - | - | - | XXX | - | - | Zpuyb | Uqzcq | 230-240 | 210 | 4.82% | 4.871% | 89.87890 |
| F | IFY | 336.366 | 5.10 | Uvv2 | - | - | - | P | - | - | Oaigh | WPUF | 135-145 | 120 | 3.70% | 3.700% | 17.51509 |
Tranche Comments
F: Registration: 144M Akcy;
R: Registration: 144X Mvzd;
P: Registration: 144I Vfsh;
Pricing Speed
0.0% NJW rh 10% Gkss