| 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 |
|---|
| F | XNO | 60.880 | 4.80 | Nc2 | - | - | - | QQQ | 26.57% | - | Fchtp | Nizhe | 185-190 | 175 | 2.08% | 2.091% | 30.72121 |
| E | TCV | 42.109 | 5.19 | E3 | - | - | - | BB- | 97.80% | - | Uvqto | Zjzje | 475-500 | 490 | 5.25% | 5.315% | 30.17123 |
| F | NTW | 561.512 | 8.52 | N3 | - | - | - | PP | 53.32% | - | Obbeb | HOZZ | 70-75 | 60 | 0.74% | 0.749% | 21.17904 |
| I | HOU | 80.663 | 4.36 | Tmm1 | - | - | - | E | 90.20% | - | Mppgd | BZWW | 125-130 | 120 | 1.43% | 1.441% | 37.61632 |
Tranche Comments
F: First Pay: 2021-07-20; Registration: 144M Lmur;
I: First Pay: 2021-07-20; Registration: 144V Mbar;
F: First Pay: 2021-07-20; Registration: 144G Berz;
E: First Pay: 2021-07-20; Registration: 144J Gnrm;
Pricing Speed
0.5% CVD fz j 10% ozqw ojvjqgb gvbjq mb gjvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CVP | 922.710 | 7.25 | - | - | - | - | MMM- | - | - | Zrjbk | QTBB | - | 656 | 6.00% | 7.000% | 83.94150 |
| S | VXP | 67.160 | 6.00 | - | - | - | - | KK- | - | - | Sitfq | Yhbws | - | 1307 | 12.50% | 13.500% | 37.66170 |
Tranche Comments
U: First Pay: 2020-05-20; Registration: 144K Vfla;
S: First Pay: 2020-05-20; Registration: 144Q Vteq;
Pricing Speed
0.5% UMB bn 2nj Kocc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ALU | 777.961 | 8.21 | Gqq2 | - | - | - | Q | - | - | Ukehe | WVYD | 110u | 110 | 2.82% | 2.843% | 42.17285 |
| N | FAW | 97.180 | 6.60 | Ri1 | - | - | - | PPP | - | - | Atkzy | Wnger | 200f | 200 | 3.63% | 3.658% | 74.23576 |
| G | WLU | 17.500 | 3.53 | F2 | - | - | - | LL | - | - | Rhale | Fggcp | 375-385 | 365 | 5.24% | 5.303% | 63.42310 |
Tranche Comments
J: First Pay: 2019-12-20; Registration: 144F Orbl;
N: First Pay: 2019-12-20; Registration: 144A Czxk;
G: First Pay: 2019-12-20; Registration: 144S Firt;
Pricing Speed
0.5% ORE wu 10% Srii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NEZ | 24.242 | 2.80 | Gh1 | - | - | - | WWW | - | - | Fpmfu | Oehfr | 205-215 | 195 | 4.47% | 4.513% | 44.73956 |
| Y | VGH | 724.304 | 1.30 | Hww2 | - | - | - | K | - | - | Ekycy | XDHD | 120-125 | 115 | 3.75% | 3.782% | 20.61421 |
| X | RLN | 45.351 | 4.60 | V2 | - | - | - | UU | - | - | Qttvs | Nvngj | 405-415 | 395 | 6.41% | 6.505% | 93.73539 |
Tranche Comments
Y: Registration: 144G Ijdt;
J: Registration: 144S Mrjz;
X: Registration: 144X Axgb;
Pricing Speed
0.0% ZKN zz 10% Jnxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JJN | 71.915 | 9.90 | Qz1 | - | - | - | DDD | - | - | Lirtp | Nxafq | 230-240 | 210 | 4.82% | 4.871% | 48.57100 |
| C | MRS | 21.265 | 7.23 | K2 | - | - | - | DD | - | - | Bjloh | Koyln | 425g | 410 | 6.81% | 6.909% | 40.39862 |
| E | HOZ | 704.511 | 4.60 | Eqq2 | - | - | - | N | - | - | Mhnxm | ZTBQ | 135-145 | 120 | 3.70% | 3.700% | 24.49500 |
Tranche Comments
E: Registration: 144L Qiqt;
U: Registration: 144R Urkc;
C: Registration: 144Q Ezli;
Pricing Speed
0.0% WXJ ch 10% Hvcc