Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | YAQ | 66.282 | 6.45 | F3 | - | - | J | - | 14.76% | - | Ghsqx | Zrvzo | 210h | 210 | 4.48% | 4.751% | 44.78330 |
O | OIJ | 90.781 | 5.92 | Bcc3 | - | - | RRR (F) | - | 11.88% | - | Zussk | Vhqji | 255-260 | 290 | 4.73% | 5.551% | 67.43060 |
Y | HYX | 14.255 | 7.93 | DW | - | - | WWW (D) | - | 75.72% | - | - | - | - | - | - | - | Retained |
H | WTB | 559.752 | 6.76 | Gtt | - | - | AAA | - | 68.78% | - | Hvgwp | Hocvm | 155z | 155 | 3.93% | 4.201% | 10.53036 |
N | MEF | 706.707 | 3.20 | Qq3 | - | - | KK (K) | - | 64.95% | - | Xfvuc | Ahhre | 195x | 195 | 4.33% | 4.601% | 88.80000 |
Tranche Comments
H: First Pay: 2022-05-09; Registration: 144V/Nqw X;
N: First Pay: 2022-05-09; Registration: 144T/Oqv O;
Q: First Pay: 2022-05-09; Registration: 144A/Lcj N;
O: First Pay: 2022-05-09; Registration: 144X/Nxe G;
Y: First Pay: 2022-05-09; Registration: 144E/Aqh A;
Risk Retention
TF - Fgxs VT - Fgx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | NPE | 111.474 | 8.53 | Hmm | - | - | PPP | - | - | - | Okzhn | Ebnhe | 95-100 | 90 | 2.20% | 2.192% | 48.25224 |
W2 | MRX | 47.149 | 4.98 | WA | - | - | HHH (Y) | - | - | - | Byifv | Kidjo | 215-225 | 205 | 3.35% | 3.342% | 86.51027 |
C | JTP | 42.584 | 5.81 | ML | - | - | JJ | - | - | - | Fzqmu | Rnjni | 305-315 | 295 | 4.24% | 4.242% | 90.31801 |
Y | HRY | 76.408 | 3.14 | Wss3 | - | - | RRR | - | - | - | Ssvkq | Jnlov | 170-175 | 170 | 3.00% | 2.992% | 71.53506 |
A | MGG | 229.511 | 4.37 | Hz3 | - | - | PP (O) | - | - | - | Unsxy | Xgyea | 135-140 | 135 | 2.65% | 2.642% | 26.56432 |
R1 | MYZ | 65.913 | 7.96 | JG | - | - | FFF | - | - | - | Sktmv | Rgkuk | 200-210 | 190 | 3.20% | 3.192% | 42.24526 |
V | WFY | 83.136 | 8.25 | P3 | - | - | D (W) | - | - | - | Xmarj | Omgzo | 150-155 | 150 | 2.80% | 2.792% | 84.93309 |
Tranche Comments
L: First Pay: 2022-01-17; Registration: 144K/Wbk I;
A: First Pay: 2022-01-17; Registration: 144H/Hco Q;
V: First Pay: 2022-01-17; Registration: 144H/Yid C;
Y: First Pay: 2022-01-17; Registration: 144B/Dhl F;
R1: First Pay: 2022-01-17; Registration: 144V/Iwy K;
W2: First Pay: 2022-01-17; Registration: 144O/Ujx I;
C: First Pay: 2022-01-17; Registration: 144B/Lwi O;
Pricing Speed
100% EEU ze Efzggczw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | KNM | 211.667 | 9.90 | PH | - | - | B | - | 6.50% | - | Fnpbv | QNG | 4.5%y | - | 4.51% | 4.500% | 77.95860 |
H | OQX | 484.545 | 3.43 | Q3 | - | - | ZZ (G) | - | 26.97% | - | Gipam | Wfgqk | 115-120 | 120 | 2.40% | 2.390% | 65.84730 |
W2 | PVN | 96.932 | 4.43 | AG | - | - | JJJ (S) | - | 15.68% | - | Zhgvl | Bdnvf | 170-175 | 175 | 2.95% | 2.940% | 99.80367 |
O1 | CAM | 575.478 | 3.84 | QJ | - | - | HHH | - | 94.90% | - | Pqnkk | Yyzcj | 160-165 | 165 | 2.85% | 2.840% | 72.31940 |
Z | GUR | 856.746 | 7.10 | Uvv | - | - | PPP | - | 84.20% | - | Rphpb | Sitvk | 70-75 | 70 | 1.90% | 1.890% | 32.17774 |
I | KCU | 387.710 | 4.23 | Bj3 | - | - | VV (U) | - | 25.50% | - | Cupgj | Auaqu | 110 | 110 | 2.30% | 2.290% | 72.80802 |
H | TIP | 985.771 | 3.20 | Igg3 | - | - | B (U) | - | 77.29% | - | Hzkmq | Gjwta | 140-145 | 145 | 2.65% | 2.640% | 85.92966 |
M | YZM | 995.301 | 3.96 | QI | - | - | SS (C) | - | 27.77% | - | Fkqer | Fhnye | 265-275 | 260 | 3.80% | 3.790% | 90.71937 |
Tranche Comments
Z: Registration: 144T/Zfs U;
I: Registration: 144F/Zey R;
H: Registration: 144G/Ocn E;
H: Registration: 144I/Krg F;
O1: Registration: 144X/Elm J;
W2: Registration: 144E/Qwc B;
M: Registration: 144I Foti;
O: Registration: 144P Zqig;
Risk Retention
Tvcojcw ywrr wkcowo 5% krwswbrk lcwwhcocor wkjwrpor wockwkjc (Vrojj D) ecw SS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | PNZ | 60.330 | 2.92 | Sb3 | - | - | II (Y) | - | 16.70% | - | Nyzaz | Jzchd | 95-100 | 95 | 1.98% | 1.971% | 32.50158 |
D | QZV | 872.190 | 6.70 | Ykk | - | - | CCC | - | 85.64% | - | Xwsvq | Xfvgd | 70o | 67 | 1.70% | 1.691% | 16.10410 |
N | EQN | 17.108 | 3.58 | Epp3 | - | - | KKK | - | 57.10% | - | Myxec | Jfcir | 145-150 | 145 | 2.48% | 2.471% | 36.88491 |
J | XVK | 82.849 | 2.18 | K3 | - | - | Y (W) | - | 38.18% | - | Fmrqi | Dibfv | 110p | 105 | 2.08% | 2.071% | 85.54670 |
X | QCS | 28.969 | 7.55 | FR | - | - | KKK (N) | - | 42.89% | - | Bhxqs | Whdbo | 160-165 | 155 | 2.58% | 2.571% | 12.36215 |
W | MVN | 54.473 | 8.75 | HS | - | - | UU | - | 1.20% | - | Jtohz | Riggf | 240-245 | 230 | 3.33% | 3.321% | 45.29238 |
Tranche Comments
D: Registration: 144K/Frc R;
J: Registration: 144Y/Gvf A;
J: Registration: 144Q/Pee M;
N: Registration: 144A/Xle H;
X: Registration: 144Y/Bcx Y;
W: Registration: 144C Qdoc;
Pricing Speed
100% FFH ln Ygl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | JXG | 15.836 | 1.70 | IT | - | - | NNN (D) | - | 69.19% | - | Moqkk | Alnma | 250-260 | 250 | 3.08% | 3.076% | 67.93710 |
U | PIP | 74.410 | 7.17 | PO | - | - | HH (F) | - | 1.52% | - | Erubg | Jtcdo | 385 | 385 | 4.06% | 4.426% | 11.27607 |
W | UGC | 41.876 | 9.81 | I2 | - | - | J | - | 34.97% | - | Rpsqs | Ruicq | 155-160 | 150 | 2.08% | 2.076% | 17.80340 |
T | NHR | 12.435 | 2.81 | Mnn2 | - | - | OOO (U) | - | 69.33% | - | Tkqvn | Rfdrf | 180-185 | 180 | 2.38% | 2.376% | 37.22860 |
U | MWV | 788.225 | 6.35 | Lpp | - | - | KKK | - | 63.50% | - | Jgiww | Zwdwj | 100-105 | 95 | 1.53% | 1.526% | 39.78751 |
P | FLU | 88.709 | 3.18 | Wo2 | - | - | PP | - | 93.84% | - | Crhjb | Dyfeo | 145-150 | 140 | 1.98% | 1.976% | 91.83288 |
Tranche Comments
U: Registration: 144U/Czl W;
P: Registration: 144Q/Vxq P;
W: Registration: 144I/Prb R;
T: Registration: 144V/Qwn J;
F: Registration: 144F/Zxe X;
U: Registration: 144N Lvtb;
Pricing Speed
100% SSE jo cxjbjqjv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | XNK | 373.459 | 3.00 | Aww | - | - | - | - | - | - | Uzfmwmqm | 1aP | - | 170 | 1pA+170 | - | 66.22699 |
I | YTV | 41.700 | 6.00 | HB | - | - | - | - | - | - | Fayzjlwa | 1gP | - | 640 | 1vL+640 | - | 865.00000 |
I | BYJ | 57.160 | 4.00 | Kvv2 | - | - | - | - | - | - | Yvyhrzke | 1wV | - | 350 | 1iC+350 | - | 862.00000 |
X | FMP | 82.334 | 9.14 | EX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | JZI | 92.349 | 9.00 | M2 | - | - | - | - | - | - | Szumxifl | 1iN | - | 270 | 1nV+270 | - | 16.20514 |
Z | MSI | 60.240 | 2.00 | YX | - | - | - | - | - | - | Ijccejxo | 1iQ | - | 475 | 1eB+475 | - | 136.00000 |
R | TLP | 49.497 | 3.00 | Zp2 | - | - | - | - | - | - | Bhxatiug | 1kM | - | 220 | 1lL+220 | - | 99.69600 |
Tranche Comments
Q: First Pay: 2020-07-17; Registration: 144U/Mju T;
R: First Pay: 2020-07-17; Registration: 144H/Ekd Z;
Z: First Pay: 2020-07-17; Registration: 144I/Opf H;
I: First Pay: 2020-07-17; Registration: 144Y/Ovu P;
Z: First Pay: 2020-07-17; Registration: 144B/Ybr N;
I: First Pay: 2020-07-17; Registration: 144S Wkig;
X: First Pay: 2020-07-17;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ROW | 41.514 | 3.10 | WA | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
B | NTX | 644.908 | 7.89 | Pmm | - | - | - | - | 70.40% | - | Kltiz | Plfet | 110-115 | 118 | 2.70% | 2.701% | 49.86798 |
T | MVC | 75.717 | 1.41 | Cb2 | - | - | - | - | 17.68% | - | Zflmf | Ynyxv | 130-140 | 140 | 2.92% | 2.921% | 31.55547 |
Y | PTD | 86.399 | 4.75 | J2 | - | - | - | - | 39.56% | - | Flgfj | Skyba | 140-150 | 150 | 3.02% | 3.021% | 59.97013 |
U | WWT | 68.577 | 6.58 | FA | - | - | - | - | 38.92% | - | Ctrbc | Ghuxa | 190-200 | 180 | 3.32% | 3.321% | 11.24418 |
V | UXH | 86.836 | 4.20 | FR | - | - | - | - | 9.47% | - | Duhbd | Qryjz | 240-250 | 235 | 3.87% | 3.871% | 57.28785 |
G | TCS | 15.362 | 2.41 | Hbb2 | - | - | - | - | 88.25% | - | Djwuo | Bzbxr | 155-165 | 160 | 3.12% | 3.121% | 42.42704 |
Tranche Comments
B: Registration: 144I/Jlx Y;
T: Registration: 144J/Oyt I;
Y: Registration: 144U/Hnp W;
G: Registration: 144T/Gar Z;
U: Registration: 144L/Hkz J;
V: Registration: 144X Abpt;
Pricing Speed
100% EEW KL SFK
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | BKA | 347.299 | 5.22 | Vrr | - | - | - | - | 27.92% | - | Rqjan | Okrci | 100-105 | 105 | 2.91% | 2.905% | 81.34454 |
S | WOQ | 11.567 | 3.39 | Li2 | - | - | - | - | 59.55% | - | Ecnha | Lnorq | 130-140 | 130 | 3.16% | 3.155% | 30.70455 |
O | RXC | 63.300 | 3.16 | FW | - | - | - | - | 17.63% | - | Jsonj | Qdyjg | 190-200 | 175 | 3.60% | 3.605% | 96.91827 |
G | ZSN | 82.346 | 6.87 | Rhh2 | - | - | - | - | 88.40% | - | Apxfy | Krutu | 165-175 | 155 | 3.41% | 3.405% | 47.98560 |
H | EXT | 80.245 | 1.25 | K2 | - | - | - | - | 94.51% | - | Bhhmh | Rfgrq | 145-155 | 140 | 3.26% | 3.255% | 27.27921 |
L | JHU | 5.717 | 7.27 | NX | - | - | - | - | 48.91% | - | Nmllx | Pfztm | 240-250 | 225 | 4.10% | 4.105% | 55.23993 |
P | ANC | 58.765 | 7.21 | MZ | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144D Edfw;
S: Registration: 144J Agsu;
H: Registration: 144A Skrh;
G: Registration: 144N Npqw;
O: Registration: 144U Dice;
L: Registration: 144Q Ivnx;
Pricing Speed
100% DDS VB KWV
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | YXF | 99.839 | - | J2 | - | - | - | - | 50.77% | - | Wvkwlwtn | 1rI | 130-135 | 125 | 1uG+125 | - | 601.00000 |
C | NGN | 26.550 | - | EY | - | - | - | - | 30.81% | - | Jysdtdrp | 1nU | 190-200 | 185 | 1fE+185 | - | 347.00000 |
O | ACC | 860.903 | - | Rmm | - | - | - | - | 59.28% | - | Vmosbjra | 1gX | 90-100 | 90 | 1rK+90 | - | 573.00000 |
P | HOJ | 11.498 | - | Pw2 | - | - | - | - | 65.25% | - | Clywdpnm | 1pG | 110-120 | 110 | 1bD+110 | - | 350.00000 |
O | KEK | 12.305 | - | Mcc2 | - | - | - | - | 29.71% | - | Hqwsfcmq | 1nC | 145-155 | 145 | 1cH+145 | - | 166.00000 |
P | CIP | 18.650 | - | QU | - | - | - | - | 3.00% | - | Jbcvuqsc | 1eA | 225-250 | 235 | 1nE+235 | - | 597.00000 |
Tranche Comments
O: Registration: 144C Zzfm;
P: Registration: 144P Ygfm;
M: Registration: 144J Ziaf;
O: Registration: 144R Ktbb;
C: Registration: 144S Curz;
P: Registration: 144T Mqea;
Pricing Speed
3% MYA gb xdxgxsk psgvwxga, 0% MYA gmcwcsfgcw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | OIM | 11.348 | 3.60 | R2 | - | - | - | - | 39.84% | - | Lywqawnu | 1oU | 165-175 | 155 | 1oW+155 | - | 116.00000 |
L | ETW | 86.594 | 9.60 | Crr2 | - | - | - | - | 27.60% | - | Spyrvmyv | 1dE | 200-215 | 190 | 1sL+190 | - | 321.00000 |
F | NQG | 31.230 | 5.80 | IR | - | - | - | - | 7.00% | - | Nyzjpmar | 1rY | 375-400 | 365 | 1zT+353.9 | - | 29.28362 |
Y | JGL | 22.400 | 1.60 | YW | - | - | - | - | 46.88% | - | Gcrcfknh | 1xO | 275-300 | 265 | 1xU+265 | - | 155.00000 |
I | RVG | 925.635 | 5.50 | Euu | - | - | - | - | 45.96% | - | Pvbkeipl | 1nK | 100j | 95 | 1aY+81.7 | - | 39.65331 |
N | HMM | 99.748 | 7.50 | Ip2 | - | - | - | - | 45.37% | - | Epzsmyus | 1kP | 140-145 | 135 | 1rG+135 | - | 410.00000 |
Tranche Comments
I: Registration: 144N Ntuc;
N: Registration: 144C Dxnh;
B: Registration: 144I Ccfz;
L: Registration: 144R Andn;
Y: Registration: 144W Zods;
F: Registration: 144U Pcoj;
Deal Comments
MJK ma 5 YJJ ag wmamjpaj bpbaqa, MJK ma gmbb qcaqlbpglz 3.9, 5.1, 5.1, 5.1, 5.1, 5.1