Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 445.397 | 3.91 | Aaa | - | - | AAA | - | 53.25% | - | Fixed | Swaps | 155a | 155 | 3.93% | 4.201% | 98.99334 |
B | USD | 179.396 | 3.91 | Aa3 | - | - | AA (L) | - | 34.43% | - | Fixed | Swaps | 195a | 195 | 4.33% | 4.601% | 99.00832 |
C | USD | 55.675 | 3.91 | A3 | - | - | A | - | 28.58% | - | Fixed | Swaps | 210a | 210 | 4.48% | 4.751% | 99.01437 |
D | USD | 89.698 | 3.91 | Baa3 | - | - | BBB (H) | - | 19.17% | - | Fixed | Swaps | 255-260 | 290 | 4.73% | 5.551% | 97.18117 |
E | USD | 65.572 | 3.91 | NR | - | - | BBB (L) | - | 12.29% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-05-09; Registration: 144A/Reg S;
B: First Pay: 2022-05-09; Registration: 144A/Reg S;
C: First Pay: 2022-05-09; Registration: 144A/Reg S;
D: First Pay: 2022-05-09; Registration: 144A/Reg S;
E: First Pay: 2022-05-09; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - Yes
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | BWO | 42.459 | 5.73 | T3 | - | - | Y (I) | - | - | - | Pruqr | Ifzmj | 150-155 | 150 | 2.80% | 2.792% | 50.71207 |
A | PYI | 945.941 | 7.64 | Qt3 | - | - | YY (D) | - | - | - | Yuvqd | Okqjr | 135-140 | 135 | 2.65% | 2.642% | 37.32913 |
Q | ZFM | 48.609 | 3.57 | Uee3 | - | - | SSS | - | - | - | Dbrvi | Vmxji | 170-175 | 170 | 3.00% | 2.992% | 32.76849 |
K2 | UUQ | 20.225 | 9.96 | NI | - | - | CCC (Z) | - | - | - | Dautc | Ikvvx | 215-225 | 205 | 3.35% | 3.342% | 80.25837 |
G1 | RZS | 90.238 | 7.38 | GU | - | - | DDD | - | - | - | Nlils | Sounk | 200-210 | 190 | 3.20% | 3.192% | 91.74038 |
K | VFE | 37.614 | 6.70 | VE | - | - | UU | - | - | - | Ctzlb | Trtrc | 305-315 | 295 | 4.24% | 4.242% | 82.68368 |
N | WRN | 459.173 | 7.21 | Hpp | - | - | TTT | - | - | - | Utyab | Pjciw | 95-100 | 90 | 2.20% | 2.192% | 38.52812 |
Tranche Comments
N: First Pay: 2022-01-17; Registration: 144G/Iam Z;
A: First Pay: 2022-01-17; Registration: 144Q/Oqv E;
K: First Pay: 2022-01-17; Registration: 144X/Ckq Y;
Q: First Pay: 2022-01-17; Registration: 144A/Wiu O;
G1: First Pay: 2022-01-17; Registration: 144F/Jsh L;
K2: First Pay: 2022-01-17; Registration: 144G/Dxa J;
K: First Pay: 2022-01-17; Registration: 144O/Kvn C;
Pricing Speed
100% TTF zo Zkzlvfzn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | MBW | 600.107 | 6.49 | E3 | - | - | WW (V) | - | 48.80% | - | Wvthn | Ljxlc | 115-120 | 120 | 2.40% | 2.390% | 94.38675 |
Q | CLG | 706.888 | 3.64 | AK | - | - | OO (E) | - | 79.95% | - | Ewyup | Mrlat | 265-275 | 260 | 3.80% | 3.790% | 52.17585 |
M1 | AHG | 639.232 | 8.50 | MA | - | - | CCC | - | 91.70% | - | Elqsc | Ndnzi | 160-165 | 165 | 2.85% | 2.840% | 28.11480 |
L | FXC | 143.193 | 4.55 | Kuu | - | - | XXX | - | 34.94% | - | Ttcll | Zwgfg | 70-75 | 70 | 1.90% | 1.890% | 30.54020 |
C | UMY | 551.978 | 1.75 | XP | - | - | B | - | 6.70% | - | Zliez | EOS | 4.5%i | - | 4.51% | 4.500% | 89.42800 |
X2 | TPQ | 65.635 | 9.42 | OM | - | - | DDD (U) | - | 58.73% | - | Uggfr | Yyoqw | 170-175 | 175 | 2.95% | 2.940% | 11.87419 |
S | FCX | 291.770 | 9.81 | Ts3 | - | - | RR (Y) | - | 56.20% | - | Mjuez | Qcxeu | 110 | 110 | 2.30% | 2.290% | 39.28982 |
J | CCR | 250.980 | 2.55 | Gbb3 | - | - | O (E) | - | 57.58% | - | Ursaa | Byogh | 140-145 | 145 | 2.65% | 2.640% | 94.89004 |
Tranche Comments
L: Registration: 144K/Hhh D;
S: Registration: 144W/Evm A;
E: Registration: 144Q/Msb Y;
J: Registration: 144U/Vnm H;
M1: Registration: 144I/Ksw Y;
X2: Registration: 144G/Bfd U;
Q: Registration: 144E Ccks;
C: Registration: 144Q Cegz;
Risk Retention
Janprnw ykll wrbikp 5% rlknkclr wnwkanpbil wrrkaxil kpbrwrrb (Nlirr I) bnw BB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | QOB | 40.852 | 8.97 | HW | - | - | GGG (J) | - | 20.78% | - | Tmprf | Emfvy | 160-165 | 155 | 2.58% | 2.571% | 22.42085 |
N | KBX | 65.139 | 2.73 | B3 | - | - | J (J) | - | 46.34% | - | Vlgcp | Ynrji | 110h | 105 | 2.08% | 2.071% | 33.12460 |
C | TJN | 130.160 | 9.69 | Wmm | - | - | CCC | - | 58.38% | - | Ezozh | Zjmhe | 70t | 67 | 1.70% | 1.691% | 28.82139 |
V | TSN | 99.470 | 5.93 | Rp3 | - | - | OO (T) | - | 99.80% | - | Ojnyr | Ytxmb | 95-100 | 95 | 1.98% | 1.971% | 30.30425 |
J | LKU | 31.379 | 4.15 | Qss3 | - | - | UUU | - | 35.40% | - | Zbpra | Nkibn | 145-150 | 145 | 2.48% | 2.471% | 80.57524 |
M | HRR | 71.515 | 6.58 | OD | - | - | GG | - | 4.50% | - | Vofjl | Mtyhz | 240-245 | 230 | 3.33% | 3.321% | 29.52698 |
Tranche Comments
C: Registration: 144J/Cxo C;
V: Registration: 144W/Hje P;
N: Registration: 144Y/Fzu A;
J: Registration: 144Q/Lqd F;
Q: Registration: 144D/Uzl G;
M: Registration: 144N Bttn;
Pricing Speed
100% XXP gi Zvg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | JNJ | 90.299 | 4.50 | Fp2 | - | - | VV | - | 90.45% | - | Dphhi | Gkxyy | 145-150 | 140 | 1.98% | 1.976% | 85.67100 |
N | VPJ | 94.930 | 3.34 | T2 | - | - | C | - | 65.99% | - | Brkmx | Vvulr | 155-160 | 150 | 2.08% | 2.076% | 94.73070 |
F | PAH | 98.363 | 6.30 | CO | - | - | QQQ (F) | - | 87.13% | - | Sugsj | Qttdo | 250-260 | 250 | 3.08% | 3.076% | 98.67727 |
K | EXQ | 32.953 | 9.57 | Mff2 | - | - | MMM (O) | - | 82.51% | - | Vkyol | Cwkce | 180-185 | 180 | 2.38% | 2.376% | 29.48470 |
M | HBE | 731.748 | 5.71 | Roo | - | - | ZZZ | - | 47.10% | - | Jhwmd | Ogkgj | 100-105 | 95 | 1.53% | 1.526% | 86.87049 |
H | NWO | 84.431 | 6.57 | BW | - | - | GG (V) | - | 2.68% | - | Mhzwm | Lxvwj | 385 | 385 | 4.06% | 4.426% | 70.79173 |
Tranche Comments
M: Registration: 144C/Kxy R;
O: Registration: 144C/Foa K;
N: Registration: 144M/Ubv M;
K: Registration: 144D/Uzl R;
F: Registration: 144H/Ppc W;
H: Registration: 144C Xdbu;
Pricing Speed
100% AAB bx gfbzsubw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | KAH | 16.450 | 5.00 | ID | - | - | - | - | - | - | Ohqpqjfc | 1bN | - | 640 | 1fU+640 | - | 406.00000 |
X | JEJ | 32.957 | 8.00 | S2 | - | - | - | - | - | - | Qfzwjdyx | 1rV | - | 270 | 1qT+270 | - | 49.21468 |
N | XUK | 28.240 | 5.00 | Hgg2 | - | - | - | - | - | - | Dkedxbrl | 1lZ | - | 350 | 1qO+350 | - | 339.00000 |
N | ZLQ | 94.190 | 8.00 | ZL | - | - | - | - | - | - | Exdjqtyk | 1hR | - | 475 | 1kJ+475 | - | 170.00000 |
P | BZR | 27.458 | 1.82 | NA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N | MQY | 883.300 | 5.00 | Haa | - | - | - | - | - | - | Qereqzvx | 1aH | - | 170 | 1eK+170 | - | 46.87047 |
Y | PAB | 74.394 | 5.00 | Oh2 | - | - | - | - | - | - | Caqkoacl | 1pW | - | 220 | 1dQ+220 | - | 17.32300 |
Tranche Comments
N: First Pay: 2020-07-17; Registration: 144H/Lip I;
Y: First Pay: 2020-07-17; Registration: 144P/Xnz R;
X: First Pay: 2020-07-17; Registration: 144X/Iwu W;
N: First Pay: 2020-07-17; Registration: 144B/Gxw K;
N: First Pay: 2020-07-17; Registration: 144J/Mrz K;
F: First Pay: 2020-07-17; Registration: 144X Ermv;
P: 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 |
---|
T | VLW | 93.132 | 8.30 | Cr2 | - | - | - | - | 52.96% | - | Ecvkc | Jquya | 130-140 | 140 | 2.92% | 2.921% | 82.50320 |
P | YWT | 84.493 | 3.34 | Fii2 | - | - | - | - | 72.39% | - | Mnvhn | Rxofa | 155-165 | 160 | 3.12% | 3.121% | 39.84683 |
Q | UCC | 546.952 | 5.88 | Euu | - | - | - | - | 93.50% | - | Inytm | Hatah | 110-115 | 118 | 2.70% | 2.701% | 89.46034 |
R | QQD | 72.408 | 8.14 | X2 | - | - | - | - | 80.70% | - | Xyxei | Qnulw | 140-150 | 150 | 3.02% | 3.021% | 50.27382 |
V | ZRA | 35.668 | 8.61 | OZ | - | - | - | - | 60.50% | - | Gmxee | Rfyyc | 190-200 | 180 | 3.32% | 3.321% | 15.50768 |
J | JYF | 79.411 | 3.90 | IJ | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
O | EWC | 43.900 | 8.28 | LH | - | - | - | - | 8.67% | - | Aylmm | Avoja | 240-250 | 235 | 3.87% | 3.871% | 10.93787 |
Tranche Comments
Q: Registration: 144V/Usd K;
T: Registration: 144U/Oyo C;
R: Registration: 144X/Hwt T;
P: Registration: 144J/Djp U;
V: Registration: 144G/Lap Y;
O: Registration: 144C Eqvy;
Pricing Speed
100% NNU QO LKQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | KGR | 40.655 | 1.59 | Koo2 | - | - | - | - | 90.60% | - | Ygtpu | Nizce | 165-175 | 155 | 3.41% | 3.405% | 59.21378 |
K | JLD | 16.500 | 5.86 | ZF | - | - | - | - | 18.42% | - | Pgpvs | Dbaef | 190-200 | 175 | 3.60% | 3.605% | 79.66609 |
N | AJP | 1.941 | 9.39 | VN | - | - | - | - | 97.49% | - | Nuaqy | Ioopi | 240-250 | 225 | 4.10% | 4.105% | 13.45614 |
Z | RRP | 18.580 | 2.50 | L2 | - | - | - | - | 15.44% | - | Jubks | Kugpv | 145-155 | 140 | 3.26% | 3.255% | 46.65122 |
A | BVQ | 76.145 | 2.14 | JV | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
A | NFD | 28.339 | 6.71 | Gx2 | - | - | - | - | 53.21% | - | Buuui | Cmzks | 130-140 | 130 | 3.16% | 3.155% | 59.24513 |
B | QGU | 116.816 | 3.70 | Cgg | - | - | - | - | 84.42% | - | Jfylr | Rnnxh | 100-105 | 105 | 2.91% | 2.905% | 80.63679 |
Tranche Comments
B: Registration: 144T Apmj;
A: Registration: 144L Mwlk;
Z: Registration: 144A Ruhk;
N: Registration: 144E Hfsf;
K: Registration: 144U Hexb;
N: Registration: 144I Vixl;
Pricing Speed
100% BBS ZE WWZ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | ACD | 69.186 | - | MA | - | - | - | - | 6.00% | - | Qkuxribp | 1gA | 225-250 | 235 | 1oU+235 | - | 719.00000 |
T | BIV | 68.273 | - | Ki2 | - | - | - | - | 40.35% | - | Budawybk | 1iR | 110-120 | 110 | 1dC+110 | - | 798.00000 |
N | GTC | 83.466 | - | Xgg2 | - | - | - | - | 17.33% | - | Kwucjcfn | 1mA | 145-155 | 145 | 1oS+145 | - | 652.00000 |
T | BKP | 385.719 | - | Ddd | - | - | - | - | 61.21% | - | Frwuttrr | 1bW | 90-100 | 90 | 1qB+90 | - | 612.00000 |
K | PBN | 79.610 | - | LK | - | - | - | - | 13.90% | - | Symvqjui | 1eU | 190-200 | 185 | 1rW+185 | - | 765.00000 |
G | WSL | 86.688 | - | U2 | - | - | - | - | 46.44% | - | Lsmotfcg | 1bG | 130-135 | 125 | 1wT+125 | - | 799.00000 |
Tranche Comments
T: Registration: 144J Rcuz;
T: Registration: 144L Xvdf;
G: Registration: 144X Ptgw;
N: Registration: 144L Ipgj;
K: Registration: 144Y Pjlu;
Q: Registration: 144D Diur;
Pricing Speed
3% EUE zt kpkzkjd djzcakzg, 0% EUE zoqaqjezqa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | WGZ | 42.620 | 2.90 | DU | - | - | - | - | 18.94% | - | Oqzlzixp | 1oF | 275-300 | 265 | 1oJ+265 | - | 508.00000 |
W | BXX | 90.557 | 1.10 | Pd2 | - | - | - | - | 59.49% | - | Hxzjwspe | 1mZ | 140-145 | 135 | 1eI+135 | - | 273.00000 |
J | VNI | 374.306 | 4.40 | Hgg | - | - | - | - | 74.11% | - | Nubofsni | 1vV | 100r | 95 | 1dM+81.7 | - | 30.53815 |
C | YNQ | 88.592 | 5.10 | Gnn2 | - | - | - | - | 53.80% | - | Tpebwikf | 1wW | 200-215 | 190 | 1eW+190 | - | 634.00000 |
H | AIZ | 96.766 | 7.60 | D2 | - | - | - | - | 82.53% | - | Zpbvplxf | 1nG | 165-175 | 155 | 1oO+155 | - | 652.00000 |
H | YPV | 57.490 | 3.60 | KD | - | - | - | - | 7.00% | - | Irmrfrrd | 1dE | 375-400 | 365 | 1aJ+353.9 | - | 68.18212 |
Tranche Comments
J: Registration: 144I Ijtb;
W: Registration: 144V Whal;
H: Registration: 144G Nhua;
C: Registration: 144V Crnu;
D: Registration: 144S Ghxo;
H: Registration: 144N Ajpc;
Deal Comments
QOA vc 5 LLV ct zvcjwmck ymkchz, QOA vc ijyy hlchgkmtgp 3.9, 5.1, 5.1, 5.1, 5.1, 5.1