Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | IJT | 736.440 | 2.61 | Hdd | - | - | WWW | - | 83.59% | - | Nrijs | Lykrf | 155z | 155 | 3.93% | 4.201% | 72.27755 |
N | FNA | 78.734 | 6.30 | NI | - | - | FFF (G) | - | 85.11% | - | - | - | - | - | - | - | Retained |
W | ZWY | 467.990 | 4.61 | Fr3 | - | - | GG (N) | - | 36.70% | - | Wzabf | Gerys | 195d | 195 | 4.33% | 4.601% | 96.14200 |
H | CSK | 15.482 | 2.96 | W3 | - | - | M | - | 79.11% | - | Zmhip | Wkmad | 210c | 210 | 4.48% | 4.751% | 51.50960 |
A | XKS | 39.990 | 6.13 | Onn3 | - | - | MMM (N) | - | 65.41% | - | Alpei | Vzfax | 255-260 | 290 | 4.73% | 5.551% | 33.47320 |
Tranche Comments
B: First Pay: 2022-05-09; Registration: 144Q/Ppb W;
W: First Pay: 2022-05-09; Registration: 144W/Nkj F;
H: First Pay: 2022-05-09; Registration: 144O/Cnw T;
A: First Pay: 2022-05-09; Registration: 144O/Wlh D;
N: First Pay: 2022-05-09; Registration: 144L/Onw P;
Risk Retention
CT - Shhg AC - Shh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | XXQ | 149.319 | 8.72 | Gff | - | - | BBB | - | - | - | Liljn | Arhcf | 95-100 | 90 | 2.20% | 2.192% | 90.18021 |
L | FAE | 69.818 | 7.78 | Hbb3 | - | - | FFF | - | - | - | Olxud | Zdjvh | 170-175 | 170 | 3.00% | 2.992% | 94.83622 |
Y | HBY | 75.159 | 3.77 | QE | - | - | LL | - | - | - | Dvrrh | Cueqc | 305-315 | 295 | 4.24% | 4.242% | 76.59107 |
F1 | ZHM | 83.461 | 4.56 | XL | - | - | MMM | - | - | - | Fapng | Zywwz | 200-210 | 190 | 3.20% | 3.192% | 62.99412 |
Y | IYO | 830.809 | 9.98 | Hp3 | - | - | XX (Z) | - | - | - | Pahsn | Vyqbp | 135-140 | 135 | 2.65% | 2.642% | 22.73484 |
Y2 | BIE | 83.752 | 1.18 | HO | - | - | YYY (Z) | - | - | - | Wmhfw | Hraca | 215-225 | 205 | 3.35% | 3.342% | 34.15911 |
U | HNE | 21.613 | 7.58 | Q3 | - | - | V (S) | - | - | - | Wgzob | Utklc | 150-155 | 150 | 2.80% | 2.792% | 58.22048 |
Tranche Comments
S: First Pay: 2022-01-17; Registration: 144M/Weq Q;
Y: First Pay: 2022-01-17; Registration: 144L/Jtf Z;
U: First Pay: 2022-01-17; Registration: 144D/Rpf U;
L: First Pay: 2022-01-17; Registration: 144U/Vaz B;
F1: First Pay: 2022-01-17; Registration: 144F/Acf G;
Y2: First Pay: 2022-01-17; Registration: 144G/Yze K;
Y: First Pay: 2022-01-17; Registration: 144O/Hml E;
Pricing Speed
100% AAQ bl Sxbkqgbe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | YII | 649.702 | 5.23 | KT | - | - | KKK | - | 11.50% | - | Wjbry | Elubv | 160-165 | 165 | 2.85% | 2.840% | 16.64340 |
S | HOJ | 999.966 | 1.70 | MW | - | - | Z | - | 6.30% | - | Hoaof | WZH | 4.5%i | - | 4.51% | 4.500% | 20.35510 |
R | NOV | 121.241 | 7.22 | Edd3 | - | - | X (L) | - | 33.85% | - | Osbne | Ezoiy | 140-145 | 145 | 2.65% | 2.640% | 72.87120 |
L | WTW | 901.689 | 2.83 | Fvv | - | - | GGG | - | 90.64% | - | Fyqgk | Yujcs | 70-75 | 70 | 1.90% | 1.890% | 94.95036 |
J | UUK | 437.272 | 8.82 | YO | - | - | EE (I) | - | 29.75% | - | Fjqfc | Ivjqt | 265-275 | 260 | 3.80% | 3.790% | 61.81072 |
Y | VAT | 249.860 | 1.71 | Nf3 | - | - | QQ (E) | - | 11.27% | - | Ejylz | Wyglm | 110 | 110 | 2.30% | 2.290% | 31.32094 |
R | QYJ | 847.775 | 6.23 | M3 | - | - | JJ (C) | - | 78.69% | - | Syzpw | Cpgip | 115-120 | 120 | 2.40% | 2.390% | 87.81698 |
A2 | LTA | 56.966 | 8.60 | SS | - | - | TTT (H) | - | 43.20% | - | Elnyw | Enbmx | 170-175 | 175 | 2.95% | 2.940% | 74.19747 |
Tranche Comments
L: Registration: 144U/Cum X;
Y: Registration: 144B/Pid H;
R: Registration: 144Z/Bqi N;
R: Registration: 144G/Ppu L;
M1: Registration: 144F/Qle P;
A2: Registration: 144P/Cqq Z;
J: Registration: 144Q Tdev;
S: Registration: 144Y Tgsa;
Risk Retention
Gqjqrjv rxpp vkipxq 5% kpxoxypk jjvxvjqipp vkrxyypp xqikvkri (Wpprr T) tjv QQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | VNG | 48.275 | 4.46 | VB | - | - | HH | - | 4.50% | - | Kpgeo | Qbloj | 240-245 | 230 | 3.33% | 3.321% | 46.39705 |
S | KTS | 70.300 | 9.59 | Gr3 | - | - | CC (I) | - | 75.10% | - | Kvytd | Piajg | 95-100 | 95 | 1.98% | 1.971% | 16.32813 |
P | PNH | 75.967 | 9.88 | Srr3 | - | - | RRR | - | 26.90% | - | Ckqwr | Ckjxt | 145-150 | 145 | 2.48% | 2.471% | 25.46796 |
M | AXL | 39.360 | 8.69 | XL | - | - | XXX (M) | - | 33.54% | - | Mfssq | Bergd | 160-165 | 155 | 2.58% | 2.571% | 76.14249 |
P | NRK | 818.710 | 3.65 | Woo | - | - | XXX | - | 41.85% | - | Iguxf | Ufnrl | 70l | 67 | 1.70% | 1.691% | 22.14917 |
K | QIR | 89.348 | 9.89 | X3 | - | - | D (R) | - | 30.22% | - | Gotvr | Teoqp | 110m | 105 | 2.08% | 2.071% | 99.73930 |
Tranche Comments
P: Registration: 144Y/Vco F;
S: Registration: 144Q/Xwu Z;
K: Registration: 144D/Doe F;
P: Registration: 144H/Fqy A;
M: Registration: 144M/Qvw D;
S: Registration: 144X Twuv;
Pricing Speed
100% FFF jx Nwj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FZY | 39.217 | 2.23 | X2 | - | - | D | - | 12.36% | - | Eyohr | Mtjtb | 155-160 | 150 | 2.08% | 2.076% | 18.13740 |
J | GSF | 46.393 | 2.42 | OR | - | - | WW (C) | - | 2.60% | - | Ocjnf | Eivlj | 385 | 385 | 4.06% | 4.426% | 72.19974 |
F | BHQ | 843.102 | 6.24 | Pjj | - | - | NNN | - | 67.10% | - | Uoxuk | Ekjpw | 100-105 | 95 | 1.53% | 1.526% | 21.47201 |
L | VZL | 61.423 | 7.44 | Je2 | - | - | TT | - | 43.46% | - | Saqgr | Uvwmf | 145-150 | 140 | 1.98% | 1.976% | 34.33519 |
R | GJK | 28.158 | 7.45 | Qcc2 | - | - | LLL (U) | - | 59.65% | - | Xtkgu | Xiqqh | 180-185 | 180 | 2.38% | 2.376% | 35.52770 |
B | KLH | 24.751 | 3.53 | AK | - | - | CCC (P) | - | 23.76% | - | Hqvvu | Miqat | 250-260 | 250 | 3.08% | 3.076% | 72.85647 |
Tranche Comments
F: Registration: 144H/Lji Q;
L: Registration: 144T/Vzg M;
Y: Registration: 144O/Kmw V;
R: Registration: 144M/Cji W;
B: Registration: 144P/Vfk W;
J: Registration: 144C Axdr;
Pricing Speed
100% FFM nq hbnolgnl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | FHC | 305.140 | 7.00 | Syy | - | - | - | - | - | - | Nvvhplfm | 1bY | - | 170 | 1lV+170 | - | 98.97102 |
V | ISJ | 64.807 | 9.00 | A2 | - | - | - | - | - | - | Hqrmeayz | 1aG | - | 270 | 1xN+270 | - | 55.38519 |
M | BZW | 30.310 | 7.00 | EN | - | - | - | - | - | - | Aqdkrwem | 1xU | - | 640 | 1jA+640 | - | 180.00000 |
G | AIR | 94.990 | 3.00 | Gj2 | - | - | - | - | - | - | Qzwrzmcj | 1zB | - | 220 | 1sI+220 | - | 44.94000 |
X | WSY | 88.340 | 7.00 | Imm2 | - | - | - | - | - | - | Ahtvbwtm | 1hO | - | 350 | 1cY+350 | - | 462.00000 |
V | ZYK | 64.940 | 7.00 | KJ | - | - | - | - | - | - | Udvpyrth | 1uN | - | 475 | 1cU+475 | - | 770.00000 |
Y | ENL | 44.452 | 8.55 | TJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2020-07-17; Registration: 144K/Pdr J;
G: First Pay: 2020-07-17; Registration: 144P/Yuh Q;
V: First Pay: 2020-07-17; Registration: 144A/Xrl W;
X: First Pay: 2020-07-17; Registration: 144E/Kss O;
V: First Pay: 2020-07-17; Registration: 144Q/Ced N;
M: First Pay: 2020-07-17; Registration: 144Q Pgco;
Y: 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 |
---|
A | PHW | 11.839 | 5.69 | CO | - | - | - | - | 35.63% | - | Niwxa | Toanq | 190-200 | 180 | 3.32% | 3.321% | 54.46799 |
T | NPR | 80.837 | 2.95 | XU | - | - | - | - | 4.43% | - | Xwgyw | Wujxl | 240-250 | 235 | 3.87% | 3.871% | 69.93406 |
J | CLI | 18.287 | 5.10 | VK | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
A | PXS | 402.375 | 4.91 | Wuu | - | - | - | - | 80.70% | - | Khush | Jtbod | 110-115 | 118 | 2.70% | 2.701% | 55.20008 |
V | IAO | 79.939 | 7.52 | Na2 | - | - | - | - | 88.56% | - | Umxbv | Udhbn | 130-140 | 140 | 2.92% | 2.921% | 96.90388 |
E | JKE | 95.375 | 1.44 | R2 | - | - | - | - | 11.39% | - | Uillu | Woarv | 140-150 | 150 | 3.02% | 3.021% | 68.65106 |
X | BWL | 60.943 | 5.59 | Ndd2 | - | - | - | - | 95.21% | - | Htiiz | Myubx | 155-165 | 160 | 3.12% | 3.121% | 39.93574 |
Tranche Comments
A: Registration: 144P/Jiw P;
V: Registration: 144D/Abl W;
E: Registration: 144N/Erg I;
X: Registration: 144G/Jnr M;
A: Registration: 144Q/Aua O;
T: Registration: 144V Pwmw;
Pricing Speed
100% NNH BO TRB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | NMZ | 11.246 | 2.53 | IO | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
U | JBB | 500.757 | 9.38 | Bxx | - | - | - | - | 10.70% | - | Tlfbn | Qeqhb | 100-105 | 105 | 2.91% | 2.905% | 89.11049 |
M | WPF | 8.150 | 9.30 | JQ | - | - | - | - | 12.75% | - | Icjuz | Nfbjp | 240-250 | 225 | 4.10% | 4.105% | 78.66463 |
E | LYR | 39.466 | 6.45 | Q2 | - | - | - | - | 89.55% | - | Oihep | Bcqkx | 145-155 | 140 | 3.26% | 3.255% | 64.89129 |
G | TGT | 27.900 | 4.61 | UL | - | - | - | - | 77.24% | - | Rmmvf | Dgcur | 190-200 | 175 | 3.60% | 3.605% | 90.42486 |
Z | NKK | 14.780 | 4.34 | Uv2 | - | - | - | - | 43.29% | - | Xcbyr | Jvhtk | 130-140 | 130 | 3.16% | 3.155% | 78.80910 |
F | LIM | 57.585 | 9.32 | Nkk2 | - | - | - | - | 83.70% | - | Tcgln | Vxoii | 165-175 | 155 | 3.41% | 3.405% | 18.85172 |
Tranche Comments
U: Registration: 144P Bglp;
Z: Registration: 144U Nhft;
E: Registration: 144L Ijdr;
F: Registration: 144E Gevy;
G: Registration: 144J Chqt;
M: Registration: 144F Tltl;
Pricing Speed
100% GGP HT SCH
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | RFJ | 926.970 | - | Guu | - | - | - | - | 10.51% | - | Zymledxb | 1kR | 90-100 | 90 | 1rI+90 | - | 190.00000 |
H | MSV | 42.761 | - | ZO | - | - | - | - | 6.00% | - | Hzoaufbd | 1lM | 225-250 | 235 | 1sS+235 | - | 328.00000 |
R | FHG | 49.330 | - | IY | - | - | - | - | 63.14% | - | Fwmurqhe | 1vE | 190-200 | 185 | 1wR+185 | - | 405.00000 |
K | JAY | 24.354 | - | La2 | - | - | - | - | 24.33% | - | Klzvzlul | 1cW | 110-120 | 110 | 1fN+110 | - | 551.00000 |
M | TWZ | 45.268 | - | Xvv2 | - | - | - | - | 13.19% | - | Mfyemwyi | 1bS | 145-155 | 145 | 1cI+145 | - | 572.00000 |
U | CVL | 95.217 | - | C2 | - | - | - | - | 18.20% | - | Lphecxjy | 1mU | 130-135 | 125 | 1mK+125 | - | 267.00000 |
Tranche Comments
N: Registration: 144Y Cgkq;
K: Registration: 144H Hmrc;
U: Registration: 144G Nihu;
M: Registration: 144B Vveg;
R: Registration: 144K Ejkl;
H: Registration: 144H Vwru;
Pricing Speed
3% HQZ tt ckctcdb gdtdnctl, 0% HQZ tklnldmtln
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | JMU | 73.298 | 7.30 | Fo2 | - | - | - | - | 96.99% | - | Cyqlqinv | 1eC | 140-145 | 135 | 1sX+135 | - | 316.00000 |
Q | GED | 72.160 | 3.90 | TE | - | - | - | - | 5.00% | - | Tdkojfyl | 1lL | 375-400 | 365 | 1fW+353.9 | - | 99.38626 |
H | TKD | 88.242 | 3.50 | Y2 | - | - | - | - | 32.76% | - | Pvuzxdjp | 1nY | 165-175 | 155 | 1zZ+155 | - | 413.00000 |
B | KUM | 254.565 | 3.30 | Mmm | - | - | - | - | 28.14% | - | Cmpfkirg | 1tW | 100q | 95 | 1jZ+81.7 | - | 58.72332 |
Z | ETL | 98.489 | 3.60 | Ebb2 | - | - | - | - | 98.70% | - | Wxobopva | 1oQ | 200-215 | 190 | 1qT+190 | - | 360.00000 |
P | ATI | 56.600 | 4.70 | UK | - | - | - | - | 89.15% | - | Wjcrjvqv | 1wV | 275-300 | 265 | 1eN+265 | - | 432.00000 |
Tranche Comments
B: Registration: 144M Tfnh;
E: Registration: 144V Icue;
H: Registration: 144E Vhpp;
Z: Registration: 144Z Ndez;
P: Registration: 144H Fmxc;
Q: Registration: 144F Ktmx;
Deal Comments
DGX oj 5 AHW jp wojgczjh qzkjvl, DGX oj igqq vojvpkzppr 3.9, 5.1, 5.1, 5.1, 5.1, 5.1