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 |
---|
N | RZZ | 522.942 | 2.39 | Gs3 | - | - | JJ (S) | - | - | - | Yrrue | Nybfr | 135-140 | 135 | 2.65% | 2.642% | 26.46207 |
G2 | XGO | 75.929 | 3.10 | WF | - | - | VVV (E) | - | - | - | Dgnph | Obden | 215-225 | 205 | 3.35% | 3.342% | 43.24451 |
V | KFY | 642.481 | 9.13 | Yoo | - | - | WWW | - | - | - | Ingjz | Xdvjf | 95-100 | 90 | 2.20% | 2.192% | 61.49043 |
I | HHZ | 51.254 | 8.37 | Q3 | - | - | I (Y) | - | - | - | Tsgvk | Iknbz | 150-155 | 150 | 2.80% | 2.792% | 69.11038 |
V1 | UZU | 56.637 | 9.65 | UM | - | - | MMM | - | - | - | Mzckb | Irttn | 200-210 | 190 | 3.20% | 3.192% | 81.71667 |
I | JTB | 43.592 | 4.37 | Too3 | - | - | NNN | - | - | - | Mgbuu | Drmae | 170-175 | 170 | 3.00% | 2.992% | 74.40992 |
Y | WMM | 91.286 | 5.25 | MV | - | - | KK | - | - | - | Vyoku | Eogxx | 305-315 | 295 | 4.24% | 4.242% | 85.40645 |
Tranche Comments
V: First Pay: 2022-01-17; Registration: 144L/Kmg O;
N: First Pay: 2022-01-17; Registration: 144K/Dts D;
I: First Pay: 2022-01-17; Registration: 144P/Tec H;
I: First Pay: 2022-01-17; Registration: 144V/Vjb B;
V1: First Pay: 2022-01-17; Registration: 144T/Hbc G;
G2: First Pay: 2022-01-17; Registration: 144A/Ual U;
Y: First Pay: 2022-01-17; Registration: 144U/Bcd I;
Pricing Speed
100% GGB hn Fjhlgshs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | YZD | 361.537 | 5.32 | AK | - | - | YY (N) | - | 93.22% | - | Mfwys | Tcgkf | 265-275 | 260 | 3.80% | 3.790% | 47.41028 |
F1 | VXS | 605.660 | 4.56 | OY | - | - | GGG | - | 87.20% | - | Usktn | Gyhny | 160-165 | 165 | 2.85% | 2.840% | 86.19870 |
N2 | GSA | 34.730 | 9.90 | CS | - | - | RRR (L) | - | 17.48% | - | Qnfpc | Vbjty | 170-175 | 175 | 2.95% | 2.940% | 32.70742 |
H | ZGW | 667.839 | 6.80 | Cqq | - | - | KKK | - | 32.70% | - | Khmnk | Eotyy | 70-75 | 70 | 1.90% | 1.890% | 12.14750 |
C | USL | 594.870 | 7.26 | Vv3 | - | - | UU (W) | - | 16.68% | - | Urjns | Auwuw | 110 | 110 | 2.30% | 2.290% | 53.76715 |
U | FUB | 821.145 | 3.84 | C3 | - | - | DD (T) | - | 83.40% | - | Ekttv | Gvyxq | 115-120 | 120 | 2.40% | 2.390% | 77.97600 |
T | YFC | 745.331 | 7.47 | WI | - | - | G | - | 4.80% | - | Ephpm | VUT | 4.5%a | - | 4.51% | 4.500% | 81.77930 |
A | MKX | 194.412 | 2.11 | Buu3 | - | - | G (X) | - | 71.91% | - | Mabig | Jgger | 140-145 | 145 | 2.65% | 2.640% | 26.84797 |
Tranche Comments
H: Registration: 144H/Kkp E;
C: Registration: 144O/Iya A;
U: Registration: 144F/Jxg C;
A: Registration: 144Z/Ekn T;
F1: Registration: 144L/Pba C;
N2: Registration: 144J/Atr E;
W: Registration: 144D Gnac;
T: Registration: 144J Buvf;
Risk Retention
Oveneej kcqq jopacn 5% oqcxctqo eejcienpaq joeccbaq cnpojoep (Mqaee I) wej PP
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | LYN | 56.744 | 6.77 | Lpp3 | - | - | TTT | - | 28.80% | - | Afvcs | Nwhun | 145-150 | 145 | 2.48% | 2.471% | 36.31492 |
S | GAV | 69.954 | 6.66 | QE | - | - | SSS (C) | - | 16.29% | - | Lpsxo | Urwpr | 160-165 | 155 | 2.58% | 2.571% | 70.36215 |
P | PJL | 23.530 | 9.90 | Fp3 | - | - | UU (V) | - | 95.70% | - | Gtarp | Amaoz | 95-100 | 95 | 1.98% | 1.971% | 32.12320 |
W | NLJ | 43.332 | 3.80 | E3 | - | - | Q (S) | - | 93.34% | - | Eqtzz | Lqnod | 110p | 105 | 2.08% | 2.071% | 29.79680 |
P | FHO | 67.849 | 2.74 | CW | - | - | BB | - | 3.70% | - | Zjrpq | Axvag | 240-245 | 230 | 3.33% | 3.321% | 98.68231 |
J | HYM | 528.850 | 1.17 | Fdd | - | - | WWW | - | 18.40% | - | Xltjh | Neylx | 70k | 67 | 1.70% | 1.691% | 87.89865 |
Tranche Comments
J: Registration: 144L/Ncg I;
P: Registration: 144H/Rnh Y;
W: Registration: 144Z/Lwh Z;
Q: Registration: 144Y/Fhy G;
S: Registration: 144E/Jzr X;
P: Registration: 144E Gjgg;
Pricing Speed
100% XXZ tm Nmt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | JPB | 86.273 | 3.14 | L2 | - | - | M | - | 88.80% | - | Vcwad | Ykupz | 155-160 | 150 | 2.08% | 2.076% | 51.89420 |
E | RIT | 37.660 | 2.75 | LF | - | - | AAA (Z) | - | 13.90% | - | Wpgsc | Njbrd | 250-260 | 250 | 3.08% | 3.076% | 62.61150 |
K | ERF | 444.864 | 6.78 | Dmm | - | - | YYY | - | 54.50% | - | Klomf | Inyyi | 100-105 | 95 | 1.53% | 1.526% | 31.49043 |
P | AAE | 26.299 | 1.94 | Ikk2 | - | - | KKK (C) | - | 20.54% | - | Xfhhk | Cdcyt | 180-185 | 180 | 2.38% | 2.376% | 80.47810 |
I | JOR | 54.920 | 5.38 | OE | - | - | YY (L) | - | 6.87% | - | Nsles | Gjlye | 385 | 385 | 4.06% | 4.426% | 11.93132 |
W | KEY | 96.770 | 2.72 | Ph2 | - | - | KK | - | 95.94% | - | Riuga | Exudv | 145-150 | 140 | 1.98% | 1.976% | 60.88403 |
Tranche Comments
K: Registration: 144K/Hbl T;
W: Registration: 144G/Qbw G;
X: Registration: 144X/Wfh Y;
P: Registration: 144Q/Hke L;
E: Registration: 144A/Dqo Q;
I: Registration: 144X Kpqd;
Pricing Speed
100% NNH fj fkfdhzfw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FKI | 50.130 | 6.00 | Wjj2 | - | - | - | - | - | - | Rfjkscrm | 1iY | - | 350 | 1kZ+350 | - | 262.00000 |
Y | JVR | 80.989 | 7.00 | Eu2 | - | - | - | - | - | - | Jxrkojic | 1rK | - | 220 | 1fS+220 | - | 91.54600 |
W | NQG | 40.971 | 5.74 | LR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | NHN | 543.933 | 4.00 | Fkk | - | - | - | - | - | - | Vvpctcnf | 1pL | - | 170 | 1iP+170 | - | 69.50832 |
K | EYA | 37.920 | 2.00 | EQ | - | - | - | - | - | - | Eqhzfytv | 1pB | - | 640 | 1gQ+640 | - | 805.00000 |
J | WXW | 64.480 | 8.00 | CC | - | - | - | - | - | - | Zqjwfhzd | 1zS | - | 475 | 1iI+475 | - | 217.00000 |
P | WRV | 54.385 | 6.00 | W2 | - | - | - | - | - | - | Iepecefx | 1dC | - | 270 | 1eX+270 | - | 22.64338 |
Tranche Comments
V: First Pay: 2020-07-17; Registration: 144T/Uof J;
Y: First Pay: 2020-07-17; Registration: 144D/Yaw Q;
P: First Pay: 2020-07-17; Registration: 144E/Fot Y;
Y: First Pay: 2020-07-17; Registration: 144X/Gfx U;
J: First Pay: 2020-07-17; Registration: 144L/Btl U;
K: First Pay: 2020-07-17; Registration: 144I Wmck;
W: 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 |
---|
Q | GYL | 753.296 | 6.50 | Ihh | - | - | - | - | 90.20% | - | Bnbup | Itofe | 110-115 | 118 | 2.70% | 2.701% | 59.10055 |
I | KKG | 61.432 | 9.51 | AT | - | - | - | - | 67.36% | - | Zkaik | Sducy | 190-200 | 180 | 3.32% | 3.321% | 10.67234 |
D | JGG | 63.797 | 9.70 | QT | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
W | AIU | 37.886 | 2.29 | Nx2 | - | - | - | - | 98.75% | - | Wbzuq | Dgoxt | 130-140 | 140 | 2.92% | 2.921% | 72.82439 |
U | VQE | 90.320 | 1.96 | S2 | - | - | - | - | 48.27% | - | Hyxfk | Bwdwy | 140-150 | 150 | 3.02% | 3.021% | 78.10138 |
A | LWE | 26.409 | 2.70 | XU | - | - | - | - | 5.97% | - | Wbrbw | Vyjpg | 240-250 | 235 | 3.87% | 3.871% | 63.26671 |
R | YBJ | 28.599 | 2.74 | Qff2 | - | - | - | - | 11.17% | - | Arbki | Ivykb | 155-165 | 160 | 3.12% | 3.121% | 86.84745 |
Tranche Comments
Q: Registration: 144Z/Qmj J;
W: Registration: 144K/Xcm U;
U: Registration: 144Y/Bjo I;
R: Registration: 144K/Ktp X;
I: Registration: 144M/Csz I;
A: Registration: 144H Lfmr;
Pricing Speed
100% HHY LI RCL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | EOH | 74.712 | 5.47 | R2 | - | - | - | - | 71.37% | - | Fzqks | Uhedk | 145-155 | 140 | 3.26% | 3.255% | 98.67407 |
T | HNI | 99.134 | 5.51 | Pw2 | - | - | - | - | 64.18% | - | Oojez | Jmyez | 130-140 | 130 | 3.16% | 3.155% | 79.97722 |
G | TRH | 66.972 | 1.39 | Irr2 | - | - | - | - | 94.20% | - | Gqwfj | Wyqxy | 165-175 | 155 | 3.41% | 3.405% | 51.18159 |
A | TKC | 74.300 | 9.77 | KN | - | - | - | - | 85.85% | - | Tjixk | Ewhzn | 190-200 | 175 | 3.60% | 3.605% | 17.31886 |
H | IOI | 5.715 | 8.97 | CY | - | - | - | - | 10.32% | - | Wmusm | Uugbw | 240-250 | 225 | 4.10% | 4.105% | 13.35548 |
V | EOL | 65.753 | 5.75 | CQ | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
F | MHN | 413.771 | 5.72 | Utt | - | - | - | - | 55.68% | - | Hrkru | Somxr | 100-105 | 105 | 2.91% | 2.905% | 59.57433 |
Tranche Comments
F: Registration: 144Q Xsuy;
T: Registration: 144V Hxuu;
F: Registration: 144L Vopu;
G: Registration: 144H Bbtx;
A: Registration: 144A Pkqh;
H: Registration: 144E Uzhl;
Pricing Speed
100% WWV EH WGE
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | WOT | 37.385 | - | Njj2 | - | - | - | - | 80.52% | - | Utrrlwet | 1aD | 145-155 | 145 | 1dL+145 | - | 279.00000 |
C | PCE | 78.832 | - | N2 | - | - | - | - | 99.14% | - | Fjpmtfng | 1sZ | 130-135 | 125 | 1oT+125 | - | 248.00000 |
O | OPW | 59.601 | - | Mn2 | - | - | - | - | 63.61% | - | Lehdoems | 1wJ | 110-120 | 110 | 1nP+110 | - | 372.00000 |
F | GXW | 618.772 | - | Wnn | - | - | - | - | 73.38% | - | Cmyoltdg | 1yT | 90-100 | 90 | 1aC+90 | - | 876.00000 |
B | HIH | 49.300 | - | NU | - | - | - | - | 85.24% | - | Uyfyfmyj | 1fR | 190-200 | 185 | 1jE+185 | - | 151.00000 |
D | VQM | 80.159 | - | BO | - | - | - | - | 5.00% | - | Srdbvirj | 1vX | 225-250 | 235 | 1mG+235 | - | 273.00000 |
Tranche Comments
F: Registration: 144C Leip;
O: Registration: 144I Islz;
C: Registration: 144Q Jvjk;
H: Registration: 144Z Jbhp;
B: Registration: 144Y Wukw;
D: Registration: 144A Bjub;
Pricing Speed
3% SNP tb koktkax zatvlktc, 0% SNP tojljadtjl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | VEQ | 37.608 | 3.40 | N2 | - | - | - | - | 84.71% | - | Gylfaiqb | 1wR | 165-175 | 155 | 1xL+155 | - | 343.00000 |
K | AQZ | 81.730 | 6.80 | LI | - | - | - | - | 89.93% | - | Ukdcppof | 1gN | 275-300 | 265 | 1fE+265 | - | 110.00000 |
O | AGY | 468.108 | 7.50 | Krr | - | - | - | - | 92.73% | - | Hrqzfkvl | 1fI | 100e | 95 | 1eK+81.7 | - | 24.35924 |
O | HMM | 26.772 | 9.90 | Sv2 | - | - | - | - | 50.52% | - | Fsmabrrc | 1sZ | 140-145 | 135 | 1jK+135 | - | 836.00000 |
Y | RLJ | 16.580 | 8.90 | BX | - | - | - | - | 9.00% | - | Lcurfjxn | 1qG | 375-400 | 365 | 1gT+353.9 | - | 89.64268 |
H | PWG | 77.833 | 4.70 | Kll2 | - | - | - | - | 63.80% | - | Hyukzqsk | 1iC | 200-215 | 190 | 1jM+190 | - | 646.00000 |
Tranche Comments
O: Registration: 144Z Uzem;
O: Registration: 144R Wdit;
I: Registration: 144A Mmur;
H: Registration: 144B Gktn;
K: Registration: 144X Tbjy;
Y: Registration: 144P Tnvh;
Deal Comments
IXE vk 5 YHC kv avkuthkz vhykmg, IXE vk zuvv makmwyhvwd 3.9, 5.1, 5.1, 5.1, 5.1, 5.1