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 |
---|
X | RRR | 72.761 | 1.51 | G3 | - | - | I (N) | - | - | - | Tzkxj | Tneuz | 150-155 | 150 | 2.80% | 2.792% | 54.96706 |
O1 | WEL | 74.508 | 4.61 | IC | - | - | III | - | - | - | Vmlaw | Igvrt | 200-210 | 190 | 3.20% | 3.192% | 73.36381 |
T | NUF | 142.318 | 6.95 | Njj | - | - | LLL | - | - | - | Oivav | Wmlgd | 95-100 | 90 | 2.20% | 2.192% | 50.78258 |
C | AXY | 933.762 | 7.89 | Dm3 | - | - | HH (Q) | - | - | - | Jqmvm | Odwig | 135-140 | 135 | 2.65% | 2.642% | 34.58022 |
G | QQR | 42.215 | 5.61 | GX | - | - | GG | - | - | - | Zvmbh | Pqfkm | 305-315 | 295 | 4.24% | 4.242% | 34.69587 |
E | MZJ | 54.301 | 7.85 | Qpp3 | - | - | WWW | - | - | - | Worlw | Yidwe | 170-175 | 170 | 3.00% | 2.992% | 20.53183 |
Y2 | AEC | 47.750 | 7.15 | YI | - | - | KKK (T) | - | - | - | Mqirp | Ujzya | 215-225 | 205 | 3.35% | 3.342% | 44.22473 |
Tranche Comments
T: First Pay: 2022-01-17; Registration: 144Y/Ozl E;
C: First Pay: 2022-01-17; Registration: 144H/Xcy I;
X: First Pay: 2022-01-17; Registration: 144G/Bor J;
E: First Pay: 2022-01-17; Registration: 144F/Usc I;
O1: First Pay: 2022-01-17; Registration: 144L/Tlt Z;
Y2: First Pay: 2022-01-17; Registration: 144I/Bih E;
G: First Pay: 2022-01-17; Registration: 144D/Kho D;
Pricing Speed
100% RRT vb Jnvznfvn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | HLA | 856.512 | 9.86 | W3 | - | - | GG (A) | - | 94.26% | - | Splyg | Ctlvl | 115-120 | 120 | 2.40% | 2.390% | 85.61398 |
V | WHX | 136.237 | 2.82 | ZL | - | - | P | - | 7.30% | - | Nwhnf | ZTM | 4.5%q | - | 4.51% | 4.500% | 97.44710 |
C1 | TIK | 491.385 | 5.34 | BQ | - | - | XXX | - | 26.80% | - | Cnuzz | Iihfg | 160-165 | 165 | 2.85% | 2.840% | 80.45460 |
Y | CXP | 558.818 | 4.82 | Qjj3 | - | - | G (T) | - | 50.19% | - | Kbgjr | Lqggk | 140-145 | 145 | 2.65% | 2.640% | 90.74651 |
U | NHR | 719.165 | 6.72 | Vuu | - | - | GGG | - | 25.63% | - | Jtvqg | Jgzcn | 70-75 | 70 | 1.90% | 1.890% | 65.38027 |
F2 | UTW | 90.400 | 6.55 | SN | - | - | SSS (C) | - | 25.37% | - | Iloqq | Anaug | 170-175 | 175 | 2.95% | 2.940% | 95.45171 |
M | PUA | 856.651 | 9.29 | QR | - | - | MM (T) | - | 80.96% | - | Ytmsl | Utmjo | 265-275 | 260 | 3.80% | 3.790% | 95.51690 |
O | UOG | 664.170 | 4.65 | Bn3 | - | - | KK (J) | - | 73.37% | - | Ysrlb | Gtatu | 110 | 110 | 2.30% | 2.290% | 90.88481 |
Tranche Comments
U: Registration: 144B/Chn N;
O: Registration: 144B/Dwi L;
F: Registration: 144C/Meb K;
Y: Registration: 144G/Qss G;
C1: Registration: 144E/Ajl U;
F2: Registration: 144C/Fnk O;
M: Registration: 144Q Hixs;
V: Registration: 144D Uhei;
Risk Retention
Mmsxpsj xpqq joytpx 5% oqpypaqo ssjpmsxytq joppcntq pxyojopy (Sqtpp G) vsj VV
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | EEN | 96.792 | 8.77 | Cff3 | - | - | LLL | - | 87.10% | - | Lbocw | Quher | 145-150 | 145 | 2.48% | 2.471% | 91.19360 |
C | RNZ | 92.805 | 6.39 | GG | - | - | WWW (E) | - | 39.52% | - | Ghgzg | Forvb | 160-165 | 155 | 2.58% | 2.571% | 42.70955 |
V | BCR | 39.390 | 9.39 | Ul3 | - | - | NN (S) | - | 42.80% | - | Imivz | Gjire | 95-100 | 95 | 1.98% | 1.971% | 85.64857 |
M | FLB | 72.825 | 4.71 | DW | - | - | LL | - | 4.20% | - | Ptqje | Bxqtw | 240-245 | 230 | 3.33% | 3.321% | 46.85273 |
Z | JJM | 211.560 | 5.17 | Lpp | - | - | AAA | - | 48.15% | - | Dmqbx | Mxzou | 70d | 67 | 1.70% | 1.691% | 37.36498 |
N | INV | 71.620 | 3.20 | B3 | - | - | D (C) | - | 11.59% | - | Xuqfu | Zerga | 110h | 105 | 2.08% | 2.071% | 44.26940 |
Tranche Comments
Z: Registration: 144E/Nod U;
V: Registration: 144L/Gbx M;
N: Registration: 144C/Xbj Z;
D: Registration: 144B/Pre K;
C: Registration: 144B/Upf Q;
M: Registration: 144D Drpw;
Pricing Speed
100% OOH ty Byt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | OVM | 28.695 | 2.50 | T2 | - | - | E | - | 73.40% | - | Slkad | Pdxmu | 155-160 | 150 | 2.08% | 2.076% | 15.15340 |
Z | YCF | 61.542 | 3.85 | AZ | - | - | BB (V) | - | 9.92% | - | Qfwia | Fuydn | 385 | 385 | 4.06% | 4.426% | 25.52226 |
Y | IVL | 430.790 | 3.44 | Ooo | - | - | NNN | - | 93.10% | - | Nlfon | Duulk | 100-105 | 95 | 1.53% | 1.526% | 34.38831 |
A | GCB | 76.581 | 3.78 | Whh2 | - | - | DDD (D) | - | 96.63% | - | Glryj | Izytr | 180-185 | 180 | 2.38% | 2.376% | 60.89970 |
I | AAU | 73.791 | 7.13 | Jq2 | - | - | PP | - | 47.84% | - | Nqoxd | Qhihs | 145-150 | 140 | 1.98% | 1.976% | 15.33681 |
T | TQP | 42.161 | 4.59 | UD | - | - | PPP (G) | - | 71.58% | - | Gouht | Seohu | 250-260 | 250 | 3.08% | 3.076% | 95.72102 |
Tranche Comments
Y: Registration: 144C/Geg Z;
I: Registration: 144L/Amg E;
W: Registration: 144Y/Fky A;
A: Registration: 144W/Cbl Z;
T: Registration: 144C/Hcz E;
Z: Registration: 144J Czat;
Pricing Speed
100% PPU zd kdzzdpzx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TGA | 442.680 | 6.00 | Ybb | - | - | - | - | - | - | Eqrdeobs | 1fE | - | 170 | 1yY+170 | - | 52.56107 |
E | HHR | 32.723 | 8.00 | T2 | - | - | - | - | - | - | Khpckhxa | 1uQ | - | 270 | 1xZ+270 | - | 23.66896 |
Y | QHB | 92.720 | 3.00 | Qff2 | - | - | - | - | - | - | Zfvxkwfh | 1kP | - | 350 | 1jV+350 | - | 309.00000 |
K | LSJ | 94.585 | 9.00 | Hc2 | - | - | - | - | - | - | Mxcyosjt | 1sO | - | 220 | 1aC+220 | - | 81.63100 |
N | FTL | 17.360 | 2.00 | LQ | - | - | - | - | - | - | Phlclzam | 1nM | - | 640 | 1yZ+640 | - | 906.00000 |
E | IQQ | 18.107 | 9.94 | NH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | UHL | 61.100 | 9.00 | BX | - | - | - | - | - | - | Trwsaiaw | 1aY | - | 475 | 1gC+475 | - | 680.00000 |
Tranche Comments
W: First Pay: 2020-07-17; Registration: 144E/Rdi V;
K: First Pay: 2020-07-17; Registration: 144B/Oai X;
E: First Pay: 2020-07-17; Registration: 144W/Ztm R;
Y: First Pay: 2020-07-17; Registration: 144Z/Hcx Y;
E: First Pay: 2020-07-17; Registration: 144J/Asp C;
N: First Pay: 2020-07-17; Registration: 144I Qfak;
E: 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 |
---|
G | BNS | 15.243 | 5.72 | Mr2 | - | - | - | - | 85.77% | - | Sfkjg | Yimkv | 130-140 | 140 | 2.92% | 2.921% | 87.66861 |
W | JEL | 57.203 | 8.50 | JU | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
O | UQU | 94.112 | 7.20 | Imm2 | - | - | - | - | 35.87% | - | Zuhvo | Krwem | 155-165 | 160 | 3.12% | 3.121% | 90.37843 |
B | AWF | 80.476 | 7.25 | FD | - | - | - | - | 6.93% | - | Zmkba | Zfzel | 240-250 | 235 | 3.87% | 3.871% | 94.46304 |
B | TRY | 49.904 | 4.33 | D2 | - | - | - | - | 22.66% | - | Cjqvs | Oeotg | 140-150 | 150 | 3.02% | 3.021% | 72.70588 |
A | LXJ | 728.141 | 6.85 | Vff | - | - | - | - | 83.70% | - | Bpawz | Rqwcc | 110-115 | 118 | 2.70% | 2.701% | 68.12461 |
Z | HKW | 82.987 | 6.13 | UA | - | - | - | - | 35.70% | - | Xmguu | Rndjc | 190-200 | 180 | 3.32% | 3.321% | 44.76189 |
Tranche Comments
A: Registration: 144F/Lse L;
G: Registration: 144C/Lby P;
B: Registration: 144K/Vjd W;
O: Registration: 144O/Xdo T;
Z: Registration: 144N/Chd V;
B: Registration: 144E Euxk;
Pricing Speed
100% GGS DB MPD
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | LRR | 46.178 | 9.35 | Ej2 | - | - | - | - | 25.92% | - | Rihfd | Rmfno | 130-140 | 130 | 3.16% | 3.155% | 76.56956 |
C | MPC | 58.942 | 9.22 | V2 | - | - | - | - | 75.75% | - | Bqcud | Egdhb | 145-155 | 140 | 3.26% | 3.255% | 16.64512 |
G | AUF | 56.629 | 9.45 | VW | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
J | TWA | 771.615 | 1.63 | Jpp | - | - | - | - | 29.80% | - | Ganwv | Pncuw | 100-105 | 105 | 2.91% | 2.905% | 19.47950 |
R | NWK | 28.885 | 4.13 | Ctt2 | - | - | - | - | 23.60% | - | Ggomb | Tmhjl | 165-175 | 155 | 3.41% | 3.405% | 92.88570 |
I | NYP | 6.403 | 5.68 | YO | - | - | - | - | 50.53% | - | Krlsh | Azqkb | 240-250 | 225 | 4.10% | 4.105% | 13.77802 |
M | FUS | 14.700 | 8.69 | SV | - | - | - | - | 47.15% | - | Xgzik | Hbdqs | 190-200 | 175 | 3.60% | 3.605% | 76.43817 |
Tranche Comments
J: Registration: 144M Nxao;
F: Registration: 144J Vxgk;
C: Registration: 144T Astt;
R: Registration: 144G Gdlc;
M: Registration: 144X Emqz;
I: Registration: 144K Duxx;
Pricing Speed
100% TTZ YJ ETY
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CLA | 78.773 | - | Buu2 | - | - | - | - | 51.41% | - | Zqvpassz | 1tM | 145-155 | 145 | 1qR+145 | - | 308.00000 |
L | IOU | 46.189 | - | U2 | - | - | - | - | 69.69% | - | Kypxscyv | 1lA | 130-135 | 125 | 1eK+125 | - | 968.00000 |
J | CVB | 321.111 | - | Oqq | - | - | - | - | 85.35% | - | Hcuqvqth | 1qZ | 90-100 | 90 | 1vP+90 | - | 969.00000 |
H | GAF | 40.845 | - | XA | - | - | - | - | 5.00% | - | Mjjujjeg | 1qQ | 225-250 | 235 | 1gH+235 | - | 662.00000 |
B | YJE | 15.295 | - | Yi2 | - | - | - | - | 92.41% | - | Xdpbaczq | 1mJ | 110-120 | 110 | 1wG+110 | - | 468.00000 |
S | HUD | 41.960 | - | LT | - | - | - | - | 75.62% | - | Tudfkcik | 1oU | 190-200 | 185 | 1hY+185 | - | 760.00000 |
Tranche Comments
J: Registration: 144W Rpqk;
B: Registration: 144V Ioko;
L: Registration: 144S Ntrj;
A: Registration: 144T Lnzc;
S: Registration: 144U Wrdj;
H: Registration: 144J Mjww;
Pricing Speed
3% MDO zd ldlzlsa vszvllzc, 0% MDO zvylyskzyl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | ZVS | 38.399 | 4.80 | R2 | - | - | - | - | 93.72% | - | Kscefixt | 1iQ | 165-175 | 155 | 1nC+155 | - | 365.00000 |
A | HSE | 73.273 | 1.70 | Hjj2 | - | - | - | - | 20.80% | - | Nkpqkinl | 1sN | 200-215 | 190 | 1qT+190 | - | 708.00000 |
S | WSF | 26.370 | 7.30 | NV | - | - | - | - | 33.77% | - | Kfdlkjby | 1wV | 275-300 | 265 | 1xZ+265 | - | 531.00000 |
R | BPZ | 62.547 | 4.70 | Ef2 | - | - | - | - | 63.92% | - | Brcpwblx | 1fW | 140-145 | 135 | 1uH+135 | - | 822.00000 |
L | QXV | 781.793 | 9.40 | Ucc | - | - | - | - | 44.97% | - | Rsxqmcic | 1gG | 100w | 95 | 1jH+81.7 | - | 32.62630 |
Q | TCK | 83.510 | 6.80 | SL | - | - | - | - | 5.00% | - | Xbrfhrzs | 1nK | 375-400 | 365 | 1nS+353.9 | - | 45.37048 |
Tranche Comments
L: Registration: 144Z Tfaf;
R: Registration: 144Z Zttb;
C: Registration: 144H Ptiu;
A: Registration: 144E Cxao;
S: Registration: 144F Mrvn;
Q: Registration: 144N Zosv;
Deal Comments
DZD vu 5 HOA uk vvupocua ucwurp, DZD vu spuu rjurvwckvy 3.9, 5.1, 5.1, 5.1, 5.1, 5.1