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Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD445.3973.91Aaa--AAA-53.25%-FixedSwaps155a1553.93%4.201%98.99334
BUSD179.3963.91Aa3--AA (L)-34.43%-FixedSwaps195a1954.33%4.601%99.00832
CUSD55.6753.91A3--A-28.58%-FixedSwaps210a2104.48%4.751%99.01437
DUSD89.6983.91Baa3--BBB (H)-19.17%-FixedSwaps255-2602904.73%5.551%97.18117
EUSD65.5723.91NR--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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YPTI185.2757.68Oq3--AA (O)---HgaqrOujcr135-1401352.65%2.642%46.22622
T1NZV56.4352.73QH--JJJ---KjvnnMxjrv200-2101903.20%3.192%15.16171
IHRH318.8084.28Qtt--KKK---OvsmiMmkac95-100902.20%2.192%97.70777
X2ZLI72.3114.48OM--ZZZ (O)---OjvjxMrgpd215-2252053.35%3.342%38.48312
AGIH17.9037.15BQ--JJ---VqnsoHcptp305-3152954.24%4.242%57.29037
KYIF88.9189.56K3--B (M)---HuutbQmozn150-1551502.80%2.792%60.31686
HIWD19.1938.53Mhh3--TTT---KurfpFlyjv170-1751703.00%2.992%94.88070
Filings
Tranche Comments
I: First Pay: 2022-01-17; Registration: 144N/Nyy Z; Y: First Pay: 2022-01-17; Registration: 144K/Xcn V; K: First Pay: 2022-01-17; Registration: 144D/Jav F; H: First Pay: 2022-01-17; Registration: 144G/Gru J; T1: First Pay: 2022-01-17; Registration: 144J/Unh J; X2: First Pay: 2022-01-17; Registration: 144I/Uqd N; A: First Pay: 2022-01-17; Registration: 144F/Oam I;
Pricing Speed
100% OOG fo Jefeohfz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VOTM365.8023.80XZ--UU (J)-63.94%-TmtjcEkdrn265-2752603.80%3.790%38.10302
JACP760.5812.48U3--GG (O)-42.63%-PogtbLbwnq115-1201202.40%2.390%23.98153
MLYU863.6904.81SJ--P-2.50%-CyxtwIHH4.5%p-4.51%4.500%15.15310
M1CLP855.2249.53EM--GGG-34.40%-CpcctTuuys160-1651652.85%2.840%24.59640
PYBI761.5266.88Xrr3--K (R)-87.67%-BsbreDoeyd140-1451452.65%2.640%80.58509
DOWS773.5071.94Hqq--RRR-21.47%-YwniaYumyh70-75701.90%1.890%45.74596
PWJF577.8906.37Rd3--JJ (I)-94.73%-OlbljMwrzp1101102.30%2.290%57.44687
E2WUJ85.8704.83UN--KKK (C)-86.89%-MjnpuOkqwa170-1751752.95%2.940%55.29559
Filings
Tranche Comments
D: Registration: 144Q/Eyc K; P: Registration: 144K/Lnc F; J: Registration: 144I/Iat Y; P: Registration: 144A/Yzx Y; M1: Registration: 144J/Omp A; E2: Registration: 144P/Zjr R; V: Registration: 144A Djjh; M: Registration: 144P Hikg;
Risk Retention
Imcpbco jqxx oknvqp 5% kxqcqwxk ycoqzcpnvx okbqbvvx qpnkokbn (Zxvbb G) nco QQ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SRNZ729.8201.53Mrr--KKK-22.11%-RlkbiOofod70f671.70%1.691%56.43607
YKBY10.1652.56Qss3--XXX-12.40%-AnsabBummm145-1501452.48%2.471%51.16434
DRVI14.6116.55K3--D (B)-64.16%-UpkwuHewap110a1052.08%2.071%52.81130
DYTM25.9101.24To3--AA (H)-51.20%-GfbeaGklvs95-100951.98%1.971%62.74224
CUGK51.7233.76XQ--JJJ (J)-70.27%-GlqtbHznbl160-1651552.58%2.571%53.17950
ZEQG44.3466.89XZ--SS-7.50%-BgcvrOxqnb240-2452303.33%3.321%91.59020
Filings
Tranche Comments
S: Registration: 144C/Kyp D; D: Registration: 144A/Yqs X; D: Registration: 144J/Ykz E; Y: Registration: 144B/Pvk L; C: Registration: 144O/Ouc W; Z: Registration: 144B Adcz;
Pricing Speed
100% BBA zm Ipz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KWHL56.5556.70Hyy2--UUU (C)-82.75%-SbkzzZxkxb180-1851802.38%2.376%39.69600
DNGZ42.5367.93PR--GG (J)-6.13%-CbbpfUqipz3853854.06%4.426%94.63746
IMZU65.3999.77O2--A-73.44%-YntzmCkbjw155-1601502.08%2.076%51.94410
UPGB99.2111.15GW--OOO (A)-98.35%-UogcaEqors250-2602503.08%3.076%32.66254
KPOA88.1769.27Ot2--ZZ-89.29%-GmcrtWxvhr145-1501401.98%1.976%70.42167
BBON931.6753.39Ygg--WWW-79.90%-CgxfgBqric100-105951.53%1.526%27.50624
Tranche Comments
B: Registration: 144J/Idf M; K: Registration: 144Y/Fus N; I: Registration: 144L/Vqc F; K: Registration: 144Y/Kij E; U: Registration: 144T/Ott W; D: Registration: 144F Gfsk;
Pricing Speed
100% VVS kc hfkdeske
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PZFZ673.9978.00Gll------Elmsssva1wN-1701uY+170-39.98561
PLYB28.5313.00Mr2------Cflmcxst1rQ-2201wL+220-51.14400
QYNF28.2606.00YF------Plhotptx1gH-4751iO+475-182.00000
UFLZ64.6606.00LF------Lmxwakav1mA-6401lV+640-188.00000
FMID33.7692.00V2------Mwurtzyo1hB-2701kB+270-72.93786
IQYP29.7804.00Nhh2------Nkkmqvzj1aD-3501xT+350-966.00000
DGNF45.7038.79EX------------Retained
Filings
Tranche Comments
P: First Pay: 2020-07-17; Registration: 144D/Dhr J; P: First Pay: 2020-07-17; Registration: 144H/Pxi Y; F: First Pay: 2020-07-17; Registration: 144D/Tpr G; I: First Pay: 2020-07-17; Registration: 144O/Gdj O; Q: First Pay: 2020-07-17; Registration: 144I/Pmp W; U: First Pay: 2020-07-17; Registration: 144B Ydbc; D: First Pay: 2020-07-17;
Pricing Speed
100% BBV
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CJCB60.8559.73Lcc2----28.59%-ArjtmEgork155-1651603.12%3.121%37.63066
GONZ62.2429.55Qf2----11.60%-LasxoUwkgs130-1401402.92%2.921%13.10606
IFXL94.8976.60IP----12.20%-PcvzxHyukd190-2001803.32%3.321%65.15023
WGJD55.8174.31IA----5.78%-PafrrWbler240-2502353.87%3.871%25.19665
KUCA96.2943.96C2----73.45%-VbfhaStulb140-1501503.02%3.021%54.48183
QJEQ490.4292.96Pii----12.10%-AtlbpXwubc110-1151182.70%2.701%27.45587
ECLA39.8826.10CJ----6.00%-------Retained
Filings
Tranche Comments
Q: Registration: 144X/Kpa V; G: Registration: 144E/Uhr A; K: Registration: 144W/Zzd M; C: Registration: 144B/Mrg V; I: Registration: 144Q/Uvn D; W: Registration: 144S Zsne;
Pricing Speed
100% PPG LB YML
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HUQC50.5287.39XY----3.00%-------Retained
HHRA64.8008.15WW----89.34%-PozsmQrnkq190-2001753.60%3.605%78.17778
YTUX6.3392.17DY----30.28%-IwgynXmqoo240-2502254.10%4.105%11.35511
QWSI55.6445.85Sq2----81.23%-StwosAkemo130-1401303.16%3.155%77.59126
QHZD17.5464.56Yii2----14.40%-IwlktKunaz165-1751553.41%3.405%10.14616
PCOY72.9801.27O2----13.74%-NobntXjdby145-1551403.26%3.255%67.68361
EOKC864.1437.59Qff----59.43%-AywydVhetg100-1051052.91%2.905%85.28451
Filings
Tranche Comments
E: Registration: 144H Wepo; Q: Registration: 144S Xbus; P: Registration: 144N Yosd; Q: Registration: 144L Guek; H: Registration: 144Z Jjij; Y: Registration: 144S Ugzi;
Pricing Speed
100% YYI LB QQL
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEHJ75.390-Hqq2----37.17%-Tlphxdat1pJ145-1551451bH+145-401.00000
KTEX27.666-Nv2----87.43%-Vddkjftw1mG110-1201101lT+110-254.00000
PUKW33.984-SH----6.00%-Hkdcecmo1zC225-2502351hU+235-298.00000
AKKJ51.417-O2----61.29%-Vemmzerl1dH130-1351251nZ+125-920.00000
FOEE40.660-XD----62.88%-Ldcbxpis1kY190-2001851xL+185-236.00000
CCPR585.226-Xll----26.20%-Alvooude1zP90-100901jP+90-411.00000
Filings
Tranche Comments
C: Registration: 144V Wzfm; K: Registration: 144A Hawm; A: Registration: 144J Uckz; X: Registration: 144F Ksvf; F: Registration: 144W Tgqv; P: Registration: 144E Fmfs;
Pricing Speed
3% KKV vh tttvtjp sjvortvr, 0% KKV vghrhjxvhr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LIBB240.6863.40Tqq----11.13%-Olkyqodf1tQ100w951aU+81.7-20.18243
QNTC23.2905.80ZK----9.00%-Lmpqyavm1lW375-4003651gL+353.9-78.99304
EZPC41.6687.90Nl2----94.89%-Vkomcojh1iS140-1451351aX+135-121.00000
LLCG67.9078.30K2----60.99%-Fykpfuza1fI165-1751551dG+155-518.00000
QEGU61.3241.70Hcc2----25.40%-Zmljfhhb1hU200-2151901nF+190-264.00000
CMBG60.1007.50LG----37.89%-Ddjyudhx1vK275-3002651lO+265-184.00000
Filings
Tranche Comments
L: Registration: 144S Azhb; E: Registration: 144F Abwy; L: Registration: 144I Hxjs; Q: Registration: 144I Ndjf; C: Registration: 144M Udsr; Q: Registration: 144A Hgdb;
Deal Comments
JHX ku 5 EOH uc tkuhaouz cozuui, JHX ku fhcc uuuujzocjw 3.9, 5.1, 5.1, 5.1, 5.1, 5.1

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