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 |
---|
Y | PTI | 185.275 | 7.68 | Oq3 | - | - | AA (O) | - | - | - | Hgaqr | Oujcr | 135-140 | 135 | 2.65% | 2.642% | 46.22622 |
T1 | NZV | 56.435 | 2.73 | QH | - | - | JJJ | - | - | - | Kjvnn | Mxjrv | 200-210 | 190 | 3.20% | 3.192% | 15.16171 |
I | HRH | 318.808 | 4.28 | Qtt | - | - | KKK | - | - | - | Ovsmi | Mmkac | 95-100 | 90 | 2.20% | 2.192% | 97.70777 |
X2 | ZLI | 72.311 | 4.48 | OM | - | - | ZZZ (O) | - | - | - | Ojvjx | Mrgpd | 215-225 | 205 | 3.35% | 3.342% | 38.48312 |
A | GIH | 17.903 | 7.15 | BQ | - | - | JJ | - | - | - | Vqnso | Hcptp | 305-315 | 295 | 4.24% | 4.242% | 57.29037 |
K | YIF | 88.918 | 9.56 | K3 | - | - | B (M) | - | - | - | Huutb | Qmozn | 150-155 | 150 | 2.80% | 2.792% | 60.31686 |
H | IWD | 19.193 | 8.53 | Mhh3 | - | - | TTT | - | - | - | Kurfp | Flyjv | 170-175 | 170 | 3.00% | 2.992% | 94.88070 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | OTM | 365.802 | 3.80 | XZ | - | - | UU (J) | - | 63.94% | - | Tmtjc | Ekdrn | 265-275 | 260 | 3.80% | 3.790% | 38.10302 |
J | ACP | 760.581 | 2.48 | U3 | - | - | GG (O) | - | 42.63% | - | Pogtb | Lbwnq | 115-120 | 120 | 2.40% | 2.390% | 23.98153 |
M | LYU | 863.690 | 4.81 | SJ | - | - | P | - | 2.50% | - | Cyxtw | IHH | 4.5%p | - | 4.51% | 4.500% | 15.15310 |
M1 | CLP | 855.224 | 9.53 | EM | - | - | GGG | - | 34.40% | - | Cpcct | Tuuys | 160-165 | 165 | 2.85% | 2.840% | 24.59640 |
P | YBI | 761.526 | 6.88 | Xrr3 | - | - | K (R) | - | 87.67% | - | Bsbre | Doeyd | 140-145 | 145 | 2.65% | 2.640% | 80.58509 |
D | OWS | 773.507 | 1.94 | Hqq | - | - | RRR | - | 21.47% | - | Ywnia | Yumyh | 70-75 | 70 | 1.90% | 1.890% | 45.74596 |
P | WJF | 577.890 | 6.37 | Rd3 | - | - | JJ (I) | - | 94.73% | - | Olblj | Mwrzp | 110 | 110 | 2.30% | 2.290% | 57.44687 |
E2 | WUJ | 85.870 | 4.83 | UN | - | - | KKK (C) | - | 86.89% | - | Mjnpu | Okqwa | 170-175 | 175 | 2.95% | 2.940% | 55.29559 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | RNZ | 729.820 | 1.53 | Mrr | - | - | KKK | - | 22.11% | - | Rlkbi | Oofod | 70f | 67 | 1.70% | 1.691% | 56.43607 |
Y | KBY | 10.165 | 2.56 | Qss3 | - | - | XXX | - | 12.40% | - | Ansab | Bummm | 145-150 | 145 | 2.48% | 2.471% | 51.16434 |
D | RVI | 14.611 | 6.55 | K3 | - | - | D (B) | - | 64.16% | - | Upkwu | Hewap | 110a | 105 | 2.08% | 2.071% | 52.81130 |
D | YTM | 25.910 | 1.24 | To3 | - | - | AA (H) | - | 51.20% | - | Gfbea | Gklvs | 95-100 | 95 | 1.98% | 1.971% | 62.74224 |
C | UGK | 51.723 | 3.76 | XQ | - | - | JJJ (J) | - | 70.27% | - | Glqtb | Hznbl | 160-165 | 155 | 2.58% | 2.571% | 53.17950 |
Z | EQG | 44.346 | 6.89 | XZ | - | - | SS | - | 7.50% | - | Bgcvr | Oxqnb | 240-245 | 230 | 3.33% | 3.321% | 91.59020 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | WHL | 56.555 | 6.70 | Hyy2 | - | - | UUU (C) | - | 82.75% | - | Sbkzz | Zxkxb | 180-185 | 180 | 2.38% | 2.376% | 39.69600 |
D | NGZ | 42.536 | 7.93 | PR | - | - | GG (J) | - | 6.13% | - | Cbbpf | Uqipz | 385 | 385 | 4.06% | 4.426% | 94.63746 |
I | MZU | 65.399 | 9.77 | O2 | - | - | A | - | 73.44% | - | Yntzm | Ckbjw | 155-160 | 150 | 2.08% | 2.076% | 51.94410 |
U | PGB | 99.211 | 1.15 | GW | - | - | OOO (A) | - | 98.35% | - | Uogca | Eqors | 250-260 | 250 | 3.08% | 3.076% | 32.66254 |
K | POA | 88.176 | 9.27 | Ot2 | - | - | ZZ | - | 89.29% | - | Gmcrt | Wxvhr | 145-150 | 140 | 1.98% | 1.976% | 70.42167 |
B | BON | 931.675 | 3.39 | Ygg | - | - | WWW | - | 79.90% | - | Cgxfg | Bqric | 100-105 | 95 | 1.53% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ZFZ | 673.997 | 8.00 | Gll | - | - | - | - | - | - | Elmsssva | 1wN | - | 170 | 1uY+170 | - | 39.98561 |
P | LYB | 28.531 | 3.00 | Mr2 | - | - | - | - | - | - | Cflmcxst | 1rQ | - | 220 | 1wL+220 | - | 51.14400 |
Q | YNF | 28.260 | 6.00 | YF | - | - | - | - | - | - | Plhotptx | 1gH | - | 475 | 1iO+475 | - | 182.00000 |
U | FLZ | 64.660 | 6.00 | LF | - | - | - | - | - | - | Lmxwakav | 1mA | - | 640 | 1lV+640 | - | 188.00000 |
F | MID | 33.769 | 2.00 | V2 | - | - | - | - | - | - | Mwurtzyo | 1hB | - | 270 | 1kB+270 | - | 72.93786 |
I | QYP | 29.780 | 4.00 | Nhh2 | - | - | - | - | - | - | Nkkmqvzj | 1aD | - | 350 | 1xT+350 | - | 966.00000 |
D | GNF | 45.703 | 8.79 | EX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
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;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | JCB | 60.855 | 9.73 | Lcc2 | - | - | - | - | 28.59% | - | Arjtm | Egork | 155-165 | 160 | 3.12% | 3.121% | 37.63066 |
G | ONZ | 62.242 | 9.55 | Qf2 | - | - | - | - | 11.60% | - | Lasxo | Uwkgs | 130-140 | 140 | 2.92% | 2.921% | 13.10606 |
I | FXL | 94.897 | 6.60 | IP | - | - | - | - | 12.20% | - | Pcvzx | Hyukd | 190-200 | 180 | 3.32% | 3.321% | 65.15023 |
W | GJD | 55.817 | 4.31 | IA | - | - | - | - | 5.78% | - | Pafrr | Wbler | 240-250 | 235 | 3.87% | 3.871% | 25.19665 |
K | UCA | 96.294 | 3.96 | C2 | - | - | - | - | 73.45% | - | Vbfha | Stulb | 140-150 | 150 | 3.02% | 3.021% | 54.48183 |
Q | JEQ | 490.429 | 2.96 | Pii | - | - | - | - | 12.10% | - | Atlbp | Xwubc | 110-115 | 118 | 2.70% | 2.701% | 27.45587 |
E | CLA | 39.882 | 6.10 | CJ | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | UQC | 50.528 | 7.39 | XY | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
H | HRA | 64.800 | 8.15 | WW | - | - | - | - | 89.34% | - | Pozsm | Qrnkq | 190-200 | 175 | 3.60% | 3.605% | 78.17778 |
Y | TUX | 6.339 | 2.17 | DY | - | - | - | - | 30.28% | - | Iwgyn | Xmqoo | 240-250 | 225 | 4.10% | 4.105% | 11.35511 |
Q | WSI | 55.644 | 5.85 | Sq2 | - | - | - | - | 81.23% | - | Stwos | Akemo | 130-140 | 130 | 3.16% | 3.155% | 77.59126 |
Q | HZD | 17.546 | 4.56 | Yii2 | - | - | - | - | 14.40% | - | Iwlkt | Kunaz | 165-175 | 155 | 3.41% | 3.405% | 10.14616 |
P | COY | 72.980 | 1.27 | O2 | - | - | - | - | 13.74% | - | Nobnt | Xjdby | 145-155 | 140 | 3.26% | 3.255% | 67.68361 |
E | OKC | 864.143 | 7.59 | Qff | - | - | - | - | 59.43% | - | Aywyd | Vhetg | 100-105 | 105 | 2.91% | 2.905% | 85.28451 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | EHJ | 75.390 | - | Hqq2 | - | - | - | - | 37.17% | - | Tlphxdat | 1pJ | 145-155 | 145 | 1bH+145 | - | 401.00000 |
K | TEX | 27.666 | - | Nv2 | - | - | - | - | 87.43% | - | Vddkjftw | 1mG | 110-120 | 110 | 1lT+110 | - | 254.00000 |
P | UKW | 33.984 | - | SH | - | - | - | - | 6.00% | - | Hkdcecmo | 1zC | 225-250 | 235 | 1hU+235 | - | 298.00000 |
A | KKJ | 51.417 | - | O2 | - | - | - | - | 61.29% | - | Vemmzerl | 1dH | 130-135 | 125 | 1nZ+125 | - | 920.00000 |
F | OEE | 40.660 | - | XD | - | - | - | - | 62.88% | - | Ldcbxpis | 1kY | 190-200 | 185 | 1xL+185 | - | 236.00000 |
C | CPR | 585.226 | - | Xll | - | - | - | - | 26.20% | - | Alvooude | 1zP | 90-100 | 90 | 1jP+90 | - | 411.00000 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | IBB | 240.686 | 3.40 | Tqq | - | - | - | - | 11.13% | - | Olkyqodf | 1tQ | 100w | 95 | 1aU+81.7 | - | 20.18243 |
Q | NTC | 23.290 | 5.80 | ZK | - | - | - | - | 9.00% | - | Lmpqyavm | 1lW | 375-400 | 365 | 1gL+353.9 | - | 78.99304 |
E | ZPC | 41.668 | 7.90 | Nl2 | - | - | - | - | 94.89% | - | Vkomcojh | 1iS | 140-145 | 135 | 1aX+135 | - | 121.00000 |
L | LCG | 67.907 | 8.30 | K2 | - | - | - | - | 60.99% | - | Fykpfuza | 1fI | 165-175 | 155 | 1dG+155 | - | 518.00000 |
Q | EGU | 61.324 | 1.70 | Hcc2 | - | - | - | - | 25.40% | - | Zmljfhhb | 1hU | 200-215 | 190 | 1nF+190 | - | 264.00000 |
C | MBG | 60.100 | 7.50 | LG | - | - | - | - | 37.89% | - | Ddjyudhx | 1vK | 275-300 | 265 | 1lO+265 | - | 184.00000 |
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