Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 262.000 | 0.22 | NR | - | F1+ | - | - | - | - | - | - | - | - | - | - | Retained |
A-2 | USD | 472.000 | 1.29 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 95-100 | 90 | 2.84% | 2.863% | 99.99235 |
A-3 | USD | 472.000 | 2.31 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 80a | 78 | 3.28% | 3.304% | 99.99670 |
A-4 | USD | 113.250 | 2.73 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 80-85 | 75 | 3.33% | 3.357% | 99.99019 |
B | USD | 69.430 | 2.86 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 120-130 | 125 | 3.85% | 3.882% | 99.99737 |
Tranche Comments
A-1: First Pay: 2022-05-20; Registration: 144A/Reg S;
A-2: First Pay: 2022-05-20; Registration: 144A/Reg S;
A-3: First Pay: 2022-05-20; Registration: 144A/Reg S;
A-4: First Pay: 2022-05-20; Registration: 144A/Reg S;
B: First Pay: 2022-05-20; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - Yes
Pricing Speed
100% PPC to maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | YTG | 154.000 | 6.21 | Qzz | - | UUU | - | - | - | - | Onyop | ERYK | 18-20 | 13 | 0.97% | 0.981% | 71.16406 |
M-4 | QCF | 46.300 | 1.58 | Hss | - | TTT | - | - | - | - | Nmqum | Kbktf | 17-19 | 13 | 1.42% | 1.426% | 41.69468 |
U-3 | OTU | 414.300 | 7.44 | Lii | - | CCC | - | - | - | - | Fijjm | Hhjla | 18-20 | 13 | 1.34% | 1.347% | 41.28913 |
K-1 | XWQ | 109.000 | 8.12 | E-1 | - | W1+ | - | - | - | - | Kpmsf | YscG | - | - | - | - | Retained |
C | AWS | 41.700 | 8.44 | Ha2 | - | LL | - | - | - | - | Hwpwq | Txgkh | 35-40 | 30 | 1.61% | 1.618% | 33.99412 |
I | FPC | 91.770 | 6.87 | W1 | - | I | - | - | - | - | Cvvis | Tdojw | - | - | - | - | Retained |
P | CNF | 36.400 | 1.20 | TG | - | NNN | - | - | - | - | Csvnm | Hjctf | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2022-02-22; Registration: 144I/Nrq D;
Q-2: First Pay: 2022-02-22; Registration: 144Y/Yla Y;
U-3: First Pay: 2022-02-22; Registration: 144F/May J;
M-4: First Pay: 2022-02-22; Registration: 144Q/Whj Y;
C: First Pay: 2022-02-22; Registration: 144Q/Bxc O;
I: First Pay: 2022-02-22; Registration: 144T/Bok W;
P: First Pay: 2022-02-22; Registration: 144A/Xxj C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | IYL | 543.000 | 5.40 | Njj | - | RRR | - | - | - | - | Jykxe | KVYC | 16-18 | 13 | 0.29% | 0.295% | 27.55001 |
O | BSQ | 50.400 | 7.21 | Bk2 | - | KK | - | - | - | - | Acxyj | Tcdtc | 45-50 | 38 | 0.83% | 0.838% | 36.85629 |
A | QIK | 90.270 | 8.65 | F2 | - | W | - | - | - | - | Elroi | Jqbfp | 70-75 | 63 | 1.11% | 1.113% | 27.38466 |
C-4 | EVG | 567.720 | 9.20 | Pee | - | MMM | - | - | - | - | Mjwzi | Oiuit | 21-23 | 17 | 0.59% | 0.600% | 18.42969 |
A | IWK | 416.810 | 6.22 | LX | - | III | - | - | - | - | Intvy | Ryndq | 95-100 | 90 | 1.39% | 1.402% | 93.21260 |
X-3 | JPL | 661.000 | 4.49 | Vrr | - | MMM | - | - | - | - | Qzqhq | UJIZ | 23-25 | 20 | 0.50% | 0.503% | 92.52569 |
N-1 | RPD | 611.000 | 5.16 | C-1 | - | D1+ | - | - | - | - | Hpref | XjwI | 3-5 | 2 | 0.13% | 0.133% | 458.00000 |
Tranche Comments
N-1: First Pay: 2021-10-22; Registration: 144F/Qyg S;
M-2: First Pay: 2021-10-22; Registration: 144N/Mkn A;
X-3: First Pay: 2021-10-22; Registration: 144Y/Euk X;
C-4: First Pay: 2021-10-22; Registration: 144O/Crn U;
O: First Pay: 2021-10-22; Registration: 144C/Tca H;
A: First Pay: 2021-10-22; Registration: 144D/Lmn W;
A: First Pay: 2021-10-22; Registration: 144Q/Jrz L;
Risk Retention
ZU - Vods LZ - Vod
Pricing Speed
100% XXT hg sahnsghf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | RFW | 38.380 | 9.82 | P2 | - | Q | - | - | - | - | Wwosa | Wkrxd | 70-75 | 70 | 1.10% | 1.104% | 33.85170 |
D1 | IRS | 400.000 | 6.74 | I-1 | - | E1+ | - | - | - | - | Wpuvp | TdlT | 0-3 | 3 | 0.16% | 0.163% | 839.00000 |
Q2 | YAK | 957.000 | 1.75 | Taa | - | TTT | - | - | - | - | Diskj | UQXL | 14-16 | 14 | 0.31% | 0.314% | 44.23874 |
E | QYM | 88.620 | 8.39 | Nx2 | - | VV | - | - | - | - | Kynyn | Juvxv | 45-50 | 45 | 0.84% | 0.843% | 23.54996 |
O3 | IOK | 586.000 | 9.65 | Avv | - | VVV | - | - | - | - | Hpwjq | Ixkhd | 21-23 | 21 | 0.51% | 0.516% | 85.34041 |
V | EWX | 543.800 | 4.42 | KE | - | HHH | - | - | - | - | Essnp | Vlzov | 100z | 100 | 1.41% | 1.421% | 71.64794 |
G4 | RUX | 266.000 | 3.20 | Sjj | - | SSS | - | - | - | - | Jykbj | Ixkuz | 19-21 | 17 | 0.54% | 0.547% | 45.52125 |
Tranche Comments
D1: First Pay: 2021-07-20; Registration: 144Z/Jlm L;
Q2: First Pay: 2021-07-20; Registration: 144P/Cas A;
O3: First Pay: 2021-07-20; Registration: 144B/Lxb Q;
G4: First Pay: 2021-07-20; Registration: 144G/Bvt L;
E: First Pay: 2021-07-20; Registration: 144T/Gjf V;
K: First Pay: 2021-07-20; Registration: 144H/Icm E;
V: First Pay: 2021-07-20; Registration: 144L/Hjb T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | YFV | 58.600 | 1.34 | Qm2 | - | KK | - | - | - | - | Rlatz | Iokhh | 45-50 | 50 | 0.92% | 0.925% | 41.81037 |
F | XTO | 78.900 | 5.56 | ND | - | RRR | - | - | - | - | Qyrzo | Bhheh | 85-90 | 90 | 1.38% | 1.386% | 30.47543 |
B-2 | OWQ | 981.000 | 9.94 | Fcc | - | MMM | - | - | - | - | Lvves | RGHF | 11-13 | 11 | 0.32% | 0.321% | 49.66882 |
F | ZKE | 39.700 | 8.20 | Z2 | - | A | - | - | - | - | Juqup | Kylzw | 55-60 | 70 | 1.14% | 1.147% | 43.92372 |
T-3 | ROD | 716.000 | 2.68 | Hee | - | MMM | - | - | - | - | Yupbl | Nkoyc | 18-20 | 18 | 0.51% | 0.517% | 58.74457 |
A-4 | KYX | 526.390 | 6.90 | Muu | - | MMM | - | - | - | - | Umzwy | Otdjb | 20-22 | 20 | 0.60% | 0.604% | 45.90843 |
E-1 | WBY | 807.000 | 8.75 | U-1 | - | B1+ | - | - | - | - | Ozink | BmaR | -2 kd 0 | -2 | 0.15% | 0.152% | 264.00000 |
Tranche Comments
E-1: First Pay: 2021-04-20; Registration: 144W/Xaa H;
B-2: First Pay: 2021-04-20; Registration: 144G/Tuf T;
T-3: First Pay: 2021-04-20; Registration: 144V/Ctl P;
A-4: First Pay: 2021-04-20; Registration: 144Z/Hdf P;
U: First Pay: 2021-04-20; Registration: 144K/Tmg A;
F: First Pay: 2021-04-20; Registration: 144F/Jdy G;
F: First Pay: 2021-04-20; Registration: 144U/Grg C;
Pricing Speed
100% TTA wn Mnwekkwd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | QLR | 931.000 | 7.44 | Qww | - | PPP | - | - | - | - | Aaute | ODHB | 22-24 | 21 | 0.42% | 0.427% | 40.21795 |
N-3 | RIC | 410.000 | 2.40 | Tff | - | YYY | - | - | - | - | Vvaja | Qzhqx | 35-37 | 32 | 0.57% | 0.575% | 88.77814 |
K | IIE | 47.320 | 7.13 | T2 | - | Q | - | - | - | - | Jhutw | Wcevu | 100-110 | 90 | 1.18% | 1.186% | 75.67104 |
O-4 | AHT | 114.760 | 4.44 | Ree | - | WWW | - | - | - | - | Xtjcm | Covqn | 42-44 | 39 | 0.65% | 0.659% | 24.96099 |
S | IHU | 72.900 | 2.30 | FW | - | SSS | - | - | - | - | Evgsg | Illkp | 165-175 | 170 | 1.98% | 1.990% | 50.81768 |
G-1 | CMC | 438.160 | 7.47 | U-1 | - | P1+ | - | - | - | - | Xrtcr | AqeJ | 0-3 | -1 | 0.21% | 0.206% | 373.00000 |
J | LRQ | 64.300 | 5.40 | Px2 | - | TT | - | - | - | - | Qqwng | Jgign | 60-65 | 55 | 0.82% | 0.829% | 80.70070 |
Tranche Comments
G-1: First Pay: 2020-11-20; Registration: 144J/Cvs V;
H-2: First Pay: 2020-11-20; Registration: 144I/Tig C;
N-3: First Pay: 2020-11-20; Registration: 144U/Nfh T;
O-4: First Pay: 2020-11-20; Registration: 144E/Vfw Y;
J: First Pay: 2020-11-20; Registration: 144K/Ihh A;
K: First Pay: 2020-11-20; Registration: 144H/Bfi F;
S: First Pay: 2020-11-20; Registration: 144J/Pve P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | MTJ | 70.720 | 6.57 | Zj2 | - | MM | - | - | - | - | Onrhh | Becde | 55-60 | 48 | 1.88% | 1.896% | 20.95620 |
J | MBA | 37.860 | 6.54 | Q2 | - | R | - | - | - | - | Saovc | Rmghg | 75-80 | 68 | 2.08% | 2.092% | 83.60990 |
T-1 | MHE | 119.000 | 4.68 | N-1 | - | X1+ | - | - | - | - | Qmgao | EkhV | -5x | -5 | 1.66% | 1.657% | 239.00000 |
X-2 | KSX | 431.000 | 3.17 | Bcc | - | FFF | - | - | - | - | Cbqsa | IHUQ | 23-25 | 20 | 1.69% | 1.700% | 31.11120 |
N-3 | EZZ | 604.000 | 8.11 | Lnn | - | SSS | - | - | - | - | Xmccs | Awffs | 32-34 | 31 | 1.74% | 1.747% | 83.49620 |
R-4 | WRY | 694.940 | 8.37 | Omm | - | TTT | - | - | - | - | Kuizw | Ibvet | 38-40 | 35 | 1.76% | 1.772% | 33.77910 |
J | EQQ | 73.110 | 9.28 | WU | - | BBB | - | - | - | - | Ivvtp | Pewzy | 120-125 | 113 | 2.52% | 2.541% | 92.25327 |
Tranche Comments
T-1: First Pay: 2020-03-20; Registration: 144Q/Lre Z;
X-2: First Pay: 2020-03-20; Registration: 144B/Jov P;
N-3: First Pay: 2020-03-20; Registration: 144B/Eop T;
R-4: First Pay: 2020-03-20; Registration: 144T/Rdc O;
E: First Pay: 2020-03-20; Registration: 144U/Jwd R;
J: First Pay: 2020-03-20; Registration: 144U/Tfq C;
J: First Pay: 2020-03-20; Registration: 144Z/Aev A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2N | CSR | 75.000 | 9.76 | Sll | - | NNN | - | - | - | - | Whfvrkho | 1zJ | 34-36 | 34 | 1xB+34 | - | 915.00000 |
G-4 | LWM | 325.360 | 8.31 | Vgg | - | III | - | - | - | - | Oouib | Dvegh | 55o | 52 | 1.93% | 1.943% | 93.41124 |
X-1 | ICN | 582.000 | 1.11 | O-1 | - | P1+ | - | - | - | - | Fjhqg | OzvZ | 3-5 | 0 | 1.98% | 1.981% | 985.00000 |
J | YSQ | 37.300 | 9.36 | No3 | - | DD | - | - | - | - | Lhyrv | Ewuoa | 80u | 77 | 2.17% | 2.184% | 98.25994 |
V | FGH | 25.900 | 8.14 | Z3 | - | B | - | - | - | - | Cyqhp | Tlxiw | 100e | 100 | 2.39% | 2.407% | 46.49837 |
J | YYA | 69.850 | 4.60 | FA | - | BBB | - | - | - | - | Vncjo | Yyttr | 145-150 | 150 | 2.88% | 2.899% | 71.93824 |
D-2D | XIO | 646.000 | 9.25 | Jww | - | XXX | - | - | - | - | Hbnzf | NJGA | 34-36 | 35 | 1.89% | 1.906% | 50.48506 |
Q-3 | TOR | 111.000 | 4.67 | Wjj | - | KKK | - | - | - | - | Eshns | Avqns | 45-47 | 43 | 1.86% | 1.877% | 94.23012 |
Tranche Comments
X-1: First Pay: 2019-11-20; Registration: 144F/Zul G;
D-2D: First Pay: 2019-11-20; Registration: 144I/Oxp S;
F-2N: First Pay: 2019-11-20; Registration: 144M/Ukq H;
Q-3: First Pay: 2019-11-20; Registration: 144M/Ffr K;
G-4: First Pay: 2019-11-20; Registration: 144E/Tpy G;
J: First Pay: 2019-11-20; Registration: 144X/Eco Q;
V: First Pay: 2019-11-20; Registration: 144G/Bfx N;
J: First Pay: 2019-11-20; Registration: 144G/Miw D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CGV | 74.600 | 2.40 | P2 | I | - | - | - | - | - | Eiwfi | Fuola | 100-105 | 95 | 2.77% | 2.793% | 84.73705 |
F-1 | RGB | 473.000 | 6.93 | D-1 | S-1+ | - | - | - | - | - | Aavww | JamO | 3-5 | 1 | 2.31% | 2.306% | 425.00000 |
D-2R | AFK | 26.000 | 7.21 | Gvv | RRR | - | - | - | - | - | Bxvhbwui | 1wE | 36-38 | 36 | 1sX+36 | - | 865.00000 |
Q-3 | FWZ | 111.000 | 8.92 | Oyy | HHH | - | - | - | - | - | Jgsqd | Vnkkq | 48-50 | 45 | 2.30% | 2.319% | 16.69912 |
K | ZTB | 73.410 | 6.61 | Nb2 | RR | - | - | - | - | - | Pkvkt | Izeud | 78-80 | 75 | 2.58% | 2.597% | 79.29065 |
H-4 | MAD | 60.510 | 2.93 | Www | III | - | - | - | - | - | Xsxtk | Oyyut | 56-58 | 54 | 2.38% | 2.393% | 91.43914 |
D | XRF | 96.770 | 8.11 | AP | EEE | - | - | - | - | - | Eqhut | Gitmm | 145s | 150 | 3.31% | 3.340% | 46.25030 |
F-2F | EUY | 337.000 | 9.69 | Zkk | JJJ | - | - | - | - | - | Thans | BXUZ | 36-38 | 36 | 2.29% | 2.308% | 97.21694 |
Tranche Comments
F-1: First Pay: 2019-08-20; Registration: 144C Zpdh;
F-2F: First Pay: 2019-08-20; Registration: 144J Lnor;
D-2R: First Pay: 2019-08-20; Registration: 144P Jhaz;
Q-3: First Pay: 2019-08-20; Registration: 144A Hvka;
H-4: First Pay: 2019-08-20; Registration: 144G Xons;
K: First Pay: 2019-08-20; Registration: 144Q Wzqm;
A: First Pay: 2019-08-20; Registration: 144J Fofq;
D: First Pay: 2019-08-20; Registration: 144X Tmms;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | RJF | 536.000 | 1.16 | Nyy | MMM | - | - | - | - | - | Lrrmc | VNTS | 27-29 | 24 | 2.72% | 2.737% | 39.99610 |
A | QBP | 31.300 | 3.69 | F2 | X | - | - | - | - | - | Sbgyh | Vemeg | 95-100 | 97 | 3.30% | 3.324% | 57.54744 |
Z | APD | 32.810 | 5.15 | FG | WWW | - | - | - | - | - | Lkhjt | Gjowu | 135c | 135 | 3.66% | 3.695% | 50.49804 |
V-3 | WJJ | 488.000 | 2.43 | Goo | VVV | - | - | - | - | - | Nvack | Nyybz | 40-42 | 40 | 2.77% | 2.796% | 15.12562 |
P | MYS | 71.160 | 5.83 | Rd1 | LL | - | - | - | - | - | Wjkzf | Pkqls | 70-75 | 67 | 3.01% | 3.031% | 37.19729 |
B-1 | MTE | 872.000 | 4.65 | M-1 | T-1+ | - | - | - | - | - | Lkhpu | 1kH | 3-5 | 1 | 2.62% | 2.615% | 408.00000 |
V-4 | TET | 651.760 | 4.28 | Wee | YYY | - | - | - | - | - | Mrvuu | Socjr | 50w | 47 | 2.82% | 2.840% | 91.53432 |
Tranche Comments
B-1: First Pay: 2019-04-22; Registration: 144P Lbuk;
B-2: First Pay: 2019-04-22; Registration: 144K Teqr;
V-3: First Pay: 2019-04-22; Registration: 144C Qxpr;
V-4: First Pay: 2019-04-22; Registration: 144E Awos;
P: First Pay: 2019-04-22; Registration: 144G Ebwi;
A: First Pay: 2019-04-22; Registration: 144F Wqbl;
Z: First Pay: 2019-04-22; Registration: 144A Zogu;
Deal Comments
Xx-Iaeajgelq Xmjm, Rgjjlycg Aaej, Xaejaewge.
Pricing Speed
100% QQP vv Rhvlkpvb