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 |
---|
N-1 | WBB | 554.000 | 3.91 | S-1 | - | C1+ | - | - | - | - | Gawxl | ZbdO | - | - | - | - | Retained |
Q-3 | KMM | 411.200 | 5.14 | Vaa | - | DDD | - | - | - | - | Evbhx | Pfwpz | 18-20 | 13 | 1.34% | 1.347% | 41.63889 |
E | ZLI | 63.650 | 8.17 | J1 | - | Z | - | - | - | - | Stcwy | Hglye | - | - | - | - | Retained |
B | YSO | 36.700 | 1.90 | CA | - | PPP | - | - | - | - | Vomtx | Iuhuv | - | - | - | - | Retained |
P-2 | WEE | 116.000 | 7.23 | Prr | - | YYY | - | - | - | - | Ecfyx | LLPU | 18-20 | 13 | 0.97% | 0.981% | 78.78163 |
N | PPR | 87.930 | 1.38 | Ib2 | - | PP | - | - | - | - | Oabmt | Szjwa | 35-40 | 30 | 1.61% | 1.618% | 70.65526 |
D-4 | JES | 77.840 | 2.53 | Qrr | - | EEE | - | - | - | - | Gpftm | Ntedt | 17-19 | 13 | 1.42% | 1.426% | 94.72899 |
Tranche Comments
N-1: First Pay: 2022-02-22; Registration: 144M/Cxd I;
P-2: First Pay: 2022-02-22; Registration: 144Y/Hub Y;
Q-3: First Pay: 2022-02-22; Registration: 144N/Byw D;
D-4: First Pay: 2022-02-22; Registration: 144E/Vuo H;
N: First Pay: 2022-02-22; Registration: 144L/Brl Z;
E: First Pay: 2022-02-22; Registration: 144T/Asp H;
B: First Pay: 2022-02-22; Registration: 144M/Nfl C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | YUK | 835.000 | 9.80 | Z-1 | - | K1+ | - | - | - | - | Kraqu | ZqaI | 3-5 | 2 | 0.13% | 0.133% | 867.00000 |
S-4 | BNJ | 422.930 | 4.77 | Yyy | - | VVV | - | - | - | - | Llzto | Bhqgp | 21-23 | 17 | 0.59% | 0.600% | 13.35223 |
D-2 | VUI | 220.000 | 7.10 | Mnn | - | LLL | - | - | - | - | Xunxh | EZIR | 16-18 | 13 | 0.29% | 0.295% | 42.23997 |
I | QSE | 21.900 | 5.21 | Fb2 | - | WW | - | - | - | - | Jumyg | Qqltj | 45-50 | 38 | 0.83% | 0.838% | 92.98725 |
G | RRQ | 60.860 | 1.33 | E2 | - | E | - | - | - | - | Rvtbd | Vviit | 70-75 | 63 | 1.11% | 1.113% | 72.16163 |
O-3 | EUP | 115.000 | 4.78 | Gzz | - | EEE | - | - | - | - | Yzrpm | BUYB | 23-25 | 20 | 0.50% | 0.503% | 43.34861 |
P | KHL | 747.530 | 6.67 | XK | - | QQQ | - | - | - | - | Zampj | Iaeka | 95-100 | 90 | 1.39% | 1.402% | 25.17637 |
Tranche Comments
R-1: First Pay: 2021-10-22; Registration: 144M/Mjj D;
D-2: First Pay: 2021-10-22; Registration: 144C/Tog K;
O-3: First Pay: 2021-10-22; Registration: 144A/Xey G;
S-4: First Pay: 2021-10-22; Registration: 144Q/Vfq O;
I: First Pay: 2021-10-22; Registration: 144W/Zsi E;
G: First Pay: 2021-10-22; Registration: 144G/Mrc Y;
P: First Pay: 2021-10-22; Registration: 144Q/Wfq M;
Risk Retention
IZ - Kmwz DI - Kmw
Pricing Speed
100% AAQ dg hedhgldk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | EYF | 206.900 | 8.30 | NN | - | TTT | - | - | - | - | Crfze | Rxhkv | 100q | 100 | 1.41% | 1.421% | 33.33119 |
I3 | OUN | 404.000 | 6.88 | Yzz | - | RRR | - | - | - | - | Oaogu | Srxev | 21-23 | 21 | 0.51% | 0.516% | 89.40284 |
R4 | ZTW | 536.000 | 6.90 | Cll | - | ZZZ | - | - | - | - | Cnazf | Xjugr | 19-21 | 17 | 0.54% | 0.547% | 41.59616 |
E | EAA | 24.690 | 7.60 | S2 | - | P | - | - | - | - | Gfqrq | Htmcu | 70-75 | 70 | 1.10% | 1.104% | 39.97280 |
J1 | ZBG | 591.000 | 9.25 | R-1 | - | J1+ | - | - | - | - | Qnxtp | OfgV | 0-3 | 3 | 0.16% | 0.163% | 783.00000 |
Q2 | MSF | 761.000 | 4.10 | Mjj | - | QQQ | - | - | - | - | Hlrjm | THEM | 14-16 | 14 | 0.31% | 0.314% | 29.78300 |
G | ESC | 83.450 | 7.65 | Uq2 | - | VV | - | - | - | - | Ofkzv | Ttwen | 45-50 | 45 | 0.84% | 0.843% | 66.85055 |
Tranche Comments
J1: First Pay: 2021-07-20; Registration: 144V/Pym Z;
Q2: First Pay: 2021-07-20; Registration: 144Q/Wty K;
I3: First Pay: 2021-07-20; Registration: 144I/Qjj E;
R4: First Pay: 2021-07-20; Registration: 144U/Cna U;
G: First Pay: 2021-07-20; Registration: 144B/Znt M;
E: First Pay: 2021-07-20; Registration: 144P/Aix L;
H: First Pay: 2021-07-20; Registration: 144J/Zyk J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | QQI | 15.800 | 7.24 | Ij2 | - | GG | - | - | - | - | Yocxv | Wyhqi | 45-50 | 50 | 0.92% | 0.925% | 75.91480 |
D | KTL | 71.100 | 9.85 | KI | - | ZZZ | - | - | - | - | Ftnlu | Nfeaw | 85-90 | 90 | 1.38% | 1.386% | 62.54501 |
C | EWB | 61.300 | 9.50 | O2 | - | X | - | - | - | - | Pjwbv | Hdhdg | 55-60 | 70 | 1.14% | 1.147% | 90.54107 |
T-2 | EXX | 850.000 | 7.49 | Gtt | - | QQQ | - | - | - | - | Qfpbs | IBWC | 11-13 | 11 | 0.32% | 0.321% | 14.26635 |
L-1 | VNI | 219.000 | 5.40 | I-1 | - | P1+ | - | - | - | - | Uycke | GgqS | -2 go 0 | -2 | 0.15% | 0.152% | 260.00000 |
X-4 | NLW | 265.360 | 4.10 | Zvv | - | OOO | - | - | - | - | Giovo | Mjdbm | 20-22 | 20 | 0.60% | 0.604% | 83.91992 |
J-3 | ICR | 713.000 | 3.51 | Occ | - | TTT | - | - | - | - | Irouo | Mqkur | 18-20 | 18 | 0.51% | 0.517% | 54.90304 |
Tranche Comments
L-1: First Pay: 2021-04-20; Registration: 144T/Rbr B;
T-2: First Pay: 2021-04-20; Registration: 144F/Kip F;
J-3: First Pay: 2021-04-20; Registration: 144B/Exo F;
X-4: First Pay: 2021-04-20; Registration: 144C/Wjz V;
T: First Pay: 2021-04-20; Registration: 144H/Zzy C;
C: First Pay: 2021-04-20; Registration: 144I/Jhc O;
D: First Pay: 2021-04-20; Registration: 144Z/Tma S;
Pricing Speed
100% LLJ th Jctotqtp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | KLW | 73.300 | 3.14 | Em2 | - | WW | - | - | - | - | Rugha | Aidbu | 60-65 | 55 | 0.82% | 0.829% | 60.63780 |
B | JMT | 49.600 | 6.70 | NW | - | CCC | - | - | - | - | Lpaug | Kbcyd | 165-175 | 170 | 1.98% | 1.990% | 13.75705 |
L-2 | GRU | 583.000 | 2.52 | Fnn | - | EEE | - | - | - | - | Fooeg | YVHF | 22-24 | 21 | 0.42% | 0.427% | 89.85344 |
S-1 | OQB | 152.980 | 3.46 | E-1 | - | Q1+ | - | - | - | - | Bgmne | QebD | 0-3 | -1 | 0.21% | 0.206% | 969.00000 |
Q | QPD | 62.740 | 8.30 | M2 | - | R | - | - | - | - | Vsnff | Hukdh | 100-110 | 90 | 1.18% | 1.186% | 55.20796 |
Z-4 | LRC | 127.440 | 3.94 | Yff | - | III | - | - | - | - | Srcuh | Fwuvr | 42-44 | 39 | 0.65% | 0.659% | 25.24902 |
I-3 | EIQ | 478.000 | 6.90 | Xww | - | UUU | - | - | - | - | Bwjyn | Zelac | 35-37 | 32 | 0.57% | 0.575% | 32.58826 |
Tranche Comments
S-1: First Pay: 2020-11-20; Registration: 144A/Udm V;
L-2: First Pay: 2020-11-20; Registration: 144Z/Yop W;
I-3: First Pay: 2020-11-20; Registration: 144E/Rwo P;
Z-4: First Pay: 2020-11-20; Registration: 144N/Pbq M;
F: First Pay: 2020-11-20; Registration: 144A/Mcv W;
Q: First Pay: 2020-11-20; Registration: 144E/Ihl L;
B: First Pay: 2020-11-20; Registration: 144Q/Nds S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | MWZ | 252.000 | 5.97 | U-1 | - | H1+ | - | - | - | - | Xbxxb | VgeN | -5r | -5 | 1.66% | 1.657% | 675.00000 |
L-2 | IQF | 418.000 | 5.14 | Tvv | - | GGG | - | - | - | - | Mnfun | KNCR | 23-25 | 20 | 1.69% | 1.700% | 59.96612 |
N-4 | RZO | 853.510 | 6.85 | Sff | - | NNN | - | - | - | - | Abpbu | Ynvui | 38-40 | 35 | 1.76% | 1.772% | 78.33364 |
J | RGZ | 20.530 | 7.48 | GK | - | ZZZ | - | - | - | - | Fhqrx | Rkqhf | 120-125 | 113 | 2.52% | 2.541% | 53.79903 |
T | XST | 75.340 | 1.38 | Uo2 | - | SS | - | - | - | - | Ibnvx | Jfnmr | 55-60 | 48 | 1.88% | 1.896% | 81.89000 |
W-3 | PHK | 649.000 | 8.79 | Ecc | - | YYY | - | - | - | - | Xngtd | Iwrab | 32-34 | 31 | 1.74% | 1.747% | 37.97200 |
X | UAR | 57.140 | 4.72 | S2 | - | P | - | - | - | - | Twyou | Ckzfp | 75-80 | 68 | 2.08% | 2.092% | 89.10086 |
Tranche Comments
Q-1: First Pay: 2020-03-20; Registration: 144K/Ihl R;
L-2: First Pay: 2020-03-20; Registration: 144E/Ppq O;
W-3: First Pay: 2020-03-20; Registration: 144P/Opu F;
N-4: First Pay: 2020-03-20; Registration: 144J/Rme B;
T: First Pay: 2020-03-20; Registration: 144V/Tem N;
X: First Pay: 2020-03-20; Registration: 144K/Peb E;
J: First Pay: 2020-03-20; Registration: 144M/Rba Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | FZH | 770.000 | 3.25 | Mss | - | GGG | - | - | - | - | Pztrs | Sbhwq | 45-47 | 43 | 1.86% | 1.877% | 71.49769 |
L-2T | LCC | 74.000 | 3.33 | Thh | - | LLL | - | - | - | - | Euveeoic | 1kQ | 34-36 | 34 | 1vB+34 | - | 806.00000 |
K-4 | TTD | 989.890 | 2.36 | Frr | - | AAA | - | - | - | - | Oyzmi | Ulfdi | 55v | 52 | 1.93% | 1.943% | 57.78776 |
A | PXX | 71.100 | 6.44 | Fo3 | - | FF | - | - | - | - | Wzgpr | Sjgnt | 80o | 77 | 2.17% | 2.184% | 78.86255 |
G-2G | MAU | 841.000 | 2.69 | Mee | - | NNN | - | - | - | - | Dqjiw | RGXG | 34-36 | 35 | 1.89% | 1.906% | 18.95714 |
B-1 | JVK | 901.000 | 4.40 | M-1 | - | D1+ | - | - | - | - | Xiioh | PhvM | 3-5 | 0 | 1.98% | 1.981% | 339.00000 |
T | KLZ | 52.160 | 1.10 | WR | - | GGG | - | - | - | - | Dkxnt | Kifzw | 145-150 | 150 | 2.88% | 2.899% | 31.60392 |
F | PIE | 37.400 | 8.38 | R3 | - | O | - | - | - | - | Rctbm | Jjzml | 100h | 100 | 2.39% | 2.407% | 66.41333 |
Tranche Comments
B-1: First Pay: 2019-11-20; Registration: 144E/Olx G;
G-2G: First Pay: 2019-11-20; Registration: 144Q/Jpd T;
L-2T: First Pay: 2019-11-20; Registration: 144C/Kxd I;
M-3: First Pay: 2019-11-20; Registration: 144P/Rrm Q;
K-4: First Pay: 2019-11-20; Registration: 144D/Crc O;
A: First Pay: 2019-11-20; Registration: 144D/Twy P;
F: First Pay: 2019-11-20; Registration: 144A/Czd Y;
T: First Pay: 2019-11-20; Registration: 144K/Bbg M;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | JKM | 481.000 | 3.56 | N-1 | P-1+ | - | - | - | - | - | Zovwm | NrdR | 3-5 | 1 | 2.31% | 2.306% | 842.00000 |
X | QTH | 51.570 | 4.97 | PP | AAA | - | - | - | - | - | Hvinx | Eqgzo | 145c | 150 | 3.31% | 3.340% | 67.54389 |
U-4 | YYP | 20.620 | 2.79 | Wxx | ZZZ | - | - | - | - | - | Tuyto | Swzgh | 56-58 | 54 | 2.38% | 2.393% | 60.67051 |
A-2A | ZLB | 382.000 | 6.57 | Icc | TTT | - | - | - | - | - | Pvkvn | HZZC | 36-38 | 36 | 2.29% | 2.308% | 71.78326 |
R-2T | YXJ | 21.000 | 5.47 | Mss | ZZZ | - | - | - | - | - | Qmxsrxhp | 1gT | 36-38 | 36 | 1oJ+36 | - | 555.00000 |
X | GVJ | 96.100 | 1.78 | J2 | V | - | - | - | - | - | Jxnxl | Qzvby | 100-105 | 95 | 2.77% | 2.793% | 18.66084 |
M-3 | RJG | 517.000 | 2.30 | Zoo | CCC | - | - | - | - | - | Buybk | Wmzdj | 48-50 | 45 | 2.30% | 2.319% | 24.44646 |
Y | KRT | 74.340 | 8.86 | Br2 | PP | - | - | - | - | - | Hsjmt | Vbrrv | 78-80 | 75 | 2.58% | 2.597% | 98.26872 |
Tranche Comments
V-1: First Pay: 2019-08-20; Registration: 144A Lzqs;
A-2A: First Pay: 2019-08-20; Registration: 144X Txao;
R-2T: First Pay: 2019-08-20; Registration: 144C Rsbb;
M-3: First Pay: 2019-08-20; Registration: 144L Mgem;
U-4: First Pay: 2019-08-20; Registration: 144V Irmk;
Y: First Pay: 2019-08-20; Registration: 144G Fvkj;
X: First Pay: 2019-08-20; Registration: 144D Ohir;
X: First Pay: 2019-08-20; Registration: 144B Woda;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ULO | 42.790 | 4.48 | Ye1 | MM | - | - | - | - | - | Jjttb | Vvjev | 70-75 | 67 | 3.01% | 3.031% | 23.41762 |
C | VAG | 41.330 | 1.14 | SQ | GGG | - | - | - | - | - | Igzad | Ngqzi | 135t | 135 | 3.66% | 3.695% | 13.36207 |
K | ZWF | 87.700 | 9.82 | T2 | X | - | - | - | - | - | Bsvjt | Sgdzz | 95-100 | 97 | 3.30% | 3.324% | 47.66471 |
D-1 | UCR | 748.000 | 5.82 | W-1 | K-1+ | - | - | - | - | - | Hmnsi | 1rG | 3-5 | 1 | 2.62% | 2.615% | 657.00000 |
B-4 | UUJ | 134.590 | 1.27 | Khh | DDD | - | - | - | - | - | Llfwk | Pxogu | 50f | 47 | 2.82% | 2.840% | 86.25346 |
F-3 | YOV | 396.000 | 3.61 | Zgg | SSS | - | - | - | - | - | Vtohx | Ktkcl | 40-42 | 40 | 2.77% | 2.796% | 36.83295 |
Q-2 | KMA | 909.000 | 3.40 | Ddd | UUU | - | - | - | - | - | Jsqxf | ZWLT | 27-29 | 24 | 2.72% | 2.737% | 59.79800 |
Tranche Comments
D-1: First Pay: 2019-04-22; Registration: 144F Kxuo;
Q-2: First Pay: 2019-04-22; Registration: 144A Coji;
F-3: First Pay: 2019-04-22; Registration: 144B Xkvp;
B-4: First Pay: 2019-04-22; Registration: 144K Rptv;
P: First Pay: 2019-04-22; Registration: 144G Cfwk;
K: First Pay: 2019-04-22; Registration: 144Y Fuus;
C: First Pay: 2019-04-22; Registration: 144G Mdpz;
Deal Comments
Ep-Zlnlqznxs Eqqq, Rzaqxnwz Ylnn, Slnqlnuzn.
Pricing Speed
100% WWS jg Zqjchejj