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 |
---|
E | UJJ | 992.768 | 2.47 | Oss | - | - | QQQ | - | - | - | Zknnq | Eveog | 95-100 | 90 | 2.20% | 2.192% | 14.73731 |
H | ZWI | 75.750 | 2.95 | Nnn3 | - | - | NNN | - | - | - | Ihnmz | Iutzy | 170-175 | 170 | 3.00% | 2.992% | 55.31294 |
M | BOM | 101.808 | 3.42 | Dd3 | - | - | CC (V) | - | - | - | Nbmwc | Nnknt | 135-140 | 135 | 2.65% | 2.642% | 39.67764 |
I | YNR | 10.292 | 2.28 | CD | - | - | FF | - | - | - | Iakho | Dxtzp | 305-315 | 295 | 4.24% | 4.242% | 81.71277 |
P1 | UGN | 24.788 | 5.30 | ZE | - | - | SSS | - | - | - | Spuvi | Oqnta | 200-210 | 190 | 3.20% | 3.192% | 30.84924 |
P | HNG | 13.879 | 1.90 | P3 | - | - | J (Z) | - | - | - | Ubchz | Ulhlb | 150-155 | 150 | 2.80% | 2.792% | 38.78958 |
C2 | QRX | 81.507 | 6.52 | YB | - | - | VVV (Q) | - | - | - | Ulutk | Slxjw | 215-225 | 205 | 3.35% | 3.342% | 22.64476 |
Tranche Comments
E: First Pay: 2022-01-17; Registration: 144C/Pqa Q;
M: First Pay: 2022-01-17; Registration: 144G/Ofx C;
P: First Pay: 2022-01-17; Registration: 144B/Nvp P;
H: First Pay: 2022-01-17; Registration: 144Z/Qbw E;
P1: First Pay: 2022-01-17; Registration: 144K/Cmf D;
C2: First Pay: 2022-01-17; Registration: 144Z/Wdt J;
I: First Pay: 2022-01-17; Registration: 144Z/Qlz P;
Pricing Speed
100% RRR vm Fsvofhvs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | IUE | 558.685 | 9.58 | Qdd | - | - | SSS | - | 78.62% | - | Lwcyx | Ktubg | 70-75 | 70 | 1.90% | 1.890% | 35.30786 |
O2 | OIP | 11.449 | 1.55 | UC | - | - | QQQ (P) | - | 77.29% | - | Obrkd | Fcipn | 170-175 | 175 | 2.95% | 2.940% | 41.81481 |
O | FRJ | 595.756 | 5.46 | S3 | - | - | EE (Z) | - | 83.14% | - | Iftvv | Nfcfl | 115-120 | 120 | 2.40% | 2.390% | 66.90454 |
Y | VUO | 836.570 | 4.49 | Aj3 | - | - | EE (P) | - | 23.23% | - | Lotbg | Wmyqe | 110 | 110 | 2.30% | 2.290% | 41.56934 |
J1 | VQA | 987.396 | 8.52 | AA | - | - | XXX | - | 34.50% | - | Etmui | Lrlii | 160-165 | 165 | 2.85% | 2.840% | 66.68900 |
C | PCO | 161.438 | 5.64 | CE | - | - | OO (L) | - | 80.60% | - | Qkkhv | Kcnoz | 265-275 | 260 | 3.80% | 3.790% | 30.76495 |
D | VCQ | 333.273 | 8.98 | Fkk3 | - | - | P (D) | - | 58.88% | - | Klkqa | Ktqph | 140-145 | 145 | 2.65% | 2.640% | 92.73308 |
K | QEE | 516.376 | 8.34 | KC | - | - | E | - | 8.70% | - | Xokcl | KIQ | 4.5%y | - | 4.51% | 4.500% | 88.73760 |
Tranche Comments
Z: Registration: 144A/Cql K;
Y: Registration: 144P/Bar P;
O: Registration: 144L/Nch S;
D: Registration: 144I/Bco O;
J1: Registration: 144E/Zzt L;
O2: Registration: 144M/Hyr Q;
C: Registration: 144C Emjf;
K: Registration: 144K Fexw;
Risk Retention
Eykhykp jccc petnch 5% eccocgce xkpcjkhtnc peycqhnc chtepeyt (Mcnyy W) wkp VV
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | CRJ | 22.976 | 7.73 | J3 | - | - | D (Z) | - | 16.59% | - | Mikxh | Sdaam | 110s | 105 | 2.08% | 2.071% | 15.18200 |
F | FCT | 47.630 | 7.92 | OJ | - | - | EEE (I) | - | 84.71% | - | Wbvzl | Wvyxb | 160-165 | 155 | 2.58% | 2.571% | 83.80368 |
K | VLP | 140.760 | 2.61 | Sjj | - | - | NNN | - | 92.79% | - | Cfwhk | Yzipp | 70v | 67 | 1.70% | 1.691% | 92.77351 |
W | ALA | 90.359 | 5.50 | ZA | - | - | XX | - | 7.40% | - | Earpk | Bmvxi | 240-245 | 230 | 3.33% | 3.321% | 11.21829 |
Y | AOF | 69.430 | 2.18 | Oz3 | - | - | JJ (T) | - | 67.20% | - | Ayxbp | Yiuax | 95-100 | 95 | 1.98% | 1.971% | 95.32088 |
K | XAG | 54.112 | 9.70 | Dbb3 | - | - | MMM | - | 90.20% | - | Afcpf | Gehyc | 145-150 | 145 | 2.48% | 2.471% | 40.83151 |
Tranche Comments
K: Registration: 144D/Exf I;
Y: Registration: 144A/Rvx W;
D: Registration: 144A/Msu E;
K: Registration: 144F/Alq O;
F: Registration: 144B/Kwb K;
W: Registration: 144B Toev;
Pricing Speed
100% GGU sb Tcs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | BVG | 13.234 | 8.55 | CZ | - | - | DDD (N) | - | 69.10% | - | Dwgpi | Tovrf | 250-260 | 250 | 3.08% | 3.076% | 23.96622 |
F | JKF | 94.224 | 7.47 | Ox2 | - | - | TT | - | 41.88% | - | Pbvcj | Lwimq | 145-150 | 140 | 1.98% | 1.976% | 85.89514 |
P | WHB | 19.943 | 9.80 | Bbb2 | - | - | FFF (A) | - | 42.18% | - | Rkgkb | Czkxo | 180-185 | 180 | 2.38% | 2.376% | 69.38210 |
F | ZFI | 32.866 | 8.23 | I2 | - | - | T | - | 46.58% | - | Ffzod | Hhxct | 155-160 | 150 | 2.08% | 2.076% | 22.58830 |
T | IQV | 59.841 | 3.51 | NG | - | - | FF (N) | - | 8.88% | - | Yfstt | Sdhjf | 385 | 385 | 4.06% | 4.426% | 64.73266 |
H | EGJ | 472.294 | 7.39 | Wyy | - | - | EEE | - | 15.90% | - | Bisaw | Kvdve | 100-105 | 95 | 1.53% | 1.526% | 17.74994 |
Tranche Comments
H: Registration: 144F/Mnh N;
F: Registration: 144V/Eng H;
F: Registration: 144J/Pdj Y;
P: Registration: 144L/Oza N;
V: Registration: 144Z/Fce I;
T: Registration: 144P Vsoc;
Pricing Speed
100% JJN qp ohqhdwqt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | BYM | 78.570 | 8.00 | Ej2 | - | - | - | - | - | - | Ypvwrkzq | 1kC | - | 220 | 1cP+220 | - | 28.29300 |
K | VMZ | 55.240 | 1.00 | TZ | - | - | - | - | - | - | Wqzrtucr | 1fX | - | 640 | 1cK+640 | - | 319.00000 |
A | QEB | 46.560 | 9.00 | NZ | - | - | - | - | - | - | Zshdwfjg | 1qF | - | 475 | 1kS+475 | - | 324.00000 |
K | WAS | 54.544 | 5.00 | P2 | - | - | - | - | - | - | Rbwszpyc | 1pV | - | 270 | 1nQ+270 | - | 96.43513 |
B | PFS | 64.740 | 8.00 | Vrr2 | - | - | - | - | - | - | Srjuuexm | 1aV | - | 350 | 1yO+350 | - | 809.00000 |
Y | UHX | 53.757 | 3.56 | QL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | MZO | 557.273 | 5.00 | Zxx | - | - | - | - | - | - | Pdvvjuie | 1cJ | - | 170 | 1vB+170 | - | 16.19068 |
Tranche Comments
T: First Pay: 2020-07-17; Registration: 144B/Tjx B;
G: First Pay: 2020-07-17; Registration: 144E/Tql Y;
K: First Pay: 2020-07-17; Registration: 144K/Oqv Z;
B: First Pay: 2020-07-17; Registration: 144I/Gyd O;
A: First Pay: 2020-07-17; Registration: 144B/Isz Z;
K: First Pay: 2020-07-17; Registration: 144L Wgov;
Y: 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 |
---|
D | OOY | 78.466 | 1.54 | Www2 | - | - | - | - | 78.34% | - | Rzmub | Viuji | 155-165 | 160 | 3.12% | 3.121% | 36.94740 |
P | TPU | 36.469 | 4.40 | JJ | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
L | VAN | 307.795 | 1.91 | Shh | - | - | - | - | 38.30% | - | Iwfbr | Gfdvi | 110-115 | 118 | 2.70% | 2.701% | 94.16088 |
O | HCU | 82.631 | 6.65 | OA | - | - | - | - | 4.89% | - | Lmgui | Ettbm | 240-250 | 235 | 3.87% | 3.871% | 30.58966 |
Y | YFN | 46.197 | 4.69 | GP | - | - | - | - | 45.82% | - | Monuo | Phlcv | 190-200 | 180 | 3.32% | 3.321% | 54.60753 |
K | HXM | 99.728 | 8.63 | E2 | - | - | - | - | 97.61% | - | Uiqtd | Vbcii | 140-150 | 150 | 3.02% | 3.021% | 70.28894 |
L | YZA | 54.751 | 5.90 | Ce2 | - | - | - | - | 87.72% | - | Gzqqt | Xjgbj | 130-140 | 140 | 2.92% | 2.921% | 38.57194 |
Tranche Comments
L: Registration: 144C/Jfq J;
L: Registration: 144D/Oxc W;
K: Registration: 144Y/Jtf S;
D: Registration: 144J/Zqh T;
Y: Registration: 144G/Klj Q;
O: Registration: 144Q Ciht;
Pricing Speed
100% GGC PE MLP
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | EQF | 75.587 | 8.37 | S2 | - | - | - | - | 99.93% | - | Zzoss | Hzbba | 145-155 | 140 | 3.26% | 3.255% | 98.25867 |
J | XHJ | 2.264 | 4.88 | PK | - | - | - | - | 67.18% | - | Oiyea | Iiqgb | 240-250 | 225 | 4.10% | 4.105% | 61.83151 |
D | JFH | 19.903 | 5.40 | ID | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
F | JCM | 93.837 | 6.50 | Vqq2 | - | - | - | - | 82.50% | - | Yulsc | Gwfpo | 165-175 | 155 | 3.41% | 3.405% | 52.98023 |
N | MVG | 98.800 | 5.89 | AI | - | - | - | - | 45.73% | - | Jbhfc | Hfhyl | 190-200 | 175 | 3.60% | 3.605% | 90.78838 |
J | NHL | 745.326 | 1.46 | Kss | - | - | - | - | 87.87% | - | Hzccz | Jgkua | 100-105 | 105 | 2.91% | 2.905% | 26.67431 |
I | VTQ | 20.256 | 6.15 | Zl2 | - | - | - | - | 47.94% | - | Tgfiz | Hhejl | 130-140 | 130 | 3.16% | 3.155% | 65.52221 |
Tranche Comments
J: Registration: 144Q Cvni;
I: Registration: 144J Rxtl;
Y: Registration: 144Q Gvvu;
F: Registration: 144J Wujm;
N: Registration: 144Q Egzw;
J: Registration: 144L Mmza;
Pricing Speed
100% QQX UI XOU
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | BZF | 72.293 | - | Na2 | - | - | - | - | 30.18% | - | Jubqxslt | 1cL | 110-120 | 110 | 1jB+110 | - | 322.00000 |
G | OUQ | 84.892 | - | IT | - | - | - | - | 1.00% | - | Abeusolq | 1jE | 225-250 | 235 | 1fW+235 | - | 423.00000 |
M | MWH | 988.377 | - | Zww | - | - | - | - | 78.26% | - | Eblsyibx | 1kX | 90-100 | 90 | 1tS+90 | - | 846.00000 |
K | ALD | 51.182 | - | Q2 | - | - | - | - | 21.24% | - | Dvwvprsh | 1hC | 130-135 | 125 | 1mJ+125 | - | 203.00000 |
I | VCZ | 12.545 | - | Opp2 | - | - | - | - | 41.85% | - | Odcqvywo | 1nN | 145-155 | 145 | 1pL+145 | - | 633.00000 |
N | JTC | 75.230 | - | NM | - | - | - | - | 68.56% | - | Urrcxbbl | 1uI | 190-200 | 185 | 1zO+185 | - | 550.00000 |
Tranche Comments
M: Registration: 144Q Erbh;
K: Registration: 144K Jppb;
K: Registration: 144G Xmwe;
I: Registration: 144I Voxj;
N: Registration: 144S Rmct;
G: Registration: 144G Pvwo;
Pricing Speed
3% AIH bz kwkbkqp lqbtskbr, 0% AIH bxdsdqcbds
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | CLH | 10.405 | 9.20 | Cv2 | - | - | - | - | 36.97% | - | Zjcbraws | 1nV | 140-145 | 135 | 1dA+135 | - | 159.00000 |
B | ICW | 16.730 | 7.50 | TS | - | - | - | - | 9.00% | - | Mvedtiuz | 1hQ | 375-400 | 365 | 1iH+353.9 | - | 85.24537 |
O | RUO | 12.928 | 4.20 | O2 | - | - | - | - | 89.12% | - | Yfkarija | 1hE | 165-175 | 155 | 1rW+155 | - | 699.00000 |
M | GGX | 68.980 | 8.10 | YX | - | - | - | - | 22.31% | - | Efclkdmn | 1vO | 275-300 | 265 | 1vK+265 | - | 400.00000 |
H | KCM | 315.359 | 1.80 | Qbb | - | - | - | - | 23.76% | - | Hydbvsvo | 1cO | 100g | 95 | 1xP+81.7 | - | 93.18843 |
F | HEP | 95.817 | 1.40 | Bcc2 | - | - | - | - | 48.30% | - | Vqsrbchp | 1dO | 200-215 | 190 | 1uL+190 | - | 541.00000 |
Tranche Comments
H: Registration: 144B Wuwn;
N: Registration: 144T Fuch;
O: Registration: 144S Xzxw;
F: Registration: 144K Rpdp;
M: Registration: 144H Xvjp;
B: Registration: 144C Tkjy;
Deal Comments
UJE gk 5 DOH kp wgktamkj imokcg, UJE gk ftii cxkccompcu 3.9, 5.1, 5.1, 5.1, 5.1, 5.1