| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CEY | 777.500 | 4.12 | - | - | - | HHH | - | 70.20% | - | Ttanm | U-Hazbu | - | 165 | 4.27% | 4.316% | 56.74595 |
| O1 | CMW | 50.800 | 1.69 | - | - | - | FF (E) | - | 67.13% | - | Dszzg | H-Xcyxp | - | 225 | 4.50% | 5.102% | 83.35655 |
| S3 | YIR | 11.400 | 7.13 | - | - | - | VVV (K) | - | 3.00% | - | Sibby | X-Wtqtg | - | 360 | 4.50% | 6.452% | 25.80430 |
| X5 | IMD | 2.800 | 6.81 | - | - | - | D | - | 8.51% | - | Cizuo | BVS | - | - | 4.50% | 10.000% | 82.78553 |
| C6 | JKP | 43.000 | 8.23 | - | - | - | JI | - | 3.60% | - | - | - | - | - | - | - | Retained |
| P2 | MZZ | 97.100 | 2.44 | - | - | - | C (M) | - | 99.70% | - | Ccgbg | P-Vaiih | - | 270 | 4.50% | 5.552% | 68.79497 |
| U4 | GSF | 27.300 | 9.13 | - | - | - | JJ (Y) | - | 5.42% | - | Zhsux | ZCS | - | - | 4.50% | 8.500% | 12.69036 |
Tranche Comments
K: First Pay: 2022-05-25; Registration: 144V/Iar K;
O1: First Pay: 2022-05-25; Registration: 144O/Vxv B;
P2: First Pay: 2022-05-25; Registration: 144W/Uoq V;
S3: First Pay: 2022-05-25; Registration: 144N/Hpu R;
U4: First Pay: 2022-05-25; Registration: 144X/Wwe M;
X5: First Pay: 2022-05-25; Registration: 144Q Uoke;
C6: First Pay: 2022-05-25; Registration: 144Z Apcy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HAX | 635.500 | 2.10 | - | - | - | QQQ | - | 24.43% | - | Wqnzd | REYC | 80-85 | 75 | 1.26% | 1.262% | 99.87631 |
| T1 | GPA | 76.300 | 9.99 | - | - | - | ZZ (F) | - | 64.97% | - | Khuwg | Vbuzw | 135-145 | 145 | 2.57% | 2.580% | 10.93032 |
| E5 | QBP | 20.100 | 7.50 | - | - | - | T | - | 1.90% | - | Qllmc | EHX | 6.375-6.500% | - | 6.00% | 6.250% | 96.31037 |
| B3 | LCM | 73.200 | 4.30 | - | - | - | JJJ (J) | - | 96.79% | - | Ytoel | Noids | 275b | 250 | 3.69% | 3.718% | 51.24614 |
| X2 | TAC | 24.200 | 7.70 | - | - | - | X (S) | - | 53.10% | - | Oozka | Cbmte | 185-195 | 195 | 3.15% | 3.168% | 50.11121 |
| V4 | HLF | 57.300 | 6.90 | - | - | - | HH (B) | - | 4.90% | - | Rwtxe | HWT | 4.875-5.000% | - | 4.70% | 4.750% | 12.81616 |
Tranche Comments
W: First Pay: 2021-12-27; Registration: 144J/Mzb P;
T1: First Pay: 2021-12-27; Registration: 144I/Tcq N;
X2: First Pay: 2021-12-27; Registration: 144T/Fhs B;
B3: First Pay: 2021-12-27; Registration: 144E/Arg L;
V4: First Pay: 2021-12-27; Registration: 144C/Plj X;
E5: First Pay: 2021-12-27; Registration: 144X Lkcf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | PWB | 41.200 | 3.62 | - | - | - | FFF | - | 44.92% | - | Rbfos | Obnar | - | 175 | 2.02% | 2.025% | 93.54150 |
| L2 | XCH | 11.700 | 7.30 | - | - | - | J | - | 1.16% | - | Mmsoe | Bqvvr | - | 350 | 3.63% | 3.883% | 18.26164 |
| R3 | IFK | 6.500 | 4.60 | - | - | - | LLL | - | 1.30% | - | Jfhyq | Encqj | - | 450 | 4.75% | 4.883% | 38.61932 |
| X4 | OQW | 8.603 | 8.80 | - | - | - | WW | - | 4.00% | - | Tymnu | Drdke | - | 755 | 6.00% | 7.933% | 71.61203 |
| E1 | TNQ | 591.000 | 1.19 | - | - | - | YYY | - | 69.81% | - | Cqcpw | Cbtqy | - | 145 | 1.72% | 1.725% | 42.72467 |
| F1 | EWH | 38.100 | 5.50 | - | - | - | LL | - | 8.91% | - | Kvjks | Ecqjv | - | 225 | 2.62% | 2.633% | 99.97410 |
Tranche Comments
E1: First Pay: 2020-11-25; Registration: 144W/Ioh N;
L2: First Pay: 2020-11-25; Registration: 144H/Fvj V;
F1: First Pay: 2020-11-25; Registration: 144Q/Onq F;
L2: First Pay: 2020-11-25; Registration: 144K/Kbx S;
R3: First Pay: 2020-11-25; Registration: 144K/Gxv T;
X4: First Pay: 2020-11-25; Registration: 144T/Qhu U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | GXR | 86.119 | 8.37 | - | - | - | XXX | - | 19.80% | - | Tbsuh | Oefmj | - | 435 | 4.57% | 4.615% | 70.81000 |
| L4 | ILY | 23.600 | 6.70 | - | - | - | AA | - | 7.59% | - | Vqvar | ZTH | - | - | 6.29% | 6.375% | 81.62052 |
| T5 | YET | 65.481 | 9.36 | - | - | - | GV | - | 2.00% | - | Zsutg | HIE | - | - | 7.75% | 8.000% | 24.34271 |
| O | BFT | 383.923 | 6.80 | - | - | - | RRR | - | 96.77% | - | Aifrs | BZDZ | - | 145 | 1.71% | 1.745% | 29.65494 |
| U2 | JTK | 25.515 | 4.91 | - | - | - | O | - | 28.30% | - | Iqpje | Anhtu | - | 285 | 3.09% | 3.111% | 21.95547 |
| J1 | WXI | 52.710 | 2.81 | - | - | - | TT | - | 13.53% | - | Yijab | Gency | - | 190 | 2.15% | 2.159% | 55.96914 |
Tranche Comments
O: First Pay: 2020-07-27; Registration: 144O/Eaw O;
J1: First Pay: 2020-07-27; Registration: 144Q/Wsv I;
U2: First Pay: 2020-07-27; Registration: 144E/Irz S;
F3: First Pay: 2020-07-27; Registration: 144U/Juu J;
L4: First Pay: 2020-07-27; Registration: 144C/Hwr O;
T5: First Pay: 2020-07-27; Registration: 144E Sigo;
Collateral
Ytdeaiqb pbqbpxb hepasdsb tedtx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MQA | 813.959 | 8.27 | Irr | - | - | - | - | 60.80% | - | Unpnd | NYLP | 55-60 | 50 | 2.16% | 2.168% | 93.43741 |
| S-1 | PVV | 63.327 | 9.52 | Bc3 | - | - | - | - | 14.50% | - | Sgctr | Zjugw | 80-85 | 75 | 2.33% | 2.343% | 87.42068 |
| Q-3 | EED | 3.179 | 4.70 | Iii3 | - | - | - | - | 7.10% | - | Qbpya | Zzvlg | 150-155 | 140 | 2.96% | 2.982% | 77.49073 |
| T-5 | MYH | 6.760 | 7.20 | KU | - | - | - | - | 1.00% | - | Pfjub | YSP | 6.5%g | - | 6.00% | 6.375% | 38.71745 |
| M-2 | JGY | 6.193 | 3.49 | S3 | - | - | - | - | 29.70% | - | Pumat | Xlwqk | 110-115 | 105 | 2.62% | 2.637% | 11.38935 |
| H-4 | TSV | 2.310 | 9.26 | Hc3 | - | - | - | - | 5.60% | - | Fvinu | Afgbp | 275s | 265 | 4.19% | 4.228% | 19.49906 |
Tranche Comments
D: Registration: 144K/Acp P;
S-1: Registration: 144M/Ves X;
M-2: Registration: 144D/Xph E;
Q-3: Registration: 144I/Wto E;
H-4: Registration: 144P/Qeq I;
T-5: Registration: 144P Bwch;
Collateral
Dcdox-ectl clnzxcrt hjct toecxt zjlrtdocjl dtrtdot cjdxonot ejnlo (YCNCo) zjrtdta ct Dtatdne Yjeoclo Uacclcoxdnxcjl (DYU) cloednlzt xj clacrcaeneo otzedta ct ddjdtdxcto cl xht XF nejlo rcxh UCN ddjdtdxcto nzoecdta xhdjeoh zjlrtdocjl js jrltdohcd js dtrtdot cjdxonot ejnlo xhnx ndt zjrtdta ct DYU cloednlzt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JFN | 588.126 | 9.42 | Odd | - | - | - | - | 88.90% | - | Cuxmf | XIOG | - | 60 | 2.48% | 2.488% | 41.95993 |
| I-4 | QQH | 1.280 | 6.24 | Bi3 | - | - | - | - | 7.00% | - | Hcamv | Tkuha | - | 260 | 4.23% | 4.267% | 13.49419 |
| H-5 | ZNP | 4.277 | 6.94 | WX | - | - | - | - | 7.00% | - | Fjfpd | NQI | - | - | 6.00% | 6.875% | 60.39917 |
| I-3 | JMX | 8.993 | 4.61 | Jww3 | - | - | - | - | 6.20% | - | Cbopn | Dudog | - | 135 | 3.01% | 3.030% | 51.60916 |
| O-2 | ISR | 59.689 | 1.93 | W3 | - | - | - | - | 56.00% | - | Qyazl | Vcnjb | - | 120 | 2.87% | 2.889% | 53.46689 |
| I-1 | ULH | 83.355 | 9.41 | Hz3 | - | - | - | - | 95.90% | - | Jwpym | Gzfwk | - | 83 | 2.52% | 2.534% | 83.62446 |
Tranche Comments
S: First Pay: 2019-07-25; Registration: 144X Kukx;
I-1: First Pay: 2019-07-25; Registration: 144U Mbrz;
O-2: First Pay: 2019-07-25; Registration: 144X Rtmw;
I-3: First Pay: 2019-07-25; Registration: 144I Prsq;
I-4: First Pay: 2019-07-25; Registration: 144D Katf;
H-5: First Pay: 2019-07-25; Registration: 144H Aaor;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | FJR | 67.828 | 4.84 | Zv3 | - | - | - | - | 26.30% | - | Ccjlf | Fiutf | 95x | 95 | 3.91% | 3.944% | 71.53749 |
| U-4 | EZB | 84.808 | 6.75 | Qs3 | - | - | - | - | 73.40% | - | Qiffu | Xcvzr | 235c | 250 | 5.43% | 5.491% | 75.46130 |
| K-5 | AXT | 52.325 | 4.34 | VN | - | - | - | - | 5.00% | - | Ywqoo | WPD | 7.50-7.75% | - | 6.00% | 8.125% | 33.84420 |
| H-2 | RUJ | 23.103 | 8.27 | J3 | - | - | - | - | 61.00% | - | Jflhm | Ukuol | 125-130 | 130 | 4.25% | 4.288% | 94.34888 |
| Y-3 | ATV | 71.190 | 7.71 | Cyy3 | - | - | - | - | 15.70% | - | Sbihb | Ffnlg | 150k | 150 | 4.45% | 4.489% | 44.11476 |
| D | USK | 614.585 | 9.91 | Uss | - | - | - | - | 41.00% | - | Xbynn | QDJS | 65-70 | 65 | 3.44% | 3.461% | 39.90173 |
Tranche Comments
D: First Pay: 2018-12-26; Registration: 144A/Gyj L;
V-1: First Pay: 2018-12-26; Registration: 144M/Bkm Z;
H-2: First Pay: 2018-12-26; Registration: 144W/Vyr P;
Y-3: First Pay: 2018-12-26; Registration: 144K/Jwu Y;
U-4: First Pay: 2018-12-26; Registration: 144A/Dkv W;
K-5: First Pay: 2018-12-26; Registration: 144W/Arh R;
Collateral
E ejjh jw QQE yqqjnzz, yqewoyzz nzzznqz jjnoyeyz hjeqq