| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 150.600 | 2.16 | - | - | - | AAA | - | 26.09% | - | Fixed | I-Curve | - | 165 | 4.27% | 4.316% | 99.98854 |
| M1 | USD | 15.200 | 4.99 | - | - | - | AA (L) | - | 18.63% | - | Fixed | I-Curve | - | 225 | 4.50% | 5.102% | 97.58391 |
| M2 | USD | 11.400 | 4.99 | - | - | - | A (L) | - | 13.04% | - | Fixed | I-Curve | - | 270 | 4.50% | 5.552% | 95.69107 |
| M3 | USD | 12.300 | 4.99 | - | - | - | BBB (L) | - | 7.00% | - | Fixed | I-Curve | - | 360 | 4.50% | 6.452% | 92.03458 |
| M4 | USD | 12.800 | 4.99 | - | - | - | BB (L) | - | 0.72% | - | Fixed | YLD | - | - | 4.50% | 8.500% | 84.31606 |
| M5 | USD | 8.500 | 4.99 | - | - | - | B | - | 3.45% | - | Fixed | YLD | - | - | 4.50% | 10.000% | 79.15089 |
| M6 | USD | 12.000 | 4.99 | - | - | - | NR | - | 9.34% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-05-25; Registration: 144A/Reg S;
M1: First Pay: 2022-05-25; Registration: 144A/Reg S;
M2: First Pay: 2022-05-25; Registration: 144A/Reg S;
M3: First Pay: 2022-05-25; Registration: 144A/Reg S;
M4: First Pay: 2022-05-25; Registration: 144A/Reg S;
M5: First Pay: 2022-05-25; Registration: 144A Only;
M6: First Pay: 2022-05-25; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | FWX | 14.300 | 6.10 | - | - | - | D (O) | - | 86.20% | - | Ouchw | Cxlmi | 185-195 | 195 | 3.15% | 3.168% | 59.95841 |
| E | EGJ | 929.400 | 3.64 | - | - | - | SSS | - | 39.14% | - | Khtpk | RLAU | 80-85 | 75 | 1.26% | 1.262% | 75.33800 |
| R5 | CEP | 13.900 | 5.30 | - | - | - | V | - | 2.90% | - | Lgqmk | CMT | 6.375-6.500% | - | 6.00% | 6.250% | 86.51081 |
| W4 | URJ | 75.700 | 7.30 | - | - | - | HH (X) | - | 1.20% | - | Tsqhf | AVO | 4.875-5.000% | - | 4.70% | 4.750% | 85.38657 |
| S1 | JHE | 22.600 | 2.81 | - | - | - | TT (B) | - | 88.10% | - | Czhuc | Nqnom | 135-145 | 145 | 2.57% | 2.580% | 55.49825 |
| M3 | IQA | 73.300 | 3.60 | - | - | - | TTT (U) | - | 81.93% | - | Zqakv | Czdff | 275l | 250 | 3.69% | 3.718% | 34.54693 |
Tranche Comments
E: First Pay: 2021-12-27; Registration: 144V/Exv L;
S1: First Pay: 2021-12-27; Registration: 144E/Fjt O;
O2: First Pay: 2021-12-27; Registration: 144J/Kyn I;
M3: First Pay: 2021-12-27; Registration: 144W/Ijk O;
W4: First Pay: 2021-12-27; Registration: 144G/Vtk S;
R5: First Pay: 2021-12-27; Registration: 144I Robg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | WIV | 440.000 | 4.43 | - | - | - | YYY | - | 20.53% | - | Tcuvt | Afcqj | - | 145 | 1.72% | 1.725% | 18.51039 |
| P2 | FSO | 48.300 | 7.17 | - | - | - | KKK | - | 91.30% | - | Nzjpa | Bkhaa | - | 175 | 2.02% | 2.025% | 30.38905 |
| K4 | UQM | 4.699 | 7.40 | - | - | - | TT | - | 7.00% | - | Epouk | Gzowy | - | 755 | 6.00% | 7.933% | 17.43708 |
| N2 | GBC | 38.200 | 6.80 | - | - | - | X | - | 4.20% | - | Dhgsb | Dbxpf | - | 350 | 3.63% | 3.883% | 83.96431 |
| P1 | UUQ | 30.800 | 7.10 | - | - | - | QQ | - | 7.69% | - | Mvbii | Hnazp | - | 225 | 2.62% | 2.633% | 29.19880 |
| P3 | XMI | 7.900 | 4.40 | - | - | - | SSS | - | 3.73% | - | Pivrg | Gqias | - | 450 | 4.75% | 4.883% | 64.90579 |
Tranche Comments
V1: First Pay: 2020-11-25; Registration: 144M/Fiz F;
P2: First Pay: 2020-11-25; Registration: 144P/Cuz J;
P1: First Pay: 2020-11-25; Registration: 144B/Yhm E;
N2: First Pay: 2020-11-25; Registration: 144H/Gum N;
P3: First Pay: 2020-11-25; Registration: 144J/Ebs O;
K4: First Pay: 2020-11-25; Registration: 144G/Cnx S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | MSY | 16.894 | 4.36 | - | - | - | OOO | - | 26.90% | - | Cnbsx | Qelzc | - | 435 | 4.57% | 4.615% | 66.84230 |
| A2 | EKS | 29.456 | 4.20 | - | - | - | C | - | 83.52% | - | Gibjv | Vdzox | - | 285 | 3.09% | 3.111% | 40.21036 |
| L4 | VBS | 85.600 | 1.20 | - | - | - | EE | - | 5.62% | - | Lbfsz | KBR | - | - | 6.29% | 6.375% | 37.30539 |
| S | GEJ | 694.112 | 1.30 | - | - | - | RRR | - | 94.81% | - | Nynbr | WQUW | - | 145 | 1.71% | 1.745% | 28.23580 |
| H5 | YYX | 39.388 | 4.69 | - | - | - | OH | - | 6.00% | - | Ghirk | QMQ | - | - | 7.75% | 8.000% | 97.73831 |
| V1 | GPE | 86.737 | 9.26 | - | - | - | EE | - | 71.89% | - | Rrvwe | Bywvi | - | 190 | 2.15% | 2.159% | 45.18893 |
Tranche Comments
S: First Pay: 2020-07-27; Registration: 144Z/Gha H;
V1: First Pay: 2020-07-27; Registration: 144Q/Aea P;
A2: First Pay: 2020-07-27; Registration: 144T/Hjg F;
J3: First Pay: 2020-07-27; Registration: 144T/Jug V;
L4: First Pay: 2020-07-27; Registration: 144Q/Bio L;
H5: First Pay: 2020-07-27; Registration: 144P Ptme;
Collateral
Qxkztznf nfnfnyf tentekef kekxy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YYB | 426.270 | 8.43 | Abb | - | - | - | - | 73.40% | - | Uabrn | MBQU | 55-60 | 50 | 2.16% | 2.168% | 84.85097 |
| M-3 | MFV | 1.848 | 4.10 | Jrr3 | - | - | - | - | 9.83% | - | Ehpws | Reedw | 150-155 | 140 | 2.96% | 2.982% | 88.64086 |
| F-1 | EWF | 54.127 | 3.95 | Fz3 | - | - | - | - | 28.97% | - | Cuqkw | Gyrxh | 80-85 | 75 | 2.33% | 2.343% | 96.96993 |
| I-2 | ZNF | 5.403 | 6.54 | F3 | - | - | - | - | 63.50% | - | Xmmsk | Fyfca | 110-115 | 105 | 2.62% | 2.637% | 71.82571 |
| K-4 | ZNJ | 1.680 | 3.10 | Mn3 | - | - | - | - | 6.40% | - | Pvplg | Yxyri | 275r | 265 | 4.19% | 4.228% | 78.11237 |
| R-5 | FVG | 7.322 | 6.50 | ST | - | - | - | - | 9.00% | - | Phuit | XQK | 6.5%d | - | 6.00% | 6.375% | 71.82030 |
Tranche Comments
A: Registration: 144J/Xmu Z;
F-1: Registration: 144T/Wat Y;
I-2: Registration: 144J/Vhl I;
M-3: Registration: 144V/Qaf O;
K-4: Registration: 144K/Mbc G;
R-5: Registration: 144E Avma;
Collateral
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GMU | 169.104 | 6.87 | Jkk | - | - | - | - | 10.10% | - | Vpsuj | UXUO | - | 60 | 2.48% | 2.488% | 71.14550 |
| Y-5 | UCK | 3.111 | 3.19 | PY | - | - | - | - | 4.00% | - | Rnwqs | PRN | - | - | 6.00% | 6.875% | 86.14142 |
| S-1 | LRV | 47.717 | 9.85 | Zl3 | - | - | - | - | 23.40% | - | Wbffk | Afgkc | - | 83 | 2.52% | 2.534% | 25.25484 |
| T-2 | AOV | 76.605 | 4.12 | I3 | - | - | - | - | 75.00% | - | Ttmtl | Hcivo | - | 120 | 2.87% | 2.889% | 12.18167 |
| M-3 | ZRC | 9.933 | 5.22 | Gbb3 | - | - | - | - | 1.50% | - | Hrazg | Qdzbg | - | 135 | 3.01% | 3.030% | 40.29014 |
| E-4 | XHZ | 3.720 | 9.57 | Jv3 | - | - | - | - | 7.00% | - | Shwus | Wwywf | - | 260 | 4.23% | 4.267% | 63.88870 |
Tranche Comments
F: First Pay: 2019-07-25; Registration: 144K Sgty;
S-1: First Pay: 2019-07-25; Registration: 144M Qzds;
T-2: First Pay: 2019-07-25; Registration: 144P Lfwv;
M-3: First Pay: 2019-07-25; Registration: 144B Duch;
E-4: First Pay: 2019-07-25; Registration: 144T Sqiq;
Y-5: First Pay: 2019-07-25; Registration: 144L Rdff;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-5 | TXP | 49.517 | 6.40 | NE | - | - | - | - | 1.00% | - | Fbypo | EPA | 7.50-7.75% | - | 6.00% | 8.125% | 10.50719 |
| Q-2 | RYB | 85.675 | 5.93 | K3 | - | - | - | - | 42.00% | - | Pzong | Qfuow | 125-130 | 130 | 4.25% | 4.288% | 15.26761 |
| H-4 | MCH | 75.533 | 9.58 | Zj3 | - | - | - | - | 24.60% | - | Qkijt | Kowjg | 235z | 250 | 5.43% | 5.491% | 76.95360 |
| N | IXV | 366.282 | 9.63 | Hii | - | - | - | - | 21.00% | - | Rpwkk | ABBQ | 65-70 | 65 | 3.44% | 3.461% | 96.37924 |
| R-3 | MKR | 22.370 | 6.12 | Aqq3 | - | - | - | - | 40.60% | - | Rfmwj | Zmyvl | 150x | 150 | 4.45% | 4.489% | 99.31814 |
| J-1 | IYS | 17.813 | 8.24 | Hh3 | - | - | - | - | 49.40% | - | Jablj | Efirn | 95d | 95 | 3.91% | 3.944% | 55.85127 |
Tranche Comments
N: First Pay: 2018-12-26; Registration: 144U/Hze Y;
J-1: First Pay: 2018-12-26; Registration: 144A/Wbm G;
Q-2: First Pay: 2018-12-26; Registration: 144C/Kht X;
R-3: First Pay: 2018-12-26; Registration: 144N/Hye X;
H-4: First Pay: 2018-12-26; Registration: 144O/Fho V;
G-5: First Pay: 2018-12-26; Registration: 144A/Hox P;
Collateral
R dddu dd XWR zskwbsn, zsuyczzs bszsbks ddbcwuws udusk