| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K5 | JVF | 5.400 | 7.16 | - | - | - | F | - | 1.93% | - | Kciel | PQR | - | - | 4.50% | 10.000% | 54.45066 |
| U4 | CLL | 73.800 | 9.28 | - | - | - | UU (J) | - | 2.40% | - | Xjmoo | BYK | - | - | 4.50% | 8.500% | 50.59759 |
| H1 | RIG | 28.100 | 1.42 | - | - | - | RR (K) | - | 19.70% | - | Wobvk | Y-Kicxq | - | 225 | 4.50% | 5.102% | 84.89519 |
| F2 | ISR | 11.900 | 1.84 | - | - | - | J (K) | - | 38.50% | - | Pqfae | R-Oxkdg | - | 270 | 4.50% | 5.552% | 33.35914 |
| T3 | BSI | 85.800 | 9.96 | - | - | - | HHH (L) | - | 2.00% | - | Oliil | N-Dfzcq | - | 360 | 4.50% | 6.452% | 22.22550 |
| J | PBM | 348.900 | 7.32 | - | - | - | BBB | - | 56.20% | - | Fzlss | O-Qobto | - | 165 | 4.27% | 4.316% | 40.22214 |
| N6 | IGB | 96.000 | 9.23 | - | - | - | KA | - | 6.86% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2022-05-25; Registration: 144N/Umk B;
H1: First Pay: 2022-05-25; Registration: 144O/Wlr O;
F2: First Pay: 2022-05-25; Registration: 144E/Nin C;
T3: First Pay: 2022-05-25; Registration: 144F/Wso G;
U4: First Pay: 2022-05-25; Registration: 144V/Fcw P;
K5: First Pay: 2022-05-25; Registration: 144H Kffc;
N6: First Pay: 2022-05-25; Registration: 144R Mhkn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BVY | 913.500 | 8.95 | - | - | - | MMM | - | 99.39% | - | Vmncz | EMAE | 80-85 | 75 | 1.26% | 1.262% | 74.57394 |
| F3 | JWH | 94.400 | 4.90 | - | - | - | SSS (N) | - | 28.95% | - | Vpvhr | Ddilv | 275o | 250 | 3.69% | 3.718% | 32.68942 |
| O4 | TUT | 86.400 | 6.90 | - | - | - | RR (D) | - | 3.40% | - | Bnngi | RMW | 4.875-5.000% | - | 4.70% | 4.750% | 71.79762 |
| O5 | OMD | 79.600 | 5.70 | - | - | - | B | - | 6.20% | - | Ioxlx | CCQ | 6.375-6.500% | - | 6.00% | 6.250% | 68.83694 |
| N1 | CPT | 81.300 | 8.97 | - | - | - | TT (Q) | - | 89.91% | - | Qbouv | Whwuv | 135-145 | 145 | 2.57% | 2.580% | 56.55557 |
| K2 | EUF | 77.500 | 7.60 | - | - | - | Y (W) | - | 12.60% | - | Fqiaf | Mxdtk | 185-195 | 195 | 3.15% | 3.168% | 28.95431 |
Tranche Comments
T: First Pay: 2021-12-27; Registration: 144Z/Ord Z;
N1: First Pay: 2021-12-27; Registration: 144Y/Qir Q;
K2: First Pay: 2021-12-27; Registration: 144A/Fbp Z;
F3: First Pay: 2021-12-27; Registration: 144G/Wbp O;
O4: First Pay: 2021-12-27; Registration: 144N/Jhu F;
O5: First Pay: 2021-12-27; Registration: 144H Mvte;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V3 | BED | 2.300 | 7.90 | - | - | - | WWW | - | 1.39% | - | Mahuv | Gzdce | - | 450 | 4.75% | 4.883% | 76.67512 |
| I1 | GWE | 89.500 | 9.80 | - | - | - | FF | - | 5.63% | - | Finlj | Zxdxh | - | 225 | 2.62% | 2.633% | 27.45330 |
| T4 | EEB | 3.139 | 8.70 | - | - | - | LL | - | 2.00% | - | Qyuvm | Zxtfq | - | 755 | 6.00% | 7.933% | 73.20089 |
| U1 | HUQ | 792.000 | 7.26 | - | - | - | LLL | - | 80.47% | - | Aarfx | Qyeld | - | 145 | 1.72% | 1.725% | 36.41510 |
| Z2 | HTK | 67.700 | 6.20 | - | - | - | J | - | 3.38% | - | Chsub | Abrkd | - | 350 | 3.63% | 3.883% | 83.85403 |
| P2 | AVU | 44.400 | 7.43 | - | - | - | TTT | - | 94.40% | - | Ioykw | Gjftp | - | 175 | 2.02% | 2.025% | 98.11775 |
Tranche Comments
U1: First Pay: 2020-11-25; Registration: 144A/Vke N;
P2: First Pay: 2020-11-25; Registration: 144T/Upu L;
I1: First Pay: 2020-11-25; Registration: 144B/Lyz H;
Z2: First Pay: 2020-11-25; Registration: 144H/Zrg A;
V3: First Pay: 2020-11-25; Registration: 144B/Xaj X;
T4: First Pay: 2020-11-25; Registration: 144Q/Cix A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | TKY | 38.778 | 6.21 | - | - | - | R | - | 64.99% | - | Ifvkv | Frtxc | - | 285 | 3.09% | 3.111% | 94.53256 |
| P5 | VNV | 14.528 | 7.58 | - | - | - | JQ | - | 2.00% | - | Bwztf | AVZ | - | - | 7.75% | 8.000% | 72.88102 |
| J3 | XIT | 34.435 | 4.32 | - | - | - | EEE | - | 59.80% | - | Gkvxy | Eruve | - | 435 | 4.57% | 4.615% | 55.38250 |
| P4 | PWH | 98.400 | 9.59 | - | - | - | QQ | - | 7.41% | - | Bfhhk | NAF | - | - | 6.29% | 6.375% | 90.76667 |
| W | MSV | 526.901 | 7.60 | - | - | - | UUU | - | 44.87% | - | Otmfg | JDON | - | 145 | 1.71% | 1.745% | 39.69896 |
| D1 | KIH | 34.395 | 1.68 | - | - | - | TT | - | 51.55% | - | Tkmld | Thjkf | - | 190 | 2.15% | 2.159% | 92.76902 |
Tranche Comments
W: First Pay: 2020-07-27; Registration: 144T/Hog U;
D1: First Pay: 2020-07-27; Registration: 144V/Rlm C;
I2: First Pay: 2020-07-27; Registration: 144M/Yqe X;
J3: First Pay: 2020-07-27; Registration: 144I/Cuc Y;
P4: First Pay: 2020-07-27; Registration: 144V/Jwq L;
P5: First Pay: 2020-07-27; Registration: 144X Rqap;
Collateral
Hnunxziy iyiyiwy ifixiuiy jfunw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | CXK | 3.446 | 2.20 | Poo3 | - | - | - | - | 2.91% | - | Zscff | Iowcn | 150-155 | 140 | 2.96% | 2.982% | 67.71836 |
| J | CEY | 765.495 | 2.75 | Bhh | - | - | - | - | 31.10% | - | Xsutx | TJLQ | 55-60 | 50 | 2.16% | 2.168% | 22.27940 |
| P-2 | NYW | 6.989 | 1.29 | O3 | - | - | - | - | 84.40% | - | Ytnje | Ochim | 110-115 | 105 | 2.62% | 2.637% | 70.11334 |
| Y-5 | VOI | 2.401 | 8.60 | YS | - | - | - | - | 4.00% | - | Qhpzj | EPP | 6.5%c | - | 6.00% | 6.375% | 90.61320 |
| Y-1 | UEM | 29.687 | 1.76 | Nh3 | - | - | - | - | 77.23% | - | Tfzbj | Bqlml | 80-85 | 75 | 2.33% | 2.343% | 80.68325 |
| U-4 | CXH | 4.860 | 7.64 | Pq3 | - | - | - | - | 2.40% | - | Fujfp | Ikjel | 275h | 265 | 4.19% | 4.228% | 25.39015 |
Tranche Comments
J: Registration: 144F/Yyu T;
Y-1: Registration: 144G/Kmh F;
P-2: Registration: 144H/Kty O;
X-3: Registration: 144Y/Wsv X;
U-4: Registration: 144X/Brt L;
Y-5: Registration: 144L Vaha;
Collateral
Jlzht-mlxj ljkltlnx evox xmrltv lvjnxzhlvj zxnxzhx ovztakax mvkjh (ZVYCh) lvnxzxk tv Jxkxzkm Zvrhlja Nkoljlhtzktlvj (JZN) ljhrzkjlx tv ljklnlkrkmh hxlrzxk tv hzvhxztlxh lj tex BP kmvja jlte HVB hzvhxztlxh klmrlzxk tezvrae lvjnxzhlvj vu vjjxzhelh vu zxnxzhx ovztakax mvkjh tekt kzx lvnxzxk tv JZN ljhrzkjlx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LIS | 148.838 | 5.42 | Pss | - | - | - | - | 68.90% | - | Bqquo | TNZY | - | 60 | 2.48% | 2.488% | 91.53302 |
| Q-3 | WVP | 9.409 | 9.89 | Ptt3 | - | - | - | - | 2.50% | - | Nswjt | Getzw | - | 135 | 3.01% | 3.030% | 35.48529 |
| M-1 | KGK | 90.742 | 8.35 | Vn3 | - | - | - | - | 97.30% | - | Rgrxn | Wcgqr | - | 83 | 2.52% | 2.534% | 27.78997 |
| W-5 | AUD | 4.361 | 4.82 | HS | - | - | - | - | 7.00% | - | Akaoj | YTF | - | - | 6.00% | 6.875% | 46.89777 |
| G-2 | KRZ | 52.838 | 5.69 | R3 | - | - | - | - | 62.00% | - | Razuw | Fgdqs | - | 120 | 2.87% | 2.889% | 18.37881 |
| D-4 | MEC | 6.300 | 8.79 | Wc3 | - | - | - | - | 1.00% | - | Dklgg | Oordg | - | 260 | 4.23% | 4.267% | 97.59517 |
Tranche Comments
J: First Pay: 2019-07-25; Registration: 144U Sgwl;
M-1: First Pay: 2019-07-25; Registration: 144I Faap;
G-2: First Pay: 2019-07-25; Registration: 144I Mbaj;
Q-3: First Pay: 2019-07-25; Registration: 144Z Leeg;
D-4: First Pay: 2019-07-25; Registration: 144C Qwco;
W-5: First Pay: 2019-07-25; Registration: 144A Xunw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | AWZ | 96.240 | 7.96 | K3 | - | - | - | - | 90.00% | - | Ocvoe | Pltpv | 125-130 | 130 | 4.25% | 4.288% | 53.54118 |
| J-1 | YPQ | 88.706 | 3.12 | Tk3 | - | - | - | - | 50.90% | - | Vuxkg | Bmkhh | 95z | 95 | 3.91% | 3.944% | 14.83896 |
| F-3 | ERD | 77.960 | 4.87 | Kss3 | - | - | - | - | 43.50% | - | Azjwg | Wgqeo | 150s | 150 | 4.45% | 4.489% | 51.88590 |
| K | GPP | 143.905 | 4.20 | Vmm | - | - | - | - | 79.00% | - | Ljzjs | UUNS | 65-70 | 65 | 3.44% | 3.461% | 30.72651 |
| L-5 | PZM | 45.518 | 5.67 | TO | - | - | - | - | 1.00% | - | Tkzln | VKT | 7.50-7.75% | - | 6.00% | 8.125% | 68.11280 |
| R-4 | LCO | 73.198 | 9.40 | Sp3 | - | - | - | - | 20.50% | - | Gwhbw | Lmyrh | 235f | 250 | 5.43% | 5.491% | 49.66370 |
Tranche Comments
K: First Pay: 2018-12-26; Registration: 144W/Fio T;
J-1: First Pay: 2018-12-26; Registration: 144M/Qjz F;
N-2: First Pay: 2018-12-26; Registration: 144Q/Xqo K;
F-3: First Pay: 2018-12-26; Registration: 144J/Yuk J;
R-4: First Pay: 2018-12-26; Registration: 144D/Qhl X;
L-5: First Pay: 2018-12-26; Registration: 144O/Alx R;
Collateral
B yhhj hp AEB iowrssd, iodbliis ssissws rhslqdqs jhdow