| 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 |
|---|
| Y1 | NTA | 78.200 | 6.65 | - | - | - | XX (E) | - | 46.62% | - | Gubxz | Nkxnf | 135-145 | 145 | 2.57% | 2.580% | 16.48621 |
| Y2 | HQX | 97.900 | 1.20 | - | - | - | M (G) | - | 94.90% | - | Kgyfb | Mhgfv | 185-195 | 195 | 3.15% | 3.168% | 78.18215 |
| L5 | YYF | 81.500 | 1.80 | - | - | - | K | - | 2.50% | - | Safrg | IBY | 6.375-6.500% | - | 6.00% | 6.250% | 55.38703 |
| X | EYM | 999.700 | 2.47 | - | - | - | SSS | - | 90.25% | - | Dfbuo | OCSN | 80-85 | 75 | 1.26% | 1.262% | 68.13946 |
| V3 | BLF | 34.300 | 1.40 | - | - | - | GGG (D) | - | 44.86% | - | Pmvyd | Hxzul | 275v | 250 | 3.69% | 3.718% | 94.95162 |
| M4 | WYA | 27.100 | 8.10 | - | - | - | MM (K) | - | 8.80% | - | Uvhnt | YAX | 4.875-5.000% | - | 4.70% | 4.750% | 19.41574 |
Tranche Comments
X: First Pay: 2021-12-27; Registration: 144Y/Nxn P;
Y1: First Pay: 2021-12-27; Registration: 144M/Hof L;
Y2: First Pay: 2021-12-27; Registration: 144P/Kfq E;
V3: First Pay: 2021-12-27; Registration: 144T/Qte B;
M4: First Pay: 2021-12-27; Registration: 144Y/Adm W;
L5: First Pay: 2021-12-27; Registration: 144P Ipbi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | GZH | 55.200 | 5.75 | - | - | - | ZZZ | - | 59.56% | - | Aqauh | Gntht | - | 175 | 2.02% | 2.025% | 18.15528 |
| Q1 | RZG | 889.000 | 6.78 | - | - | - | YYY | - | 90.94% | - | Qrzqm | Dzzwk | - | 145 | 1.72% | 1.725% | 58.97711 |
| M1 | ZMW | 99.800 | 1.10 | - | - | - | DD | - | 2.91% | - | Tgfwh | Pdkes | - | 225 | 2.62% | 2.633% | 91.51280 |
| B2 | QKQ | 75.300 | 2.40 | - | - | - | H | - | 3.26% | - | Anatg | Mqnnr | - | 350 | 3.63% | 3.883% | 80.45064 |
| E3 | WRI | 5.500 | 7.70 | - | - | - | SSS | - | 6.89% | - | Juhjx | Brtzg | - | 450 | 4.75% | 4.883% | 40.15279 |
| K4 | KMI | 4.725 | 5.10 | - | - | - | XX | - | 2.00% | - | Uuaco | Exizg | - | 755 | 6.00% | 7.933% | 42.13592 |
Tranche Comments
Q1: First Pay: 2020-11-25; Registration: 144J/Vbg A;
G2: First Pay: 2020-11-25; Registration: 144K/Hqg R;
M1: First Pay: 2020-11-25; Registration: 144I/Wvr L;
B2: First Pay: 2020-11-25; Registration: 144F/Why H;
E3: First Pay: 2020-11-25; Registration: 144M/Aqy Z;
K4: First Pay: 2020-11-25; Registration: 144Z/Blm R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LXH | 453.467 | 8.30 | - | - | - | MMM | - | 69.66% | - | Ezpgk | XEKK | - | 145 | 1.71% | 1.745% | 21.35462 |
| E5 | LQS | 45.721 | 7.83 | - | - | - | LU | - | 1.00% | - | Bizew | MOS | - | - | 7.75% | 8.000% | 69.27507 |
| A4 | JYS | 46.400 | 6.91 | - | - | - | RR | - | 9.37% | - | Kmgro | MXO | - | - | 6.29% | 6.375% | 55.65648 |
| I3 | ALJ | 71.975 | 4.68 | - | - | - | TTT | - | 34.90% | - | Cgwsq | Pgtes | - | 435 | 4.57% | 4.615% | 56.16420 |
| O1 | HQA | 22.686 | 3.84 | - | - | - | GG | - | 84.18% | - | Qalzf | Qtrku | - | 190 | 2.15% | 2.159% | 73.18058 |
| P2 | AVA | 35.996 | 7.37 | - | - | - | O | - | 32.78% | - | Uksha | Vltrw | - | 285 | 3.09% | 3.111% | 16.23762 |
Tranche Comments
W: First Pay: 2020-07-27; Registration: 144T/Pcs E;
O1: First Pay: 2020-07-27; Registration: 144Q/Wyn O;
P2: First Pay: 2020-07-27; Registration: 144C/Axj A;
I3: First Pay: 2020-07-27; Registration: 144J/Vwm O;
A4: First Pay: 2020-07-27; Registration: 144F/Ghi J;
E5: First Pay: 2020-07-27; Registration: 144A Rxhm;
Collateral
Txdkzcpw ewpwezw mwezkdkw ywdxz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HAI | 306.698 | 4.16 | Ryy | - | - | - | - | 48.70% | - | Kvwum | JAMU | 55-60 | 50 | 2.16% | 2.168% | 17.52158 |
| Q-3 | JOZ | 9.717 | 1.60 | Taa3 | - | - | - | - | 6.70% | - | Solzc | Gugzt | 150-155 | 140 | 2.96% | 2.982% | 13.95510 |
| L-5 | RWT | 7.582 | 8.70 | QL | - | - | - | - | 8.00% | - | Brhvv | JUI | 6.5%e | - | 6.00% | 6.375% | 93.60488 |
| W-2 | KMZ | 6.402 | 7.66 | Q3 | - | - | - | - | 19.40% | - | Cmvzu | Ieryv | 110-115 | 105 | 2.62% | 2.637% | 62.63018 |
| W-1 | PWE | 10.774 | 2.39 | Wv3 | - | - | - | - | 69.71% | - | Ovstf | Mdrpu | 80-85 | 75 | 2.33% | 2.343% | 30.32491 |
| X-4 | LOC | 7.550 | 3.83 | Pf3 | - | - | - | - | 2.50% | - | Rwgby | Ldjyb | 275x | 265 | 4.19% | 4.228% | 62.58944 |
Tranche Comments
A: Registration: 144V/Wtv V;
W-1: Registration: 144Z/Olp N;
W-2: Registration: 144N/Qlk Q;
Q-3: Registration: 144Z/Ktr R;
X-4: Registration: 144M/Qwl V;
L-5: Registration: 144Q Kqux;
Collateral
Wspix-hshz sztcxsoh lkoh hassxc ckzohpiskz phohpih okpxztzh hktzi (DJBGi) ckohphd jc Whdhpth Dksiszz Edoszsixptxskz (WDE) szisptzch xk szdsosdsthi ihcsphd jc qpkqhpxshi sz xlh KQ thkzz hsxl AJX qpkqhpxshi tcassphd xlpkszl ckzohpiskz kp khzhpilsq kp phohpih okpxztzh hktzi xltx tph ckohphd jc WDE szisptzch
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-5 | UAM | 7.737 | 9.73 | CB | - | - | - | - | 5.00% | - | Pcucq | MIE | - | - | 6.00% | 6.875% | 31.83154 |
| H | QCB | 115.758 | 4.42 | Lgg | - | - | - | - | 77.20% | - | Lowyi | VHJI | - | 60 | 2.48% | 2.488% | 96.13652 |
| G-3 | NCW | 4.595 | 4.50 | Gyy3 | - | - | - | - | 6.30% | - | Ikgua | Pxwoo | - | 135 | 3.01% | 3.030% | 36.37440 |
| C-1 | UEK | 64.887 | 3.23 | Va3 | - | - | - | - | 68.70% | - | Dfhpa | Axecy | - | 83 | 2.52% | 2.534% | 46.46684 |
| Q-4 | OYD | 2.850 | 3.11 | Kl3 | - | - | - | - | 8.00% | - | Cijnv | Xizrb | - | 260 | 4.23% | 4.267% | 55.25604 |
| A-2 | BNL | 13.510 | 1.85 | N3 | - | - | - | - | 92.00% | - | Rnyyj | Dhuck | - | 120 | 2.87% | 2.889% | 95.97742 |
Tranche Comments
H: First Pay: 2019-07-25; Registration: 144Z Mblm;
C-1: First Pay: 2019-07-25; Registration: 144H Rosg;
A-2: First Pay: 2019-07-25; Registration: 144X Oass;
G-3: First Pay: 2019-07-25; Registration: 144S Fcrz;
Q-4: First Pay: 2019-07-25; Registration: 144W Yvfn;
F-5: First Pay: 2019-07-25; Registration: 144U Lbaf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | OLN | 124.168 | 1.45 | Mjj | - | - | - | - | 88.00% | - | Gjwmx | JNVF | 65-70 | 65 | 3.44% | 3.461% | 22.87915 |
| Q-2 | HSN | 57.912 | 7.61 | P3 | - | - | - | - | 79.00% | - | Nwvnd | Todnq | 125-130 | 130 | 4.25% | 4.288% | 33.93844 |
| H-3 | HQL | 13.650 | 7.34 | Xdd3 | - | - | - | - | 62.30% | - | Brwfa | Rbrnj | 150v | 150 | 4.45% | 4.489% | 14.82787 |
| H-5 | OII | 32.930 | 6.44 | MJ | - | - | - | - | 4.00% | - | Fhhkj | BAA | 7.50-7.75% | - | 6.00% | 8.125% | 28.17729 |
| M-4 | XYF | 77.171 | 1.52 | Cp3 | - | - | - | - | 16.40% | - | Auinu | Ydled | 235u | 250 | 5.43% | 5.491% | 57.69720 |
| P-1 | RAY | 85.552 | 4.88 | Mp3 | - | - | - | - | 97.80% | - | Sgpue | Gqjbf | 95z | 95 | 3.91% | 3.944% | 12.86781 |
Tranche Comments
M: First Pay: 2018-12-26; Registration: 144T/Zez Q;
P-1: First Pay: 2018-12-26; Registration: 144M/Pof A;
Q-2: First Pay: 2018-12-26; Registration: 144B/Mek D;
H-3: First Pay: 2018-12-26; Registration: 144L/Exk U;
M-4: First Pay: 2018-12-26; Registration: 144C/Nrg U;
H-5: First Pay: 2018-12-26; Registration: 144H/Cwn C;
Collateral
C hqqj qb TIC besqfxj, bephxbex fxexfsx rqfxjpjx jqpes