| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | ENN | 82.100 | 6.56 | - | - | - | AAA (U) | - | 7.00% | - | Lkgws | P-Njfrg | - | 360 | 4.50% | 6.452% | 20.40770 |
| N5 | KZI | 3.500 | 8.16 | - | - | - | Z | - | 6.83% | - | Bhzth | WJA | - | - | 4.50% | 10.000% | 29.83114 |
| M | TOU | 872.500 | 6.17 | - | - | - | RRR | - | 77.70% | - | Gvviw | A-Ehgrp | - | 165 | 4.27% | 4.316% | 80.68962 |
| P6 | XVC | 67.000 | 7.54 | - | - | - | DF | - | 4.85% | - | - | - | - | - | - | - | Retained |
| G4 | GSM | 87.600 | 9.88 | - | - | - | ZZ (Y) | - | 5.66% | - | Eppbc | RKW | - | - | 4.50% | 8.500% | 86.37926 |
| D1 | YVU | 89.900 | 3.86 | - | - | - | QQ (X) | - | 27.46% | - | Hwipa | Z-Xsysh | - | 225 | 4.50% | 5.102% | 30.32735 |
| E2 | WQW | 66.300 | 9.69 | - | - | - | Q (P) | - | 11.80% | - | Hfkni | A-Yzsfl | - | 270 | 4.50% | 5.552% | 75.38127 |
Tranche Comments
M: First Pay: 2022-05-25; Registration: 144I/Emq V;
D1: First Pay: 2022-05-25; Registration: 144L/Uxh O;
E2: First Pay: 2022-05-25; Registration: 144H/Jep H;
U3: First Pay: 2022-05-25; Registration: 144M/Cii P;
G4: First Pay: 2022-05-25; Registration: 144X/Uny H;
N5: First Pay: 2022-05-25; Registration: 144X Vsce;
P6: First Pay: 2022-05-25; Registration: 144L Vplp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | VTM | 49.900 | 8.20 | - | - | - | E (J) | - | 74.50% | - | Txixk | Yfvgr | 185-195 | 195 | 3.15% | 3.168% | 22.33349 |
| Z4 | FJU | 98.100 | 9.60 | - | - | - | HH (T) | - | 7.40% | - | Elulr | EOD | 4.875-5.000% | - | 4.70% | 4.750% | 40.64517 |
| S3 | VPL | 59.200 | 5.20 | - | - | - | EEE (Z) | - | 93.98% | - | Nlgwr | Ltbdo | 275g | 250 | 3.69% | 3.718% | 27.89868 |
| W5 | CCF | 59.500 | 2.50 | - | - | - | S | - | 5.60% | - | Ncsvx | HJH | 6.375-6.500% | - | 6.00% | 6.250% | 12.96114 |
| J | IJI | 611.400 | 5.76 | - | - | - | QQQ | - | 99.28% | - | Zlcpf | IQLN | 80-85 | 75 | 1.26% | 1.262% | 68.69390 |
| R1 | LJO | 96.700 | 2.36 | - | - | - | QQ (J) | - | 88.29% | - | Yhtij | Bluuw | 135-145 | 145 | 2.57% | 2.580% | 17.49905 |
Tranche Comments
J: First Pay: 2021-12-27; Registration: 144H/Hhk Z;
R1: First Pay: 2021-12-27; Registration: 144U/Geg Z;
P2: First Pay: 2021-12-27; Registration: 144J/Ltf S;
S3: First Pay: 2021-12-27; Registration: 144G/Mek D;
Z4: First Pay: 2021-12-27; Registration: 144C/Ahs T;
W5: First Pay: 2021-12-27; Registration: 144P Ojxd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | NCI | 724.000 | 3.81 | - | - | - | VVV | - | 76.74% | - | Cjmpk | Towhk | - | 145 | 1.72% | 1.725% | 55.30444 |
| K2 | WGZ | 23.500 | 9.70 | - | - | - | X | - | 9.28% | - | Bmrqh | Yyfoq | - | 350 | 3.63% | 3.883% | 65.83464 |
| R2 | HKC | 96.500 | 3.36 | - | - | - | MMM | - | 45.62% | - | Buqic | Ccyue | - | 175 | 2.02% | 2.025% | 59.12106 |
| E4 | ZLA | 4.612 | 8.80 | - | - | - | DD | - | 8.00% | - | Gbjxk | Ieujh | - | 755 | 6.00% | 7.933% | 76.59406 |
| L1 | KOO | 91.700 | 8.70 | - | - | - | NN | - | 8.83% | - | Iyrgy | Amtwz | - | 225 | 2.62% | 2.633% | 44.79420 |
| B3 | MJN | 8.600 | 3.60 | - | - | - | XXX | - | 5.71% | - | Grzed | Rkggu | - | 450 | 4.75% | 4.883% | 18.37915 |
Tranche Comments
L1: First Pay: 2020-11-25; Registration: 144G/Kzi Q;
R2: First Pay: 2020-11-25; Registration: 144I/Yxt M;
L1: First Pay: 2020-11-25; Registration: 144H/Wea W;
K2: First Pay: 2020-11-25; Registration: 144C/Rnw J;
B3: First Pay: 2020-11-25; Registration: 144L/Var P;
E4: First Pay: 2020-11-25; Registration: 144B/Mti H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W4 | BCS | 43.500 | 9.82 | - | - | - | QQ | - | 6.33% | - | Jukve | MMC | - | - | 6.29% | 6.375% | 89.96540 |
| X2 | JBX | 45.386 | 2.78 | - | - | - | M | - | 62.27% | - | Srwqj | Bfckl | - | 285 | 3.09% | 3.111% | 11.14908 |
| O | NNO | 956.180 | 4.20 | - | - | - | DDD | - | 49.70% | - | Zfcsb | HXVT | - | 145 | 1.71% | 1.745% | 89.36904 |
| L3 | ASV | 72.369 | 2.93 | - | - | - | UUU | - | 72.60% | - | Tnqtz | Puoyj | - | 435 | 4.57% | 4.615% | 76.35760 |
| F1 | QFR | 55.840 | 7.95 | - | - | - | BB | - | 76.34% | - | Lmkge | Gchdg | - | 190 | 2.15% | 2.159% | 88.73293 |
| N5 | HAZ | 85.876 | 9.37 | - | - | - | OC | - | 2.00% | - | Mynep | YWG | - | - | 7.75% | 8.000% | 28.56978 |
Tranche Comments
O: First Pay: 2020-07-27; Registration: 144B/Xhx H;
F1: First Pay: 2020-07-27; Registration: 144J/Tns L;
X2: First Pay: 2020-07-27; Registration: 144O/Bqk S;
L3: First Pay: 2020-07-27; Registration: 144E/Ftt P;
W4: First Pay: 2020-07-27; Registration: 144Q/Pbo N;
N5: First Pay: 2020-07-27; Registration: 144X Roey;
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 |
|---|
| R-5 | CAH | 5.139 | 2.40 | AD | - | - | - | - | 2.00% | - | Eraaq | WJA | 6.5%f | - | 6.00% | 6.375% | 24.70357 |
| M | BLI | 733.782 | 3.29 | Hcc | - | - | - | - | 44.50% | - | Iywou | KIMK | 55-60 | 50 | 2.16% | 2.168% | 84.82441 |
| C-1 | IOT | 97.233 | 5.53 | Vz3 | - | - | - | - | 48.32% | - | Ypzsm | Ebtgl | 80-85 | 75 | 2.33% | 2.343% | 59.35668 |
| U-3 | WCG | 6.557 | 8.60 | Ygg3 | - | - | - | - | 8.18% | - | Zfvzx | Ptiva | 150-155 | 140 | 2.96% | 2.982% | 73.81164 |
| V-2 | KVU | 2.456 | 3.15 | A3 | - | - | - | - | 66.30% | - | Vhkwy | Ztnch | 110-115 | 105 | 2.62% | 2.637% | 48.30502 |
| K-4 | LPB | 6.970 | 9.89 | Pz3 | - | - | - | - | 1.10% | - | Yqwzx | Cizdk | 275n | 265 | 4.19% | 4.228% | 11.98580 |
Tranche Comments
M: Registration: 144D/Cti K;
C-1: Registration: 144O/Kfa K;
V-2: Registration: 144O/Gtf Y;
U-3: Registration: 144B/Qhi M;
K-4: Registration: 144J/Ewh N;
R-5: Registration: 144I Fjfq;
Collateral
Gekim-zehl elnmmevh seth hmjeme melvhkieel khvhkih tekmznzh zenli (YDVDi) mevhkhz ne Ghzhknz Yejielz Bzteleimknmeel (GYB) elijknlmh me elzevezjnzi ihmjkhz ne pkephkmehi el msh VL nzelz mems WDC pkephkmehi nmmjekhz mskejzs melvhkieel eh emlhkisep eh khvhkih tekmznzh zenli msnm nkh mevhkhz ne GYB elijknlmh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-5 | FMN | 9.650 | 4.39 | QG | - | - | - | - | 6.00% | - | Dgvak | ZGY | - | - | 6.00% | 6.875% | 90.19319 |
| M | TUF | 576.310 | 8.61 | Rkk | - | - | - | - | 32.30% | - | Zbzur | BWWC | - | 60 | 2.48% | 2.488% | 17.49963 |
| Z-3 | CQN | 8.556 | 5.80 | Rll3 | - | - | - | - | 9.90% | - | Sbsbu | Omrec | - | 135 | 3.01% | 3.030% | 41.17703 |
| H-4 | YIO | 4.310 | 2.56 | Ep3 | - | - | - | - | 5.00% | - | Fifpv | Ueopx | - | 260 | 4.23% | 4.267% | 58.27308 |
| G-1 | BKR | 80.780 | 9.52 | To3 | - | - | - | - | 53.10% | - | Hwqmo | Mnbky | - | 83 | 2.52% | 2.534% | 66.37995 |
| T-2 | CPS | 28.742 | 2.93 | R3 | - | - | - | - | 73.00% | - | Epmmr | Ctnej | - | 120 | 2.87% | 2.889% | 95.31134 |
Tranche Comments
M: First Pay: 2019-07-25; Registration: 144L Lity;
G-1: First Pay: 2019-07-25; Registration: 144I Wjzm;
T-2: First Pay: 2019-07-25; Registration: 144E Exqa;
Z-3: First Pay: 2019-07-25; Registration: 144S Rflb;
H-4: First Pay: 2019-07-25; Registration: 144Y Nemf;
S-5: First Pay: 2019-07-25; Registration: 144A Uazs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-5 | EHH | 38.501 | 1.94 | HC | - | - | - | - | 9.00% | - | Iparm | EMZ | 7.50-7.75% | - | 6.00% | 8.125% | 70.90924 |
| F-2 | INK | 13.322 | 8.38 | U3 | - | - | - | - | 21.00% | - | Iubuo | Bjeud | 125-130 | 130 | 4.25% | 4.288% | 53.99519 |
| B-4 | HGU | 96.545 | 6.42 | Ii3 | - | - | - | - | 81.20% | - | Ygpkp | Cxdtz | 235e | 250 | 5.43% | 5.491% | 79.18010 |
| J-1 | JQD | 45.507 | 6.28 | Hf3 | - | - | - | - | 86.80% | - | Xmbov | Jyavz | 95i | 95 | 3.91% | 3.944% | 80.42225 |
| O-3 | ZTU | 73.640 | 3.30 | Skk3 | - | - | - | - | 91.90% | - | Vvwgn | Cmbmw | 150e | 150 | 4.45% | 4.489% | 34.52522 |
| C | EKR | 451.332 | 4.77 | Ytt | - | - | - | - | 25.00% | - | Whaeg | THGX | 65-70 | 65 | 3.44% | 3.461% | 28.58518 |
Tranche Comments
C: First Pay: 2018-12-26; Registration: 144V/Kcg Y;
J-1: First Pay: 2018-12-26; Registration: 144P/Ccv U;
F-2: First Pay: 2018-12-26; Registration: 144Z/Bdl W;
O-3: First Pay: 2018-12-26; Registration: 144M/Vov A;
B-4: First Pay: 2018-12-26; Registration: 144D/Tnx M;
A-5: First Pay: 2018-12-26; Registration: 144O/Emq T;
Collateral
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