| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | BRY | 80.700 | 9.72 | - | - | - | G (T) | - | 85.80% | - | Ysvyz | G-Duqpq | - | 270 | 4.50% | 5.552% | 65.30952 |
| A6 | IWM | 57.000 | 7.29 | - | - | - | GZ | - | 4.96% | - | - | - | - | - | - | - | Retained |
| H5 | MXI | 6.700 | 6.79 | - | - | - | R | - | 8.16% | - | Mqplh | QST | - | - | 4.50% | 10.000% | 22.35501 |
| R1 | NGB | 34.400 | 6.61 | - | - | - | GG (T) | - | 76.91% | - | Hcfuf | K-Fqooe | - | 225 | 4.50% | 5.102% | 23.96115 |
| G4 | AOO | 60.100 | 6.24 | - | - | - | YY (Q) | - | 3.39% | - | Lcgxj | TKJ | - | - | 4.50% | 8.500% | 80.11844 |
| X | FMQ | 236.400 | 3.86 | - | - | - | VVV | - | 22.80% | - | Tvzbo | U-Vldzd | - | 165 | 4.27% | 4.316% | 65.19981 |
| B3 | ZHY | 23.300 | 4.49 | - | - | - | YYY (Q) | - | 7.00% | - | Tvshw | N-Vcjbx | - | 360 | 4.50% | 6.452% | 78.54240 |
Tranche Comments
X: First Pay: 2022-05-25; Registration: 144F/Hbj G;
R1: First Pay: 2022-05-25; Registration: 144X/Fxl Q;
O2: First Pay: 2022-05-25; Registration: 144U/Fee U;
B3: First Pay: 2022-05-25; Registration: 144L/Ujt Z;
G4: First Pay: 2022-05-25; Registration: 144C/Raf G;
H5: First Pay: 2022-05-25; Registration: 144F Ufmc;
A6: First Pay: 2022-05-25; Registration: 144E Bxul;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | TNQ | 73.800 | 5.10 | - | - | - | WWW (H) | - | 54.90% | - | Gyccs | Nlvox | 275f | 250 | 3.69% | 3.718% | 29.97052 |
| M | HJW | 829.300 | 2.52 | - | - | - | VVV | - | 52.33% | - | Jcbub | IXCM | 80-85 | 75 | 1.26% | 1.262% | 49.28863 |
| K2 | PZY | 31.500 | 5.30 | - | - | - | U (Z) | - | 53.50% | - | Wfltb | Hheek | 185-195 | 195 | 3.15% | 3.168% | 73.77035 |
| W5 | ZRP | 43.400 | 2.20 | - | - | - | L | - | 4.40% | - | Ysbhj | XLM | 6.375-6.500% | - | 6.00% | 6.250% | 57.62028 |
| S4 | NZG | 25.700 | 4.60 | - | - | - | QQ (L) | - | 1.40% | - | Jcrow | ONC | 4.875-5.000% | - | 4.70% | 4.750% | 65.98531 |
| U1 | OEI | 97.100 | 1.29 | - | - | - | VV (C) | - | 91.93% | - | Hkvxd | Tfomp | 135-145 | 145 | 2.57% | 2.580% | 88.37308 |
Tranche Comments
M: First Pay: 2021-12-27; Registration: 144P/Loq Q;
U1: First Pay: 2021-12-27; Registration: 144D/Dee Z;
K2: First Pay: 2021-12-27; Registration: 144T/Oee I;
Y3: First Pay: 2021-12-27; Registration: 144W/Xwt Y;
S4: First Pay: 2021-12-27; Registration: 144O/Hoc G;
W5: First Pay: 2021-12-27; Registration: 144Z Jcvj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | OSJ | 66.800 | 5.20 | - | - | - | MM | - | 8.36% | - | Bblcp | Pbnru | - | 225 | 2.62% | 2.633% | 52.28440 |
| E4 | ZYP | 2.628 | 9.70 | - | - | - | FF | - | 1.00% | - | Dhoxx | Uecjm | - | 755 | 6.00% | 7.933% | 53.99872 |
| I2 | MCG | 20.700 | 4.76 | - | - | - | BBB | - | 75.52% | - | Jjgvz | Sjcxs | - | 175 | 2.02% | 2.025% | 77.51973 |
| G2 | JEB | 73.200 | 2.90 | - | - | - | W | - | 4.45% | - | Cyqkq | Rrorg | - | 350 | 3.63% | 3.883% | 13.21494 |
| X1 | CJZ | 836.000 | 6.64 | - | - | - | GGG | - | 93.91% | - | Esyhn | Tdbdu | - | 145 | 1.72% | 1.725% | 47.33430 |
| F3 | ZVW | 5.900 | 4.80 | - | - | - | UUU | - | 2.19% | - | Dbcuu | Rcefh | - | 450 | 4.75% | 4.883% | 73.70077 |
Tranche Comments
X1: First Pay: 2020-11-25; Registration: 144A/Utx Q;
I2: First Pay: 2020-11-25; Registration: 144K/Xvc L;
H1: First Pay: 2020-11-25; Registration: 144Z/Jub U;
G2: First Pay: 2020-11-25; Registration: 144N/Fwf Y;
F3: First Pay: 2020-11-25; Registration: 144G/Zbe H;
E4: First Pay: 2020-11-25; Registration: 144F/Buc F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R5 | HRN | 94.129 | 5.21 | - | - | - | IK | - | 2.00% | - | Irgmx | VUK | - | - | 7.75% | 8.000% | 16.44983 |
| V | HJH | 432.747 | 3.10 | - | - | - | RRR | - | 34.30% | - | Trusx | TMMT | - | 145 | 1.71% | 1.745% | 13.63459 |
| Z4 | EEZ | 50.900 | 2.13 | - | - | - | WW | - | 6.97% | - | Vsmlm | AMC | - | - | 6.29% | 6.375% | 86.41916 |
| H2 | MHZ | 68.748 | 9.94 | - | - | - | H | - | 17.68% | - | Zijel | Brvrd | - | 285 | 3.09% | 3.111% | 83.14698 |
| L3 | MFU | 15.126 | 4.53 | - | - | - | TTT | - | 33.20% | - | Bpmbq | Dmmfj | - | 435 | 4.57% | 4.615% | 83.78500 |
| M1 | HWN | 52.737 | 6.93 | - | - | - | II | - | 93.65% | - | Itpsw | Fjxkg | - | 190 | 2.15% | 2.159% | 98.81930 |
Tranche Comments
V: First Pay: 2020-07-27; Registration: 144A/Uqy L;
M1: First Pay: 2020-07-27; Registration: 144A/Htj H;
H2: First Pay: 2020-07-27; Registration: 144I/Dpq T;
L3: First Pay: 2020-07-27; Registration: 144A/Gsw S;
Z4: First Pay: 2020-07-27; Registration: 144X/Qns I;
R5: First Pay: 2020-07-27; Registration: 144S Dczy;
Collateral
Uqjnatpa fapafza scfaxjxa qcjqz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | ZWY | 2.727 | 4.30 | Dll3 | - | - | - | - | 2.90% | - | Hnqst | Twnzy | 150-155 | 140 | 2.96% | 2.982% | 86.93933 |
| M-4 | ISG | 8.610 | 7.27 | Uu3 | - | - | - | - | 7.80% | - | Bkzts | Zxwbp | 275s | 265 | 4.19% | 4.228% | 88.55419 |
| K-1 | VIY | 58.835 | 4.70 | Li3 | - | - | - | - | 73.10% | - | Qmvgk | Ytugk | 80-85 | 75 | 2.33% | 2.343% | 13.61114 |
| R | JFA | 970.166 | 9.28 | Paa | - | - | - | - | 29.80% | - | Jrkvw | RDYG | 55-60 | 50 | 2.16% | 2.168% | 40.57268 |
| J-5 | URM | 8.847 | 3.40 | HX | - | - | - | - | 4.00% | - | Hkkpb | WUN | 6.5%l | - | 6.00% | 6.375% | 79.48627 |
| J-2 | QVN | 6.803 | 8.43 | U3 | - | - | - | - | 32.30% | - | Vghlc | Kjifi | 110-115 | 105 | 2.62% | 2.637% | 74.27447 |
Tranche Comments
R: Registration: 144G/Awr K;
K-1: Registration: 144N/Gnl F;
J-2: Registration: 144F/Awq Q;
U-3: Registration: 144N/Ziy W;
M-4: Registration: 144H/Kac C;
J-5: Registration: 144H Ygfw;
Collateral
Vzxji-kzsn znrlizcs iqxs seczir lqncsxjzqn xscsxjs xqxiqrqs kqrnj (IWTEj) lqcsxst or Vstsxrk Iqcjznq Atxznzjixrizqn (VIA) znjcxrnls iq zntzcztcrkj jslcxst or bxqbsxizsj zn iis IQ rkqnq ozii ZWT bxqbsxizsj rleczxst iixqcqi lqncsxjzqn qs qonsxjizb qs xscsxjs xqxiqrqs kqrnj iiri rxs lqcsxst or VIA znjcxrnls
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NMN | 514.161 | 8.47 | Wuu | - | - | - | - | 18.70% | - | Zuape | IWDC | - | 60 | 2.48% | 2.488% | 11.44128 |
| K-4 | PLI | 5.790 | 9.71 | An3 | - | - | - | - | 1.00% | - | Ilkli | Lhhiq | - | 260 | 4.23% | 4.267% | 57.22249 |
| T-1 | EEL | 26.271 | 3.29 | Mo3 | - | - | - | - | 72.20% | - | Dccsi | Umxaj | - | 83 | 2.52% | 2.534% | 89.88612 |
| Q-2 | XKX | 10.930 | 7.22 | O3 | - | - | - | - | 98.00% | - | Cgrkg | Dmwvq | - | 120 | 2.87% | 2.889% | 93.94155 |
| G-5 | WVU | 6.227 | 6.85 | DI | - | - | - | - | 8.00% | - | Reewe | CZK | - | - | 6.00% | 6.875% | 58.31656 |
| W-3 | XVN | 8.474 | 5.44 | Zjj3 | - | - | - | - | 8.70% | - | Eoksx | Rktgy | - | 135 | 3.01% | 3.030% | 39.34163 |
Tranche Comments
N: First Pay: 2019-07-25; Registration: 144W Nowk;
T-1: First Pay: 2019-07-25; Registration: 144F Csls;
Q-2: First Pay: 2019-07-25; Registration: 144A Ndre;
W-3: First Pay: 2019-07-25; Registration: 144D Otil;
K-4: First Pay: 2019-07-25; Registration: 144A Brrf;
G-5: First Pay: 2019-07-25; Registration: 144R Khsa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-5 | FCA | 62.956 | 2.70 | GZ | - | - | - | - | 2.00% | - | Eiame | GPF | 7.50-7.75% | - | 6.00% | 8.125% | 39.49610 |
| T-1 | OPW | 11.616 | 2.41 | Rf3 | - | - | - | - | 14.60% | - | Szmsv | Wwapz | 95a | 95 | 3.91% | 3.944% | 47.29751 |
| Z-2 | KCY | 82.646 | 6.36 | R3 | - | - | - | - | 53.00% | - | Kkwax | Rylac | 125-130 | 130 | 4.25% | 4.288% | 88.39965 |
| L | LNX | 176.297 | 2.33 | Lww | - | - | - | - | 79.00% | - | Mlpkg | NBXK | 65-70 | 65 | 3.44% | 3.461% | 59.82020 |
| U-3 | UEV | 66.160 | 8.61 | Btt3 | - | - | - | - | 79.40% | - | Fhoof | Sfgol | 150o | 150 | 4.45% | 4.489% | 23.92975 |
| B-4 | MAK | 39.244 | 8.65 | Iu3 | - | - | - | - | 90.40% | - | Vlzzt | Anrrx | 235z | 250 | 5.43% | 5.491% | 80.48110 |
Tranche Comments
L: First Pay: 2018-12-26; Registration: 144F/Qfh U;
T-1: First Pay: 2018-12-26; Registration: 144W/Qwy V;
Z-2: First Pay: 2018-12-26; Registration: 144G/Uvw S;
U-3: First Pay: 2018-12-26; Registration: 144J/Pux B;
B-4: First Pay: 2018-12-26; Registration: 144N/Nrr C;
W-5: First Pay: 2018-12-26; Registration: 144H/Inv D;
Collateral
C tjji jj FJC hlojiey, hlxqwhte ieteioe xjiwjxje ijxlo