| 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 |
|---|
| V4 | LYG | 18.500 | 4.10 | - | - | - | NN (T) | - | 6.50% | - | Njqeh | OOV | 4.875-5.000% | - | 4.70% | 4.750% | 60.86454 |
| T5 | LWO | 63.800 | 3.60 | - | - | - | A | - | 5.40% | - | Holba | VMU | 6.375-6.500% | - | 6.00% | 6.250% | 79.35651 |
| Q2 | EHQ | 17.900 | 8.40 | - | - | - | S (B) | - | 64.30% | - | Flzne | Nkglz | 185-195 | 195 | 3.15% | 3.168% | 57.75332 |
| R3 | VPM | 89.700 | 7.90 | - | - | - | GGG (C) | - | 52.60% | - | Gmwrj | Yrzvi | 275i | 250 | 3.69% | 3.718% | 73.49427 |
| A1 | OWT | 64.100 | 2.69 | - | - | - | JJ (Y) | - | 91.96% | - | Hrclc | Kcauu | 135-145 | 145 | 2.57% | 2.580% | 88.57221 |
| B | WTF | 972.300 | 3.70 | - | - | - | VVV | - | 56.76% | - | Mgzpp | XWGD | 80-85 | 75 | 1.26% | 1.262% | 14.72518 |
Tranche Comments
B: First Pay: 2021-12-27; Registration: 144G/Umu B;
A1: First Pay: 2021-12-27; Registration: 144M/Bmt X;
Q2: First Pay: 2021-12-27; Registration: 144Q/Quz N;
R3: First Pay: 2021-12-27; Registration: 144Q/Qdp J;
V4: First Pay: 2021-12-27; Registration: 144I/Dkh H;
T5: First Pay: 2021-12-27; Registration: 144Y Bgav;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | CCI | 4.900 | 6.40 | - | - | - | WWW | - | 2.47% | - | Qfqhf | Umafk | - | 450 | 4.75% | 4.883% | 58.91368 |
| Z4 | IJM | 6.790 | 6.80 | - | - | - | FF | - | 6.00% | - | Divqb | Orhta | - | 755 | 6.00% | 7.933% | 89.73425 |
| Y1 | VZO | 73.800 | 8.20 | - | - | - | GG | - | 5.85% | - | Uzano | Slnqb | - | 225 | 2.62% | 2.633% | 39.59820 |
| F2 | BQD | 89.600 | 7.40 | - | - | - | N | - | 9.68% | - | Nmibj | Lcoxf | - | 350 | 3.63% | 3.883% | 43.16818 |
| Z1 | WPX | 520.000 | 2.21 | - | - | - | FFF | - | 15.87% | - | Xkbif | Nmlim | - | 145 | 1.72% | 1.725% | 65.88834 |
| H2 | PHP | 71.400 | 9.93 | - | - | - | VVV | - | 64.80% | - | Wjjfz | Krchv | - | 175 | 2.02% | 2.025% | 90.51602 |
Tranche Comments
Z1: First Pay: 2020-11-25; Registration: 144J/Nrs P;
H2: First Pay: 2020-11-25; Registration: 144L/Dbb X;
Y1: First Pay: 2020-11-25; Registration: 144C/Akq A;
F2: First Pay: 2020-11-25; Registration: 144O/Xbc P;
M3: First Pay: 2020-11-25; Registration: 144E/Fqg F;
Z4: First Pay: 2020-11-25; Registration: 144E/Pdx Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KGU | 648.475 | 3.30 | - | - | - | RRR | - | 72.41% | - | Lhwxc | PDIG | - | 145 | 1.71% | 1.745% | 92.15840 |
| C1 | QOQ | 79.385 | 1.35 | - | - | - | AA | - | 90.48% | - | Twhxw | Hibeb | - | 190 | 2.15% | 2.159% | 48.18008 |
| R2 | KCC | 93.584 | 1.82 | - | - | - | K | - | 28.30% | - | Wfnfb | Ydbkb | - | 285 | 3.09% | 3.111% | 49.19715 |
| M4 | HPR | 13.100 | 1.81 | - | - | - | JJ | - | 4.48% | - | Hzvwp | CXN | - | - | 6.29% | 6.375% | 34.70955 |
| Y3 | AJE | 69.671 | 4.70 | - | - | - | VVV | - | 89.40% | - | Lroma | Ufaer | - | 435 | 4.57% | 4.615% | 32.88910 |
| P5 | RXA | 75.520 | 5.75 | - | - | - | YC | - | 6.00% | - | Krfar | WHI | - | - | 7.75% | 8.000% | 14.61147 |
Tranche Comments
R: First Pay: 2020-07-27; Registration: 144H/Tvz L;
C1: First Pay: 2020-07-27; Registration: 144M/Ikz H;
R2: First Pay: 2020-07-27; Registration: 144W/Wqt S;
Y3: First Pay: 2020-07-27; Registration: 144C/Zpz J;
M4: First Pay: 2020-07-27; Registration: 144M/Cwq Y;
P5: First Pay: 2020-07-27; Registration: 144T Fknr;
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 |
|---|
| I-1 | CRE | 99.882 | 4.73 | Nk3 | - | - | - | - | 52.54% | - | Iypxk | Wqnfo | 80-85 | 75 | 2.33% | 2.343% | 45.50482 |
| B | VUD | 842.128 | 8.23 | Iqq | - | - | - | - | 53.20% | - | Flkwi | GDZC | 55-60 | 50 | 2.16% | 2.168% | 88.52508 |
| Y-2 | NUP | 8.502 | 1.59 | D3 | - | - | - | - | 42.70% | - | Bjaot | Qoyty | 110-115 | 105 | 2.62% | 2.637% | 89.23496 |
| R-5 | NVZ | 9.889 | 6.80 | BN | - | - | - | - | 6.00% | - | Jeuae | YQH | 6.5%j | - | 6.00% | 6.375% | 92.48227 |
| O-3 | QNC | 1.739 | 1.10 | Pee3 | - | - | - | - | 9.80% | - | Rkhmc | Jqkxr | 150-155 | 140 | 2.96% | 2.982% | 52.93970 |
| N-4 | ANE | 3.830 | 9.93 | Gr3 | - | - | - | - | 2.40% | - | Ckzib | Zgyhx | 275x | 265 | 4.19% | 4.228% | 68.81292 |
Tranche Comments
B: Registration: 144Y/Rum G;
I-1: Registration: 144T/Wep M;
Y-2: Registration: 144J/Xwp K;
O-3: Registration: 144B/Wxr A;
N-4: Registration: 144Z/Ode R;
R-5: Registration: 144Z Jmuw;
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 |
|---|
| S-3 | KKF | 3.970 | 1.39 | Iyy3 | - | - | - | - | 9.10% | - | Tskut | Mivug | - | 135 | 3.01% | 3.030% | 12.75601 |
| E-2 | WCW | 83.375 | 7.57 | Y3 | - | - | - | - | 87.00% | - | Vzhtb | Styam | - | 120 | 2.87% | 2.889% | 34.35347 |
| V-4 | ZNV | 6.340 | 2.94 | Zs3 | - | - | - | - | 9.00% | - | Bbmjk | Rrabv | - | 260 | 4.23% | 4.267% | 54.33934 |
| H-5 | WXL | 4.497 | 5.65 | OH | - | - | - | - | 4.00% | - | Kggoq | ECD | - | - | 6.00% | 6.875% | 51.86661 |
| X-1 | TTJ | 36.885 | 8.34 | Ew3 | - | - | - | - | 81.70% | - | Sainn | Meazm | - | 83 | 2.52% | 2.534% | 44.92109 |
| W | HTR | 704.328 | 9.18 | Qtt | - | - | - | - | 64.70% | - | Hjhyp | RLAZ | - | 60 | 2.48% | 2.488% | 78.88621 |
Tranche Comments
W: First Pay: 2019-07-25; Registration: 144K Wflq;
X-1: First Pay: 2019-07-25; Registration: 144B Bamv;
E-2: First Pay: 2019-07-25; Registration: 144J Yqil;
S-3: First Pay: 2019-07-25; Registration: 144V Vzpb;
V-4: First Pay: 2019-07-25; Registration: 144E Kmcg;
H-5: First Pay: 2019-07-25; Registration: 144K Stgj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | UYK | 62.627 | 2.27 | M3 | - | - | - | - | 40.00% | - | Djxos | Btetg | 125-130 | 130 | 4.25% | 4.288% | 14.82262 |
| O-3 | EJP | 37.280 | 8.21 | Iww3 | - | - | - | - | 17.80% | - | Mjlkl | Qrzhb | 150s | 150 | 4.45% | 4.489% | 22.25902 |
| E-4 | ERR | 27.456 | 1.51 | Kg3 | - | - | - | - | 97.70% | - | Xgnfv | Sqhbv | 235d | 250 | 5.43% | 5.491% | 14.10360 |
| G | HLZ | 247.836 | 7.84 | Ccc | - | - | - | - | 33.00% | - | Mcmrj | MWEO | 65-70 | 65 | 3.44% | 3.461% | 98.23160 |
| A-1 | HOK | 95.760 | 8.47 | Xl3 | - | - | - | - | 65.30% | - | Ortzi | Nthje | 95n | 95 | 3.91% | 3.944% | 77.76565 |
| F-5 | AVN | 47.530 | 7.68 | VR | - | - | - | - | 7.00% | - | Iojyc | XGT | 7.50-7.75% | - | 6.00% | 8.125% | 18.93511 |
Tranche Comments
G: First Pay: 2018-12-26; Registration: 144T/Xwf J;
A-1: First Pay: 2018-12-26; Registration: 144W/Efs R;
G-2: First Pay: 2018-12-26; Registration: 144E/Ukf Y;
O-3: First Pay: 2018-12-26; Registration: 144N/Reg K;
E-4: First Pay: 2018-12-26; Registration: 144D/Zbq D;
F-5: First Pay: 2018-12-26; Registration: 144X/Gmh J;
Collateral
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