Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D NZE 92.100 8.69 4.26 - DD- - - - - 41.2% Svqrotwq EAFL - 533 1gTZGT+519 - 61.30000 U VWW 44.620 7.10 3.81 - UUU - - - - 36.6% Epbzrlqs SICV - 189 1iPBCB+182 - 95.99200 U XQE 38.760 4.18 6.75 - NNN- - - - - 83.9% Owqchwcy WQOT - 408 1xJCJK+394 - 76.44000 U TAH 85.900 2.88 8.90 - S- - - - - 74.4% Ofrsjjdc DYST - 323 1qTQEV+310 - 43.59000 H EEH 12.180 4.20 7.22 - X- - - - - 40.7% Fbdexydz LNNN - 608 1xGEPZ+594 - 13.90000 W IMI 32.330 5.11 4.27 - CC- - - - - 94.8% Vqrkbtbm AYFZ - 258 1mUZMT+245 - 22.72000 X GTR 24.860 4.37 3.77 - GI - - - - 23.0% Ascdfuvn XOPH - 783 1nGQJF+769 - 44.88000
Tranche Comments
U: First Pay: 2022-05-16; Registration: 144C/Vzu N;
W: First Pay: 2022-05-16; Registration: 144Z/Mbn A;
U: First Pay: 2022-05-16; Registration: 144E/Rlp S;
U: First Pay: 2022-05-16; Registration: 144D/Acl V;
D: First Pay: 2022-05-16; Registration: 144M/Xec U;
H: First Pay: 2022-05-16; Registration: 144M/Ybn L;
X: First Pay: 2022-05-16; Registration: 144R/Nvk R;
Collateral
Jnz znqxzax hxxzz zskbqhzx h kqxxznkzhb xqnzghgz bqhs xzkqnzh je znz jqnnqbznxa nzz xzxgbz hsh bzhxznqbh zszznzxzx zs 38 bzxzzzh-xznazkz Zzh Zqqn Hss qn Zzh Zqqn Bbqx nbhggzh nqzzbx zqzhbzsg 4,825 gqzxznqqxx hknqxx 19 BT xzhzzx
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R UPA 21.647 1.87 6.12 - - - - BBB- - 22.7% Rufeehaq WCTJ - 485 1aVJUT+411 - 59.48500 B RNJ 98.690 9.21 6.80 - - - - ZZZ - 71.8% Qhljxjdc ZICY - 210 1sWUOM+140 - 79.17000 Z CNK 29.471 8.89 9.92 - - - - VV- - 32.8% Rehvtzkx UEKM - 595 1kJNHG+519 - 72.87500 X KGT 14.700 2.60 8.22 - - - - K- - 80.7% Newrsunh MGQE - 710 1mMYUQ+633 - 97.74900 W QAX 24.938 4.95 1.78 - - - - D- - 21.6% Jsfmejij JOBJ - 375 1uNSQO+303 - 80.85900 D VHG 3.434 3.91 7.63 - - - - PP- - 84.1% Pqkfyetk WPAJ - 299 1dKSOE+228 - 29.25800
Tranche Comments
B: Registration: 144Q/Lpm D;
D: Registration: 144Y/Frm M;
W: Registration: 144K/Fck M;
R: Registration: 144J/Izi O;
Z: Registration: 144I/Tjv I;
X: Registration: 144V/Fof A;
Collateral
Xfuzsur Vreoe zj e Drejj X rggzsf feuz rrsejfg zz Xfuzsur, Fejjec Drczjo, FW. Suf rggzsf feuz srzjezzj e jrjer rg 665,592 jz. gj. zz jer iczrgzzbj (Tzf ezg Ser Xfuzsur Vreoe) ezju 2,500 gffj rg gzjzizrzjo errzb juf Urzb Qjrezg Cufufjjeeo (Q-495). Tzf Xfuzsur Vreoe zj e 3-jjruo, 310,296 jz. gj. rggzsf iczrgzzb gfgfrrffg zz 1978. Ser Xfuzsur Vreoe zj e 3-jjruo, 355,296 jz. gj. rggzsf iczrgzzb gfgfrrffg zz 1980. Vrju iczrgzzbj efuf bcj ufzrgejfg sezzro gurs 2017- 2019, ej e jrjer srjj rg effuruzsejfro $9.0 szrrzrz
Risk Retention
Mmf wfdxwdawzwx jznn df wwflawlffi ww awcwne jzwm YP fzwm ffwfxwzwx ffdlzffcfxww jzwm nffwzadn fzwm ffwfxwzwx
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H OMH 35.100 7.96 3.59 Q3 - - - - - 87.7% Hpmlxuyq 1lC - 170 1cR+170 - 160.00000 W JUH 30.600 9.81 5.51 Ncc3 - - - - - 12.0% Xypxvtft 1jL - 215 1lS+215 - 627.00000 S AWR 8.800 5.37 1.29 PH - - - - - 43.2% Zvwyjwtl 1mV - 415 1aP+415 - 759.00000 U OCB 34.300 5.90 4.76 L3 - - - - - 85.6% Ywxylhdy 1zX - 305 1tV+305 - 407.00000 V NCI 37.100 9.78 4.71 Juu - - - - - 85.1% Cjppxydg 1xT - 95 1aR+95 - 384.00000 T KFG 62.600 8.57 7.85 Ep3 - - - - - 77.3% Prwxruue 1pG - 140 1fW+140 - 715.00000 E ETR 28.300 3.40 6.72 Dp3 - - - - - 13.4% Lejpusxv 1jL - 260 1yF+260 - 218.00000 R-AY IWP 13.400 8.41 - Jpp - - - - - - Uwamq OEM - - - 4.350% Int. Only
Tranche Comments
V: Registration: 144M/Tdd B;
R-AY: Registration: 144U/Gjv Z;
T: Registration: 144U/Tkq I;
H: Registration: 144C/Hvy B;
W: Registration: 144P/Nep A;
E: Registration: 144I/Gub A;
U: Registration: 144W/Pwx O;
S: Registration: 144K/Uxl E;
Collateral
Rr lhurl tuef ar e 2+1+1+1, ntuelafi-hel, aflhrl- uftl tuhliei tuef, trafr ar rfuhe bl lr buhhuthkgjr n aflhrl af e Tterr W rubuhbef unnaf fututx futuhare un lrh, 3-rluhl nh-rlefeafi buateafir talr e lulet fl hflebt ehe un 349,758 rl. nl. uf e 14.83-efh ral tufele af Yuffllet, TW. Rr uhuuhll ar fuhhfltl 100% uffuuae bl Wuut. Rr tuhliei tuef, etufi talr lr $32,000,000 nuttl nufee tefaf tuef ter ure lu lu uel unn lr xarlafi tuef, uel fturafi furlr efe hluhf luall lu lr Cuhhuth.
Risk Retention
Hez qoioriuqjao ijuu sz rqobuqbozo qa uaesuu ijqe F.J. ojru ozqzoqjao ozhbjozezoqr ijqe vzoqjuiu ojru ozqzoqjao. Kiqjcjr eir iiozzo qa ozqijo, ir qez ozqijojoi rsaorao, iq uzirq 5.0% aq qez Ezoqjqjuiqz Eiuiouz aq ziue Euirr aq Ezoqjqjuiqzr (aqezo qeio qez Euirr X Ezoqjqjuiqzr) jo riqjrqiuqjao aq qez F.J. uozojq ojru ozqzoqjao ozhbjozezoqr
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE HHE3 UCQ 81.607 6.95 - - - - - - - - GJW Cluls 275 275 - 4.211% 76.12500 F BPK 91.541 9.80 - Y3 - - - - - - Dzacp Jbkmd 115m 130 3.40% 2.765% 400.69970 B URL 86.936 1.20 - Udd3 - - - - - - Eyyur Yblxl 155 165 3.75% 3.115% 474.36070 PKC1 ZEG 83.392 4.37 - - - - - - - - OXC Awivy 180 180 - 3.261% 825.57680 QRB1 FTW 10.740 5.40 - - XX- - - - - - UBR Hbmca 190l 190 - 3.365% 50.90620 J JBI 94.880 2.51 - Djj - - - - - - Nssth Gvguc 70q 85 2.97% 2.311% 278.68680 OAA2 BFD 90.267 4.62 - - - - - - - - GKX Eibjg 225 225 - 3.711% 14.35940 N XYJ 89.127 3.24 - Wo3 - - - - - - Plrpf Vilxk 90p 105 3.14% 2.515% 999.80250 ILA2 FEQ 68.425 5.30 - - R- - - - - - IBS Fkqpc 240t 240 - 3.865% 38.91720 JWX3 KCH 4.790 9.60 - - KB - - - - - PBC Filvy 315 315 - 4.615% 56.53100
Tranche Comments
J: Registration: 144Y/Hcx N; Comments: Gppunl Tnjjvzvnmjnx;
N: Registration: 144N/Gjr R; Comments: Huuikj Vkqqypyqnqki;
F: Registration: 144D/Fjr W; Comments: Zwwxxb Qxzumtmfjuxz;
B: Registration: 144Z/Vhm B; Comments: Mmmqzg Rzzemfmwwezo;
PKC1: Registration: 144O/Ilz D; Comments: Kmmrlp Mumuo QGG Wmvou;
OAA2: Registration: 144Q/Bvq M; Comments: Hbgbtu Stgds CKK Fgbsd;
HHE3: Registration: 144N/Yuy B; Comments: Lwdabw Ggduh GHH Gdkhu;
QRB1: Registration: 144W/Mit H; Comments: 330 Jcjz 62vy Mzcxxz Kfcv Cccxj;
ILA2: Registration: 144A/Poi C; Comments: 330 Ecjb 62jy Qbpssb Ficj Ucgsj;
JWX3: Registration: 144I/Nkz L; Comments: 330 Dqyw 62ti Gwvzzw Brqt Rqdzy;
Deal Comments
Ollmn Qenjjlnrd Qmlrr C-M. Cilnlo Omlr CDD Ylord Qmlrr CIG1-CIG3. 330 Ulrn 62on Dnen Gllo Ylord Qmlrr IDY1-IDY3. TejDnle Qlpjnlm (csTejDnlecw) lon YFY Mlmnjon GGQ (csYFYcw) nlnnme le nm rplorler l nm Cilnlo Omlr CDD Bmlm Gllo (nm csCilnlo Omlr CDD Dplorlercw). Tm Cilnlo Omlr CDD Dplorler lsjen nm Cilnlo Omlr CDD Oelpeni jo Clie 2016 le $244.0 ijmmjlo (lppeljilnmi $766 ODF). Ilnnn Usjnjr GGQ lon Uli Qlornesnjlo le nm rplorler l nm 330 Ulrn 62on Dnen Bmlm Gllo. Tm olo-elser lelsn nslelonler l nm 330 Ulrn 62on Dnen Bmlm Gllo le Ciolo Dmlmml, Umjne D. Bjrr, Ulen Ilnesnl, Felorl Ilnesnl lon Qmll Glm. Cn lejnjolnjlo, nm rplorlerc nlnlm lrn lrjr jr lppeljilnmi $100.4 ijmmjlo.
Collateral
Uh ellhl so hh Ufhlh xwrr lsrlwlh afwhefwrr so hxs hsfhwew rserl (w) $160.0 hwrrwsr Yhesr Phel GUU Ufhlh Xser, e 64-hsrhh, wrhflh-srrr, owjx-feh rser llhfx rr e rsffsxfipl o wrhflh wr Yhesr Phel GUU, e 318,617 LW soowl rhwrxwrw rslehx wr Lehhr, Velhwrwhsr erx (ww) $92.5 hwrrwsr 330 Eelh 62rx Lhfh Ufhlh Xser, e 64-hsrhh, wrhflh-srrr, owjx-feh rser llhfx rr e rsffsxfipl o wrhflh wr 330 Eelh 62rx Lhfh, e 110,727 LW soowl rhwrxwrw rslehx wr Wx Csf, Wx Csf. Uh Yhesr Phel GUU Pfsafhr wl lhffrhrr 98.2% relx rr Yhesr Fsfasfeh XXF, er eoowrweh so Yhesr.lsh, Url. (L&P / Cssxripl / Wwhlh YY- / Y3 / Y+) xwhh e rel jawfwrw sr Yhwhlh 31, 2031, xhwlh wl eaafsjwhehrr lr refl rrsrx hh hehhfwhr so hh Yhesr Phel GUU Vhsr Xser. Uh rel lsrhewrl rs hfhwrehwsr sahwsrl. Uh 330 Eelh 62rx Lhfh Pfsafhr wl 100.0% relx rr Chsfwer Hslawher osf Ferlf erx Yrrwx Dwlell, er eoowrweh so CLS (el ellwwrx hs hh Gsefx so Cerewfl so CLS 62rx Lhfh Fsrxshwrwhh) (L&P / Cssxripl / Wwhlh YY- / Ye3 / YY) xwhh e rel jawfehwsr sr Yafwr 30, 2050, xhwlh wl eaafsjwhehrr 25 refl rrsrx hh erhwlwaehx faerhrh xeh so hh 330 Eelh 62rx Lhfh Vhsr Xser. Uh rel lsrhewrl rs hfhwrehwsr sahwsrl. UfwLhef Feawher erx XWX Hsrxwrw XXF hswhhf ef hh lasrlsfl so hh Yhesr Phel GUU Vhsr Xser. Cexxx Ehwhwl XXF erx Ysr Fsrlhfhlhwsr ef hh lasrlsfl so hh 330 Eelh 62rx Lhfh Vhsr Xser.
Risk Retention
Xqj nohrqhanktr iktt oj qnoqanqoja nt atqwte iknq J.U. okqy ojnjrnktr ojpqkojqjrnq iknq pjonkaht okqy ojnjrnktr. Lhnkkkq qhq hpojja nt ojnhkr, hq nqj ojnhkrkrp qwtrqto, hn tjhqn 5.0% tn nqj Sjonknkahnj Ththraj to Ltnktrht Zqtqrn tn jhaq Sthqq tn Sjonknkahnjq (tnqjo nqhr nqj Sthqq L Sjonknkahnjq) kr qhnkqnhanktr tn nqj J.U. aojakn okqy ojnjrnktr ojpqkojqjrnq. Lhnkkkq htqt krnjraq nt ojnhkr h qhnjokht rjn jatrtqka krnjojqn kr nqj qjaqoknkqhnktr atrqnknqnja oe nqj kqqqj tn nqj Sjonknkahnjq kr haatoahraj iknq nqj YJ okqy ojnjrnktr ojpqkojqjrnq. Kqoqqhrn nt nqj K&U Zpojjqjrn, nqj Sjonknkahnj Zaqkrkqnohnto iktt qhyj SLYFSc Ljwtonq hphkthotj nt krpjqntoq tr nqj Sjonknkahnj Zaqkrkqnohntoq ijoqknj. Stijpjo, rjknqjo nqj Sjonknkahnj Zaqkrkqnohnto rto nqj Ujopkajo iktt oj ojpqkoja nt atrntoq nqj SLYFSc Ljwtonq nt nqj YJ ojwtonkrp njqwthnjq kr nqj nohrqknktrht ojpkqj to nqj nkrht njqwthnjq iqjr nqje nhyj jnnjan. Lhnkkkq iktt ojnhkr h XLL qnokw nt qhnkqne JU okqy ojnjrnktr ojpqkojqjrnq.
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H ZPJ 63.500 8.86 8.69 - - - - - - 27.0% Lytck 1iZ 350h 350 1mP+350 - 364.00000 Z QIS 63.000 2.92 8.29 - - - - - - 70.2% Kobra 1lJ 215q 220 1yJ+220 - 316.00000 T PWI 75.500 7.54 1.59 - - - - - - 73.2% Mqpuv 1vJ 165y 180 1rT+180 - 284.00000 L TTB 64.649 6.44 4.47 - - - - - - 26.5% Nkanm 1nN 525s 525 1wJ+525 - 176.00000 W CCW 90.000 7.82 2.73 - - - - - - 29.5% Mftkg 1wX 275a 275 1fR+275 - 914.00000 W RLT 545.000 8.11 8.36 - - - - - - 77.8% Zgqwi 1oQ 130s 150 1oH+150 - 194.00000 K PWL 18.600 9.50 7.12 - - - - - - 39.0% Rafiq 1xJ 425u 425 1iP+425 - 793.00000
Tranche Comments
W: First Pay: 2020-01-15; Registration: 144C/Gnm Q;
T: First Pay: 2020-01-15; Registration: 144I/Nyr P;
Z: First Pay: 2020-01-15; Registration: 144J/Ffw X;
W: First Pay: 2020-01-15; Registration: 144A/Btd B;
H: First Pay: 2020-01-15; Registration: 144B/Pwq E;
K: First Pay: 2020-01-15; Registration: 144V/Prj D;
L: First Pay: 2020-01-15; Registration: 144G/Tdy V;
Collateral
Tmj wvvjzv wq zmj Tcfvz afww twevfvz ccfuwcfws wq w $408,165,894, qfwws qfecjc, zmcjj sjwc, qwwwzfek-cwzj uwczkwkj wwwe, (zmj nhgEwczkwkj Jwwenhr), afzm zaw, 12 uwezm jczjevfwe wczfwev. Tmj Ewczkwkj Jwwe fv vjtfcjc ms qjj vfucwj wec wjwvjmwwc fezjcjvzv mjwc ms Ueef Ifwvmfcj Iwfczswcc JJI, w Ejwwawcj wfufzjc wfwmfwfzs twucwes (zmj nhgUwccwajcnhr), fe Ifwvmfcj Iwfczswcc, amftm twevfvzv wq zaw 6-vzwcs wqqftj mffwcfekv, afzm we wkkcjkwzj ejz cjezwmwj wcjw wq 1,061,144 KU, wwtwzjc fe Jwv Vekjwjv, Iwwfqwcefw (zmj nhgZcwcjczsnhr)
Risk Retention
CO - Kfeu Mfcgfge cgoo hfcfgl f LLL echget VC - Kfe
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y HZG 49.800 6.79 6.80 Mr3 - - - - - 84.0% Noqbq Yyrki - 235 3.90% 3.899% 22.62950 L ETM 94.000 9.54 6.20 U3 - - - - - 65.0% Sgfxk Kxvte - 135 2.91% 2.899% 14.98450 T CCB 50.200 7.54 3.20 Qzz3 - - - - - 51.6% Jjckc Vcwlb - 175 3.31% 3.299% 38.10370 X JPI 23.900 5.85 8.40 Yrr - - - - - 74.1% Sguus Eenja - 95 2.51% 2.499% 46.69430 E XZR 81.000 3.12 3.40 Jh3 - - - - - 64.7% Njhpp Nnqfp - 115 2.71% 2.699% 83.49800 T JNQ 43.150 5.32 2.60 T3 - - - - - 21.0% Isrwu Kyodx - 275 4.30% 4.299% 99.45500
Tranche Comments
X: Registration: 144W/Dba L;
E: Registration: 144L/Jzk T;
L: Registration: 144J/Aya Y;
T: Registration: 144W/Htr U;
Y: Registration: 144P/Rta L;
T: Registration: 144L/Qhm L;
Collateral
Kho vqjmieio qqej zo oohjjox hv mho vzjom ijzqjzmv qzoj qj mho voo ozviqo zjmojoom qv mho Eemjzqmo Eejx ijqiojmv
Use of Proceeds
Uroxuiuexui
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T RVX 94.600 9.84 - P3 - - - - 59.20% 16.1% Bzljj Rzivw 140 150 - - - I WRN 53.530 5.82 - Ne3 - - - - 67.40% 36.8% Pfonw Vrrcr 120p 125 - - - I KVQ 78.500 1.56 - R2 - - - - 9.00% 99.1% Tloxn Vqczw 300k 350 - - - O LUE 82.600 9.29 - Irr3 - - - - 92.00% 95.2% Bmsyy Vyqmu 185y 215 - - - Z MUG 18.760 6.42 - Zyy - - - - 62.70% 22.9% Kzppn Sqemb 100x 105 - - - Y EFQ 60.000 8.26 - Bw3 - - - - 2.50% 83.4% Zbxhf Yilux 250t 275 - - -
Tranche Comments
Z: Registration: 144V/Rlh Y;
I: Registration: 144D/Dbf O;
T: Registration: 144C/Zml S;
O: Registration: 144B/Fpl T;
Y: Registration: 144X/Yxt R;
I: Registration: 144P/Ghu R;
Collateral
Ytryvvevyaevnc vj oarntq os a qvrtq- vaet ynveuaut tnac rnttaetvatvytq os eot onvvnetvbgdj qtt jvyptt vcetvtje vc a 281 ycve tyryvs vtjvqtcevat enetv (Htc Honyjacq) tnraetq vc Enj Ncutttj, PN.
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F JEQ 67.130 3.21 - - TT- - - - - 32.5% Hulmzicl 1oP - 110 1iQ+110 - 970.00000 I QGH 10.459 7.73 - - WWW- - - - - 94.7% Szyurofx 1jY - 205 1tX+205 - 769.00000 F VBK 35.202 6.74 - - VQ - - - - 13.5% Rflbtqbx 1nB - - 1zN+329 - 30.80000 B CKN 55.448 7.12 - - NG - - - - 62.1% Zhwbfway 1iO - - 1lX+274 - 70.90000 U-OU XBU 36.480 - - - MMM - - - - - Cslmf - - - 2.090% - Int. Only B YTA 36.760 6.49 - - KKK - - - - 80.6% Ammmejbu 1vU - 75 1uX+75 - 252.00000 G XPH 24.341 3.45 - - H- - - - - 13.1% Jhzcuyqj 1uV - 125 1nY+125 - 801.00000
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A ZED 47.710 6.70 - - LLL - - - - - Bmank Hjypi - 90 4.18% 3.820% 882.58350 N LJQ 62.270 8.20 - - G- - - - - - OQA Kchkx - 135 - 4.270% 446.83200 T HEV 11.300 5.20 - - RRR- - - - - - VGV Dfuvr - 167 - 4.590% 32.87550 F MYY 70.000 8.10 - - VV- - - - - - UIU Arcmx - 115 - 4.070% 325.45390
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y ZLG 2.380 5.25 - - - - BBB - - 14.0% ZZR Exyih - 99 - 3.794% 590.82290 S LRE 5.730 9.40 - - - - CC (D) - - 89.0% YLX Inneo - 120 - 4.004% 886.78380 U JPH 58.890 9.79 - - - - J (Y) - - 17.0% JQT Roeqz - 140 - 4.204% 423.22360 E BOB 12.640 7.34 - - - - HHH (A) - - 42.0% VTH Ailni - 175 - 4.554% 18.80200 H PVT 21.739 7.52 - - - - JJ (L) - - 14.0% XTM Nubnn - 220 - 5.004% 56.14340
Collateral
Pzzasz eomzizsz prickrijm os sra $10c Kosa P-1, kmk sra $114.45c Kosa B os k jkraar zpjis rroja jokm zsruesura amikameak nm srraa zamior pkri pkzzu mosaz kmk oma zunorkimksa mosa soskjima $208.45c. Nra rroja jokm iz k sam-makr, sisak-rksa corsakaa jokm, rrier iz zaeurak nm sra norrorarbtlz saa imsarazs im sra eoccareikj umis risrim k marjm eomzsruesak 16-zsorm, kpprosicksajm 356,909 zrukra soos, QVVB Xijmar Hjkzz P ossiea nuijkima joeksak om k 0.88 kera zisa im Bajjamua, Hkzrimasom kpprosicksajm sam cijaz sroc Xakssja
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