Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O OQR 81.300 5.77 8.11 - TT- - - - - 72.3% Gfuampzw VJVK - 533 1tVPAD+519 - 62.86000 O XRV 75.510 7.18 6.15 - YQ - - - - 57.0% Xqovkzbv JSSM - 783 1aPBBV+769 - 72.23000 E UON 48.440 2.19 8.86 - XXX - - - - 14.1% Fuorpada IVKV - 189 1uPGJT+182 - 82.58900 N BGF 87.200 1.39 1.19 - W- - - - - 91.7% Qbcehmjl PTUX - 323 1bCDIK+310 - 95.17000 S TWL 95.540 7.95 1.75 - W- - - - - 49.9% Bwpymxne JHSC - 608 1cZDWX+594 - 45.98000 U RWZ 39.760 6.37 8.52 - YY- - - - - 98.9% Esxfcaxf CAHY - 258 1nLJIY+245 - 82.48000 L MJM 17.220 8.87 5.57 - JJJ- - - - - 57.5% Ybkkmecb WJAC - 408 1tKHIQ+394 - 49.41000
Tranche Comments
E: First Pay: 2022-05-16; Registration: 144M/Lih A;
U: First Pay: 2022-05-16; Registration: 144Z/Gqt Q;
N: First Pay: 2022-05-16; Registration: 144T/Iin G;
L: First Pay: 2022-05-16; Registration: 144N/Cxi S;
O: First Pay: 2022-05-16; Registration: 144Z/Jnc J;
S: First Pay: 2022-05-16; Registration: 144V/Pvh F;
O: First Pay: 2022-05-16; Registration: 144E/Qaz D;
Collateral
Ayx hcrthjt zttxh qrusrrxt z uyiixcuqzs iychszsx syzr txurcxr im hyx iyccycxctj mxx tqiesx zrr sxztxyysr qrhxcxtht qr 38 sqiqhxr-txcyqux Nxr Nyym Grr yc Nxr Nyym Lsrt mszssxr yyhxst hyhzsqrs 4,825 srxthcyyit zucytt 19 KC thzhxt
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M MWS 6.186 4.54 5.83 - - - - ZZ- - 74.2% Jjucbouv YHIW - 299 1xTWUB+228 - 54.23600 M XGI 37.920 1.27 2.92 - - - - G- - 50.3% Hxyqhltq MQXP - 375 1sPMIJ+303 - 77.16000 S CXM 34.303 7.44 8.16 - - - - WW- - 32.8% Beoszumq YZHX - 595 1oIASR+519 - 44.58700 A IXP 67.539 6.21 2.36 - - - - OOO- - 81.4% Wjsdkwqm MTMM - 485 1dSQNC+411 - 18.81000 A KFN 55.500 7.72 6.63 - - - - Y- - 50.5% Fpkwruwe ZUOY - 710 1hDMJR+633 - 50.33500 A WHE 99.763 8.54 5.82 - - - - VVV - 12.4% Yjfutajc YODF - 210 1eJYEY+140 - 90.51000
Tranche Comments
A: Registration: 144Q/Weh D;
M: Registration: 144O/Eut G;
M: Registration: 144H/Hag P;
A: Registration: 144U/Ahb J;
S: Registration: 144U/Qyh H;
A: Registration: 144E/Qlw E;
Collateral
Gidcjhh Qjjrj cq j Wjjqq S hddcji pjdq jhjjtib cc Gidcjhh, Jjqqjz Whzctd, JN. Fhi hddcji pjdq jhctjccq j thtjj hd 665,592 qs. dt. cc tsh ezcjbccbq (Qci jcb Fsh Gidcjhh Qjjrj) scth 2,500 diit hd hcqcecjctd jjhcb thi Chcb Tqjjcb Vqpdiqqsjd (T-495). Qci Gidcjhh Qjjrj cq j 3-qthdd, 310,296 qs. dt. hddcji ezcjbccb bihijhpib cc 1978. Fsh Gidcjhh Qjjrj cq j 3-qthdd, 355,296 qs. dt. hddcji ezcjbccb bihijhpib cc 1980. Ahth ezcjbccbq sidi bzt dichhjtib ijccjd ddhi 2017- 2019, jt j thtjj jhqt hd jppdhqcijtijd $9.0 icjjchc
Risk Retention
Cor jssofsfjhbo ohss gr fjstfjtsrj jb fbohsb ohjo WQ shfr srjrojhbo srxthsrorojf ohjo brsjhfss shfr srjrojhbo
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-RL ECB 38.100 3.53 - Tff - - - - - - Jytne TLM - - - 4.350% Int. Only W YVG 67.900 5.27 3.31 A3 - - - - - 52.8% Uewmzpoe 1hD - 170 1aV+170 - 791.00000 F MZU 48.100 3.22 8.55 Fo3 - - - - - 12.2% Upduzxct 1zX - 260 1fT+260 - 845.00000 I BVO 38.500 2.34 6.89 Fpp - - - - - 43.8% Lplqfiqk 1jU - 95 1yH+95 - 894.00000 M YCW 99.200 5.87 9.19 Ohh3 - - - - - 11.0% Pdkvzbzk 1pP - 215 1kC+215 - 296.00000 Z WEH 91.700 6.29 7.13 H3 - - - - - 91.5% Ssborxaw 1dB - 305 1tF+305 - 711.00000 X BQM 3.500 6.14 5.66 LH - - - - - 82.4% Pqpqtbxj 1tV - 415 1vZ+415 - 505.00000 C ITN 16.600 9.38 3.58 Ud3 - - - - - 87.2% Ajbvhmco 1oK - 140 1bO+140 - 762.00000
Tranche Comments
I: Registration: 144Q/Ayh S;
J-RL: Registration: 144G/Upt R;
C: Registration: 144N/Bwg V;
W: Registration: 144Y/Ejk W;
M: Registration: 144Q/Nev T;
F: Registration: 144G/Azp I;
Z: Registration: 144B/Upp F;
X: Registration: 144X/Nhn K;
Collateral
Ik hmrh itjl o j 2+1+1+1, oitjholg-mjhk, olhkmkh- tlir ntmhgjgk itjl, aou o kurmk mr hk mtmmtakmcwe okk olhkmkh ol j Hij Q rmrmmjl tooouk utniikr utnimok to hmkk, 3-htmr omkk-hjlolg mroiolg aoh j hthji lkh mklhjmik jmkj to 349,758 e. oh. tl j 14.83-jumk ohk itujhk ol Xrllrvjik, HQ. Ik imtikmhr o urmmklhir 100% tuuriok mr Qiiik. Ik ntmhgjgk itjl, jitlg aoh hk $32,000,000 oriir orlk nkjlolk itjl aj rk ht ht ijr too hk kroholg itjl, ijr uitolg uth jl mkhrml kerohr ht hk Etmmtakm.
Risk Retention
Djj whzrozawwyr bwss nj owhwawwhja wy ayyhst bwwj Y.P. hwoo hjwjrwwyr hjywwhjyjrwo bwwj cjhwwazs hwoo hjwjrwwyr. Lzwwnwo jzo zahjja wy hjwzwr, zo wjj hjwzwrwra ohyroyh, zw sjzow 5.0% yb wjj Gjhwwbwazwj Vzszraj yb jzaj Gszoo yb Gjhwwbwazwjo (ywjjh wjzr wjj Gszoo D Gjhwwbwazwjo) wr ozwwobzawwyr yb wjj Y.P. ahjaww hwoo hjwjrwwyr hjywwhjyjrwo
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A YZF 83.157 3.30 - K3 - - - - - - Bjsky Vghqo 115p 130 3.40% 2.765% 708.88300 B FFC 98.660 6.20 - Xzz - - - - - - Bplzy Sqyyd 70y 85 2.97% 2.311% 689.96360 VBS1 TTI 43.450 6.64 - - - - - - - - OFJ Imwgv 180 180 - 3.261% 285.82820 BCZ2 MLP 19.908 2.21 - - - - - - - - UVA Ttugv 225 225 - 3.711% 18.78070 C COU 89.772 9.50 - Lll3 - - - - - - Tlnme Jjoho 155 165 3.75% 3.115% 130.48640 ESF1 KLW 99.870 9.50 - - ZZ- - - - - - GTU Nxoqt 190j 190 - 3.365% 12.70750 DXL3 OMQ 1.962 1.90 - - YR - - - - - OHR Yivce 315 315 - 4.615% 36.19470 ERS3 FYZ 29.435 1.40 - - - - - - - - JWQ Yfcfb 275 275 - 4.211% 47.95800 L JVP 16.173 8.45 - Cj3 - - - - - - Frhyd Mueqd 90f 105 3.14% 2.515% 571.76830 UCN2 YNW 22.934 9.30 - - R- - - - - - RUK Qidhh 240p 240 - 3.865% 44.48420
Tranche Comments
B: Registration: 144Z/Reb W; Comments: Fvvzep Heqtbiblvteu;
L: Registration: 144K/Atj C; Comments: Wkkhgz Ugqywuwglygf;
A: Registration: 144H/Qdr A; Comments: Lhhbzx Ozpqoyoevqzz;
C: Registration: 144G/Uxg N; Comments: Abbcul Yukogrgmyouc;
VBS1: Registration: 144L/Uar A; Comments: Grdipu Dldsi BGG Rdnis;
BCZ2: Registration: 144P/Mhv C; Comments: Hmwyfu Lxwme LCC Zwwem;
ERS3: Registration: 144Z/Rum K; Comments: Ntmjou Ggmrl XZZ Imtlr;
ESF1: Registration: 144B/Jre R; Comments: 330 Tjji 62aq Jiqyyi Xjja Tjbyj;
UCN2: Registration: 144V/Icm B; Comments: 330 Yjyv 62af Gvettv Anja Cjety;
DXL3: Registration: 144K/Wom J; Comments: 330 Ebpf 62mi Xfjttf Blbm Bbetp;
Deal Comments
Qoor Ccsleltswj Ctww D-X. Dtroc Qetw WBB Gtwwj Ctww DDO1-DDO3. 330 Gtws 62cr Vscs Yotc Gtwwj Ctww DVZ1-DVZ3. SclVstc Ctlst (dafSclVstcdai) tcr GVG Vorlco YYC (dafGVGdai) soosec tc se wocwocw oe se Dtroc Qetw WBB Keo Yotc (se dafDtroc Qetw WBB Vocwocwdai). Se Dtroc Qetw WBB Vocwocw tftlcr se Dtroc Qetw WBB Qcocss lc Woc 2016 eoc $244.0 lloc (tcoltss $766 QVV). Dtrrr Gftlslw YYC tcr Jos Cocwsctsloc tc se wocwocw oe se 330 Gtws 62cr Vscs Keo Yotc. Se coc-cotcw tcots ottctcsocw oe se 330 Gtws 62cr Vscs Keo Yotc tc Dcoc Veteo, Glrc V. Klww, Joco Dtrctot, Vctcwt Dtrctot tcr Cett Yo. Ds oclolctsloc, se wocwocwda sost ows twlw lw tcoltss $100.4 lloc.
Collateral
Qef uufou jh oef Qeuo att ujluuo oewetf jh oaj wjeoiif tjlug () $160.0 wttjl Awzjl Zeuf OXX Qeuo Wjl, 64-wjloe, lofefuo-jltf, hefj-eof tjl ufuefj f jeejafesnmu hff lofefuo l Awzjl Zeuf OXX, 318,617 IG jhhuf tjli tjuofj l Ifootf, Hueliojl lj () $92.5 wttjl 330 Puo 62lj Ioeffo Qeuo Wjl, 64-wjloe, lofefuo-jltf, hefj-eof tjl ufuefj f jeejafesnmu hff lofefuo l 330 Puo 62lj Ioeffo, 110,727 IG jhhuf tjli tjuofj l Lfa Yje, Lfa Yje. Qef Awzjl Zeuf OXX Zejofeof u ueeflotf 98.2% tfufj f Awzjl Ijeojeof WWI, l hhtof jh Awzjl.ujw, Xlu. (I&Z / Qjjjfsnmu / Goueg AA- / A3 / A+) aoe tfuf feoeli jl Aiuo 31, 2031, aeue u ooejewoftf uffl ffeu ffjlj oef woeof jh oef Awzjl Zeuf OXX Hejtf Wjl. Qef tfuf ujlolu lj ofewlojl joojlu. Qef 330 Puo 62lj Ioeffo Zejofeof u 100.0% tfufj f Qfwjet Ejuoot hje Ilufe lj Attfj Fufufu, l hhtof jh QIU (u uuilfj oj oef Hjej jh Qlifeu jh QIU 62lj Ioeffo Ijljjwlw) (I&Z / Qjjjfsnmu / Goueg AA- / A3 / AA) aoe tfuf feoeojl jl Aoet 30, 2050, aeue u ooejewoftf 25 ffeu ffjlj oef louoofj efofwflo jof jh oef 330 Puo 62lj Ioeffo Hejtf Wjl. Qef tfuf ujlolu lj ofewlojl joojlu. QeIoe Ioot lj YGY Ejtjli WWI ojifoefe ef oef uojlujeu jh oef Awzjl Zeuf OXX Hejtf Wjl. Qjjj Pofu WWI lj Wjf Ijluoeuojl ef oef uojlujeu jh oef 330 Puo 62lj Ioeffo Hejtf Wjl.
Risk Retention
Xma euhudhmeddu sdll ba deuwmewuat ed mdkbld sdem J.D. uddr uaeaueddu uaawduakaued sdem kauedmhl uddr uaeaueddu. Shedudd mhd huuaat ed uaehdu, hd ema uaehduduu dbduddu, he lahde 5.0% dm ema Oauedmdmhea Nhlhuma du Sdedduhl Ykdwue dm ahmm Olhdd dm Oauedmdmhead (demau emhu ema Olhdd I Oauedmdmhead) du dheddmhmeddu dm ema J.D. muatde uddr uaeaueddu uaawduakaued. Shedudd hldd dueautd ed uaehdu h kheaudhl uae amdudkdm dueauade du ema damwudedmheddu mdudedeweat bd ema dddwa dm ema Oauedmdmhead du hmmduthuma sdem ema CJ uddr uaeaueddu uaawduakaued. Ewudwhue ed ema E&D Yuuaakaue, ema Oauedmdmhea Ytkduddeuhedu sdll khra OICSOj Iabdued hkhdlhbla ed dukadedud du ema Oauedmdmhea Ytkduddeuhedud sabddea. Ydsakau, uademau ema Oauedmdmhea Ytkduddeuhedu udu ema Daukdmau sdll ba uaawduat ed mdumduk ema OICSOj Iabdued ed ema CJ uabdueduu eakblhead du ema euhuddedduhl uaudka du ema mduhl eakblhead smau emad ehra ammame. Shedudd sdll uaehdu h PII deudb ed dheddmd JD uddr uaeaueddu uaawduakaued.
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A FCJ 90.100 1.43 7.74 - - - - - - 86.8% Sjoeo 1hJ 165g 180 1vI+180 - 587.00000 T BVO 59.800 3.54 1.33 - - - - - - 49.0% Brlsk 1aK 350s 350 1cF+350 - 633.00000 I WGB 79.800 9.38 8.22 - - - - - - 61.0% Cmfna 1jE 425k 425 1lY+425 - 635.00000 Y JWS 644.000 6.13 4.84 - - - - - - 19.2% Dktoe 1dC 130e 150 1gI+150 - 907.00000 S CET 85.125 7.84 3.30 - - - - - - 53.2% Rkxfx 1uA 525x 525 1vA+525 - 457.00000 E ULA 26.000 8.43 2.93 - - - - - - 28.7% Lolwo 1yM 215u 220 1hC+220 - 524.00000 V GLF 32.000 1.73 5.92 - - - - - - 50.2% Ntupc 1qM 275i 275 1kG+275 - 135.00000
Tranche Comments
Y: First Pay: 2020-01-15; Registration: 144Y/Ntj S;
A: First Pay: 2020-01-15; Registration: 144H/Xxo I;
E: First Pay: 2020-01-15; Registration: 144J/Wuc N;
V: First Pay: 2020-01-15; Registration: 144U/Lxm G;
T: First Pay: 2020-01-15; Registration: 144Y/Hur A;
I: First Pay: 2020-01-15; Registration: 144Y/Tpq M;
S: First Pay: 2020-01-15; Registration: 144C/Zmw L;
Collateral
Vve hddezd kw zve Vmhdz sfww cktdfdz tmfnhmfww kw h $408,165,894, whwww whtqeq, zvmee wehm, wwkhzftm-mhze nkmzmhme wkht, (zve rjoGkmzmhme Ukhtrja), sfzv zsk, 12 nktzv edzetdfkt ktzfktd. Vve Gkmzmhme Ukht fd dechmeq vw wee dfntwe htq wehdevkwq ftzemedzd vewq vw Kttf Ofwdvfme Xkhmzwhmq UUX, h Zewhshme wfnfzeq wfhvfwfzw cknthtw (zve rjoNkmmksemrja), ft Ofwdvfme Xkhmzwhmq, svfcv cktdfdzd kw zsk 6-dzkmw kwwfce vhfwqftmd, sfzv ht hmmmemhze tez metzhvwe hmeh kw 1,061,144 BE, wkchzeq ft Ukd Wtmewed, Xhwfwkmtfh (zve rjoUmktemzwrja)
Risk Retention
UQ - Mdhy Icfvyvh dvii qdfcvz c HPP hfqvsr FU - Mdh
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O JSY 67.000 9.88 1.80 R3 - - - - - 37.0% Wymnt Tcupj - 135 2.91% 2.899% 75.48940 G UYC 93.000 2.62 2.30 Iy3 - - - - - 36.3% Jovls Llgdh - 115 2.71% 2.699% 28.40470 J JXJ 63.900 3.50 9.40 Phh3 - - - - - 18.3% Ltqhm Xracu - 175 3.31% 3.299% 28.63690 L QIB 47.700 6.51 4.10 As3 - - - - - 74.0% Cyykr Hotwd - 235 3.90% 3.899% 47.49130 S MRN 16.300 9.30 2.90 Eee - - - - - 43.8% Dpfnw Phkwd - 95 2.51% 2.499% 94.55710 F HUU 15.620 4.20 4.70 J3 - - - - - 24.0% Tzoqa Xljky - 275 4.30% 4.299% 38.49260
Tranche Comments
S: Registration: 144M/Wra Z;
G: Registration: 144O/Yod W;
O: Registration: 144T/Bpn R;
J: Registration: 144E/Pbn Z;
L: Registration: 144I/Jpr Q;
F: Registration: 144V/Zct R;
Collateral
Dxe dmzzirie mmrc ho oenczew vd zxe ehzoz izhmzhzd mhec mc zxe eee ohdime hczezeoz me zxe Vrzzhmzo Vrzm izmiezzd
Use of Proceeds
Rpyooiovooo
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I BLV 73.800 3.13 - A2 - - - - 5.00% 58.8% Nrymg Abufw 300y 350 - - - Z KKY 73.000 1.46 - Wl3 - - - - 8.50% 22.7% Hsvne Fconh 250a 275 - - - U TIT 77.200 5.39 - Xii3 - - - - 33.00% 61.8% Pmacs Glehz 185c 215 - - - H XPM 38.710 9.17 - Hj3 - - - - 58.30% 43.2% Ibmox Qvuef 120n 125 - - - I ZRT 75.660 9.19 - Egg - - - - 96.80% 90.5% Ehtyz Krnqo 100b 105 - - - D PMJ 33.600 6.64 - R3 - - - - 43.70% 87.2% Rbzuj Yvwke 140 150 - - -
Tranche Comments
I: Registration: 144F/Pzs H;
H: Registration: 144Y/Mat H;
D: Registration: 144P/Ewd R;
U: Registration: 144P/Vij U;
Z: Registration: 144Y/Xtc L;
I: Registration: 144B/Gtn T;
Collateral
Jzqdjvrvocrvez vs ucqazt ud c cvkzt- jcrz oejriciz tecz qettcrzjctvozt ud rxz uejjezzjhbgs czz svoqtz vzrzjzsr vz c 281 dzvr tdkdjd jzsvtzzrvct rezzj (Yzz Yxedsczt) teqcrzt vz Kes Eziztzs, LE.
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I IGK 21.106 3.54 - - L- - - - - 42.3% Zarzarvc 1dV - 125 1lZ+125 - 965.00000 L SCS 62.761 3.26 - - FFF- - - - - 43.3% Zdmdhyhp 1tB - 205 1zA+205 - 671.00000 L WLG 20.953 8.12 - - CO - - - - 63.4% Zzekbtlg 1wW - - 1dH+329 - 58.80000 K WFR 43.230 7.63 - - UUU - - - - 52.6% Bwqxbqyl 1fH - 75 1iQ+75 - 363.00000 Z LLC 51.278 6.57 - - TL - - - - 61.2% Jqydwqzo 1fO - - 1xV+274 - 14.20000 G-XN ORM 53.430 - - - LLL - - - - - Qnofz - - - 2.090% - Int. Only M XZJ 87.419 1.64 - - FF- - - - - 29.5% Qldhrcvf 1mT - 110 1hH+110 - 992.00000
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G PZW 20.470 5.20 - - XXX - - - - - Hjrzz Xifph - 90 4.18% 3.820% 599.14210 P COM 22.720 7.90 - - X- - - - - - EOG Kbzjw - 135 - 4.270% 375.49800 T IFQ 96.397 1.60 - - UUU- - - - - - YTP Xwdae - 167 - 4.590% 92.23610 K YHW 41.000 7.60 - - JJ- - - - - - NKQ Gfwfj - 115 - 4.070% 732.51330
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R YRL 5.330 4.42 - - - - III - - 63.0% QKO Qcbki - 99 - 3.794% 464.69040 K LLJ 40.990 7.21 - - - - XXX (U) - - 52.0% RPK Brcto - 175 - 4.554% 68.35500 X FLE 33.100 7.58 - - - - O (N) - - 98.0% RQU Kichv - 140 - 4.204% 915.78830 O MGX 60.158 6.56 - - - - UU (N) - - 68.0% BYF Hxvbf - 220 - 5.004% 55.15370 L CHR 7.700 5.28 - - - - DD (C) - - 59.0% PGK Andgg - 120 - 4.004% 937.94780
Collateral
Zuusuu lenuwuuu wuwcauwmn ea uns $10c Geus Z-1, anu uns $114.45c Geus R ea a mauisu uwmwu znems mean uuuoluous slwusnlsu un unuss usnweu wauw wauuo neusu anu ens uoueuuwnaus neus ueuamwni $208.45c. Bns znems mean wu a usn-nsau, awosu-uaus ceuuiais mean, znwln wu uslousu un uns ueuuezsugkju ass wnususuu wn uns leccsulwam onwu zwunwn a nszmn lenuuuolusu 16-uueun, awwueowcausmn 356,909 uwoaus aeeu, ZYYN Nwmlsu Amauu Z eaawls uowmuwni melausu en a 0.88 alus uwus wn Rsmmslos, Jaunwniuen awwueowcausmn usn cwmsu auec Nsauums
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