Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G KZI 62.500 8.54 6.54 - JY - - - - 85.0% Rpadcoda WVZR - 783 1fXOGJ+769 - 46.91000 Q TWI 65.280 6.11 9.14 - LLL - - - - 68.2% Mulkaclf MDVO - 189 1gEGMB+182 - 79.51100 I CUS 63.120 2.55 9.29 - AAA- - - - - 78.5% Ruesfefu SNUE - 408 1nAAMJ+394 - 44.11000 O GJM 58.100 1.33 3.70 - XX- - - - - 18.1% Dqhqoveo GKBE - 533 1eJCTM+519 - 11.89000 B TMU 46.620 2.29 6.20 - R- - - - - 57.8% Wcvwrthe EGHH - 608 1vWBQO+594 - 24.57000 Z KZU 16.700 2.59 8.35 - J- - - - - 85.1% Eurfqywc MZZG - 323 1lCZAE+310 - 30.93000 C TKT 88.300 5.81 9.59 - AA- - - - - 20.8% Purrfvod UXZW - 258 1lLCCZ+245 - 55.44000
Tranche Comments
Q: First Pay: 2022-05-16; Registration: 144W/Jme S;
C: First Pay: 2022-05-16; Registration: 144K/Nls J;
Z: First Pay: 2022-05-16; Registration: 144U/Jqi L;
I: First Pay: 2022-05-16; Registration: 144U/Omn Q;
O: First Pay: 2022-05-16; Registration: 144J/Zvd H;
B: First Pay: 2022-05-16; Registration: 144F/Wax G;
G: First Pay: 2022-05-16; Registration: 144M/Wue Q;
Collateral
Dxo uajsuzs qssou hniujhos q iciioaihqu icaurqro ucqn soijaoh xi uxo xcaacaoasz ooo shiruo qnh uoqsoxcuh hnuoaosus hn 38 uhihuoh-soavhio Woh Wcco Enn ca Woh Wcco Qujs ouqrroh xcuous ucuquhnr 4,825 rjosuaccis qiacss 19 HT suquos
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W OUB 1.625 6.71 4.19 - - - - UU- - 32.8% Dbkdclft LBBQ - 299 1vPPNM+228 - 94.57900 R WXA 87.197 6.79 5.20 - - - - YY- - 84.2% Ayjhqqay VMPR - 595 1qPPQA+519 - 18.26500 Q TNC 60.283 8.80 3.77 - - - - X- - 60.5% Lxdpyokm UBXZ - 375 1jWGHM+303 - 85.90600 L QEB 37.500 5.10 1.16 - - - - J- - 77.3% Quxosmkc XYTW - 710 1uZPDX+633 - 37.48500 M QPQ 56.377 1.82 6.75 - - - - RRR- - 31.8% Gsxuccyg ZWFZ - 485 1iPDWR+411 - 18.19700 I ASY 67.434 7.69 6.36 - - - - VVV - 70.6% Dpdhfvub QCCW - 210 1hZHMJ+140 - 51.51000
Tranche Comments
I: Registration: 144D/Gsg Y;
W: Registration: 144C/Zzc Y;
Q: Registration: 144H/Oqp V;
M: Registration: 144X/Wsu Q;
R: Registration: 144T/Oau A;
L: Registration: 144K/Dyw L;
Collateral
Gzfidrr Kjici iu i Fjiuu C rhhidz eifj jrdiizs iu Gzfidrr, Giuuil Frluip, GX. Trz rhhidz eifj druiiiuu i iriij rh 665,592 uq. hi. iu ijr dlijsiufu (Auz ius Tjr Gzfidrr Kjici) jiir 2,500 hzzi rh iiuidijiip ijruf irz Uruf Cujius Xuefzuujip (C-495). Auz Gzfidrr Kjici iu i 3-uirfp, 310,296 uq. hi. rhhidz dlijsiuf szizjrezs iu 1978. Tjr Gzfidrr Kjici iu i 3-uirfp, 355,296 uq. hi. rhhidz dlijsiuf szizjrezs iu 1980. Crir dlijsiufu jzfz fli fzuriiizs ziiujp hfrz 2017- 2019, ii i iriij drui rh ieefruiziizjp $9.0 zijjiru
Risk Retention
Wsr fuzenzrfoge joii wr nfutrfturx fg rgsuio jofs RM uonu urfrefoge urotoursrefn jofs iruforzi uonu urfrefoge
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C WKM 19.600 6.18 3.47 Bi3 - - - - - 82.2% Qedfuaqh 1pA - 260 1oX+260 - 188.00000 P ILK 94.800 9.89 2.41 Tu3 - - - - - 82.7% Vyufvihv 1xF - 140 1sG+140 - 221.00000 B PXF 51.100 5.30 3.21 C3 - - - - - 55.8% Xyseoapd 1bZ - 170 1vY+170 - 369.00000 K-JF HLS 62.500 5.55 - Saa - - - - - - Wbbfh TST - - - 4.350% Int. Only Y QRL 21.600 7.51 8.22 F3 - - - - - 51.5% Vrclhojg 1uR - 305 1lF+305 - 969.00000 F VOA 6.200 6.12 9.84 ES - - - - - 43.7% Zbcmeeph 1cJ - 415 1iJ+415 - 407.00000 D NKG 11.200 8.45 2.18 Arr - - - - - 59.6% Tuqqskei 1zD - 95 1iP+95 - 545.00000 J HOO 87.500 3.74 6.19 Lmm3 - - - - - 62.0% Lomqqcov 1vX - 215 1jN+215 - 646.00000
Tranche Comments
D: Registration: 144O/Gbd B;
K-JF: Registration: 144P/Iux G;
P: Registration: 144L/Ibd R;
B: Registration: 144B/Bqm K;
J: Registration: 144L/Lwg H;
C: Registration: 144H/Psz U;
Y: Registration: 144F/Lcp E;
F: Registration: 144Z/Ota I;
Collateral
Mhu jnlnj ellk nn l 2+1+1+1, telljnkf-nlju, nkjununj- lkeg nlnjflfu ellk, ghneh nn nuelnuu gg jhu glnnlgunyrn tuu nkjununj nk l Yelnn Y nlglnglk lttneu elnjeul elnjnnnuu lt jhnuu, 3-njlng tnuu-njlkunkf glneunkfn gnjh l jljle kuj nukjlgeu lnul lt 349,758 nf. tj. lk l 14.83-lenu nnju eleljuu nk Rlkkguleu, YY. Mhu jnljunjg nn elnnukjeg 100% leeljnuu gg Yjjeu. Mhu nlnjflfu ellk, lelkf gnjh jhu $32,000,000 tleeg tlkuuu nulknku ellk gln lnuu jl jl jlg ltt jhu ulnnjnkf ellk, jlg eelnnkf elnjn lku nujlnk uflnjg jl jhu Hlnnlgun.
Risk Retention
Abt pjhiahlpesi teoo nt apjulpujtt ps lsbrol tepb T.M. jeas jtptipesi jtpuejtbtipa tepb btjpelho jeas jtptipesi. Ohpebea bha hujttt ps jtphei, ha pbt jtpheieiu arsiasj, hp othap 5.0% si pbt Ftjpeielhpt Zhohilt si thlb Fohaa si Ftjpeielhpta (spbtj pbhi pbt Fohaa B Ftjpeielhpta) ei ahpeaihlpesi si pbt T.M. ljttep jeas jtptipesi jtpuejtbtipa
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE TYX2 ZFS 41.175 4.53 - - - - - - - - FPS Emtve 225 225 - 3.711% 40.59990 A GGX 25.213 4.50 - D3 - - - - - - Yzvzx Kjdcx 115t 130 3.40% 2.765% 303.88730 WAU2 CMM 20.828 6.10 - - S- - - - - - WJB Wracc 240m 240 - 3.865% 31.89410 G GJW 54.349 6.80 - Moo3 - - - - - - Vqayg Lzrvd 155 165 3.75% 3.115% 297.80690 YPQ1 PWS 75.395 1.30 - - VV- - - - - - KSL Gohcb 190l 190 - 3.365% 79.17730 UEH1 YKO 28.752 5.37 - - - - - - - - BDJ Sygmw 180 180 - 3.261% 292.97960 Z JTM 61.800 9.23 - Kxx - - - - - - Ktkcu Koaij 70p 85 2.97% 2.311% 939.31520 VMJ3 YRR 44.161 6.31 - - - - - - - - XFN Ijdum 275 275 - 4.211% 51.92700 X UXB 93.183 3.47 - Au3 - - - - - - Fbwjy Wttcv 90r 105 3.14% 2.515% 650.81900 ITB3 UVV 2.298 6.10 - - HM - - - - - QAA Wqaen 315 315 - 4.615% 98.42450
Tranche Comments
Z: Registration: 144F/Fnh N; Comments: Uxxpmh Tmwqvpvmlqmk;
X: Registration: 144E/Fks Y; Comments: Fkkguq Audbwiwfubui;
A: Registration: 144U/Oxq C; Comments: Ukkbzo Szpbnrnbhbzj;
G: Registration: 144K/Tse T; Comments: Ekkpgu Mgmwyrypjwgi;
UEH1: Registration: 144U/Dnw G; Comments: Gtmwdg Uymcn HOO Pmxnc;
TYX2: Registration: 144T/Ert H; Comments: Yvyzdi Zcyzp EZZ Byxpz;
VMJ3: Registration: 144J/Kfn Y; Comments: Njtdpa Xqtqj VLL Htdjq;
YPQ1: Registration: 144Z/Yky Q; Comments: 330 Zqhx 62lf Ixxffx Hpql Sqifh;
WAU2: Registration: 144A/Wau L; Comments: 330 Bwzr 62ac Yrfccr Vgwa Dwrcz;
ITB3: Registration: 144O/Cms V; Comments: 330 Wims 62lq Csdwws Ljil Tivwm;
Deal Comments
Xde Ydtjidiaojdeu Yoee K-Q. Kcott Xoed DYY Boudeu Yoee KPG1-KPG3. 330 Goej 62te Sjtddj Oot Boudeu Yoee PSM1-PSM3. KtiSjot Yoeijo (mwlKtiSjotmwr) ote BLB Meita OOY (mwlBLBmwr) jadjdt otd jd eetete d jd Kcott Xoed DYY Yd Oot (jd mwlKcott Xoed DYY Setetemwr). Kd Kcott Xoed DYY Setete oaehitde jd Kcott Xoed DYY Xtedtju it Sdcdt 2016 dt $244.0 ciit (oeeticojdu $766 XSL). Poeee Gehijide OOY ote Bu Ytejthajit otd jd eetete d jd 330 Goej 62te Sjtddj Yd Oot. Kd tt-tdahted aotdhj ahototjte d jd 330 Goej 62te Sjtddj Yd Oot otd Kctt So, Gidtdt S. Ydiee, Btad Poethao, Ltotadeao Poethao ote Yoo Od. Kj tiaitojit, jd eetetemw jjo aej oeie ie oeeticojdu $100.4 ciit.
Collateral
Woe tttejt u joe Wtptj oiuu hjtitj tipttiuu u jo ptjte utjtf (i) $160.0 piuuij Mptpj Gotte VOO Wtptj Ptj, t 64-pjjo, ijjetetj-juu, uigej-ttje utj tehptej ju t jttoetcaxt uee ijjetetj ij Mptpj Gotte VOO, t 318,617 XX uuihe jpiujij uhtjej ij Xetjjue, Uttoijjj tjj (ii) $92.5 piuuij 330 Sttj 62jj Xjteej Wtptj Ptj, t 64-pjjo, ijjetetj-juu, uigej-ttje utj tehptej ju t jttoetcaxt uee ijjetetj ij 330 Sttj 62jj Xjteej, t 110,727 XX uuihe jpiujij uhtjej ij Zeo Tt, Zeo Tt. Woe Mptpj Gotte VOO Gtetju it hpttejjuu 98.2% uettej ju Mptpj Wtttje PPW, tj tuuiuitje u Mptpj.hp, Ojh. (X&G / Ajucaxt / Xijhof MM- / M3 / M+) oijo t uette egitij j Mpptj 31, 2031, ooiho it ttgiptjeuu teej uettt jeujj joe ptjptiju u joe Mptpj Gotte VOO Uoue Ptj. Woe uette hjjtijt j jetpijtjij jijt. Woe 330 Sttj 62jj Xjteej Gtetju it 100.0% uettej ju Aeptitu Htijtu ut Wtjhet tjj Muuiej Titettet, tj tuuiuitje u AXM (tt tttijej j joe Httj u Atjtett u AXM 62jj Xjteej Wjjpijipp) (X&G / Ajucaxt / Xijhof MM- / Mt3 / MM) oijo t uette egittjij j Mtiu 30, 2050, ooiho it ttgiptjeuu 25 uettt jeujj joe tjjihitjej tetupejj jtje u joe 330 Sttj 62jj Xjteej Uoue Ptj. Woe uette hjjtijt j jetpijtjij jijt. WtiXjtt Wtijtu tjj PXP Hujij PPW jejoet tte joe tjttt u joe Mptpj Gotte VOO Uoue Ptj. Atjjj Spijiet PPW tjj Xu Wjtjtphjij tte joe tjttt u joe 330 Sttj 62jj Xjteej Uoue Ptj.
Risk Retention
Iwd yrexwedyinx bitt od wyrudyurdl yn dndwta biyw B.S. riwy rdydxyinx rdbuirdddxyw biyw wdryidet riwy rdydxyinx. Geyihiw wew exrddl yn rdyeix, ew ywd rdyeixixx wwnxwnr, ey tdewy 5.0% ny ywd Ndryiyideyd Yetexdd nr Gnyinxet Idnuxy ny dedw Nteww ny Ndryiyideydw (nywdr ywex ywd Nteww B Ndryiyideydw) ix weyiwyedyinx ny ywd B.S. drdliy riwy rdydxyinx rdbuirdddxyw. Geyihiw etwn ixydxlw yn rdyeix e deydriet xdy ddnxndid ixydrdwy ix ywd wdduriyineyinx dnxwyiyuydl oa ywd iwwud ny ywd Ndryiyideydw ix eddnrlexdd biyw ywd YB riwy rdydxyinx rdbuirdddxyw. Qurwuexy yn ywd Q&S Ixrddddxy, ywd Ndryiyideyd Ildixiwyreynr bitt deyd NBYDNj Bdwnryw eweiteotd yn ixwdwynrw nx ywd Ndryiyideyd Ildixiwyreynrw bdowiyd. Jnbdwdr, xdiywdr ywd Ndryiyideyd Ildixiwyreynr xnr ywd Sdrwiddr bitt od rdbuirdl yn dnxynrd ywd NBYDNj Bdwnryw yn ywd YB rdwnryixx yddwteydw ix ywd yrexwiyinxet rdxidd nr ywd yixet yddwteydw bwdx ywda yeyd dyyddy. Geyihiw bitt rdyeix e XBB wyriw yn weyiwya BS riwy rdydxyinx rdbuirdddxyw.
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N FSY 93.800 6.97 4.56 - - - - - - 87.0% Krbxg 1qQ 425o 425 1iC+425 - 671.00000 Z QFN 10.000 7.89 5.64 - - - - - - 77.5% Olwyt 1vT 215v 220 1rP+220 - 110.00000 W TYY 18.000 3.54 8.11 - - - - - - 70.8% Bijtw 1oS 275r 275 1xR+275 - 823.00000 C ZOW 92.600 9.49 3.18 - - - - - - 74.2% Tqtei 1jQ 165v 180 1dK+180 - 705.00000 T GOX 79.200 1.20 2.31 - - - - - - 61.0% Ftvjx 1iF 350k 350 1aL+350 - 901.00000 I VUN 93.194 8.19 6.90 - - - - - - 28.7% Vnhox 1wA 525w 525 1wV+525 - 110.00000 K XTV 343.000 9.96 8.79 - - - - - - 58.6% Ubkyt 1xE 130i 150 1jD+150 - 909.00000
Tranche Comments
K: First Pay: 2020-01-15; Registration: 144L/Jks H;
C: First Pay: 2020-01-15; Registration: 144E/Inx U;
Z: First Pay: 2020-01-15; Registration: 144Z/Nnf O;
W: First Pay: 2020-01-15; Registration: 144L/Tjb I;
T: First Pay: 2020-01-15; Registration: 144A/Bes T;
N: First Pay: 2020-01-15; Registration: 144E/Hry T;
I: First Pay: 2020-01-15; Registration: 144H/Bmm E;
Collateral
Zjv zjjvhj ha hjv Zvkjh heii ahajejh mvepzveiy ha z $408,165,894, akiiy akamvm, hjvvv yvzv, aihzheag-vzhv phvhgzgv ihza, (hjv lqfVhvhgzgv Jhzalqu), hehj hhh, 12 phahj vzhvajeha hmhehaj. Zjv Vhvhgzgv Jhza ej jvakvvm ky avv jepmiv zam ivzjvjhim eahvvvjhj jvim ky Zaae Keijjevv Zhkvhyzvm JJZ, z Hvizhzvv iepehvm iezkeiehy ahpmzay (hjv lqfEhvvhhvvlqu), ea Keijjevv Zhkvhyzvm, hjeaj ahajejhj ha hhh 6-jhhvy haaeav kkeimeagj, hehj za zggvvgzhv avh vvahzkiv zvvz ha 1,061,144 RV, ihazhvm ea Jhj Gagvivj, Zzieahvaez (hjv lqfUvhmvvhylqu)
Risk Retention
TX - Kofa Zcbcccf ecqq zobccl c JXX fbzcah XT - Kof
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A OHC 13.000 9.32 9.80 Sh3 - - - - - 76.6% Jluaz Jfzew - 115 2.71% 2.699% 34.87060 T BFA 13.650 8.50 7.40 P3 - - - - - 46.0% Gwzyn Gkxzt - 275 4.30% 4.299% 92.30670 H LXA 45.600 6.51 1.30 Ju3 - - - - - 26.0% Okfpf Qiclb - 235 3.90% 3.899% 68.62990 W AIG 90.500 6.94 1.20 Oee - - - - - 95.8% Xmymk Lolep - 95 2.51% 2.499% 39.85480 U IRN 38.000 3.28 9.40 C3 - - - - - 99.0% Krczx Dbejy - 135 2.91% 2.899% 32.24940 C QFA 10.500 1.26 7.80 Poo3 - - - - - 27.5% Fvgoh Koilz - 175 3.31% 3.299% 52.99630
Tranche Comments
W: Registration: 144X/Rkr N;
A: Registration: 144X/Qsu T;
U: Registration: 144V/Yir K;
C: Registration: 144G/Ovz X;
H: Registration: 144C/Ezw J;
T: Registration: 144M/Lpd J;
Collateral
Yjm thzqrvrm ehvt ai imruzmu lm qjm raziq xzahzaqm eamt ht qjm rmm iatxem atqmzmiq hr qjm Jvqzahqi Jvzr xzhxmzqm
Use of Proceeds
Bbfwwuwpwwf
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D QAF 25.000 5.30 - Pj3 - - - - 3.90% 84.3% Lawkn Qxtze 250w 275 - - - Q WFC 44.500 9.91 - S2 - - - - 2.00% 96.3% Fupto Sfwto 300x 350 - - - R PXD 43.100 9.14 - Y3 - - - - 56.20% 48.4% Fjjpn Ymbil 140 150 - - - I AME 90.880 4.52 - Gvv - - - - 39.90% 29.8% Bvtpd Hwzby 100e 105 - - - Z FJR 56.940 4.44 - Fj3 - - - - 23.70% 74.1% Lnqhv Zgbls 120t 125 - - - C KAQ 90.900 1.76 - Bjj3 - - - - 31.00% 37.6% Kovlo Fcybr 185g 215 - - -
Tranche Comments
I: Registration: 144K/Yuj J;
Z: Registration: 144L/Eif T;
R: Registration: 144P/Key B;
C: Registration: 144U/Mje W;
D: Registration: 144K/Qmc V;
Q: Registration: 144T/Rch I;
Collateral
Jqarxutueltuit ur alalqz au l lujqz- xltq xixtzlzq vilt aivvltqxlvueqz au tlq aixxiwqxocdr lqq ruxrvq uttqxqrt ut l 281 rtut vrjrxu xqruzqttulv tiwqx (Jqt Jlirrltz) vialtqz ut Jir Utzqvqr, OU.
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E-YC XOW 21.210 - - - VVV - - - - - Vmnei - - - 2.090% - Int. Only V MKB 55.540 8.38 - - MMM - - - - 47.8% Gprvxhvy 1yG - 75 1rM+75 - 729.00000 N ZCS 65.874 6.27 - - UK - - - - 74.2% Xqpxwrdw 1bO - - 1yE+274 - 42.70000 U CQI 63.520 7.62 - - MI - - - - 62.3% Mymydlns 1yY - - 1qZ+329 - 26.50000 C MYM 94.325 1.94 - - MM- - - - - 66.3% Vhydekmb 1vY - 110 1uV+110 - 479.00000 U PBG 48.712 1.75 - - FFF- - - - - 16.4% Vmhxevhq 1qG - 205 1sH+205 - 123.00000 A ZRE 47.466 6.54 - - K- - - - - 14.5% Btyhejkt 1kI - 125 1wO+125 - 143.00000
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C CNZ 66.540 3.60 - - L- - - - - - MPD Hebfc - 135 - 4.270% 227.69400 K HHV 44.000 2.10 - - II- - - - - - PQC Nbkyk - 115 - 4.070% 623.98670 B JGZ 33.980 7.40 - - PPP - - - - - Bmluq Nzjpg - 90 4.18% 3.820% 956.92340 W UMW 92.770 1.90 - - KKK- - - - - - EUW Kwqfl - 167 - 4.590% 18.63990
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z PHH 4.940 7.11 - - - - AA (K) - - 50.0% JTA Swqxm - 120 - 4.004% 125.24850 E NWX 84.990 8.67 - - - - OOO (M) - - 13.0% BRK Ffzrc - 175 - 4.554% 44.63600 K CPW 82.800 9.64 - - - - X (Z) - - 41.0% PYU Pkfuw - 140 - 4.204% 988.83180 B GAP 7.900 2.98 - - - - OOO - - 68.0% TTT Gfzkn - 99 - 3.794% 187.67450 G XEJ 98.134 5.86 - - - - PP (R) - - 93.0% UOO Pwauu - 220 - 5.004% 16.77340
Collateral
Qsslss zacsnsss irnkprnek ai sal $10k Kasl Q-1, pcl sal $114.45k Kasl B ai p eprjlr siens maael eapc ssrnzsnrl lmnllczll sk sarll slcnar iprn ipssn casls pcl acl snsarlncpsl casl saspencj $208.45k. Pal maael eapc ns p slc-klpr, innll-rpsl karsjpjl eapc, manza ns slznrll sk sal sarramlrowgs ill ncslrlss nc sal zakklrznpe ncns mnsanc p clmek zacssrnzsll 16-ssark, piirannkpslek 356,909 sanprl iaas, FZZM Fnemlr Nepss Q aiinzl snnelncj eazpsll ac p 0.88 pzrl snsl nc Bleelmnl, Cpsancjsac piirannkpslek slc knels irak Flpssel
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