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Log In Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 328.500 3.84 - - - AAA - - - Fixed I-Curve - 325 4.00% 6.119% 93.03805
Tranche Comments
A: First Pay: 2022-09-26; Registration: 144A/Reg S;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X OGW 126.200 7.43 - - - GGG - - - Swwwo B-Mblat - 230 3.75% 5.247% 98.53277 O-2 OMO 66.200 3.20 - - - H (O) - - - Icwnz S-Lkwqy - 665 3.75% 9.614% 78.54987 S-1 TNN 34.900 3.80 - - - TT (G) - - - Tolwa L-Omfyx - 425 3.75% 7.214% 60.90586 S-3 WMO 9.800 8.70 - - - VVV (J) - - - Prnxt KJO - - 3.75% 12.500% 36.55160
Tranche Comments
X: First Pay: 2022-07-25; Registration: 144B/Ick L;
S-1: First Pay: 2022-07-25; Registration: 144Y/Yie I;
O-2: First Pay: 2022-07-25; Registration: 144D/Ile T;
S-3: First Pay: 2022-07-25; Registration: 144E/Wop H;
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 F CSP 309.200 2.22 - - - QQQ - 60.80% - Hrqrh Z-Podud - 165 4.27% 4.316% 23.16896 J3 ZUM 45.100 2.49 - - - EEE (R) - 1.00% - Dvpim P-Gkmck - 360 4.50% 6.452% 68.43310 G1 QBR 68.200 1.91 - - - HH (V) - 53.50% - Dvcfg Y-Jzkuv - 225 4.50% 5.102% 36.46574 M2 ZBS 74.700 4.16 - - - K (L) - 96.10% - Zaoes O-Aarup - 270 4.50% 5.552% 96.15425 Y5 UJP 7.400 8.49 - - - K - 7.88% - Zsiyx AGA - - 4.50% 10.000% 42.84692 E4 YPD 95.200 2.87 - - - YY (P) - 4.80% - Jsqyw GRU - - 4.50% 8.500% 14.73003 B6 GGG 15.000 9.88 - - - YU - 5.19% - - - - - - - Retained
Tranche Comments
F: First Pay: 2022-05-25; Registration: 144X/Huo A;
G1: First Pay: 2022-05-25; Registration: 144G/Dmg R;
M2: First Pay: 2022-05-25; Registration: 144O/Nlk Q;
J3: First Pay: 2022-05-25; Registration: 144K/Wjv T;
E4: First Pay: 2022-05-25; Registration: 144L/Vsw K;
Y5: First Pay: 2022-05-25; Registration: 144I Uxsw;
B6: First Pay: 2022-05-25; Registration: 144A Numq;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C-2 APX 63.400 4.32 - - - O (H) - - - Ttije Pwlts 425w 425 3.00% 5.939% 26.24172 H-1 BTQ 13.700 4.76 - - - XX - - - Xktck Jnuts 275p 275 3.00% 4.439% 46.23398 T UQJ 668.100 4.68 - - - GGG - - - Iktbi Miyfu 150-155 145 3.00% 3.052% 14.97968
Tranche Comments
T: Registration: 144P/Tfk G;
H-1: Registration: 144L/Bth V;
C-2: Registration: 144Z/Xmp O;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q4 LEN 31.600 8.40 - - - AA (X) - 2.80% - Hhole NVT 4.875-5.000% - 4.70% 4.750% 88.31167 P2 AVG 38.700 7.60 - - - D (G) - 90.50% - Dhjms Ckrvo 185-195 195 3.15% 3.168% 39.78096 X1 UOP 84.100 9.73 - - - JJ (S) - 19.74% - Ayryo Mmgbj 135-145 145 2.57% 2.580% 24.17926 Y3 LCJ 20.400 1.10 - - - NNN (H) - 69.84% - Cqttz Wwbdo 275b 250 3.69% 3.718% 53.19680 E5 HAZ 41.800 3.30 - - - X - 3.40% - Lhgro HQW 6.375-6.500% - 6.00% 6.250% 41.84164 G FEG 366.600 6.17 - - - RRR - 80.43% - Nvcxw RPIA 80-85 75 1.26% 1.262% 27.14130
Tranche Comments
G: First Pay: 2021-12-27; Registration: 144O/Xbm L;
X1: First Pay: 2021-12-27; Registration: 144H/Jyf T;
P2: First Pay: 2021-12-27; Registration: 144O/Txc E;
Y3: First Pay: 2021-12-27; Registration: 144Z/Cjm M;
Q4: First Pay: 2021-12-27; Registration: 144X/Oyg R;
E5: First Pay: 2021-12-27; Registration: 144H Serf;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-1 BTB 88.200 9.58 - - - II - - - Abfmm Jwmok - 250 2.13% 3.672% 70.87923 M HSY 676.600 1.51 - - - VVV - - - Ihnmi Wuewk - 145 2.13% 2.401% 73.14268 P-2 VPX 8.300 1.84 - - - N - - - Unbxz Twzpw - 400 2.13% 5.172% 52.29158
Tranche Comments
M: First Pay: 2021-10-25; Registration: 144M/Hcv U;
V-1: First Pay: 2021-10-25; Registration: 144E/Kcm P;
P-2: First Pay: 2021-10-25; Registration: 144I/Izz W;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-2 MUT 5.100 6.24 - - - H - - - Qrxod Qqdno - 325 2.00% 4.124% 94.20079 N CEU 827.800 2.73 - - - SSS - - - Vjops Aoxxu - 135 1.97% 1.976% 463.00000 I-1 BOH 63.900 9.74 - - - FF - - - Vngfs Nznvn - 215 2.00% 3.024% 51.89718
Tranche Comments
N: First Pay: 2021-06-25; Registration: 144P/Vmx N;
I-1 : First Pay: 2021-06-25; Registration: 144J/Ooc C;
M-2: First Pay: 2021-06-25; Registration: 144Z/Qru G;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J1 WCV 772.000 1.47 - - - HHH - 92.53% - Ozlhc Ibxwc - 145 1.72% 1.725% 71.75830 X4 UNA 7.759 6.20 - - - KK - 8.00% - Crurj Yqvep - 755 6.00% 7.933% 77.88376 P2 WAG 31.800 7.40 - - - O - 7.49% - Rqsij Oqdaa - 350 3.63% 3.883% 80.71321 Y2 BVH 99.500 2.77 - - - LLL - 28.76% - Gcamo Xyhhl - 175 2.02% 2.025% 52.26913 D1 ZBH 65.200 8.90 - - - MM - 5.56% - Bqsei Scyry - 225 2.62% 2.633% 74.17470 K3 UTL 2.600 6.50 - - - MMM - 1.76% - Ykqee Ttqlj - 450 4.75% 4.883% 45.28716
Tranche Comments
J1: First Pay: 2020-11-25; Registration: 144V/Kjd B;
Y2: First Pay: 2020-11-25; Registration: 144E/Jjj O;
D1: First Pay: 2020-11-25; Registration: 144H/Vtb B;
P2: First Pay: 2020-11-25; Registration: 144X/Pqk T;
K3: First Pay: 2020-11-25; Registration: 144C/Ejq C;
X4: First Pay: 2020-11-25; Registration: 144L/Zor K;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W MTM 864.422 6.50 - - - GGG - 75.64% - Kprcl URRK - 145 1.71% 1.745% 18.13483 B5 WFC 29.975 3.47 - - - XC - 7.00% - Hwjpz UGC - - 7.75% 8.000% 14.13141 M3 GRC 73.318 4.75 - - - WWW - 39.10% - Dpneg Janau - 435 4.57% 4.615% 58.63300 B1 IMM 36.130 8.61 - - - MM - 38.67% - Yqfii Nhrqm - 190 2.15% 2.159% 12.33512 V2 RPJ 96.277 5.90 - - - E - 38.68% - Jrvgk Aoedu - 285 3.09% 3.111% 10.39069 O4 GVW 22.500 3.14 - - - JJ - 4.69% - Qwswz OWG - - 6.29% 6.375% 47.88263
Tranche Comments
W: First Pay: 2020-07-27; Registration: 144B/Gdr X;
B1: First Pay: 2020-07-27; Registration: 144Z/Ezq C;
V2: First Pay: 2020-07-27; Registration: 144F/Bis K;
M3: First Pay: 2020-07-27; Registration: 144F/Iht N;
O4: First Pay: 2020-07-27; Registration: 144H/Uld R;
B5: First Pay: 2020-07-27; Registration: 144R Nxpe;
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 J-4 UCC 5.790 6.82 Zo3 - - - - 1.80% - Imaqk Cqufk 275a 265 4.19% 4.228% 88.82118 S OUS 211.947 1.74 Kjj - - - - 65.30% - Evhbj JHAU 55-60 50 2.16% 2.168% 38.56235 M-1 KJZ 75.444 4.68 Wx3 - - - - 58.74% - Pjocp Ixgmb 80-85 75 2.33% 2.343% 49.73496 O-2 LQW 2.776 3.73 E3 - - - - 15.80% - Ttqrm Zmdeg 110-115 105 2.62% 2.637% 55.48666 Q-3 PFH 8.466 4.60 Duu3 - - - - 4.98% - Uhwaf Yfxxj 150-155 140 2.96% 2.982% 60.74740 S-5 ACE 8.341 9.20 BQ - - - - 2.00% - Agxgc HSD 6.5%c - 6.00% 6.375% 91.79757
Tranche Comments
S: Registration: 144X/Ubj O;
M-1: Registration: 144Q/Qpn P;
O-2: Registration: 144H/Ptu C;
Q-3: Registration: 144T/Luo A;
J-4: Registration: 144B/Efb X;
S-5: Registration: 144I Weox;
Collateral
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