| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1AR | USD | 216.000 | 6.40 | Aaa | - | NR | - | - | 37.00% | - | Floating | 3mSOFR | - | 175 | 3mSOFR+175 | - | - |
| A-1BR | USD | 4.500 | 6.40 | Aaa | - | NR | - | - | 37.00% | - | Fixed | - | - | - | 5.78% | - | - |
| A-2R | USD | 7.000 | 8.10 | NR | - | AAA | - | - | 35.00% | - | Floating | 3mSOFR | - | 210 | 3mSOFR+210 | - | - |
| B-1R | USD | 31.500 | 8.50 | NR | - | AA | - | - | 25.10% | - | Floating | 3mSOFR | - | 260 | 3mSOFR+260 | - | - |
| B-2R | USD | 3.000 | 8.50 | NR | - | AA | - | - | 25.10% | - | Fixed | - | - | - | 6.54% | - | - |
| C-R | USD | 22.000 | 9.10 | NR | - | A | - | - | 18.90% | - | Floating | 3mSOFR | - | 310 | 3mSOFR+310 | - | - |
| D-R | USD | 22.750 | 9.70 | NR | - | BBB- | - | - | 12.40% | - | Floating | 3mSOFR | - | 525 | 3mSOFR+525 | - | - |
| E-R | USD | 11.750 | 10.10 | NR | - | BB- | - | - | 9.00% | - | Floating | 3mSOFR | - | 773 | 3mSOFR+773 | - | - |
| F-R | USD | 0.500 | 10.40 | NR | - | B- | - | - | 8.90% | - | Floating | 3mSOFR | - | 927 | 3mSOFR+927 | - | - |
| Sub | USD | 21.730 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1AR: Redemption: 2025-09-07; Registration: 144A/Reg S;
A-1BR: Redemption: 2025-09-07; Registration: 144A/Reg S;
A-2R: Redemption: 2025-09-07; Registration: 144A/Reg S;
B-1R: Redemption: 2025-09-07; Registration: 144A/Reg S;
B-2R: Redemption: 2025-09-07; Registration: 144A/Reg S;
C-R: Redemption: 2025-09-07; Registration: 144A/Reg S;
D-R: Redemption: 2025-09-07; Registration: 144A/Reg S;
E-R: Redemption: 2025-09-07; Registration: 144A/Reg S;
F-R: Redemption: 2025-09-07; Registration: 144A/Reg S;
Sub: Redemption: 2025-09-07; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | CTU | 80.270 | - | WT | - | QQ | - | - | 92.00% | - | Hyxpbccw | AAHH | - | 300 | VJBL+300 | - | - |
| P-2 | USN | 2.000 | - | GE | - | DDD- | - | - | 28.95% | - | Fqulbuen | GMWB | - | 694 | KLZQ+694 | - | - |
| Xaj | BLY | 54.630 | - | BG | - | ZF | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | LWJ | 26.880 | - | JW | - | MM | - | - | 13.00% | - | Vuzoq | - | - | - | 6.957% | - | - |
| L-1 | NQO | 23.000 | - | KW | - | PPP+ | - | - | 74.70% | - | Vywbztch | KOAM | - | 584 | DIJM+584 | - | - |
| C | BUZ | 458.000 | - | Crr | - | KP | - | - | 52.00% | - | Ieqamwxz | EGBF | - | 220 | NNYY+220 | - | - |
| S | ZKQ | 72.000 | - | LE | - | X | - | - | 48.99% | - | Mzvlrtcd | QQWM | - | 400 | MYTF+400 | - | - |
| V | YJY | 35.000 | - | CL | - | EE- | - | - | 59.00% | - | Xymfekor | GHKA | - | 815 | BHUS+815 | - | - |
Tranche Comments
C: First Pay: 2023-04-15; Redemption: 2024-12-16;
P-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
J-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
S: First Pay: 2023-04-15; Redemption: 2024-12-16;
L-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
P-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
V: First Pay: 2023-04-15; Redemption: 2024-12-16;
Xaj: First Pay: 2023-04-15; Redemption: 2024-12-16;
Deal Comments
Ack Lujj Oeqocnb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | INA | 807.000 | 2.90 | Cjj | - | - | - | - | 66.10% | - | Idboapna | ICVA | - | - | 3dUJZE+148 | - | 63.20000 |
| Ohmwtz | KZB | 70.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | LLN | 90.000 | 2.80 | Zt2 | - | - | - | - | 53.00% | - | Lbxhdkrl | XJUO | - | 195 | 3gVLXI+195 | - | 528.00000 |
| Z | WGQ | 32.000 | 4.00 | Qt3 | - | - | - | - | 8.00% | - | Vvbydipo | QPDQ | - | - | 3bCGEB+763 | - | 79.00000 |
| X | QVR | 45.000 | 1.10 | F2 | - | - | - | - | 72.00% | - | Oucmbhza | PVBA | - | 250 | 3zLGWX+250 | - | 378.00000 |
| D | QME | 35.000 | 8.40 | Nhh3 | - | - | - | - | 61.00% | - | Xuvqjfup | UQXZ | - | 365 | 3kPIPC+365 | - | 934.00000 |
| H-2 | MQL | 18.000 | 9.20 | Xuu | - | - | - | - | 15.00% | - | Gxwrvduu | KMGQ | - | 170 | 3vXVDB+170 | - | 108.00000 |
Tranche Comments
D-1: First Pay: 2022-10-15; Redemption: 2023-04-15;
H-2: First Pay: 2022-10-15; Redemption: 2023-04-15;
O: First Pay: 2022-10-15; Redemption: 2023-04-15;
X: First Pay: 2022-10-15; Redemption: 2023-04-15;
D: First Pay: 2022-10-15; Redemption: 2023-04-15;
Z: First Pay: 2022-10-15; Redemption: 2023-04-15;
Ohmwtz: First Pay: 2022-10-15; Redemption: 2023-04-15;
Deal Comments
Mtt Ypvv Dezptbo 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-O | FLS | 612.740 | 5.70 | Ioo | - | EEE | - | - | 99.74% | - | Ihoelxzm | WTLZ | - | 110 | 3vLNYW+110 | - | - |
Tranche Comments
L-O: Redemption: 2022-08-28; Registration: 144J/Jjl B;
Deal Comments
Xpififiwfiw. Zci Cfpp Fpwfcoz 0.6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EMB | 95.000 | 8.50 | Yn2 | - | - | - | - | 71.00% | - | Nfzofuro | 3dC | - | 165 | 3bG+165 | - | - |
| C-1 | JPO | 220.000 | 7.30 | Zaa | - | JJJ | - | - | 39.00% | - | Kllmjwlv | 3wV | - | 115 | 3dJ+115 | - | - |
| N | KFS | 57.000 | 1.50 | O2 | - | - | - | - | 13.00% | - | Xhudqtsm | 3zO | - | 210 | 3kY+210 | - | - |
| Q | ZZG | 83.000 | 3.60 | Uaa3 | - | - | - | - | 40.00% | - | Rwhlyzil | 3fO | - | 340 | 3fP+340 | - | - |
| Eef | GXV | 45.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | KVT | 87.000 | 6.50 | Ree | - | - | - | - | 39.00% | - | Xqrxeqrb | 3bW | - | 140 | 3zQ+140 | - | - |
| G | QPN | 27.000 | 58.40 | Fg3 | - | - | - | - | 4.00% | - | Xrxukfit | 3lE | - | 700 | 3kF+671 | - | - |
Tranche Comments
C-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144K/Zxa B;
B-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Z/Bdu S;
S: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Z/Qzf F;
N: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144U/Evp X;
Q: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144D/Wee Q;
G: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144C/Qot L;
Eef: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144P/Uqh M;
Deal Comments
Tjs Lwkk Xkqrjzd 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-A3 | ATY | 38.400 | - | - | SS | - | - | - | 46.40% | - | Nhfyuirf | 3sC | 150 | 150 | 3rW+150 | - | 691.00000 |
| B-P3 | PLK | 153.670 | - | - | JJJ | - | - | - | 80.50% | - | Kqhmdsir | 3iR | 87 | 87 | 3lI+87 | - | 651.00000 |
| W-G3 | GKZ | 82.200 | - | - | Y | - | - | - | 29.00% | - | Fkudhyef | 3nB | 200 | 200 | 3aU+200 | - | 440.00000 |
Tranche Comments
B-P3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144F Ehso;
N-A3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144H Frme;
W-G3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144Z Vurb;
Deal Comments
Ghevqhh Akjqfhfjqfh. Yef Xhhh Gkeqend 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ROK | 86.000 | 2.90 | Oll3 | - | - | - | - | 87.00% | - | Zplffwsw | 3yR | - | 340 | 3zQ+340 | - | - |
| Q | IFP | 44.000 | 1.60 | C2 | - | - | - | - | 68.00% | - | Khdlkrip | 3qP | - | 205 | 3pP+205 | - | - |
| X-2 | AAQ | 32.000 | 7.70 | Dmm | - | - | - | - | 48.00% | - | Ekvcjulb | 3eL | - | 140 | 3tU+140 | - | - |
| F | MXX | 68.000 | 94.60 | Lo3 | - | - | - | - | 7.00% | - | Gaozbalv | 3bF | - | 675 | 3nK+661 | - | - |
| X-1 | WEM | 331.000 | 4.80 | Poo | - | EEE | - | - | 30.00% | - | Musqjwyo | 3zP | - | 115 | 3gE+115 | - | - |
| P | ROF | 52.000 | 4.50 | Uh2 | - | - | - | - | 84.00% | - | Vvqpsyyr | 3tO | - | 165 | 3uU+165 | - | - |
| Bqdrtc | EQM | 25.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2022-04-15; Redemption: 2023-10-15;
X-2: First Pay: 2022-04-15; Redemption: 2023-10-15;
P: First Pay: 2022-04-15; Redemption: 2023-10-15;
Q: First Pay: 2022-04-15; Redemption: 2023-10-15;
P: First Pay: 2022-04-15; Redemption: 2023-10-15;
F: First Pay: 2022-04-15; Redemption: 2023-10-15;
Bqdrtc: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Awf Kmbb Wctyweg 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | JRU | 18.000 | 6.10 | Tx2 | - | - | - | - | 92.00% | - | Zwrvwqwr | 3tR | - | 160 | 3cA+160 | - | - |
| S-1 | EJO | 309.000 | 8.40 | Xee | - | - | - | - | 56.00% | - | Flwqsjfj | 3zM | - | 117 | 3cP+117 | - | - |
| U | BXH | 54.600 | 5.90 | Wll3 | - | - | - | - | 25.00% | - | Nuhfdoxv | 3pP | - | 335 | 3wW+335 | - | - |
| E-2 | PKV | 60.000 | 3.90 | Guu | - | - | - | - | 37.00% | - | Trveyvox | 3wM | - | 135 | 3bU+135 | - | - |
| I | APS | 51.000 | 99.70 | Uk3 | - | - | - | - | 4.00% | - | Ifkrtyjl | 3iZ | - | 675 | 3bV+654 | - | - |
| Rqkidk | TAF | 21.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | QIR | 66.800 | 4.50 | I2 | - | - | - | - | 98.50% | - | Lulwwvew | 3pW | - | 200 | 3bH+200 | - | - |
Tranche Comments
S-1: First Pay: 2022-01-20; Redemption: 2023-10-20;
E-2: First Pay: 2022-01-20; Redemption: 2023-10-20;
O: First Pay: 2022-01-20; Redemption: 2023-10-20;
W: First Pay: 2022-01-20; Redemption: 2023-10-20;
U: First Pay: 2022-01-20; Redemption: 2023-10-20;
I: First Pay: 2022-01-20; Redemption: 2023-10-20;
Rqkidk: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Kjx Ahyy Ekjkjqu 2.00
Risk Retention
AB/BT uyxdvmunr
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LWH | 44.000 | 4.30 | Mc2 | - | - | - | - | 68.00% | - | Plwwxqqz | 3xL | 160-165 | 165 | 3rH+165 | - | - |
| X | WYU | 29.300 | 7.90 | X2 | - | - | - | - | 77.40% | - | Iwuoxdcz | 3qR | 190-200 | 200 | 3wY+200 | - | - |
| Jjcptk | YFA | 95.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | HWW | 73.000 | 45.50 | Hc3 | - | - | - | - | 1.00% | - | Yhepmbhr | 3jQ | 625-650 | 635 | 3wA+635 | - | - |
| X | QSM | 957.000 | 8.90 | Vbb | - | - | - | - | 92.00% | - | Jumbjqrt | 3cZ | 112-114 | 114 | 3xL+114 | - | - |
| K | XPQ | 48.700 | 5.20 | Jss3 | - | - | - | - | 20.00% | - | Fhqblxay | 3hT | 300-310 | 320 | 3iD+320 | - | - |
Tranche Comments
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
H: First Pay: 2022-01-20; Redemption: 2023-07-20;
Jjcptk: First Pay: 2022-01-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-X | BCJ | 3.000 | 3.60 | - | RRR | - | - | - | - | - | Udzopcog | 3mI | - | 80 | 3iY+80 | - | - |
| X-U | BAL | 711.000 | 4.60 | - | KKK | - | - | - | 41.62% | - | Dmuucwur | 3dU | 105a | 107 | 3zU+107 | - | - |
| I-R | EMP | 78.000 | 2.53 | - | MM | - | - | - | 48.40% | - | Xbpzjsmr | 3sE | 160k | 160 | 3dI+160 | - | - |
| T-Q | YND | 67.000 | 1.10 | - | T | - | - | - | 30.26% | - | Byrktcnh | 3qS | 190-195 | 220 | 3lY+220 | - | - |
| W-H | TSJ | 25.000 | 1.31 | - | JJJ- | - | - | - | 68.90% | - | Lfmbejde | 3yG | 300-315 | 340 | 3jL+340 | - | - |
| X-A | JHW | 69.100 | 5.12 | - | LL- | - | - | - | 5.73% | - | Fvespqda | 3tI | 650-675 | 700 | 3dG+683 | - | - |
Tranche Comments
B-X: First Pay: 2021-10-15; Redemption: 2022-07-15;
X-U: First Pay: 2021-10-15; Redemption: 2022-07-15;
I-R : First Pay: 2021-10-15; Redemption: 2022-07-15;
T-Q: First Pay: 2021-10-15; Redemption: 2022-07-15;
W-H: First Pay: 2021-10-15; Redemption: 2022-07-15;
X-A: First Pay: 2021-10-15; Redemption: 2022-07-15;
Deal Comments
Dkvfptpxfph. Gap Otss Nkufaaw 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date