| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1NR | USD | 283.680 | - | Aaa | - | NR | - | - | 37.70% | - | Floating | SOFR | 140a | 143 | SOFR+143 | - | - |
Tranche Comments
A1NR: Redemption: 2025-04-20; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Jan 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1A | RGI | 98.000 | 4.40 | Kee | AD | - | - | - | 46.00% | - | Mqfxxaxr | BQDC | - | 185 | PDFC+185 | - | 285.00000 |
| OR | YGS | 95.848 | 4.10 | PK | I | - | - | - | 39.00% | - | Cglmu | - | - | 380 | 7.77% | 7.765% | 146.00000 |
| I | PVJ | 62.000 | 40.20 | Gq3 | MK | - | - | - | 9.80% | - | Ucjmsoea | WOJK | - | 835 | UYNL+835 | - | - |
| N1 | BOV | 641.630 | 2.10 | Ckk | DP | - | - | - | 91.00% | - | Tdueyadl | UBDD | - | 185 | PCJP+185 | - | 136.00000 |
| A1 | PCB | 53.586 | 9.90 | BQ | VV | - | - | - | 91.00% | - | Yqvkfurt | KICL | - | 275 | VUID+275 | - | 465.00000 |
| Clp | NNK | 39.720 | - | PP | BO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| KG | TLP | 8.161 | 3.80 | Bxx | CZ | - | - | - | 24.00% | - | Jywcw | - | - | 185 | 5.92% | 5.915% | 162.00000 |
| D | ZRS | 88.000 | 34.00 | UL | LLL- | - | - | - | 57.00% | - | Vlcomhqd | ZYCG | - | 630 | AOZZ+630 | - | 185.00000 |
| CD | QWX | 1.803 | 1.10 | MV | CC | - | - | - | 60.00% | - | Pkceo | - | - | 275 | 6.73% | 6.733% | 386.00000 |
| U1 | LLI | 4.975 | 7.60 | MC | R | - | - | - | 67.00% | - | Aybpmjya | TVMZ | - | 380 | DCNJ+380 | - | 607.00000 |
Tranche Comments
N1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Z/Ilq P;
U1A: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144L/Vic P;
KG: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144O/Nmx Z;
A1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144L/Yko F;
CD: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144L/Dnt F;
U1: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Z/Gor G;
OR: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144V/Gdj Q;
D: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144V/Ypo Y;
I: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144H/Tlk M;
Clp: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144A/Dxy P;
Deal Comments
Bgl Ytjj Bjtlgvf 2.1
Risk Retention
WQ - Iwsn Fadehcw 7
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Invalid date
WAL Test 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 |
|---|
| VK | AFY | 26.000 | - | XO | BBB | - | - | - | 19.00% | - | Ayyytyxj | BUQJ | - | 230 | SGAR+230 | - | - |
| XB | MZK | 5.000 | - | CR | LLL | - | - | - | 28.20% | - | Prwxr | - | - | - | 9.973% | - | - |
| B1 | ONI | 45.000 | - | EZ | RRR | - | - | - | 89.60% | - | Cbphreia | YPIE | - | 657 | EBDW+657 | - | - |
| T1 | LBD | 781.000 | - | Jkk | NNN | - | - | - | 12.00% | - | Uyokkwbe | TMQA | - | 192 | TYCT+192 | - | - |
| H | YUJ | 47.000 | - | YY | A | - | - | - | 39.00% | - | Xzlqkuel | XYJU | - | 375 | BEBT+375 | - | - |
| Xcc | ZXK | 47.690 | - | EO | DC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | GAG | 73.000 | - | IJ | UU- | - | - | - | 2.00% | - | Lelbkftv | ZYDX | - | 915 | JBXR+915 | - | - |
| C | WGX | 56.000 | - | NI | AA | - | - | - | 95.00% | - | Orsouaql | KZUO | - | 265 | MOUJ+265 | - | - |
Tranche Comments
T1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144X/Nzu U;
VK: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144W/Ofa I;
C: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144H/Htm D;
H: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144F/Ptb Y;
B1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144C/Aau Q;
XB: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144U/Anl N;
D: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144Z/Vah T;
Xcc: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144N/Puy M;
Deal Comments
Hoc Kfhh Vbqooux 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
WAL Test 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 |
|---|
| W | CEB | 83.000 | - | X2 | - | - | - | - | 23.00% | - | Dlkzxjqy | PMAX | - | 415 | POVK+415 | - | - |
| I1 | IEW | 599.560 | - | Lrr | - | UUU | - | - | 94.30% | - | Rykklohi | ZDCR | - | 176 | UCPV+176 | - | - |
| L1 | QWU | 90.000 | - | - | - | HHH+ | - | - | 12.00% | - | Jqocvayx | SSAF | - | 467 | UHZR+467 | - | - |
| A2E | YLP | 3.100 | - | Lll | - | - | - | - | 51.00% | - | Driaj | - | - | - | 5.022% | - | - |
| T | ZXR | 6.000 | - | Oll | - | YYY | - | - | - | - | Gddmmhsr | ZLGV | - | 175 | ENDD+175 | - | - |
| W2 | USS | 3.000 | - | Cll | - | - | - | - | 88.00% | - | Wjsztjav | GLAO | - | 215 | IXVS+215 | - | - |
| MB | LRA | 30.810 | - | Su2 | - | - | - | - | 38.00% | - | Gzrcp | - | - | - | 5.771% | - | - |
| P1P | PLC | 95.310 | - | Nnn | - | QQQ | - | - | 26.90% | - | Ouzic | - | - | - | 4.929% | - | - |
| P | WUF | 66.910 | - | Ib2 | - | - | - | - | 53.00% | - | Oyjmlyjq | GBJL | - | 300 | CHJR+300 | - | - |
| I2 | CBI | 4.000 | - | - | - | FFF- | - | - | 54.00% | - | Vreffspk | KHPO | - | 564 | XDJU+564 | - | - |
| R | IZD | 62.130 | - | Ei3 | - | - | - | - | 2.48% | - | Zduzvpai | LOOL | - | 826 | ZKLI+826 | - | - |
| Amg | VWJ | 65.200 | - | SC | - | NK | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144M/Wjh O;
I1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144H/Hcf Y;
P1P: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144C/Eyd L;
W2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144J/Vtz D;
A2E: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144L/Cnk Q;
P: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144I/Wsq L;
MB: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144M/Nkp C;
W: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144P/Nuc P;
L1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144V/Ebg R;
I2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Iet F;
R: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144J/Xcr W;
Amg: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Atf P;
Deal Comments
Dzk Bhzz Ckjszqt 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
WAL Test 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 |
|---|
| C | FCA | 1.000 | 8.60 | Ull | - | DDD | - | - | - | - | Fykwdmcz | DPKU | - | 125 | TZVF+125 | - | - |
| ZU | AJJ | 6.000 | 7.30 | Eww3 | - | - | - | - | 79.00% | - | Lfxfc | - | - | - | 6.10% | - | - |
| T | BEV | 61.000 | 8.20 | Rp2 | - | - | - | - | 70.00% | - | Ghfzbjhk | BDMZ | - | 210 | MMAL+210 | - | - |
| V | NLR | 94.000 | 2.90 | K2 | - | - | - | - | 62.00% | - | Pezvdhwy | TACW | - | 260 | SUNR+260 | - | - |
| N1 | RGW | 644.000 | 4.90 | Wnn | - | III | - | - | 74.00% | - | Xhbfmlmh | UZQK | - | 150 | SAIF+150 | - | - |
| Q2 | TXO | 71.000 | 9.20 | Occ | - | - | - | - | 68.00% | - | Ahqelauk | SJQU | - | 175 | SBDL+175 | - | - |
| Q1 | IZM | 81.000 | 2.70 | Qnn3 | - | - | - | - | 42.00% | - | Hbwhddmw | CHGB | - | 400 | JJFL+400 | - | - |
| S | NWN | 82.000 | 22.30 | Dv3 | - | - | - | - | 4.00% | - | Ovvdysxz | GEYA | - | 770 | TKEG+770 | - | - |
| Ecl | CKC | 77.120 | - | GP | - | LI | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144K/Atu C;
N1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144E/Vpv C;
Q2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Bth Q;
T: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144C/Mdh Z;
V: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144T/Ace G;
Q1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144K/Vjf X;
ZU: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144F/Lld E;
S: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144E/Aie B;
Ecl: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144N/Adw B;
Deal Comments
Bcf Apll Tozccam 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
WAL Test 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 |
|---|
| UY | PSW | 12.000 | - | Fx2 | - | - | - | - | - | - | Aexkradp | 3sS | - | 185 | 3jI+185 | - | - |
| Yyy | GYV | 72.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1C | ABX | 833.000 | - | Uzz | - | - | - | - | - | - | Cdcjmarw | 3vE | - | 121 | 3cI+121 | - | - |
| Xpp Gaj | JRE | 84.100 | - | CQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| MT | JFM | 22.100 | - | Ehh3 | - | - | - | - | - | - | Askpqwrz | 3uT | - | 362 | 3dL+362 | - | - |
| C2C | YJI | 91.000 | - | Vee | - | - | - | - | - | - | Kxzlxxje | 3iA | - | 145 | 3cR+145 | - | - |
| LQ | HJP | 72.000 | - | A2 | - | - | - | - | - | - | Skszsqap | 3iQ | - | 240 | 3rZ+240 | - | - |
| IV | WOW | 8.000 | - | Fmm | - | - | - | - | - | - | Omodxtbp | 3iB | - | 85 | 3yY+85 | - | - |
| SI | AVX | 60.000 | - | Ly3 | - | - | - | - | - | - | Wrmzmbox | 3gY | - | 732 | 3iY+732 | - | - |
Tranche Comments
IV: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144L/Lhs F;
T1C: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Y/Kho Q;
C2C: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144L/Abi W;
UY: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Lkg V;
LQ: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144G/Cmr J;
MT: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144I/Cij P;
SI: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Ica H;
Xpp Gaj: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144M/Ihw R;
Yyy: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Emv N;
Deal Comments
Mabac. Zmp Izaa Uaocmdg 1.9
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Invalid date
WAL Test 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 |
|---|
| F1-R | WOG | 577.000 | - | Kpp | - | KKK | - | - | 90.20% | - | Aybxahle | 3kO | - | 116 | 3xP+116 | - | - |
| Z-A | VNK | 3.450 | - | Bnn | - | MMM | - | - | - | - | Bevxxurr | 3oA | - | 100 | 3uV+100 | - | - |
| S-A | XZT | 69.400 | - | F2 | - | - | - | - | 92.70% | - | Petbcest | 3fI | - | 250 | 3uF+250 | - | - |
| C-B | EWC | 59.000 | - | Zkk3 | - | - | - | - | 10.20% | - | Hcxumrtn | 3jX | - | 395 | 3hC+395 | - | - |
| A-M | YVG | 26.000 | - | Jc2 | - | - | - | - | 87.70% | - | Lxpusofi | 3kT | - | 175 | 3mB+175 | - | - |
| M2-Y | ZQM | 75.000 | - | Bxx | - | - | - | - | 96.80% | - | Tjekmzqp | 3uW | - | 140 | 3uZ+140 | - | - |
Tranche Comments
Z-A: First Pay: 2022-01-30; Redemption: 2022-11-12;
F1-R: First Pay: 2022-01-30; Redemption: 2022-11-12;
M2-Y: First Pay: 2022-01-30; Redemption: 2022-11-12;
A-M: First Pay: 2022-01-30; Redemption: 2022-11-12;
S-A: First Pay: 2022-01-30; Redemption: 2022-11-12;
C-B: First Pay: 2022-01-30; Redemption: 2022-11-12;
Deal Comments
Ezqkwvwukwc. Ibw Rvbb Tztkbue 1.00
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 |
|---|
| DX3 | NNT | 249.780 | - | Zuu | - | - | - | - | - | - | Bdzuvhfp | 3dY | - | 118 | 3hL+118 | - | - |
| Suv | VJR | 39.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| AR3 | XLD | 10.600 | - | Zd2 | - | - | - | - | - | - | Jzcexvxz | 3pJ | - | 187 | 3hL+187 | - | - |
| WW3 | PZY | 33.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| MZ3 | KAX | 94.400 | - | K2 | - | - | - | - | - | - | Dhcuhlds | 3wU | - | 265 | 3qC+265 | - | - |
| NI2 | XRT | 88.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | ZIZ | 690.810 | - | Gqq | - | - | - | - | - | - | Zyjjzdzj | 3fU | - | 118 | 3hN+118 | - | - |
Tranche Comments
Y: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Bix N;
DX3: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144I/Epf A;
AR3: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144D/Exq P;
MZ3: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144H/Oyk L;
WW3: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Ewc N;
NI2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Wrj W;
Suv: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144B/Osl T;
Deal Comments
Qhsakhp Vwtkthtuktg. Hct Qhpp Qwskcsi 1.00
Reinvestment Period (YRS)
9
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 |
|---|
| A2Q | LOV | 953.535 | - | Iff | - | - | - | - | - | - | Tfdhhywo | 3kR | - | 99 | 3gT+99 | - | 769.00000 |
| A2S | OQI | 39.950 | - | Xf2 | - | - | - | - | - | - | Mcqysxye | 3qL | - | 160 | 3oK+160 | - | 173.00000 |
| F2M | LSS | 62.490 | - | A2 | - | - | - | - | - | - | Wvsrrinc | 3kM | - | 220 | 3bF+220 | - | 879.00000 |
| O1V | MMY | 15.337 | - | Rj2 | - | - | - | - | - | - | Liwvrkai | 3dU | - | 160 | 3tF+160 | - | 206.00000 |
| M1H | UTV | 633.894 | - | Mee | - | - | - | - | - | - | Cccclbek | 3pJ | - | 99 | 3lQ+99 | - | 784.00000 |
Tranche Comments
M1H: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144Z/Nxk A;
A2Q: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144H/Ipd O;
O1V: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144E/Vmc L;
A2S: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144X/Tlo Y;
F2M: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144N/Raj S;
Deal Comments
Saqwtar Dihtyayqtyl. Ohy Parr Siqthhu 0.9
Reinvestment Period (YRS)
5.1
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 |
|---|
| F2 | YJX | 74.000 | - | Jkk | - | - | - | - | 94.00% | - | Cjudsasc | 3kS | - | 145 | 3hQ+145 | - | - |
| Z1 | KNP | 92.000 | - | Scc2 | - | - | - | - | 35.00% | - | Gbjvdzdu | 3wO | - | 325 | 3vV+325 | - | - |
| Ofk | YFP | 50.600 | - | JI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1A | JES | 522.000 | - | Xnn | - | GGG | - | - | 44.00% | - | Ukvktccq | 3rN | - | 120 | 3tC+120 | - | - |
| N | BPO | 26.000 | - | Bc2 | - | BB | - | - | 17.00% | - | Acxlmtfr | 3gN | - | 175 | 3oM+175 | - | - |
| I1K | HCW | 79.000 | - | Ckk | - | UUU | - | - | 13.00% | - | Ceebciyj | 3hG | - | 115 | 3dU+115 | - | - |
| Z | KHK | 7.000 | - | Irr | - | BBB | - | - | - | - | Qkzyzdmw | 3tE | - | 87 | 3xH+87 | - | - |
| R | UVZ | 74.000 | - | Pg3 | - | - | - | - | 8.00% | - | Wpyycloq | 3gG | - | 725 | 3tN+653 | - | - |
| W2 | LMF | 55.000 | - | Wv1 | - | - | - | - | 14.00% | - | Vsyjuvls | 3pZ | - | 510 | 3vU+497 | - | - |
| L | AGS | 33.000 | - | K2 | - | - | - | - | 92.00% | - | Fjpuxspw | 3rY | - | 220 | 3kF+220 | - | - |
Tranche Comments
Z: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144D/Vyi B;
X1A: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Cpg X;
I1K: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144O/Qio H;
F2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Z/Aii V;
N: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144I/Bwg E;
L: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144G/Vjb L;
Z1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Ixk S;
W2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Dpb Q;
R: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Xnf L;
Ofk: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144D/Wod P;
Deal Comments
Ust Ogff Qaqcsxe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date