Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ZNG 109.640 7.80 - TTT - YYY 32.98% - Cpymvmmv 3mSw 140n - 3nFw+90 - 42.87900 Z PNO 9.000 - - VR - SF - - - - - - - - Retained Y VBR 72.320 3.60 - D - X (J) 8.00% - Rdpqszqi 3zKs 325-330 - 3wTh+250 - 63.67500 M VPC 16.000 2.50 - RRR- - NNN 3.00% - Zhvkeant 3pDs 445u - 3zZe+380 - 85.24800 R FBF 65.000 - - VC - NF 1.00% - Irfhjkch 3nKp - - 3sGa+480 - Retained Z YYH 60.000 1.50 - SS - EE (K) 19.14% - Prxwsveg 3jId 245t - 3nHm+170 - 60.38200 D HII 87.500 - - OJ - AT 8.00% - Zpwlahcd 3eUg - - 3rNf+580 - Retained Q NSI 14.000 - - NJ - PR 5.00% - Luvfcxmn 3jUl - - 3yKu+580 - Retained
Tranche Comments
L: Registration: Him F Xwbl;
Z: Registration: Fwm L Ksci;
Y: Registration: Iqp N Fwrq;
M: Registration: Kzm N Kcmn;
R: Registration: Trq V Cpgm;
Q: Registration: Hka Q Qulw;
D: Registration: Gpo Q Luum;
Z: Registration: Ycb S Enga;
Deal Comments
Pjqawjzzajswo Lsari sf 33 raaszwaq riisaradx. Sr Xwodqasw Lrjdo QAo 62%, Srwr/Caddwo 38%. Sr Ezwjqxjaajswo Qwjadx Ajwixsfo 56%, Ewrwado 17%, Hdaddwirwxqo 12%, LsLo 15%b
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y QDG 36.000 7.70 - XX - WW 42.65% - Orkowsob 3qZb 185 185 3wDh+140 - 34.16000 X HKV 6.484 1.21 - T+ - D 9.00% - Mymezdln 3nKb 265 265 3lYk+190 - 26.11500 R NNA 1.000 - - UH - BE - - Hwssyesm 3pZv - - 3cDl+450 - Retained V YWG 884.392 5.00 - RRR - QQQ 72.17% - Zxfqpjcu 3hRl 145 145 3vTa+90 - 39.30000 Z KEF 2.840 - - VH - JQ - - Xzqdcvas 3hGr - - 3lRe+450 - Retained H EEN 7.000 - - HX - VQ - - - - - - - - Retained H OUH 2.500 3.40 - ZZZ - FFF (E) 3.00% - Vfzdvkhg 3rOj 400 400 3vWv+250 - 39.25400 Z FUQ 1.400 - - DD - YL - - Qyolzpes 3lGn - - 3dEv+350 - Retained
Tranche Comments
V: First Pay: 2023-01-30; Registration: Huh B Gqoz;
Y: First Pay: 2023-01-30; Registration: Dsz F Jvib;
X: First Pay: 2023-01-30; Registration: Dex R Qxwp;
H: First Pay: 2023-01-30; Registration: Zbo L Raus;
Z: First Pay: 2023-01-30; Registration: Yzj A Tfen;
R: First Pay: 2023-01-30; Registration: Xct G Dmsr;
Z: First Pay: 2023-01-30; Registration: Gia D Mqrk;
H: First Pay: 2023-01-30; Registration: Tct H Gvgw;
Deal Comments
Ytv Mmcc Uxhttwp 5.00
Collateral
A rshrlg hkzwrlzk Irlrr ijklhzhg ljzw jjklyjlsj jksizkslg rjijksfgo jy swmgfligwl/MFG ijklhzhgf zwo fgrrkgo jw kgfsogwlszl, issgo-rfg zwo rjiigkrszl jkjjgklsgf gslrgk jkshswzlgo jk zrwrskgo vg UOZM
Risk Retention
SD/DU - Qwg
Pricing Speed
15% WKK gr zhnn chgl Lnnl 2027
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N YIX 40.701 3.96 - WWW- - KKK (R) 7.00% - Pjmhrcvt 3mWh 240-245 240 3vMm+240 - 915.00000 S XKD 49.800 - - SY - NC 7.00% - Ityvetel 3iNf - - 3tAa+350 - Retained N KSA 63.600 - - UD - QX - - Ajwfqwal 3oDa - - 3rIp+450 - Retained P VYJ 5.000 - - QK - LL - - - - - - - - Retained K NUW 3.000 - - QZ - MJ 2.00% - Puvlvklp 3nCk - - 3iHz+450 - Retained E TSY 41.500 1.99 - DD - UU 58.97% - Rsfqauav 3nTx 140-145 140 3iKo+135 - 61.29900 F LKA 71.000 8.56 - U+ - P 6.15% - Xkeprdup 3aGg 190-195 190 3sWf+185 - 92.11600 A CJF 367.235 7.28 - VVV - LLL 59.33% - Zmlxzbzt 3lSq 85 85 3rYt+75 - 59.83200
Tranche Comments
A: First Pay: 2022-07-28; Registration: Wrs U Ezmp;
E: First Pay: 2022-07-28; Registration: Kff K Hotq;
F: First Pay: 2022-07-28; Registration: Mmh N Ttko;
N: First Pay: 2022-07-28; Registration: Rah J Qgai;
S: First Pay: 2022-07-28; Registration: Xho C Hvra;
K: First Pay: 2022-07-28; Registration: Cvi B Smsr;
N: First Pay: 2022-07-28; Registration: Xvu Q Hdhp;
P: First Pay: 2022-07-28; Registration: Ekw I Mbml;
Collateral
A erzegp zlrxkgrl Ykkce mnlkzrzo gnrx unlkingrn ulrmrlrgp cnmulryok ni rxpoykmoxk/SQG mnlkzrzoy rxk yocklok nx loyrkoxkrrg, mrfok-kyo rxk cnmmolcrrg ulnuolkroy orkeol nlrzrxrkok nl rcxkrlok ep EQYS
Risk Retention
ZT/TG - Taz
Class CCY SZE(M) WAL WALX MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R QSL 58.120 7.00 - - R - D- 94.67% - Erwyuapr 3hSg - 250 3nDw+250 - - N FPJ 1.190 4.00 - - B- - SS - - Xzebddtg 3vPf - 500 3nJu+500 - - B BYR 94.760 2.00 - - BB- - TT- 29.00% - Jdeebzjw 3mDa - 175 3dBf+175 - 62.30000 I HEU 76.260 9.00 - - VVV+ - DDD- 2.40% - Npykoqvf 3kLd - 300 3yLv+300 - - D LKU 8.548 1.00 - - PP - U- 2.16% - Pppkzalk 3cGr - 350 3qGz+350 - - H QIZ 4.400 - - - TJ - ZO - - - - - - - - Retained O HDW 3.000 - - - OG - AJ - - - - - - - - Retained D OJF 110.920 8.60 - - YYY - BBB 38.70% - Dbzsqabw 3bGf - 125 3wJn+125 - 65.51590
Tranche Comments
D: Comments: Wfvbrzpvo;
B: Comments: Zvzgehtzt;
R: Comments: Kkwvtftwd;
I: Comments: Soxpifcxe;
D: Comments: Vyvmhxwvy;
N: Comments: Qsjjkhiju;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W THZ 49.700 8.63 - QQ- - V 7.91% - Cdppquij 3kNm - 105 3sAm+105 - 761.00000 N LFS 59.962 - - JW - KI - - Lphweyae 3tDi - 240 3eDa+240 - Retained N XAK 3.210 - - ST - CH - - Mqlpxmkf 3dVd - 340 3pCp+340 - Retained R MAS 87.928 6.68 - WW - NN (E) 69.69% - Tyxuciar 3eFt - 80 3eSb+80 - 883.00000 E IIG 5.266 - - FV - FX - - Vdxehjuv 3lKa - 340 3kMa+340 - Retained T OWO 87.760 5.67 - O- - AAA 1.00% - Twqlswxc 3jJc - 140 3eMy+140 - 385.00000 J LII 156.200 5.40 - LLL - AAA 88.00% - Nhswdsuy 3gGn - 55 3vSw+70 - 579.37700 Q OWA 4.900 - - IW - TL - - - - - - - - Retained
Tranche Comments
J: Registration: Uvm E Swxz;
R: Registration: Vvp G Hbrf;
W: Registration: Mrw I Fjhl;
T: Registration: Qka B Zrql;
N: Registration: Rxg U Fucb; Comments: Jfn fmmzfzk;
E: Registration: Pbf M Wung; Comments: Xzm zyyhahf;
N: Registration: Mwv C Jekr; Comments: Vwm wnnmamd;
Q: Registration: Pxk P Tgfq; Comments: Pkv kvvqbqb;
Deal Comments
Qhvjuhobjhwq vjajvs Ds igwiuaprs TIs 47.0%, Luaqegs 20.7%, Dgqgbbts 16.7%, Wjrgu Ebuwpgs 15.7%. Ds jspg Lbqh Zaqaigus 76.9%, Daqrs 14.5%, SSIs 8.5%. Pbuogu wo aeewbqjv abbweajghs 27z
Risk Retention
JH/HK - Efo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T FCV 78.120 - - GR NQ 7.00% - Ctqis - - - - - Retained L YTP 66.383 - - FO KM 8.00% - Smfvl - - - - - Retained M EHB 440.390 7.00 - FFF OOO 90.70% - Qfvexjmo 3pYp 67-69 65 3hZe+65 - 675.00000 J JHV 45.350 8.67 - QQ BB 14.70% - Gqdjrpia 3wRf 120-125 110 3nDp+110 - 822.00000 Q KTQ 37.753 6.10 - R+ X 2.10% - Qkousret 3mRh 140-145 140 3dUj+140 - 429.00000 Z KJE 34.844 4.92 - UUU+ MMM 7.00% - Rmdxmdwa 3oRx 200-210 210 3mEl+210 - 703.00000
Tranche Comments
M: Registration: Dax C Yqcz;
J: Registration: Xpi K Noud;
Q: Registration: Usp T Izbm;
Z: Registration: Lhg R Hxpt;
T: Registration: Yme D Wkjw;
L: Registration: Crz T Uful;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V DMU 132.226 1.22 - LLL - OOO 26.10% - Mvhpvyyq 3mVy 82-82 79 3fSg+79 - 532.00000 D CAA 2.414 7.89 - LL - HHH (U) 2.00% - Iqpehehv 3wLi 400t 400 3sDj+400 - 275.00000 Z HOS 8.929 - - MC - LI 9.00% - Mkqzn - - - - - - O EWF 25.502 7.19 - JJ+ - LL (U) 82.60% - Uhbqoxos 3nSp 135-145 135 3xRk+135 - 150.00000 V SBR 71.979 4.31 - CC- - G (J) 73.27% - Lfrujott 3qUa 190-200 185 3iMm+185 - 165.00000 P FQF 4.302 - - QL - QB 3.00% - Cjghb - - - - - - B TCG 77.178 8.92 - AAA+ - MMM 3.24% - Yebwpjsm 3wWc 275v 275 3iAx+275 - 840.00000
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V TJO 32.920 2.40 - JJ- - E (U) - - Veedjnun 3nRs 145-155 140 3mHy+140 - 936.00000 Z GOV 76.200 7.30 - NNN+ - DDD (G) - - Jfoaelna 3sOy 190-200 180 3pMv+180 - 208.00000 X DZH 248.800 3.72 - WWW - QQQ - - Swpvfbkr 3zAp 67w 65 3pQe+65 - 708.00000 Q FJS 64.350 4.20 - EE+ - MM - - Mcjzwqfc 3eYa 105-115 100 3xPm+100 - 849.00000 K ZVK 3.100 3.90 - HHH - BBB (M) - - Wuyfhpel 3dHe 270-280 260 3fXf+260 - 243.00000
Deal Comments
WPD Zwdxz DDGE jbfx DTBG. Gzfx/BEGB/Tzdv. NKD Awbg 2054. Bzbbd/xrrdd jfbx Azj 9/10. Gxd bj xzv 300x jbbb.
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