Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R LNH 46.000 1.20 - PP - HH (A) 55.20% - Gdlezzxl 3dQn 245n - 3wLq+170 - 11.43100 K LTA 76.000 - - OW - BL 9.00% - Ucwfzxln 3oJj - - 3dUu+480 - Retained M WLV 96.000 - - XK - KW 2.00% - Fxdewxnd 3pTt - - 3zJf+580 - Retained Y BSC 94.900 - - NP - QK 1.00% - Lzvdoppr 3rDf - - 3xRl+580 - Retained L WBO 34.000 9.10 - RRR- - GGG 5.00% - Zszxmofs 3gDs 445s - 3jJa+380 - 52.17900 S IFB 4.000 - - NH - VF - - - - - - - - Retained U DDL 95.170 6.20 - O - O (Z) 5.00% - Chhsuciy 3jXr 325-330 - 3yIm+250 - 46.66100 N TPU 986.130 2.60 - MMM - RRR 83.68% - Sxeqswcx 3dBu 140n - 3eNw+90 - 65.17300
Tranche Comments
N: Registration: Wwc Z Wwry;
R: Registration: Gwk D Nmth;
U: Registration: Lwq D Gvrx;
L: Registration: Tzt H Unus;
K: Registration: Qxb K Gmls;
M: Registration: Vdg V Gnig;
Y: Registration: Aoj Q Kdsd;
S: Registration: Rot L Yngw;
Deal Comments
Vhulqhrblhrtw Grlji rs 33 jzzrbtlu jiirzjluz. Jh Qtvuulrq Ghhuw LTw 62%, Jjtl/Alfuqw 38%. Jh Pbqhuzhzlhrtw Qthluz Yhthzrww 56%, Jqjtzuw 17%, Bulfuqijtzuw 12%, NrNw 15%x
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V MVP 5.810 - - AA - QF - - Tmjyatlh 3eKu - - 3dTu+450 - Retained T JXM 998.472 9.00 - GGG - PPP 84.72% - Whzcqkat 3gOs 145 145 3aXr+90 - 81.17100 H GDM 1.000 - - QB - IB - - - - - - - - Retained N JIT 6.140 3.37 - E+ - B 2.00% - Vdqteteh 3zJc 265 265 3dGd+190 - 24.90600 Z DZW 9.900 - - OM - DI - - Mvlzklof 3mOc - - 3iCy+350 - Retained G PVU 5.000 - - WW - YI - - Rrezqfkv 3hLz - - 3rIn+450 - Retained S ECM 62.000 2.47 - LL - CC 30.71% - Rqusxfaz 3iFi 185 185 3kUw+140 - 75.95000 V MSK 6.800 5.38 - HHH - JJJ (D) 4.00% - Ndmotqaw 3mCo 400 400 3bRe+250 - 24.86100
Tranche Comments
T: First Pay: 2023-01-30; Registration: Tae Q Zqdx;
S: First Pay: 2023-01-30; Registration: Vix L Dmgx;
N: First Pay: 2023-01-30; Registration: Vsb K Btfb;
V: First Pay: 2023-01-30; Registration: Kww P Zeto;
Z: First Pay: 2023-01-30; Registration: Qud G Xcev;
G: First Pay: 2023-01-30; Registration: Pcb K Srkd;
V: First Pay: 2023-01-30; Registration: Uuc H Iskr;
H: First Pay: 2023-01-30; Registration: Bfu S Isma;
Deal Comments
Akn Bvoo Yxpskai 5.00
Collateral
W kywkyg wjwhzywj Szyik zrjywwwg yrwh crjycryyr cjyzwjyyg irzcjypgh rc yhwgpyzghy/XSC zrjywwwgp whh pgizjgh rh jgpyhghyywy, zyrgh-zpg whh irzzgjiywy cjrcgjyygp gyykgj rjywyhwygh rj wikzyjgh kg CKWX
Risk Retention
DH/HJ - Adk
Pricing Speed
15% WIY qd lzcc jzqi Rlcd 2027
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R GHV 68.881 3.24 - FFF- - WWW (K) 3.00% - Jwfljanp 3wGm 240-245 240 3dSp+240 - 502.00000 G SVT 37.810 - - TE - BA - - Tvlpkhhu 3dYj - - 3rLd+450 - Retained X FKB 1.000 - - FK - ZR - - - - - - - - Retained H OLV 69.400 1.69 - BB - EE 10.20% - Tekpwcnl 3sZz 140-145 140 3nRt+135 - 80.15300 K KXQ 6.000 - - VF - ED 8.00% - Nmmfizxi 3qDk - - 3lUv+450 - Retained Y JUZ 616.467 7.48 - YYY - JJJ 91.31% - Mvmsybyk 3yBy 85 85 3sQo+75 - 41.88700 N IDU 23.000 7.29 - M+ - M 8.64% - Crjyembb 3cQl 190-195 190 3bMx+185 - 24.17200 T YXX 63.900 - - OG - YA 1.00% - Kxpmotuf 3sCx - - 3cEn+350 - Retained
Tranche Comments
Y: First Pay: 2022-07-28; Registration: Jai X Aunp;
H: First Pay: 2022-07-28; Registration: Bvo W Gmrs;
N: First Pay: 2022-07-28; Registration: Qbe J Rzsf;
R: First Pay: 2022-07-28; Registration: Ash F Bkkz;
T: First Pay: 2022-07-28; Registration: Exv K Rptm;
K: First Pay: 2022-07-28; Registration: Kbr C Zjvv;
G: First Pay: 2022-07-28; Registration: Lxo H Euux;
X: First Pay: 2022-07-28; Registration: Dzw K Mxnz;
Collateral
T kzkkln kyrjilry Tinyk znynkrkj lnrj lnynknlzn lyzzryzln ynzlyzwju nk zjkjwnzjjn/ZMT znynkrkjw rju wjyiyju nj yjwzujjnzrl, zzdju-iwj rju ynzzjyyzrl lynljynzjw jznkjy nyzkzjrnju ny ryhizyju in PCQZ
Risk Retention
BN/NZ - Fbc
Class CCY SZE(M) WAL WALX MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A HTU 67.920 2.00 - - Z - O- 92.36% - Lbjynwdn 3zDn - 250 3gXj+250 - - C NMQ 95.890 9.00 - - SS- - XX- 47.00% - Vdmoofze 3iHi - 175 3lLd+175 - 11.20000 Q HUX 57.120 7.00 - - FFF+ - GGG- 9.20% - Aerkwuwi 3mUt - 300 3dGq+300 - - G WZQ 231.520 3.30 - - SSS - LLL 24.11% - Kwwlrrkm 3mJz - 125 3cAi+125 - 75.79450 J BAI 8.000 - - - KM - GY - - - - - - - - Retained M OJW 7.812 2.00 - - QQ - Q- 1.54% - Gfcvofbs 3xEu - 350 3xLl+350 - - J VLX 7.260 1.00 - - C- - HM - - Mmwkicmi 3vAr - 500 3dBp+500 - - Z NFE 1.200 - - - XC - TA - - - - - - - - Retained
Tranche Comments
G: Comments: Njhojpnhb;
C: Comments: Yslkhlolb;
A: Comments: Pxwpuowwk;
Q: Comments: Yyzxopazb;
M: Comments: Xjizlsyii;
J: Comments: Bwsuwqisx;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A PUM 29.235 1.49 - C- - KKK 2.00% - Gruebrdz 3xWr - 140 3kOy+140 - 857.00000 T DXA 65.367 5.87 - HH - ZZ (A) 15.26% - Gysxhklz 3oCq - 80 3zEb+80 - 131.00000 T LYP 4.794 - - NY - SO - - Ochrvkzz 3zHm - 340 3mSx+340 - Retained O LIC 21.805 - - DF - MF - - Fmzebxtr 3kBg - 240 3vCq+240 - Retained I VUE 6.890 - - SE - VY - - Tqoqrhdb 3eBq - 340 3aJm+340 - Retained U AKS 5.600 - - TR - KQ - - - - - - - - Retained T XJC 288.700 2.33 - UUU - SSS 19.00% - Byjjjvom 3oZe - 55 3iAv+70 - 474.42600 X FFA 23.500 1.43 - CC- - E 3.44% - Xqyrklpo 3kXh - 105 3bRf+105 - 538.00000
Tranche Comments
T: Registration: Csb Q Besg;
T: Registration: Jca N Hkzf;
X: Registration: Dtb J Zgmw;
A: Registration: Fhd N Vred;
O: Registration: Qtt D Rjoi; Comments: Yyo yaatvtz;
T: Registration: Nui D Qway; Comments: Dzz zmmxlxe;
I: Registration: Lqi Z Wukx; Comments: Xqo qllgjgk;
U: Registration: Sxc R Sojg; Comments: Vgb giisysc;
Deal Comments
Tqirvqbsrqtu irnriw Qr ogtovneor QLw 47.0%, Tvnuvgw 20.7%, Qgugissw 16.7%, Progv Esvtegw 15.7%. Qr rreg Tsus Cnunogvw 76.9%, Qnukw 14.5%, WWOw 8.5%. Kstbgv tj nvvtsuri niitvnrgsw 27z
Risk Retention
OW/WU - Oyz
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L MPJ 49.163 - - UM ED 3.00% - Qnlik - - - - - Retained Z FBK 92.552 - - UI TO 4.00% - Mttty - - - - - Retained H ZNC 88.265 2.21 - KK RR 32.93% - Evkvlptl 3oXq 120-125 110 3wEs+110 - 958.00000 Y TIN 48.966 6.90 - R+ O 6.30% - Lsskxxjj 3qTk 140-145 140 3qPp+140 - 450.00000 C SQM 690.646 7.00 - FFF GGG 72.50% - Kjufttqc 3hTn 67-69 65 3qVd+65 - 686.00000 W JKI 32.673 8.40 - CCC+ RRR 2.00% - Mqjflrom 3bFv 200-210 210 3gFl+210 - 470.00000
Tranche Comments
C: Registration: Tvq I Ddeh;
H: Registration: Xxk X Mkoq;
Y: Registration: Xdm T Hobc;
W: Registration: Bku H Bckq;
L: Registration: Lhq E Txlo;
Z: Registration: Put X Gkgv;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H NQN 36.940 5.54 - UU- - U (G) 30.90% - Izeepqyl 3mFf 190-200 185 3zRw+185 - 440.00000 C BHW 81.785 5.34 - XXX+ - LLL 5.49% - Rlvzzusr 3sJe 275m 275 3xHt+275 - 259.00000 Y MLR 3.971 6.81 - PP - QQQ (U) 2.00% - Fdlrcmqk 3tRw 400b 400 3fGh+400 - 248.00000 U ZAM 3.167 - - JC - ZC 6.00% - Vcupy - - - - - - W QKG 8.298 - - MQ - SN 5.00% - Ekmng - - - - - - M AYP 85.624 9.92 - JJ+ - ZZ (K) 29.50% - Qiqmxfti 3wLj 135-145 135 3yJd+135 - 486.00000 R KDS 100.681 7.32 - HHH - CCC 97.32% - Umuhcwmu 3tHb 82-82 79 3yZa+79 - 390.00000
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A HWF 49.300 2.70 - YYY+ - ZZZ (H) - - Sxsbdqry 3xSr 190-200 180 3zUo+180 - 284.00000 C GIR 16.460 5.50 - DD- - T (I) - - Jrzrdxey 3lOl 145-155 140 3hUz+140 - 661.00000 K JZB 691.500 9.33 - PPP - DDD - - Tbecvcbu 3fOi 67z 65 3xMt+65 - 939.00000 D FIY 3.200 9.80 - SSS - DDD (I) - - Rffqbbcn 3eFr 270-280 260 3qCz+260 - 292.00000 E JNT 87.320 4.50 - FF+ - II - - Zxlwwahd 3iRz 105-115 100 3yQv+100 - 499.00000
Deal Comments
OUP Uuroz PYRS cwtj PBER. Rjto/ESRU/Bjrc. ILY Eufr 2054. Ujffb/jeerb ctwj Ejo 9/10. Rfb wo jjc 300j gwwf.
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