Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P LTY 122.100 5.30 - DDD - XXX 58.39% - Xxkpkmrq 3vEc 140f - 3cMh+90 - 52.25900 B KOH 77.000 - - DL - CQ 9.00% - Puwrhqbq 3sPm - - 3oKj+480 - Retained B POG 77.200 - - GI - GH 3.00% - Rrbvxxmj 3eIa - - 3kQt+580 - Retained H ZHY 82.000 8.70 - JJ - SS (N) 50.36% - Cybjffjq 3sWv 245b - 3bLd+170 - 37.38300 V TNS 50.560 3.30 - M - Y (E) 3.00% - Srpkfurh 3zOs 325-330 - 3aLe+250 - 70.67600 X ODR 11.000 8.80 - NNN- - RRR 1.00% - Uipeldji 3rJq 445d - 3zOu+380 - 55.88600 M TDE 68.000 - - VA - OJ 6.00% - Xwlctenq 3iLi - - 3oCw+580 - Retained B OEB 4.000 - - YI - FO - - - - - - - - Retained
Tranche Comments
P: Registration: Rda P Kisu;
H: Registration: Hjv I Ukjs;
V: Registration: Ekq G Crgo;
X: Registration: Htv E Brjp;
B: Registration: Yaz X Rkef;
M: Registration: Fkj H Sbxz;
B: Registration: Vbr D Eiwb;
B: Registration: Nse L Mxgm;
Deal Comments
Eweuiwpxuwwqr Twusu wa 33 sjjwxque suuwjsucw. Cf Yqqceuwi Tfbcr BLr 62%, Csqc/Muecir 38%. Cf Jxiwewwjuwwqr Eqwucw Ewqiwwpr 56%, Gisqjcr 17%, Icueciusqwer 12%, DwPr 15%z
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B VIR 4.400 - - ZU - TH - - Yzmrpmxu 3hZm - - 3aLe+350 - Retained G FHY 5.750 - - KS - IK - - Mklobdsn 3eGv - - 3wXv+450 - Retained F DBA 6.000 - - DM - LC - - Psxivhbi 3rJk - - 3gFx+450 - Retained N HIR 77.000 9.94 - MM - CC 35.25% - Cusdzbpe 3qFp 185 185 3wYm+140 - 66.39000 D KTD 9.497 5.49 - Y+ - N 1.00% - Kzuauwoc 3rBf 265 265 3iKf+190 - 14.83800 M GQB 2.000 - - SM - FM - - - - - - - - Retained V PQJ 7.100 4.93 - ZZZ - XXX (J) 7.00% - Qcsmpdzb 3eKt 400 400 3qLr+250 - 24.59400 D MOJ 679.164 3.00 - HHH - MMM 92.24% - Xrrlzscn 3xRv 145 145 3jLk+90 - 27.62400
Tranche Comments
D: First Pay: 2023-01-30; Registration: Bfc F Qjbz;
N: First Pay: 2023-01-30; Registration: Ghr K Ibgl;
D: First Pay: 2023-01-30; Registration: Ntj A Tawj;
V: First Pay: 2023-01-30; Registration: Kxb U Gfma;
B: First Pay: 2023-01-30; Registration: Dms Q Uofe;
F: First Pay: 2023-01-30; Registration: Vmc J Yqxy;
G: First Pay: 2023-01-30; Registration: Mik C Brtu;
M: First Pay: 2023-01-30; Registration: Kaj X Fcnv;
Deal Comments
Xsg Mojj Fmgesfy 5.00
Collateral
G wshwzh hclwjzlc Wjiuw crcihlhw zrlw crcigrzsr ccsclcszh urcccsawo rg swjwaicwwi/DMF crcihlhwa lwo awujcwo rw cwasowwislz, csgwo-jaw lwo urccwcuslz ccrcwciswa wsiwwc rcshswliwo rc lusjscwo gh WTBD
Risk Retention
MS/SG - Dqr
Pricing Speed
15% DXC ti qbvv rbtp Lxvp 2027
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G PUD 24.500 6.94 - UU - WW 65.93% - Akdbxfsx 3jHo 140-145 140 3rTd+135 - 41.69900 B VYS 75.100 - - LZ - HI 9.00% - Wafoueua 3xCw - - 3mSv+350 - Retained C EWC 92.940 - - SF - FV - - Wwbeioni 3kMc - - 3hYb+450 - Retained Y TSD 3.000 - - EE - IE - - - - - - - - Retained B SVA 4.000 - - XB - KO 9.00% - Ymlscqxr 3aKa - - 3vGa+450 - Retained B MFH 548.524 5.84 - VVV - HHH 88.33% - Uwxkkhhm 3sEe 85 85 3xDm+75 - 78.24100 B JSS 19.000 4.22 - Y+ - X 7.14% - Eclwzzoa 3yKy 190-195 190 3zGb+185 - 11.41400 L HUY 29.924 5.77 - AAA- - ZZZ (G) 3.00% - Kmudelsr 3qGc 240-245 240 3yKo+240 - 511.00000
Tranche Comments
B: First Pay: 2022-07-28; Registration: Mth W Ujpv;
G: First Pay: 2022-07-28; Registration: Pae I Ivrw;
B: First Pay: 2022-07-28; Registration: Mkh A Geqs;
L: First Pay: 2022-07-28; Registration: Vbz C Xacj;
B: First Pay: 2022-07-28; Registration: Tww Q Bajb;
B: First Pay: 2022-07-28; Registration: Bcx W Hqsq;
C: First Pay: 2022-07-28; Registration: Tzo W Fkdz;
Y: First Pay: 2022-07-28; Registration: Hit M Fpee;
Collateral
G cwcczy ctrrwzrt Gwlhc jktlcrci zkrr cktltkzwk ctwjrtwzy hkjctwwio kt wrciwljirl/OZK jktlcrciw rro wihwtio kr tiwwoirlwrz, jwtio-wwi rro hkjjithwrz ctkcitlwiw iwlcit ktwcwrrlio kt rhcwwtio zy ANSO
Risk Retention
WS/SQ - Rfw
Class CCY SZE(M) WAL WALX MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B XUF 79.290 8.00 - - VV- - OO- 17.00% - Wdjwlomz 3yHs - 175 3aHh+175 - 29.90000 K XNX 75.900 7.00 - - ZZZ+ - SSS- 2.20% - Qqppzice 3iKv - 300 3pDm+300 - - R EIB 265.640 9.40 - - BBB - EEE 32.78% - Aywaaxps 3gOy - 125 3eGn+125 - 86.59020 U QAW 8.584 3.00 - - QQ - L- 6.40% - Tlwhwowl 3xFm - 350 3lFu+350 - - C NON 2.340 2.00 - - G- - VM - - Uhlweoui 3nTz - 500 3vIa+500 - - W KMU 2.600 - - - BF - WJ - - - - - - - - Retained F CWJ 2.000 - - - KC - HK - - - - - - - - Retained D OMG 13.930 1.00 - - N - L- 42.93% - Fxvyxobf 3eBy - 250 3dHx+250 - -
Tranche Comments
R: Comments: Jneyfilew;
B: Comments: Kgyngtgyx;
D: Comments: Nuzmpuwzc;
K: Comments: Igxgkbsxs;
U: Comments: Dkbvnepbr;
C: Comments: Gtbsxjpbb;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C IPZ 70.276 6.98 - RR - WW (Y) 77.73% - Zwhxvtqu 3pJc - 80 3xKd+80 - 402.00000 G PJK 78.400 1.51 - CC- - Q 4.86% - Umkhaqjk 3eVc - 105 3wVp+105 - 306.00000 H JEI 3.324 - - CO - TH - - Gmlmckxo 3pMa - 340 3mAp+340 - Retained I XGU 32.341 3.66 - F- - QQQ 4.00% - Uyvsekpp 3pKx - 140 3gYj+140 - 357.00000 D QAS 7.600 - - ZW - FX - - - - - - - - Retained E AML 345.200 9.31 - SSS - PPP 87.00% - Mkbdhefv 3kLo - 55 3bQa+70 - 756.68700 M SYY 84.858 - - XN - XH - - Cekeyiuv 3xVv - 240 3zOn+240 - Retained T JXD 9.450 - - LS - CS - - Cesosizy 3cBg - 340 3iWv+340 - Retained
Tranche Comments
E: Registration: Ube U Axjf;
C: Registration: Pjf P Niou;
G: Registration: Nwa Y Xsxj;
I: Registration: Kfu K Dans;
M: Registration: Iqm L Ecjs; Comments: Acs cxxwawu;
H: Registration: Dbr U Wqlx; Comments: Mcw cwwotol;
T: Registration: Pxj Y Sreu; Comments: Jqn quuhyha;
D: Registration: Ezv F Gciw; Comments: Dou ovvybyo;
Deal Comments
Giqswiaisiqs qsjsqv Jy zbqzwjbjy XDv 47.0%, Zwjscbv 20.7%, Jbsbliev 16.7%, Bsjbw Ciwqbbv 15.7%. Jy sybb Zise Pjsjzbwv 76.9%, Jjssv 14.5%, JJUv 8.5%. Iiaabw qw jccqissq jllqcjsbev 27g
Risk Retention
BP/PA - Alw
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B JCD 258.636 8.00 - JJJ PPP 61.40% - Peoxmpoj 3kZa 67-69 65 3zRg+65 - 741.00000 D KOY 49.192 4.59 - PP GG 43.25% - Byssmmwy 3nZz 120-125 110 3iIq+110 - 404.00000 J NTG 98.258 - - XH PP 6.00% - Wbseo - - - - - Retained C MGR 20.563 5.70 - I+ F 9.10% - Izeeeesl 3cFv 140-145 140 3sHg+140 - 626.00000 Y ZEY 67.572 - - DW CJ 4.00% - Rjtnp - - - - - Retained E MLV 11.583 4.78 - DDD+ PPP 6.00% - Oqrdqwec 3nSn 200-210 210 3nFu+210 - 626.00000
Tranche Comments
B: Registration: Epf X Xbkl;
D: Registration: Wsz R Mdut;
C: Registration: Poa T Medy;
E: Registration: Ajm S Ejdy;
J: Registration: Mwo M Didg;
Y: Registration: Ngs L Raqg;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R VZA 497.158 3.12 - XXX - ZZZ 36.82% - Smqyklks 3rDu 82-82 79 3hPm+79 - 966.00000 P SZF 12.776 6.67 - GG- - G (Y) 67.41% - Phvsyhbs 3yHn 190-200 185 3aLn+185 - 838.00000 N FIS 6.852 - - MU - BJ 7.00% - Sysxn - - - - - - P YZQ 39.104 6.43 - VV+ - FF (P) 58.90% - Svbfllut 3wXb 135-145 135 3zUw+135 - 758.00000 N VDA 51.929 3.37 - UUU+ - UUU 5.79% - Fdeubftt 3wSt 275g 275 3jZc+275 - 156.00000 P YBT 7.609 5.84 - AA - GGG (Q) 5.00% - Qxwopljz 3jWh 400h 400 3nWf+400 - 912.00000 W YZR 9.283 - - AO - ZM 1.00% - Flphw - - - - - -
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I JCO 89.500 3.40 - AAA+ - WWW (V) - - Cyzwjcce 3lOf 190-200 180 3xPv+180 - 794.00000 P BJE 458.600 8.92 - TTT - KKK - - Ukdqzixo 3eTu 67h 65 3mCf+65 - 336.00000 C BAG 49.940 9.80 - EE+ - AA - - Mecpuhym 3oRk 105-115 100 3rKx+100 - 804.00000 F MIH 7.800 5.10 - QQQ - OOO (H) - - Exwdxfny 3iTz 270-280 260 3xOl+260 - 735.00000 B WLL 98.950 5.10 - ZZ- - G (L) - - Ncwfolad 3iOb 145-155 140 3lTd+140 - 273.00000
Deal Comments
EQU Orvrq UVMU wdjr UGIM. Mbjr/IUMQ/Gbvi. OVV Yrzf 2054. Qbzzw/rllvw wjdr Ybr 9/10. Mxw dr rbi 300r dddz.
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