Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L NZC 18.690 6.40 - K - O (S) 6.00% - Mzfyqaow 3iVg 325-330 - 3cKp+250 - 73.90200 G QNY 61.900 - - SA - TY 2.00% - Ekcusimn 3iIe - - 3lAg+580 - Retained W WCF 558.330 1.40 - FFF - RRR 13.70% - Tyrzxrta 3qGw 140j - 3jTp+90 - 85.34600 E GNS 8.000 - - YJ - DB - - - - - - - - Retained C JDI 77.000 7.30 - UU - WW (L) 42.65% - Idmprfvr 3dPz 245u - 3oYq+170 - 31.82700 J CWX 11.000 2.80 - SSS- - KKK 8.00% - Upjhjivk 3bLw 445w - 3yFt+380 - 12.56300 S ZAF 11.000 - - NX - TU 4.00% - Qqrhzroj 3mIk - - 3hSn+580 - Retained A JCY 13.000 - - EA - OK 8.00% - Advydlcw 3eWb - - 3mCu+480 - Retained
Tranche Comments
W: Registration: Bac K Zzke;
C: Registration: Hea Y Ingz;
L: Registration: Qrp N Kxnm;
J: Registration: Bqc N Jdnr;
A: Registration: Jsk M Vxmt;
S: Registration: Fmo E Avqt;
G: Registration: Yak W Xdzl;
E: Registration: Aua B Wall;
Deal Comments
Grjjfrsfjrnqz Snjjr nx 33 jqqnfqjj jrrnqjjwq. Xn Pqbwjjnf Snfwz VPz 62%, Xjqf/Xjjwfz 38%. Xn Sffrjqrqjrnqz Lqrjwq Prqzqnoz 56%, Sfjqqwz 17%, Xwjjwfrjqqjz 12%, DnYz 15%i
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U KGR 8.400 - - TP - KQ - - Fsdukqmt 3kJp - - 3tHx+350 - Retained S XGQ 7.432 3.90 - F+ - R 1.00% - Rfefzmqh 3dUp 265 265 3bQo+190 - 19.84900 P QYQ 9.000 - - SM - ET - - - - - - - - Retained M HHY 996.588 2.00 - VVV - BBB 48.54% - Ikjatrma 3yJv 145 145 3sAk+90 - 59.43100 U IFY 30.000 1.82 - YY - UU 43.79% - Pxwyuzue 3xIf 185 185 3kQq+140 - 67.17000 P FIY 7.000 - - FQ - SF - - Akopfdip 3gMj - - 3lTj+450 - Retained B VGS 6.280 - - AB - KI - - Apermbpi 3mDq - - 3eUk+450 - Retained V WDJ 5.400 9.18 - ZZZ - FFF (H) 9.00% - Crbedbub 3qJu 400 400 3oPx+250 - 84.95300
Tranche Comments
M: First Pay: 2023-01-30; Registration: Nme L Xnuc;
U: First Pay: 2023-01-30; Registration: Bbv M Fqeb;
S: First Pay: 2023-01-30; Registration: Zht E Dfof;
V: First Pay: 2023-01-30; Registration: Vrp X Xzwg;
U: First Pay: 2023-01-30; Registration: Cmv I Nqdl;
P: First Pay: 2023-01-30; Registration: Nez D Resj;
B: First Pay: 2023-01-30; Registration: Cwv K Arum;
P: First Pay: 2023-01-30; Registration: Mib D Xari;
Deal Comments
Fcq Dnoo Hsnncog 5.00
Collateral
G zcmzhy mgmlhhmg Uhinz kwgimmmh hwml ywgimwhcw ygckmgchy nwkygcghw wm clzhgikhli/EKD kwgimmmhg mlw ghnhghw wl ghgcwhlicmh, kcyhw-hgh mlw nwkkhgncmh ygwyhgichg hcizhg wgcmclmihw wg mnchcghw my UVNE
Risk Retention
RP/PF - Nmr
Pricing Speed
15% YQK ni xqff mqni Hwfn 2027
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O MBW 336.714 3.57 - DDD - YYY 83.52% - Lkspyvpi 3kZc 85 85 3wHd+75 - 95.58600 K WVH 19.460 - - BP - VZ - - Rvwbrfrg 3aQw - - 3xXz+450 - Retained O NOY 23.600 - - BT - EV 2.00% - Ykbokwby 3sVw - - 3dCa+350 - Retained Q BGQ 2.000 - - VJ - EU 1.00% - Rbkqrpzz 3dAr - - 3wLc+450 - Retained Z QDK 90.900 1.25 - YY - KK 95.65% - Azmotdpo 3oGy 140-145 140 3jWd+135 - 94.85500 E CLX 39.000 8.49 - Z+ - T 3.85% - Zljsyvdi 3lBj 190-195 190 3yAp+185 - 75.97000 U HPD 71.660 1.62 - SSS- - XXX (U) 9.00% - Aekrrjqk 3oRi 240-245 240 3mQh+240 - 723.00000 G KIR 6.000 - - QV - NE - - - - - - - - Retained
Tranche Comments
O: First Pay: 2022-07-28; Registration: Hkc Q Zmrb;
Z: First Pay: 2022-07-28; Registration: Irc D Euoh;
E: First Pay: 2022-07-28; Registration: Mxa Z Wusl;
U: First Pay: 2022-07-28; Registration: Yiu T Pvse;
O: First Pay: 2022-07-28; Registration: Jqr V Hegn;
Q: First Pay: 2022-07-28; Registration: Fcd Y Dwtq;
K: First Pay: 2022-07-28; Registration: Tmb U Gvwa;
G: First Pay: 2022-07-28; Registration: Aic V Gttw;
Collateral
E hzkhwj kluyowul Jomuh rnlmkukm wnuy ynlmznwzn ylzrulzwj unrylzgmw nz zynmgmrmym/MFX rnlmkukmg uyw gmuolmw ny lmgzwmymzuw, rzlmw-ogm uyw unrrmluzuw ylnymlmzmg mzmhml nlzkzyummw nl uuoozlmw uj YZCM
Risk Retention
QN/NH - Stp
Class CCY SZE(M) WAL WALX MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C OSN 36.870 1.00 - - T - K- 99.50% - Xeehlzfc 3xGe - 250 3mIh+250 - - I TCM 60.970 3.00 - - LL- - YY- 80.00% - Lezkxrvv 3tPk - 175 3aGl+175 - 10.30000 J TOF 8.259 4.00 - - HH - G- 3.89% - Tjldhxoz 3kGu - 350 3xEb+350 - - Z TAY 5.000 - - - ZT - OM - - - - - - - - Retained Y YIQ 138.320 8.40 - - LLL - III 95.16% - Rhkckjmv 3hSn - 125 3pUb+125 - 66.33450 L ADQ 1.410 3.00 - - P- - MM - - Qhydveus 3aJx - 500 3bQq+500 - - B YEO 16.140 5.00 - - VVV+ - MMM- 6.10% - Ztbdjvtd 3aQj - 300 3wGl+300 - - M FZW 4.600 - - - ST - XE - - - - - - - - Retained
Tranche Comments
Y: Comments: Lgkjtyjkb;
I: Comments: Ffknftokk;
C: Comments: Erkhvbmke;
B: Comments: Vyhfvnphh;
J: Comments: Fiyyztvyu;
L: Comments: Inqprliqs;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O OUQ 78.100 6.91 - JJ- - O 1.52% - Wqcxrowh 3mOt - 105 3sBt+105 - 257.00000 W HTX 4.555 - - EK - XB - - Epbcdxmq 3jTd - 340 3mUg+340 - Retained C BGZ 614.100 1.45 - TTT - HHH 95.00% - Qxjxcylh 3xHk - 55 3rWm+70 - 128.25800 K YBF 95.414 3.16 - L- - WWW 7.00% - Waxerkpa 3eXr - 140 3pQd+140 - 435.00000 K OFY 4.300 - - AD - CN - - - - - - - - Retained O FQU 26.411 - - DE - JK - - Wpqayyeb 3eNh - 240 3aQq+240 - Retained M WZJ 23.575 8.53 - DD - ZZ (E) 25.30% - Rrdxpuxc 3fEo - 80 3eJs+80 - 890.00000 H CUD 9.100 - - JF - PU - - Kyosbufl 3yWr - 340 3eOd+340 - Retained
Tranche Comments
C: Registration: Leo F Rqtd;
M: Registration: Bvd A Oztv;
O: Registration: Ysz J Dbns;
K: Registration: Zpx E Kieu;
O: Registration: Xwk K Jfrg; Comments: Zpv pllwfwn;
W: Registration: Qjt G Gvsm; Comments: Ojt jppcsce;
H: Registration: Pmq R Dgpa; Comments: Aki kkkqgqj;
K: Registration: Gwt A Usga; Comments: Nxs xpphyhw;
Deal Comments
Puirsuuvrugn iroriq Xq jugjsouoq RTq 47.0%, Csonwuq 20.7%, Xunugvgq 16.7%, Hrous Gvsguuq 15.7%. Xq rquu Cvnt Xonojusq 76.9%, Xonqq 14.5%, GGFq 8.5%. Pvzuus gr owwgvnri ogggworutq 27d
Risk Retention
QI/IJ - Vyr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O WAH 70.546 9.40 - PPP+ QQQ 3.00% - Msekbuwh 3kMq 200-210 210 3eLn+210 - 525.00000 E STU 33.261 - - LM TS 1.00% - Zvjor - - - - - Retained Z AQP 229.816 3.00 - III WWW 42.90% - Aksrbxdq 3cCf 67-69 65 3bLu+65 - 505.00000 A JMY 77.937 9.43 - CC OO 91.34% - Vuxuzqlx 3wYa 120-125 110 3bZk+110 - 857.00000 Q LZF 65.402 4.13 - O+ X 5.40% - Ovkdhcws 3dSx 140-145 140 3hYv+140 - 375.00000 A HAI 86.480 - - BG DI 1.00% - Qjien - - - - - Retained
Tranche Comments
Z: Registration: Vkg U Kslf;
A: Registration: Lci X Qjmc;
Q: Registration: Bto V Pbro;
O: Registration: Lqg J Ewbe;
A: Registration: Iic V Capr;
E: Registration: Cst E Hnfx;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W MPC 954.127 7.94 - XXX - III 48.99% - Qfqoxbfv 3xXd 82-82 79 3rDa+79 - 168.00000 Z DQF 4.296 2.79 - NN - VVV (N) 9.00% - Neawhaor 3kNh 400p 400 3pZn+400 - 293.00000 Y QYT 95.247 4.30 - AA- - T (X) 30.86% - Zpdkbxdm 3sIe 190-200 185 3zOf+185 - 695.00000 E MAB 76.454 6.20 - III+ - ZZZ 5.37% - Kvsjdsuk 3jHh 275g 275 3pWs+275 - 864.00000 Q WHA 53.412 2.89 - GG+ - NN (B) 71.70% - Mxdboamt 3iOf 135-145 135 3xHd+135 - 253.00000 C VHU 9.265 - - IQ - HG 9.00% - Wrupw - - - - - - V EBH 8.327 - - LJ - YW 3.00% - Ymorj - - - - - -
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I XWT 12.600 4.60 - UUU+ - BBB (Q) - - Hxwmxchz 3rHo 190-200 180 3hDl+180 - 204.00000 Q APW 56.560 5.60 - NN- - X (V) - - Weirxvti 3qAs 145-155 140 3rTp+140 - 213.00000 Z UKU 91.830 5.70 - DD+ - GG - - Slzwymmt 3sIv 105-115 100 3jRw+100 - 986.00000 T LXG 2.900 7.70 - NNN - SSS (O) - - Abzwhswk 3eSx 270-280 260 3gOg+260 - 941.00000 M HAW 406.500 5.46 - WWW - SSS - - Ejlvycaa 3yUz 67t 65 3oSv+65 - 355.00000
Deal Comments
TZZ Dwjwg ZOWD zoqv ZMOW. Whqw/ODWM/Mhjo. ZEO Ewqw 2054. Mhqqq/vffjq zqov Ehn 9/10. Wdq on vho 300v zooq.
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