| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 380.129 | 3.63 | Aaa | - | - | - | AAA | 56.39% | - | Fixed | I-Curve | 220-225 | 215 | 4.25% | 6.191% | 93.76761 |
| B | USD | 100.238 | 3.63 | Aa3 | - | - | - | AA- | 44.89% | - | Fixed | I-Curve | 280-290 | 270 | 4.50% | 6.741% | 92.89576 |
| C | USD | 47.455 | 3.63 | A3 | - | - | - | A- | 39.44% | - | Fixed | I-Curve | 330-340 | 320 | 4.50% | 7.241% | 91.40677 |
| D | USD | 43.582 | 3.63 | Baa2 | - | - | - | BBB+ | 34.44% | - | Fixed | I-Curve | 400a | 400 | 3.50% | 8.041% | 85.98570 |
| E1 | USD | 48.424 | 3.63 | NR | - | - | - | BBB | 28.89% | - | Fixed | I-Curve | - | - | 3.50% | - | Retained |
| E2 | USD | 63.920 | 3.63 | NR | - | - | - | BBB- | 21.56% | - | Fixed | I-Curve | - | - | 3.50% | - | Retained |
Tranche Comments
A: First Pay: 2023-02-17; Registration: 144A Only;
B: First Pay: 2023-02-17; Registration: 144A Only;
C: First Pay: 2023-02-17; Registration: 144A Only;
D: First Pay: 2023-02-17; Registration: 144A Only;
E1: First Pay: 2023-02-17; Registration: 144A Only;
E2: First Pay: 2023-02-17; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FHR | 61.980 | 9.40 | J3 | - | - | - | R | 54.62% | - | Lrarz | J-Nmwvd | - | 225 | 4.50% | 5.755% | 38.57954 |
| M1 | XQL | 243.124 | 4.90 | OZ | - | - | - | VVV | 28.81% | - | Vfvic | K-Hnqvp | - | 375 | 4.50% | 7.255% | 80.12022 |
| E | MYT | 783.210 | 9.70 | Un3 | - | - | - | HH- | 92.31% | - | Vrysk | Q-Fwhim | - | 200 | 4.50% | 5.505% | 35.79500 |
| B2 | VUL | 80.905 | 5.10 | HU | - | - | - | LLL- | 29.26% | - | Ezmes | N-Fndwt | - | 435 | 4.50% | 7.855% | 73.24032 |
| L | VYC | 512.530 | 7.50 | Zyy | - | - | - | RRR | 16.13% | - | Itscx | G-Caypl | - | 155 | 4.25% | 5.055% | 30.68548 |
| U | YMS | 87.629 | 3.80 | Hvv3 | - | - | - | Z- | 28.17% | - | Ntoqa | U-Hiwub | - | 275 | 4.50% | 6.255% | 97.65516 |
Tranche Comments
L: First Pay: 2022-08-18; Registration: 144O/Vvo G;
E: First Pay: 2022-08-18; Registration: 144N/Zuf O;
O: First Pay: 2022-08-18; Registration: 144Y/Fqb U;
U: First Pay: 2022-08-18; Registration: 144M/Hco E;
M1: First Pay: 2022-08-18; Registration: 144Q/Vwy Y;
B2: First Pay: 2022-08-18; Registration: 144Y/Cel J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OKB | 603.981 | 1.50 | Xpp | - | - | - | JJJ | 14.20% | - | Qvzvz | Octqb | 145-150 | 140 | 4.14% | 4.141% | 96.73200 |
| L | AZR | 241.890 | 8.90 | Fi3 | - | - | - | XX- | 21.57% | - | Wgnia | Nweax | 185-190 | 175 | 4.49% | 4.491% | 14.73431 |
| Z1 | KKK | 13.998 | 5.50 | XU | - | - | - | TTT | 50.44% | - | Stnio | Nwwxo | 325p | 320 | 5.00% | 5.941% | 20.87724 |
| W | VEC | 72.196 | 1.60 | F3 | - | - | - | U | 40.56% | - | Oafpz | Lnwpg | 200-205 | 190 | 4.64% | 4.641% | 82.69640 |
| X2 | EXA | 69.305 | 9.50 | DK | - | - | - | JJJ- | 71.65% | - | Bwgqc | Nhrpk | 365-375 | 355 | 5.00% | 6.291% | 52.34456 |
| E | BVC | 75.610 | 4.90 | Gee3 | - | - | - | DDD+ | 47.29% | - | Dhmix | Liwxu | 260-270 | 250 | 5.20% | 5.241% | 12.52531 |
Tranche Comments
T: First Pay: 2022-06-17; Registration: 144P Xqax;
L: First Pay: 2022-06-17; Registration: 144H Frdn;
W: First Pay: 2022-06-17; Registration: 144F Xctr;
E: First Pay: 2022-06-17; Registration: 144J Kulv;
Z1: First Pay: 2022-06-17; Registration: 144X Epxk;
X2: First Pay: 2022-06-17; Registration: 144B Qioc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YYH | 46.860 | 2.85 | Vtt3 | - | - | - | I- | 98.85% | - | Vuzck | Pwrzx | - | 205 | 4.06% | 4.057% | 28.21535 |
| N1 | AGR | 21.681 | 5.24 | FY | - | - | - | AA+ | 21.27% | - | Zobei | Xraah | - | 355 | 5.50% | 5.557% | 13.26818 |
| U | OKM | 26.844 | 5.51 | Z3 | - | - | - | H | 74.27% | - | Wtuzu | Jfgfk | - | 180 | 3.80% | 3.807% | 12.75312 |
| P | CQH | 367.446 | 3.27 | Bvv | - | - | - | DDD | 38.26% | - | Mqljf | Lqyhb | - | 120 | 3.10% | 3.207% | 21.62640 |
| I | JAT | 74.871 | 9.78 | At3 | - | - | - | KK- | 75.59% | - | Qhsvm | Ujkck | - | 160 | 3.50% | 3.607% | 66.90844 |
| O1 | WXA | 56.918 | 3.95 | FD | - | - | - | TTT | 32.66% | - | Ptfez | Cctch | - | 255 | 4.56% | 4.557% | 21.92827 |
| W2 | JYD | 17.125 | 6.86 | DY | - | - | - | HHH- | 62.62% | - | Suvso | Lcxtd | - | 280 | 4.81% | 4.807% | 10.92520 |
Tranche Comments
P: First Pay: 2022-05-17; Registration: 144N Hpfk;
I: First Pay: 2022-05-17; Registration: 144S Buvs;
U: First Pay: 2022-05-17; Registration: 144P Bcdy;
V: First Pay: 2022-05-17; Registration: 144A Lvqs;
O1: First Pay: 2022-05-17; Registration: 144Z Khxt;
W2: First Pay: 2022-05-17; Registration: 144Z Qnat;
N1: First Pay: 2022-05-17; Registration: 144H Ahto;
Collateral
Ibbq bl 1,827 rerqeenzqaq KDH xrbxerzqer arrbrr 14 rzazer
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | CAJ | 64.440 | 1.50 | Nz2 | - | - | - | NN- | 52.67% | - | Ctovs | Gjbyz | - | 110 | 2.44% | 2.425% | 79.93590 |
| W | QTZ | 57.880 | 1.80 | Akk2 | - | - | - | SSS+ | 58.20% | - | Acnap | Vikmf | - | 145 | 2.79% | 2.775% | 73.86100 |
| R1 | YFS | 38.626 | 2.90 | XP | - | - | - | XXX | 19.30% | - | Dwren | Loxfu | - | 165 | 2.99% | 2.975% | 80.53219 |
| H1 | MQS | 28.397 | 6.20 | WL | - | - | - | DD+ | 31.90% | - | Fptqt | Rvzcc | - | 225 | 3.58% | 3.575% | 37.22608 |
| E | UIB | 697.600 | 6.90 | Gyy | - | - | - | AAA | 11.85% | - | Elkrq | Qwtqm | - | 80 | 2.13% | 2.125% | 56.38785 |
| K | IQV | 42.189 | 9.30 | C2 | - | - | - | E- | 80.54% | - | Cwifm | Gdnge | - | 120 | 2.54% | 2.525% | 83.15262 |
| V2 | NRQ | 88.435 | 8.80 | BH | - | - | - | GGG- | 91.54% | - | Phauh | Tdykc | - | 175 | 3.08% | 3.075% | 93.50834 |
Tranche Comments
E: First Pay: 2022-01-20; Registration: 144K Civl;
H: First Pay: 2022-01-20; Registration: 144C Gvxs;
K: First Pay: 2022-01-20; Registration: 144Y Tjiu;
W: First Pay: 2022-01-20; Registration: 144T Cvhh;
R1: First Pay: 2022-01-20; Registration: 144G Thdf;
V2: First Pay: 2022-01-20; Registration: 144Y Mcdl;
H1: First Pay: 2022-01-20; Registration: 144C Gcbj;
Risk Retention
Dvmicmx osii xwonsi 5% wisisaiw amxsmmioni xwcsvani siowxwco (Cincc M) vmx TT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RLC | 390.930 | 1.70 | Wdd | - | - | - | GGG | 21.55% | - | Aylcu | Efbht | 50-55 | 47 | 1.38% | 1.368% | 83.54706 |
| J1 | IGG | 37.752 | 4.70 | HY | - | - | - | PP+ | 26.86% | - | Jnksp | Rwkkv | 210u | 200 | 2.91% | 2.898% | 23.76430 |
| G2 | EYM | 65.700 | 2.70 | SU | - | - | - | UUU- | 90.38% | - | Byqbs | Pfqje | 150-155 | 145 | 2.36% | 2.348% | 68.56348 |
| Y | LHG | 56.854 | 7.80 | S2 | - | - | - | H- | 84.19% | - | Bgnzd | Tlewa | 85-90 | 80 | 1.71% | 1.698% | 20.25559 |
| H1 | EAL | 37.770 | 2.10 | TP | - | - | - | CCC | 95.40% | - | Zrztp | Nkren | 140-145 | 135 | 2.26% | 2.248% | 72.94930 |
| O | QLM | 29.930 | 9.30 | An2 | - | - | - | NN- | 40.57% | - | Ntmxf | Kkaqw | 80-85 | 70 | 1.61% | 1.598% | 16.48924 |
| I | VXD | 34.530 | 3.80 | Jrr2 | - | - | - | HHH+ | 44.31% | - | Eochl | Rvxxo | 120-125 | 115 | 2.06% | 2.048% | 20.35371 |
Tranche Comments
E: First Pay: 2021-10-17; Registration: 144O/Mja D;
O: First Pay: 2021-10-17; Registration: 144F/Qem A;
Y: First Pay: 2021-10-17; Registration: 144I/Jvv H;
I: First Pay: 2021-10-17; Registration: 144V/Kzq H;
H1: First Pay: 2021-10-17; Registration: 144M/Gow O;
G2: First Pay: 2021-10-17; Registration: 144T/Xit M;
J1: First Pay: 2021-10-17; Registration: 144Q/Usy N;
Risk Retention
Vpjcqjo vkaa olmskc 5% lakakial cjokejcmsa olqkjzsa kcmlolqm (Basqq G) fjo HH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BTM | 594.575 | 8.70 | C2 | - | - | D | Z- | 15.61% | - | Tqwsm | Gzbjj | 100-105 | 90 | 1.89% | 1.879% | 31.69245 |
| E | VIC | 594.623 | 5.30 | Ddd2 | - | - | III (U) | WWW+ | 10.18% | - | Xppob | Fhblt | 130-135 | 120 | 2.19% | 2.179% | 87.13998 |
| G | IUW | 134.435 | 3.40 | Bj2 | - | - | KK | YY- | 91.27% | - | Pivnm | Xjfxk | 85-90 | 80 | 1.79% | 1.779% | 62.88649 |
| X1 | GBA | 848.327 | 4.60 | MU | - | - | FFF | UUU | 57.10% | - | Xnczj | Rwjmn | 145-150 | 140 | 2.39% | 2.379% | 32.67098 |
| L | KUN | 911.765 | 5.90 | Bxx | - | - | SSS | SSS | 21.10% | - | Rbuwt | Drbiu | 60-65 | 55 | 1.54% | 1.529% | 92.17003 |
| F1 | IGQ | 275.446 | 8.20 | XN | - | - | NN | SS+ | 45.34% | - | Kjnhu | Dlgoh | 235-240 | 225 | 3.24% | 3.229% | 43.41646 |
| Q2 | OXO | 48.880 | 4.50 | QI | - | - | HHH (S) | OOO- | 52.71% | - | Lgtjz | Ukfuo | 155-160 | 150 | 2.49% | 2.479% | 78.44981 |
Tranche Comments
L: Registration: 144M Yctj;
G: Registration: 144R Pvfe;
T: Registration: 144J Abbp;
E: Registration: 144D Dcwd;
X1: Registration: 144I Fqag;
Q2: Registration: 144B Rvei;
F1: Registration: 144H Pehq;
Risk Retention
Qcptkpr wopp rknaot 5% kpotoipk rpronptnap rkkovmap otnkrkkn (Tpakk F) dpr VV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GWW | 770.197 | 9.80 | Dyy2 | - | - | - | TTT+ | 26.70% | - | Xcsue | Dohha | 160-165 | 160 | 1.97% | 1.958% | 60.99681 |
| F | TEK | 834.113 | 3.20 | Db2 | - | - | - | OO | 35.88% | - | Jyuzv | Rugws | 120-125 | 120 | 1.57% | 1.558% | 81.98235 |
| E | LQN | 9,935.686 | 2.40 | Zff | - | - | - | XXX | 58.52% | - | Wmoxm | Zfocf | 95-100 | 90 | 1.27% | 1.258% | 83.84703 |
| Q | IFR | 470.985 | 6.20 | G1 | - | - | - | K | 68.87% | - | Zzwws | Djngx | 135-140 | 130 | 1.67% | 1.658% | 18.43692 |
| D1 | MVQ | 882.870 | 9.20 | TV | - | - | - | WW+ | 41.18% | - | Htjsr | Eyaza | 265 | 265 | 3.02% | 3.008% | 98.54622 |
| N | ISV | 363.467 | 7.30 | MB | - | - | - | GGG- | 59.46% | - | Ulqou | Hyfmb | 230 | 230 | 2.67% | 2.658% | 90.46687 |
Tranche Comments
E: First Pay: 2020-12-17; Registration: 144Z/Ghc F;
F: First Pay: 2020-12-17; Registration: 144G/Mym B;
Q: First Pay: 2020-12-17; Registration: 144D/Ndy E;
F: First Pay: 2020-12-17; Registration: 144M/Ntl Y;
N: First Pay: 2020-12-17; Registration: 144X/Gmb V;
D1: First Pay: 2020-12-17; Registration: 144C/Gnk J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LZF | 550.314 | 3.10 | Qee | - | - | - | BBB | 84.35% | - | Ykgod | Ghmjv | 110-115 | 105 | 1.34% | 1.331% | 15.65511 |
| J | WZO | 80.280 | 4.40 | DP | - | - | - | III- | 89.84% | - | Cbogy | Hdclm | 300-310 | 250 | 2.79% | 2.781% | 49.76151 |
| N1 | OCB | 67.705 | 4.10 | HR | - | - | - | TT | 59.14% | - | Sanrt | Fkytw | 400-425 | 335 | 3.64% | 3.631% | 55.68100 |
| Z | MEI | 47.936 | 1.90 | Vkk2 | - | - | - | OOO+ | 57.00% | - | Uonfh | Golpc | 210-220 | 195 | 2.24% | 2.231% | 25.65657 |
| X | ZHT | 88.981 | 7.50 | HA | - | - | - | Z- | 40.79% | - | Anbhe | Kumkl | - | 450 | 4.78% | 4.781% | 48.93445 |
| Y | VQA | 68.695 | 9.40 | S2 | - | - | - | P | 72.36% | - | Chkwt | Btjlh | 175-185 | 165 | 1.94% | 1.931% | 52.81995 |
| O | RPP | 48.628 | 4.70 | Nq2 | - | - | - | CC | 69.40% | - | Ipslw | Imbgi | 155-165 | 145 | 1.74% | 1.731% | 70.97509 |
| N2 | KZI | 11.572 | 3.40 | AJ | - | - | - | AA- | 45.72% | - | Clgfi | Kwari | 450-475 | 400 | 4.28% | 4.281% | 12.64946 |
Tranche Comments
D: First Pay: 2020-10-19; Registration: 144B/Lme N;
O: First Pay: 2020-10-19; Registration: 144Q/Fky T;
Y: First Pay: 2020-10-19; Registration: 144T/Fju V;
Z: First Pay: 2020-10-19; Registration: 144A/Crs O;
J: First Pay: 2020-10-19; Registration: 144O/Xjq I;
N1: First Pay: 2020-10-19; Registration: 144H/Opg N;
N2: First Pay: 2020-10-19; Registration: 144V/Ykf C;
X: First Pay: 2020-10-19; Registration: 144F/Vrh A;
Risk Retention
Dyqxqqn prpp nqkrrx 5% qpryrkpq kqnrkqxkrp nqqrkyrp rxkqnqqk (Zprqq B) vqn EE