| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YMC | 448.588 | 7.55 | Wff | - | - | - | PPP | 67.45% | - | Fmcnb | Q-Ullmc | 220-225 | 215 | 4.25% | 6.191% | 43.37834 |
| I | IJJ | 51.580 | 3.91 | A3 | - | - | - | B- | 48.56% | - | Nqbpd | X-Hfcaz | 330-340 | 320 | 4.50% | 7.241% | 87.28468 |
| K | ZBY | 874.330 | 6.43 | Sr3 | - | - | - | NN- | 59.52% | - | Thzqi | X-Mjbrb | 280-290 | 270 | 4.50% | 6.741% | 31.73906 |
| K2 | XWB | 97.230 | 2.91 | PX | - | - | - | UUU- | 70.58% | - | Dbupo | G-Qjwkz | - | - | 3.50% | - | Retained |
| J | BKJ | 72.452 | 6.85 | Dtt2 | - | - | - | VVV+ | 55.47% | - | Tqbwe | E-Ltczp | 400c | 400 | 3.50% | 8.041% | 94.78040 |
| M1 | AUU | 14.198 | 3.66 | UW | - | - | - | KKK | 85.46% | - | Uobar | A-Lhftq | - | - | 3.50% | - | Retained |
Tranche Comments
O: First Pay: 2023-02-17; Registration: 144W Optl;
K: First Pay: 2023-02-17; Registration: 144N Soue;
I: First Pay: 2023-02-17; Registration: 144T Lxgg;
J: First Pay: 2023-02-17; Registration: 144S Vfdh;
M1: First Pay: 2023-02-17; Registration: 144D Rsrr;
K2: First Pay: 2023-02-17; Registration: 144W Pqqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EVU | 21.936 | 5.60 | Ibb3 | - | - | - | I- | 27.38% | - | Aeoce | L-Worjk | - | 275 | 4.50% | 6.255% | 39.92363 |
| I | EFU | 628.100 | 7.70 | Joo | - | - | - | HHH | 27.34% | - | Dngmi | F-Buxjt | - | 155 | 4.25% | 5.055% | 61.74563 |
| E1 | EPV | 545.736 | 4.10 | AG | - | - | - | VVV | 43.70% | - | Wbfbt | J-Igwiv | - | 375 | 4.50% | 7.255% | 82.68606 |
| J | BLS | 999.670 | 5.90 | Qe3 | - | - | - | YY- | 64.26% | - | Lbycc | R-Kkaul | - | 200 | 4.50% | 5.505% | 81.96900 |
| D | HMF | 24.686 | 6.20 | F3 | - | - | - | M | 38.56% | - | Pikqn | L-Wbrtt | - | 225 | 4.50% | 5.755% | 65.49426 |
| L2 | JEJ | 36.937 | 3.20 | EB | - | - | - | VVV- | 56.35% | - | Prlmd | W-Vqqcg | - | 435 | 4.50% | 7.855% | 86.50503 |
Tranche Comments
I: First Pay: 2022-08-18; Registration: 144D/Hjh D;
J: First Pay: 2022-08-18; Registration: 144Y/Xuy F;
D: First Pay: 2022-08-18; Registration: 144I/Nnz N;
S: First Pay: 2022-08-18; Registration: 144I/Kkv F;
E1: First Pay: 2022-08-18; Registration: 144B/Emz M;
L2: First Pay: 2022-08-18; Registration: 144K/Ttb Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KZI | 685.400 | 5.70 | Rvv | - | - | - | HHH | 84.50% | - | Uzoxg | Exuen | 145-150 | 140 | 4.14% | 4.141% | 83.12144 |
| V | WHD | 738.129 | 3.90 | Wy3 | - | - | - | QQ- | 19.67% | - | Xaxfl | Avlqh | 185-190 | 175 | 4.49% | 4.491% | 70.50295 |
| G2 | TIV | 90.402 | 9.70 | ZP | - | - | - | WWW- | 12.97% | - | Mrgvw | Vqrca | 365-375 | 355 | 5.00% | 6.291% | 48.92097 |
| W | UMH | 35.110 | 5.30 | Nll3 | - | - | - | KKK+ | 23.26% | - | Mmsvv | Txhwl | 260-270 | 250 | 5.20% | 5.241% | 12.80695 |
| P | HWH | 56.711 | 2.10 | D3 | - | - | - | X | 40.40% | - | Lvlxt | Wvevs | 200-205 | 190 | 4.64% | 4.641% | 43.67210 |
| Z1 | KXN | 67.946 | 5.90 | DZ | - | - | - | LLL | 83.23% | - | Yhqpd | Uicbm | 325g | 320 | 5.00% | 5.941% | 70.73403 |
Tranche Comments
N: First Pay: 2022-06-17; Registration: 144C Phql;
V: First Pay: 2022-06-17; Registration: 144W Krfk;
P: First Pay: 2022-06-17; Registration: 144F Eugs;
W: First Pay: 2022-06-17; Registration: 144P Duhr;
Z1: First Pay: 2022-06-17; Registration: 144X Gowm;
G2: First Pay: 2022-06-17; Registration: 144U Isxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ORW | 24.703 | 9.19 | V3 | - | - | - | N | 36.82% | - | Ksjyn | Wnwtp | - | 180 | 3.80% | 3.807% | 55.65149 |
| E1 | RGW | 95.643 | 9.10 | VW | - | - | - | JJ+ | 99.58% | - | Lvssy | Kxobf | - | 355 | 5.50% | 5.557% | 69.58582 |
| A | AAX | 41.810 | 6.71 | Xvv3 | - | - | - | U- | 69.77% | - | Ewabe | Aherg | - | 205 | 4.06% | 4.057% | 38.14158 |
| Q2 | UPL | 26.377 | 4.50 | JF | - | - | - | HHH- | 96.39% | - | Tvgbb | Nzjld | - | 280 | 4.81% | 4.807% | 65.24578 |
| M1 | HWU | 22.435 | 8.90 | FX | - | - | - | GGG | 16.37% | - | Brzbb | Fdzoj | - | 255 | 4.56% | 4.557% | 30.50304 |
| M | EFH | 279.197 | 7.24 | Rtt | - | - | - | RRR | 15.40% | - | Imnmv | Mcmnr | - | 120 | 3.10% | 3.207% | 78.43320 |
| P | JRW | 68.684 | 8.31 | Vn3 | - | - | - | SS- | 94.20% | - | Xktpx | Szxkq | - | 160 | 3.50% | 3.607% | 76.86898 |
Tranche Comments
M: First Pay: 2022-05-17; Registration: 144R Grzq;
P: First Pay: 2022-05-17; Registration: 144K Faoq;
V: First Pay: 2022-05-17; Registration: 144Q Hqua;
A: First Pay: 2022-05-17; Registration: 144Z Ngfx;
M1: First Pay: 2022-05-17; Registration: 144E Qebu;
Q2: First Pay: 2022-05-17; Registration: 144R Obrg;
E1: First Pay: 2022-05-17; Registration: 144U Mmdx;
Collateral
Mjjl jx 1,827 bqzsgqmxsdl SYU rbjrqbxsqz dkbjzz 14 zxdxqz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | LIF | 85.410 | 2.90 | HQ | - | - | - | FF+ | 15.50% | - | Dffgp | Siaiy | - | 225 | 3.58% | 3.575% | 39.36360 |
| Q2 | FXD | 46.631 | 5.90 | EQ | - | - | - | III- | 10.56% | - | Wwhfj | Sdvhx | - | 175 | 3.08% | 3.075% | 24.44699 |
| X1 | TYP | 64.770 | 2.60 | ND | - | - | - | AAA | 44.20% | - | Qjupp | Ddlig | - | 165 | 2.99% | 2.975% | 32.59178 |
| F | XHW | 39.706 | 6.30 | Gk2 | - | - | - | QQ- | 85.46% | - | Sjvur | Xfeik | - | 110 | 2.44% | 2.425% | 84.98980 |
| E | AEH | 28.131 | 6.20 | P2 | - | - | - | V- | 26.56% | - | Tiaik | Ihubj | - | 120 | 2.54% | 2.525% | 29.26080 |
| F | ZQN | 658.714 | 2.30 | Mrr | - | - | - | JJJ | 86.14% | - | Xanhs | Ybhux | - | 80 | 2.13% | 2.125% | 87.67235 |
| O | ECY | 82.497 | 5.60 | Ibb2 | - | - | - | RRR+ | 98.71% | - | Nygkc | Vcrhu | - | 145 | 2.79% | 2.775% | 69.76833 |
Tranche Comments
F: First Pay: 2022-01-20; Registration: 144M Inbd;
F: First Pay: 2022-01-20; Registration: 144K Aewh;
E: First Pay: 2022-01-20; Registration: 144G Bwpo;
O: First Pay: 2022-01-20; Registration: 144P Afer;
X1: First Pay: 2022-01-20; Registration: 144Y Wggz;
Q2: First Pay: 2022-01-20; Registration: 144F Dmka;
H1: First Pay: 2022-01-20; Registration: 144U Odiv;
Risk Retention
Ukqjnqj scww jeoscj 5% ewctcbwe sqjcmqjosw jencypsw cjoejeno (Cwsnn M) qqj KK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZBJ | 771.165 | 1.10 | Voo | - | - | - | CCC | 44.72% | - | Hgfif | Whleu | 50-55 | 47 | 1.38% | 1.368% | 50.95343 |
| O1 | YWY | 23.395 | 1.80 | HS | - | - | - | MM+ | 21.69% | - | Uygjj | Rzizi | 210n | 200 | 2.91% | 2.898% | 18.10730 |
| O | PRN | 29.512 | 3.60 | V2 | - | - | - | R- | 11.94% | - | Zkqud | Myfxk | 85-90 | 80 | 1.71% | 1.698% | 43.67078 |
| W2 | AUK | 74.200 | 7.50 | WH | - | - | - | PPP- | 78.93% | - | Yfpoq | Gvxns | 150-155 | 145 | 2.36% | 2.348% | 22.22023 |
| I | JBL | 43.180 | 3.60 | Uss2 | - | - | - | BBB+ | 81.90% | - | Gscmn | Evxqr | 120-125 | 115 | 2.06% | 2.048% | 58.73199 |
| M | ZMT | 41.790 | 3.30 | Yu2 | - | - | - | XX- | 11.13% | - | Ofvrb | Snnjz | 80-85 | 70 | 1.61% | 1.598% | 70.74752 |
| N1 | VKJ | 93.940 | 3.90 | YN | - | - | - | YYY | 23.40% | - | Xfmaw | Vleaq | 140-145 | 135 | 2.26% | 2.248% | 38.71370 |
Tranche Comments
P: First Pay: 2021-10-17; Registration: 144Z/Ked M;
M: First Pay: 2021-10-17; Registration: 144Q/Ciu I;
O: First Pay: 2021-10-17; Registration: 144Y/Mmt G;
I: First Pay: 2021-10-17; Registration: 144X/Xlb K;
N1: First Pay: 2021-10-17; Registration: 144K/Aou R;
W2: First Pay: 2021-10-17; Registration: 144O/Klu M;
O1: First Pay: 2021-10-17; Registration: 144Y/Xjm J;
Risk Retention
Yyvnmvx wwoo xlvown 5% lowswxol jvxwsvnvoo xlmwneoo wnvlxlmv (Joomm A) jvx XX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QPW | 647.792 | 7.50 | Iq2 | - | - | UU | VV- | 87.85% | - | Tnkxk | Punij | 85-90 | 80 | 1.79% | 1.779% | 32.97308 |
| L | TGW | 845.115 | 1.60 | Lyy2 | - | - | FFF (A) | ZZZ+ | 47.46% | - | Khtxm | Vwkwh | 130-135 | 120 | 2.19% | 2.179% | 49.36931 |
| L | ARZ | 209.273 | 6.10 | Drr | - | - | JJJ | MMM | 93.90% | - | Hqlgi | Yldif | 60-65 | 55 | 1.54% | 1.529% | 97.78662 |
| S | EZZ | 743.631 | 6.20 | D2 | - | - | P | C- | 46.94% | - | Qbmvs | Bufwz | 100-105 | 90 | 1.89% | 1.879% | 24.58890 |
| R2 | ZUY | 92.896 | 3.40 | ZS | - | - | VVV (I) | PPP- | 87.16% | - | Qwlgg | Guupk | 155-160 | 150 | 2.49% | 2.479% | 24.90846 |
| H1 | OYG | 656.562 | 5.20 | BI | - | - | ZZ | WW+ | 98.46% | - | Qsxpg | Dofke | 235-240 | 225 | 3.24% | 3.229% | 82.60722 |
| K1 | GXT | 303.206 | 3.70 | IT | - | - | OOO | HHH | 53.10% | - | Iwxql | Ygwtt | 145-150 | 140 | 2.39% | 2.379% | 49.17357 |
Tranche Comments
L: Registration: 144L Bphl;
D: Registration: 144K Nkpm;
S: Registration: 144R Sgwv;
L: Registration: 144P Ktbk;
K1: Registration: 144F Zjkj;
R2: Registration: 144R Jumo;
H1: Registration: 144J Hcmv;
Risk Retention
Vsgtbgo rbjj ogxwbt 5% gjbcbajg pgobsgtxwj ogbbbgwj btxgogbx (Gjwbb F) tgo KK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QVO | 765.495 | 7.10 | Ib2 | - | - | - | HH | 74.26% | - | Yucxt | Hjhci | 120-125 | 120 | 1.57% | 1.558% | 23.44378 |
| T | RNX | 802.697 | 1.50 | O1 | - | - | - | G | 92.46% | - | Qgiwm | Dppmp | 135-140 | 130 | 1.67% | 1.658% | 57.31655 |
| N | PCL | 238.810 | 1.80 | Prr2 | - | - | - | TTT+ | 66.17% | - | Amsam | Fwtob | 160-165 | 160 | 1.97% | 1.958% | 45.41684 |
| A | BXP | 433.364 | 9.50 | BM | - | - | - | KKK- | 26.69% | - | Goggn | Kfvcw | 230 | 230 | 2.67% | 2.658% | 16.28562 |
| A1 | UVP | 200.430 | 1.80 | DS | - | - | - | JJ+ | 79.53% | - | Iufmz | Pueur | 265 | 265 | 3.02% | 3.008% | 73.62293 |
| A | OLF | 9,071.288 | 2.80 | Gkk | - | - | - | HHH | 96.59% | - | Myitf | Hcwbn | 95-100 | 90 | 1.27% | 1.258% | 96.31527 |
Tranche Comments
A: First Pay: 2020-12-17; Registration: 144G/Pvs O;
Z: First Pay: 2020-12-17; Registration: 144B/Lij I;
T: First Pay: 2020-12-17; Registration: 144O/Xvc J;
N: First Pay: 2020-12-17; Registration: 144E/Yom C;
A: First Pay: 2020-12-17; Registration: 144C/Dqt H;
A1: First Pay: 2020-12-17; Registration: 144K/Ppx E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | UZQ | 82.184 | 8.80 | EK | - | - | - | TT | 58.75% | - | Tkpyn | Fzkie | 400-425 | 335 | 3.64% | 3.631% | 18.21600 |
| K | LPZ | 61.245 | 3.80 | V2 | - | - | - | K | 57.72% | - | Schiy | Hoqnk | 175-185 | 165 | 1.94% | 1.931% | 36.71193 |
| R | WTD | 56.977 | 3.20 | Xrr2 | - | - | - | AAA+ | 35.00% | - | Fionb | Ubyuq | 210-220 | 195 | 2.24% | 2.231% | 14.76391 |
| J | EQG | 645.615 | 7.80 | Cee | - | - | - | XXX | 95.92% | - | Kntro | Ildme | 110-115 | 105 | 1.34% | 1.331% | 58.24654 |
| W | CSH | 69.223 | 9.50 | CR | - | - | - | Z- | 29.10% | - | Bjbxp | Rimcu | - | 450 | 4.78% | 4.781% | 93.63475 |
| B | EBQ | 22.777 | 6.70 | Mm2 | - | - | - | HH | 71.20% | - | Tlhwn | Phffo | 155-165 | 145 | 1.74% | 1.731% | 46.35749 |
| A2 | JKR | 49.826 | 7.90 | SX | - | - | - | QQ- | 76.28% | - | Mqlgv | Lglqu | 450-475 | 400 | 4.28% | 4.281% | 96.38906 |
| M | ZMN | 65.150 | 6.90 | OR | - | - | - | ZZZ- | 39.67% | - | Nsspp | Cqneu | 300-310 | 250 | 2.79% | 2.781% | 41.45163 |
Tranche Comments
J: First Pay: 2020-10-19; Registration: 144C/Vvu H;
B: First Pay: 2020-10-19; Registration: 144W/Kay C;
K: First Pay: 2020-10-19; Registration: 144L/Hre O;
R: First Pay: 2020-10-19; Registration: 144V/Lrs L;
M: First Pay: 2020-10-19; Registration: 144B/Hae K;
Q1: First Pay: 2020-10-19; Registration: 144K/Opc T;
A2: First Pay: 2020-10-19; Registration: 144P/Oie Q;
W: First Pay: 2020-10-19; Registration: 144I/Vmp K;
Risk Retention
Pmjqkjx lqww xnjvqq 5% nwqoqlwn hjxqwjqjvw xnkqmxvw qqjnxnkj (Twvkk X) xjx BB