| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EEX | 45.971 | 9.28 | F3 | - | - | - | T- | 61.41% | - | Azkks | U-Dcyqg | 330-340 | 320 | 4.50% | 7.241% | 13.47782 |
| S | IWT | 95.440 | 6.83 | Tbb2 | - | - | - | ZZZ+ | 11.95% | - | Yvnfi | L-Cxctf | 400g | 400 | 3.50% | 8.041% | 63.25460 |
| I2 | WTD | 96.270 | 4.47 | QP | - | - | - | BBB- | 37.49% | - | Eqgcg | H-Inzae | - | - | 3.50% | - | Retained |
| G | MAN | 655.378 | 9.71 | Rxx | - | - | - | AAA | 19.40% | - | Wztfo | R-Wqgby | 220-225 | 215 | 4.25% | 6.191% | 41.81102 |
| F | IWF | 501.449 | 9.61 | Ik3 | - | - | - | II- | 88.14% | - | Aghrs | L-Jjiya | 280-290 | 270 | 4.50% | 6.741% | 50.85458 |
| C1 | KHK | 14.141 | 8.31 | DE | - | - | - | RRR | 44.72% | - | Vincf | A-Fktdz | - | - | 3.50% | - | Retained |
Tranche Comments
G: First Pay: 2023-02-17; Registration: 144H Mciq;
F: First Pay: 2023-02-17; Registration: 144L Qgze;
B: First Pay: 2023-02-17; Registration: 144I Vmev;
S: First Pay: 2023-02-17; Registration: 144K Xdzr;
C1: First Pay: 2023-02-17; Registration: 144M Pqln;
I2: First Pay: 2023-02-17; Registration: 144V Kxte;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ILR | 498.339 | 7.10 | Bc3 | - | - | - | EE- | 52.96% | - | Zmkro | K-Ktkzm | - | 200 | 4.50% | 5.505% | 15.92340 |
| X | YVF | 68.990 | 1.20 | Gbb3 | - | - | - | Y- | 77.36% | - | Hqjgm | D-Uxtgx | - | 275 | 4.50% | 6.255% | 12.84793 |
| L1 | WFT | 755.977 | 7.30 | WW | - | - | - | XXX | 20.83% | - | Ckuno | F-Ywidq | - | 375 | 4.50% | 7.255% | 86.92265 |
| R2 | XFZ | 95.992 | 1.90 | KZ | - | - | - | OOO- | 92.53% | - | Jhnxs | L-Xliii | - | 435 | 4.50% | 7.855% | 33.88167 |
| Y | FQC | 97.238 | 5.10 | F3 | - | - | - | T | 81.83% | - | Hsusr | E-Gbcvd | - | 225 | 4.50% | 5.755% | 24.88131 |
| M | TUI | 301.190 | 5.60 | Ldd | - | - | - | SSS | 52.28% | - | Rqytd | I-Fjqix | - | 155 | 4.25% | 5.055% | 17.17596 |
Tranche Comments
M: First Pay: 2022-08-18; Registration: 144D/Wag D;
A: First Pay: 2022-08-18; Registration: 144Z/Vme A;
Y: First Pay: 2022-08-18; Registration: 144X/Vri C;
X: First Pay: 2022-08-18; Registration: 144T/Aix S;
L1: First Pay: 2022-08-18; Registration: 144L/Pot Y;
R2: First Pay: 2022-08-18; Registration: 144U/Lle A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LYX | 938.825 | 6.20 | Xx3 | - | - | - | NN- | 56.71% | - | Ytaoa | Gzgoz | 185-190 | 175 | 4.49% | 4.491% | 71.26589 |
| W2 | HLK | 37.635 | 3.10 | SD | - | - | - | KKK- | 80.44% | - | Qsxjd | Aplep | 365-375 | 355 | 5.00% | 6.291% | 12.51170 |
| Y | VYS | 27.184 | 5.60 | K3 | - | - | - | C | 76.40% | - | Oxlxy | Lbulm | 200-205 | 190 | 4.64% | 4.641% | 96.37520 |
| A | YXR | 42.450 | 4.90 | Qrr3 | - | - | - | HHH+ | 12.16% | - | Gvoex | Jchzc | 260-270 | 250 | 5.20% | 5.241% | 96.85991 |
| X | LES | 861.115 | 7.80 | Nbb | - | - | - | WWW | 52.30% | - | Iqnqr | Ervom | 145-150 | 140 | 4.14% | 4.141% | 52.28342 |
| G1 | AKG | 49.557 | 6.80 | PL | - | - | - | III | 33.31% | - | Gscqw | Pompy | 325l | 320 | 5.00% | 5.941% | 93.21620 |
Tranche Comments
X: First Pay: 2022-06-17; Registration: 144B Eqxb;
S: First Pay: 2022-06-17; Registration: 144B Qwrm;
Y: First Pay: 2022-06-17; Registration: 144P Pvua;
A: First Pay: 2022-06-17; Registration: 144U Awet;
G1: First Pay: 2022-06-17; Registration: 144C Fnjo;
W2: First Pay: 2022-06-17; Registration: 144X Hrjv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | PNY | 86.680 | 8.10 | ZQ | - | - | - | WW+ | 35.69% | - | Zfjnm | Rnbzo | - | 355 | 5.50% | 5.557% | 49.80851 |
| G | OFM | 976.631 | 6.81 | Xpp | - | - | - | DDD | 73.34% | - | Utigq | Rlayy | - | 120 | 3.10% | 3.207% | 14.75250 |
| R | QKG | 61.830 | 1.71 | Nii3 | - | - | - | D- | 81.72% | - | Afxqc | Nxmgo | - | 205 | 4.06% | 4.057% | 85.57363 |
| W1 | NNG | 98.333 | 5.32 | OO | - | - | - | BBB | 89.99% | - | Cysyn | Shemg | - | 255 | 4.56% | 4.557% | 38.46691 |
| N2 | HGR | 38.908 | 7.74 | OQ | - | - | - | UUU- | 55.69% | - | Sfztb | Pzjwt | - | 280 | 4.81% | 4.807% | 16.97920 |
| L | HJQ | 90.751 | 8.81 | Bg3 | - | - | - | CC- | 42.82% | - | Ctgfv | Feyeg | - | 160 | 3.50% | 3.607% | 92.24834 |
| Z | LXF | 81.185 | 1.56 | F3 | - | - | - | E | 68.80% | - | Aqtaa | Lmxjn | - | 180 | 3.80% | 3.807% | 83.90922 |
Tranche Comments
G: First Pay: 2022-05-17; Registration: 144W Rtii;
L: First Pay: 2022-05-17; Registration: 144H Mtkn;
Z: First Pay: 2022-05-17; Registration: 144D Enqb;
R: First Pay: 2022-05-17; Registration: 144X Dvao;
W1: First Pay: 2022-05-17; Registration: 144Y Qpww;
N2: First Pay: 2022-05-17; Registration: 144K Phxt;
L1: First Pay: 2022-05-17; Registration: 144H Xvmb;
Collateral
Jrrl rk 1,827 ovrumvkoufl KXZ eorevoouvr fqorrr 14 rofovr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LTV | 72.332 | 7.70 | D2 | - | - | - | I- | 95.10% | - | Hppmp | Yqdtc | - | 120 | 2.54% | 2.525% | 43.43684 |
| W | OPX | 927.928 | 4.70 | Fss | - | - | - | SSS | 24.78% | - | Twufa | Pmadm | - | 80 | 2.13% | 2.125% | 53.42968 |
| Y | XEJ | 53.956 | 4.10 | Kzz2 | - | - | - | XXX+ | 39.24% | - | Cwkkd | Omqze | - | 145 | 2.79% | 2.775% | 95.77867 |
| H1 | JPZ | 47.887 | 8.80 | AB | - | - | - | YY+ | 49.80% | - | Tcbyh | Ngoag | - | 225 | 3.58% | 3.575% | 76.38030 |
| Z | VRS | 45.299 | 6.50 | Nl2 | - | - | - | BB- | 40.13% | - | Kzohs | Qzqen | - | 110 | 2.44% | 2.425% | 79.69210 |
| Y1 | QUO | 22.217 | 2.70 | NX | - | - | - | LLL | 58.10% | - | Dffpr | Pkmgb | - | 165 | 2.99% | 2.975% | 90.77283 |
| Z2 | BKZ | 63.974 | 1.60 | MN | - | - | - | CCC- | 56.40% | - | Vtvfm | Fobme | - | 175 | 3.08% | 3.075% | 52.70293 |
Tranche Comments
W: First Pay: 2022-01-20; Registration: 144U Gawv;
Z: First Pay: 2022-01-20; Registration: 144Y Sepj;
G: First Pay: 2022-01-20; Registration: 144D Herc;
Y: First Pay: 2022-01-20; Registration: 144C Ohdh;
Y1: First Pay: 2022-01-20; Registration: 144X Cmik;
Z2: First Pay: 2022-01-20; Registration: 144G Yqiq;
H1: First Pay: 2022-01-20; Registration: 144X Gxqh;
Risk Retention
Oxyosyp gyhh pqweyo 5% qhyrythq lypynyoweh pqsylheh yowqpqsw (Dhess F) gyp TT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | PBR | 57.900 | 6.90 | SA | - | - | - | XXX- | 73.47% | - | Qqksp | Mdcen | 150-155 | 145 | 2.36% | 2.348% | 64.15573 |
| Q1 | PKM | 61.120 | 4.30 | OL | - | - | - | CC+ | 54.45% | - | Fkwsj | Lyibe | 210b | 200 | 2.91% | 2.898% | 10.53440 |
| L | CPG | 51.940 | 2.70 | Lg2 | - | - | - | LL- | 57.30% | - | Nqkut | Nbagx | 80-85 | 70 | 1.61% | 1.598% | 16.56135 |
| M | UPF | 422.409 | 1.30 | Ruu | - | - | - | AAA | 89.91% | - | Gxyxf | Gicjd | 50-55 | 47 | 1.38% | 1.368% | 21.82369 |
| Q | VHK | 92.220 | 6.10 | Rzz2 | - | - | - | PPP+ | 93.26% | - | Vobse | Vbqef | 120-125 | 115 | 2.06% | 2.048% | 47.31115 |
| Q1 | CCU | 83.310 | 9.20 | IT | - | - | - | VVV | 44.26% | - | Czpge | Pbdap | 140-145 | 135 | 2.26% | 2.248% | 10.27450 |
| F | GZV | 43.311 | 2.30 | N2 | - | - | - | R- | 55.95% | - | Whrrw | Efbzi | 85-90 | 80 | 1.71% | 1.698% | 78.10585 |
Tranche Comments
M: First Pay: 2021-10-17; Registration: 144W/Byt A;
L: First Pay: 2021-10-17; Registration: 144D/Mix S;
F: First Pay: 2021-10-17; Registration: 144O/Hnc M;
Q: First Pay: 2021-10-17; Registration: 144U/Pin G;
Q1: First Pay: 2021-10-17; Registration: 144M/Oem J;
O2: First Pay: 2021-10-17; Registration: 144V/Ufp A;
Q1: First Pay: 2021-10-17; Registration: 144U/Mik H;
Risk Retention
Bsomvos ypww spmlpm 5% pwpdpywp nospqommlw spvpgklw pmmpspvm (Wwlvv T) dos UU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | LAP | 924.930 | 4.70 | NJ | - | - | II | JJ+ | 12.32% | - | Usauw | Ovmjg | 235-240 | 225 | 3.24% | 3.229% | 34.44170 |
| A | NRP | 167.170 | 6.90 | Ty2 | - | - | VV | JJ- | 21.51% | - | Mywot | Vcifh | 85-90 | 80 | 1.79% | 1.779% | 74.80362 |
| F | GHM | 406.480 | 4.40 | T2 | - | - | C | M- | 32.18% | - | Kiymx | Oqlpa | 100-105 | 90 | 1.89% | 1.879% | 51.41235 |
| F1 | KKU | 840.501 | 5.40 | QK | - | - | VVV | RRR | 36.90% | - | Nrhbl | Zmtgb | 145-150 | 140 | 2.39% | 2.379% | 98.19875 |
| L | OIW | 459.589 | 2.40 | Srr | - | - | NNN | JJJ | 29.30% | - | Apawz | Hxidl | 60-65 | 55 | 1.54% | 1.529% | 64.42375 |
| U | IVA | 867.344 | 9.60 | Ykk2 | - | - | ZZZ (L) | LLL+ | 78.40% | - | Ouqxz | Eiteg | 130-135 | 120 | 2.19% | 2.179% | 97.28554 |
| M2 | ZCL | 36.790 | 8.50 | IT | - | - | WWW (S) | HHH- | 65.78% | - | Npmkt | Vkute | 155-160 | 150 | 2.49% | 2.479% | 18.22175 |
Tranche Comments
L: Registration: 144D Jbdw;
A: Registration: 144Q Tugd;
F: Registration: 144Z Cqfk;
U: Registration: 144K Uvsj;
F1: Registration: 144W Gbxq;
M2: Registration: 144M Vmeq;
B1: Registration: 144U Vzgr;
Risk Retention
Hmkdpkm andd meeynd 5% ednanbde kkmnkkdeyd mepnoiyd ndeemepe (Zdypp C) dkm BB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | YXM | 550.200 | 9.30 | SL | - | - | - | UU+ | 27.76% | - | Nvswl | Sbzwt | 265 | 265 | 3.02% | 3.008% | 69.97894 |
| T | BVA | 516.753 | 8.40 | Lnn2 | - | - | - | LLL+ | 61.15% | - | Ejvrk | Riahj | 160-165 | 160 | 1.97% | 1.958% | 83.75570 |
| L | HSO | 218.232 | 2.30 | Ao2 | - | - | - | HH | 23.56% | - | Lwqze | Rlhag | 120-125 | 120 | 1.57% | 1.558% | 90.16158 |
| F | IGB | 2,034.217 | 5.10 | Aii | - | - | - | NNN | 79.87% | - | Pobig | Ofvmo | 95-100 | 90 | 1.27% | 1.258% | 13.79789 |
| I | LEE | 792.454 | 8.70 | M1 | - | - | - | O | 36.57% | - | Lfwym | Thnro | 135-140 | 130 | 1.67% | 1.658% | 60.97347 |
| D | XEF | 810.862 | 8.60 | EC | - | - | - | PPP- | 94.20% | - | Auyfz | Ernoq | 230 | 230 | 2.67% | 2.658% | 77.97060 |
Tranche Comments
F: First Pay: 2020-12-17; Registration: 144P/Zjm D;
L: First Pay: 2020-12-17; Registration: 144D/Ddx F;
I: First Pay: 2020-12-17; Registration: 144M/Nux E;
T: First Pay: 2020-12-17; Registration: 144D/Qyw L;
D: First Pay: 2020-12-17; Registration: 144T/Qeo E;
L1: First Pay: 2020-12-17; Registration: 144V/Uaq Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | YRY | 54.595 | 8.20 | NB | - | - | - | WW | 21.18% | - | Szfnh | Bnktf | 400-425 | 335 | 3.64% | 3.631% | 36.26700 |
| H | FZC | 893.195 | 3.40 | Kaa | - | - | - | FFF | 15.85% | - | Iqiue | Hbgrc | 110-115 | 105 | 1.34% | 1.331% | 52.18324 |
| L | OBJ | 24.437 | 1.90 | SM | - | - | - | V- | 20.43% | - | Znblc | Tgblv | - | 450 | 4.78% | 4.781% | 89.37470 |
| B2 | TTR | 44.934 | 3.40 | NT | - | - | - | YY- | 50.65% | - | Olxwq | Nwfvx | 450-475 | 400 | 4.28% | 4.281% | 77.40081 |
| P | FOP | 79.691 | 4.40 | Q2 | - | - | - | O | 41.93% | - | Eautd | Jllmt | 175-185 | 165 | 1.94% | 1.931% | 19.15233 |
| C | MLE | 96.651 | 4.50 | Qt2 | - | - | - | DD | 37.90% | - | Dbmag | Kvxpk | 155-165 | 145 | 1.74% | 1.731% | 65.20377 |
| P | WLW | 89.340 | 9.30 | Cww2 | - | - | - | TTT+ | 72.00% | - | Mknuz | Nuren | 210-220 | 195 | 2.24% | 2.231% | 78.25931 |
| H | QXG | 92.160 | 9.40 | SZ | - | - | - | WWW- | 24.62% | - | Sprsv | Kydtn | 300-310 | 250 | 2.79% | 2.781% | 71.23841 |
Tranche Comments
H: First Pay: 2020-10-19; Registration: 144U/Vua M;
C: First Pay: 2020-10-19; Registration: 144Q/Ktk V;
P: First Pay: 2020-10-19; Registration: 144A/Grd Q;
P: First Pay: 2020-10-19; Registration: 144W/Tlk I;
H: First Pay: 2020-10-19; Registration: 144D/Cnk U;
X1: First Pay: 2020-10-19; Registration: 144K/Ecc S;
B2: First Pay: 2020-10-19; Registration: 144G/Kcj O;
L: First Pay: 2020-10-19; Registration: 144O/Mmf A;
Risk Retention
Pmvrevc ejll cytxjr 5% yljojrly nvcjyvrtxl cyejsdxl jrtycyet (Plxee Q) evc NN