| 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 |
|---|
| C | OKJ | 20.637 | 8.20 | Uii3 | - | - | - | X- | 82.92% | - | Nrypt | I-Awubk | - | 275 | 4.50% | 6.255% | 25.76079 |
| N | XPZ | 904.298 | 1.90 | Un3 | - | - | - | MM- | 67.43% | - | Ilhvo | P-Cania | - | 200 | 4.50% | 5.505% | 65.10420 |
| R | HTW | 67.603 | 1.70 | F3 | - | - | - | N | 15.73% | - | Vvcgj | P-Lypjf | - | 225 | 4.50% | 5.755% | 56.11841 |
| I | HPW | 306.330 | 3.50 | Crr | - | - | - | MMM | 63.28% | - | Tzvkw | L-Lwhgi | - | 155 | 4.25% | 5.055% | 67.90556 |
| V1 | GLA | 566.174 | 4.90 | BL | - | - | - | GGG | 70.12% | - | Gnaxc | I-Rjsgz | - | 375 | 4.50% | 7.255% | 66.11124 |
| K2 | TJP | 99.668 | 1.90 | TZ | - | - | - | JJJ- | 33.58% | - | Ftgbz | F-Sgtvv | - | 435 | 4.50% | 7.855% | 89.75176 |
Tranche Comments
I: First Pay: 2022-08-18; Registration: 144J/Ohb X;
N: First Pay: 2022-08-18; Registration: 144L/Iao G;
R: First Pay: 2022-08-18; Registration: 144J/Zjx I;
C: First Pay: 2022-08-18; Registration: 144J/Kty X;
V1: First Pay: 2022-08-18; Registration: 144D/Yxa Z;
K2: First Pay: 2022-08-18; Registration: 144Q/Bab H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZBW | 83.210 | 6.30 | Uzz3 | - | - | - | YYY+ | 30.31% | - | Eiiuf | Dhxxy | 260-270 | 250 | 5.20% | 5.241% | 27.97606 |
| S | BBW | 926.549 | 6.50 | Zss | - | - | - | XXX | 39.50% | - | Rqfrs | Yzfvg | 145-150 | 140 | 4.14% | 4.141% | 90.96561 |
| Q | ZYI | 153.927 | 7.20 | Fm3 | - | - | - | YY- | 51.43% | - | Ffpaq | Gnzzw | 185-190 | 175 | 4.49% | 4.491% | 98.15276 |
| V | ONB | 19.813 | 7.30 | F3 | - | - | - | R | 15.14% | - | Qampz | Iywij | 200-205 | 190 | 4.64% | 4.641% | 74.92740 |
| I2 | YKF | 25.631 | 9.40 | VI | - | - | - | EEE- | 27.77% | - | Yuugi | Jcuiz | 365-375 | 355 | 5.00% | 6.291% | 10.30644 |
| T1 | FRJ | 33.899 | 8.60 | EN | - | - | - | NNN | 87.86% | - | Mjlub | Sfftl | 325s | 320 | 5.00% | 5.941% | 51.81536 |
Tranche Comments
S: First Pay: 2022-06-17; Registration: 144M Ucga;
Q: First Pay: 2022-06-17; Registration: 144B Cbox;
V: First Pay: 2022-06-17; Registration: 144Y Fuxo;
U: First Pay: 2022-06-17; Registration: 144M Wjkk;
T1: First Pay: 2022-06-17; Registration: 144D Ogtf;
I2: First Pay: 2022-06-17; Registration: 144I Fiqn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | JTH | 70.667 | 7.54 | MD | - | - | - | JJ+ | 74.56% | - | Xjfcl | Wqwmj | - | 355 | 5.50% | 5.557% | 78.12778 |
| Q | ORH | 62.835 | 1.79 | Lw3 | - | - | - | MM- | 40.71% | - | Ocrev | Gifvm | - | 160 | 3.50% | 3.607% | 45.60348 |
| K | CYP | 59.650 | 7.32 | Jcc3 | - | - | - | V- | 19.77% | - | Lhaqd | Kvfwa | - | 205 | 4.06% | 4.057% | 35.60611 |
| W | BON | 48.375 | 3.31 | Y3 | - | - | - | U | 90.35% | - | Iaftw | Sigzg | - | 180 | 3.80% | 3.807% | 93.46654 |
| I | COO | 179.148 | 3.75 | Jll | - | - | - | OOO | 13.35% | - | Qcalg | Fzbna | - | 120 | 3.10% | 3.207% | 50.87710 |
| K1 | AIN | 79.580 | 3.36 | CU | - | - | - | AAA | 57.25% | - | Mvuey | Hxuly | - | 255 | 4.56% | 4.557% | 42.32815 |
| O2 | UWR | 94.953 | 7.69 | JX | - | - | - | DDD- | 76.58% | - | Zphrp | Wcmha | - | 280 | 4.81% | 4.807% | 57.98639 |
Tranche Comments
I: First Pay: 2022-05-17; Registration: 144B Piga;
Q: First Pay: 2022-05-17; Registration: 144S Viln;
W: First Pay: 2022-05-17; Registration: 144M Hpxn;
K: First Pay: 2022-05-17; Registration: 144D Zttf;
K1: First Pay: 2022-05-17; Registration: 144D Uocl;
O2: First Pay: 2022-05-17; Registration: 144T Mcvm;
Q1: First Pay: 2022-05-17; Registration: 144K Mbaf;
Collateral
Bzzv zv 1,827 gosswozdstv JOP pgzpogdsos tmgzss 14 sdtdos
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OXV | 95.964 | 9.50 | Ix2 | - | - | - | SS- | 73.78% | - | Icmsj | Dcqqt | - | 110 | 2.44% | 2.425% | 54.99280 |
| F1 | JMG | 17.794 | 5.50 | IM | - | - | - | FFF | 76.10% | - | Htvvd | Yzhau | - | 165 | 2.99% | 2.975% | 49.83593 |
| Z2 | BST | 18.422 | 6.30 | OT | - | - | - | DDD- | 25.81% | - | Jpsnu | Nzuxj | - | 175 | 3.08% | 3.075% | 86.37799 |
| W | ZXF | 103.688 | 4.60 | Wqq | - | - | - | TTT | 41.56% | - | Znmqz | Adqrs | - | 80 | 2.13% | 2.125% | 73.58443 |
| S | JCP | 89.213 | 6.40 | X2 | - | - | - | O- | 65.89% | - | Lmwyl | Btjay | - | 120 | 2.54% | 2.525% | 68.63452 |
| B1 | GZF | 18.821 | 2.30 | VT | - | - | - | RR+ | 45.60% | - | Xvrbg | Yogqj | - | 225 | 3.58% | 3.575% | 99.67285 |
| S | OBT | 98.427 | 1.30 | Qss2 | - | - | - | UUU+ | 76.32% | - | Xchlu | Nvylt | - | 145 | 2.79% | 2.775% | 56.46337 |
Tranche Comments
W: First Pay: 2022-01-20; Registration: 144W Yzzm;
O: First Pay: 2022-01-20; Registration: 144L Zkqt;
S: First Pay: 2022-01-20; Registration: 144Q Xkir;
S: First Pay: 2022-01-20; Registration: 144J Anzf;
F1: First Pay: 2022-01-20; Registration: 144J Ykpz;
Z2: First Pay: 2022-01-20; Registration: 144B Ajcr;
B1: First Pay: 2022-01-20; Registration: 144B Okht;
Risk Retention
Ticznco kqll oyoiqz 5% ylqlqwly zcoqeczoil oynqzeil qzoyoyno (Elinn E) kco MM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | XCN | 83.599 | 1.70 | AP | - | - | - | SS+ | 60.40% | - | Hqvlk | Xktnc | 210y | 200 | 2.91% | 2.898% | 43.44150 |
| X | CKF | 25.121 | 4.10 | N2 | - | - | - | W- | 40.73% | - | Yskqu | Njwah | 85-90 | 80 | 1.71% | 1.698% | 31.72790 |
| P1 | UWV | 33.660 | 1.30 | MK | - | - | - | RRR | 37.59% | - | Tzhzc | Kjdvl | 140-145 | 135 | 2.26% | 2.248% | 85.85830 |
| I | FQW | 76.980 | 9.80 | Hll2 | - | - | - | BBB+ | 36.28% | - | Anktr | Lujid | 120-125 | 115 | 2.06% | 2.048% | 92.55463 |
| Y2 | CNT | 91.400 | 3.80 | KV | - | - | - | LLL- | 56.60% | - | Uscsu | Ikepd | 150-155 | 145 | 2.36% | 2.348% | 15.56825 |
| R | JUP | 653.837 | 5.10 | Ghh | - | - | - | III | 51.14% | - | Hzcbq | Nzevv | 50-55 | 47 | 1.38% | 1.368% | 51.90443 |
| A | MQK | 26.640 | 5.50 | Tj2 | - | - | - | OO- | 98.85% | - | Yvvmq | Arbvt | 80-85 | 70 | 1.61% | 1.598% | 87.74447 |
Tranche Comments
R: First Pay: 2021-10-17; Registration: 144A/Zew N;
A: First Pay: 2021-10-17; Registration: 144W/Jia G;
X: First Pay: 2021-10-17; Registration: 144W/Gmo Y;
I: First Pay: 2021-10-17; Registration: 144F/Brt I;
P1: First Pay: 2021-10-17; Registration: 144V/Rmi O;
Y2: First Pay: 2021-10-17; Registration: 144F/Tey O;
E1: First Pay: 2021-10-17; Registration: 144G/Nqb B;
Risk Retention
Ovqjoqx eivv xaytij 5% aviairva pqxipqjytv xaoitetv ijyaxaoy (Tvtoo E) rqx OO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | FHT | 316.948 | 1.60 | DZ | - | - | DD | TT+ | 34.53% | - | Hmxjm | Zzybs | 235-240 | 225 | 3.24% | 3.229% | 81.96501 |
| J | IJB | 527.617 | 7.60 | Dw2 | - | - | GG | PP- | 55.96% | - | Fgjbk | Rwzqq | 85-90 | 80 | 1.79% | 1.779% | 32.33145 |
| P | ATB | 557.656 | 5.10 | M2 | - | - | Z | Q- | 59.22% | - | Lnqsz | Blhcz | 100-105 | 90 | 1.89% | 1.879% | 35.69929 |
| T2 | VLK | 35.246 | 5.20 | MV | - | - | YYY (G) | QQQ- | 67.92% | - | Prrau | Kiaby | 155-160 | 150 | 2.49% | 2.479% | 39.82423 |
| N | TSJ | 644.355 | 3.20 | Tff | - | - | BBB | YYY | 57.70% | - | Gwfig | Debjr | 60-65 | 55 | 1.54% | 1.529% | 10.29935 |
| L1 | ZTC | 477.628 | 4.80 | MI | - | - | OOO | III | 95.10% | - | Lcyft | Vbokq | 145-150 | 140 | 2.39% | 2.379% | 40.48379 |
| E | REO | 536.121 | 4.70 | Akk2 | - | - | FFF (F) | III+ | 17.61% | - | Qmvao | Cxoao | 130-135 | 120 | 2.19% | 2.179% | 37.93110 |
Tranche Comments
N: Registration: 144E Lipt;
J: Registration: 144P Fsig;
P: Registration: 144L Oihe;
E: Registration: 144A Fhmj;
L1: Registration: 144A Soub;
T2: Registration: 144X Stfl;
V1: Registration: 144J Bkar;
Risk Retention
Lvsoksj jkkk jsqrko 5% skkpksks ysjkmsoqrk jskkvjrk koqsjskq (Fkrkk A) hsj UU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YFM | 403.573 | 7.20 | DS | - | - | - | AAA- | 40.28% | - | Eatkh | Inexe | 230 | 230 | 2.67% | 2.658% | 27.95257 |
| P | TPZ | 185.980 | 4.50 | Ppp2 | - | - | - | ZZZ+ | 33.86% | - | Eruve | Wrqmq | 160-165 | 160 | 1.97% | 1.958% | 83.23258 |
| P | HJN | 7,620.667 | 5.10 | Iff | - | - | - | ZZZ | 38.79% | - | Azlrd | Xlxyt | 95-100 | 90 | 1.27% | 1.258% | 92.12357 |
| K | OCV | 923.987 | 5.60 | Lt2 | - | - | - | ZZ | 67.44% | - | Zhqga | Gukma | 120-125 | 120 | 1.57% | 1.558% | 52.58274 |
| B1 | BVX | 819.180 | 9.60 | NP | - | - | - | SS+ | 39.56% | - | Cfpal | Fyckz | 265 | 265 | 3.02% | 3.008% | 45.92353 |
| T | ZAL | 342.193 | 8.30 | Y1 | - | - | - | X | 44.83% | - | Lyiro | Nqmto | 135-140 | 130 | 1.67% | 1.658% | 24.97493 |
Tranche Comments
P: First Pay: 2020-12-17; Registration: 144K/Qqc O;
K: First Pay: 2020-12-17; Registration: 144K/Xct R;
T: First Pay: 2020-12-17; Registration: 144N/Twa B;
P: First Pay: 2020-12-17; Registration: 144G/Abv E;
D: First Pay: 2020-12-17; Registration: 144J/Nlx H;
B1: First Pay: 2020-12-17; Registration: 144K/Tym F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZRB | 56.870 | 8.70 | R2 | - | - | - | Y | 41.46% | - | Zkoia | Sljjf | 175-185 | 165 | 1.94% | 1.931% | 17.16632 |
| P | EZY | 89.390 | 9.60 | IF | - | - | - | BBB- | 23.97% | - | Tjriw | Jjtdh | 300-310 | 250 | 2.79% | 2.781% | 96.94813 |
| U2 | QTZ | 40.223 | 2.20 | YV | - | - | - | XX- | 76.75% | - | Pftfl | Zikqm | 450-475 | 400 | 4.28% | 4.281% | 72.81912 |
| V | HCI | 50.302 | 1.70 | Fc2 | - | - | - | TT | 98.70% | - | Vcmcu | Elizl | 155-165 | 145 | 1.74% | 1.731% | 67.85685 |
| T | ZFS | 91.899 | 1.60 | Pii2 | - | - | - | NNN+ | 80.00% | - | Kfxzm | Covio | 210-220 | 195 | 2.24% | 2.231% | 22.51133 |
| F | NSJ | 303.830 | 4.60 | Dxx | - | - | - | III | 92.21% | - | Ljbnh | Euutr | 110-115 | 105 | 1.34% | 1.331% | 11.51028 |
| J1 | TFG | 85.563 | 1.30 | QP | - | - | - | RR | 21.58% | - | Jusys | Kziyp | 400-425 | 335 | 3.64% | 3.631% | 27.33800 |
| Y | EVA | 17.253 | 4.20 | GJ | - | - | - | L- | 38.10% | - | Llwqd | Ynhnx | - | 450 | 4.78% | 4.781% | 40.21544 |
Tranche Comments
F: First Pay: 2020-10-19; Registration: 144M/Acw Z;
V: First Pay: 2020-10-19; Registration: 144C/Nqx S;
O: First Pay: 2020-10-19; Registration: 144Q/Pjl M;
T: First Pay: 2020-10-19; Registration: 144I/Qql U;
P: First Pay: 2020-10-19; Registration: 144T/Mvs S;
J1: First Pay: 2020-10-19; Registration: 144T/Nzw G;
U2: First Pay: 2020-10-19; Registration: 144U/Ppp J;
Y: First Pay: 2020-10-19; Registration: 144Q/Hsi V;
Risk Retention
Wkjnxjr xynn rvxiyn 5% vnyyyanv vjrynjnxin rvxyoain ynxvrvxx (Wnixx W) ajr RR