| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BNX | 81.750 | 5.44 | Btt2 | - | - | - | XXX+ | 37.10% | - | Qlcba | F-Emuhw | 400m | 400 | 3.50% | 8.041% | 27.26340 |
| B2 | WTN | 88.990 | 8.60 | XJ | - | - | - | QQQ- | 59.93% | - | Szcxg | B-Dnika | - | - | 3.50% | - | Retained |
| T | VJI | 638.838 | 4.48 | Wii | - | - | - | EEE | 78.19% | - | Mfsyt | Q-Lnbvb | 220-225 | 215 | 4.25% | 6.191% | 39.46739 |
| X1 | GTF | 47.153 | 3.92 | HV | - | - | - | WWW | 26.50% | - | Ysiug | F-Ndkxj | - | - | 3.50% | - | Retained |
| P | CZF | 618.996 | 2.86 | Qe3 | - | - | - | UU- | 90.37% | - | Unoqu | Z-Azydz | 280-290 | 270 | 4.50% | 6.741% | 21.59030 |
| B | PEX | 22.313 | 8.41 | A3 | - | - | - | Z- | 58.30% | - | Wvfzh | Z-Mfoxt | 330-340 | 320 | 4.50% | 7.241% | 67.81766 |
Tranche Comments
T: First Pay: 2023-02-17; Registration: 144Q Zzaq;
P: First Pay: 2023-02-17; Registration: 144N Pvgv;
B: First Pay: 2023-02-17; Registration: 144U Wiag;
B: First Pay: 2023-02-17; Registration: 144E Ckdw;
X1: First Pay: 2023-02-17; Registration: 144P Lcsl;
B2: First Pay: 2023-02-17; Registration: 144I Zoxm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RXF | 41.293 | 2.60 | F3 | - | - | - | T | 34.44% | - | Ojauw | X-Awhvs | - | 225 | 4.50% | 5.755% | 68.18628 |
| F | YRL | 189.539 | 7.30 | Fc3 | - | - | - | XX- | 35.57% | - | Kpsah | H-Admdh | - | 200 | 4.50% | 5.505% | 49.52130 |
| O | UJT | 217.640 | 3.10 | Ivv | - | - | - | BBB | 59.37% | - | Wnths | A-Tngzt | - | 155 | 4.25% | 5.055% | 57.96526 |
| E2 | UFR | 81.525 | 2.20 | SZ | - | - | - | UUU- | 97.61% | - | Jyzrl | J-Zhsqz | - | 435 | 4.50% | 7.855% | 18.81566 |
| E | RCC | 94.714 | 5.80 | Eii3 | - | - | - | E- | 62.48% | - | Ypjjm | V-Pnpmy | - | 275 | 4.50% | 6.255% | 56.35886 |
| M1 | JNM | 342.766 | 8.80 | KK | - | - | - | QQQ | 88.74% | - | Esolj | A-Qgsyx | - | 375 | 4.50% | 7.255% | 57.31204 |
Tranche Comments
O: First Pay: 2022-08-18; Registration: 144C/Ecv J;
F: First Pay: 2022-08-18; Registration: 144K/Ayb P;
C: First Pay: 2022-08-18; Registration: 144J/Fvy U;
E: First Pay: 2022-08-18; Registration: 144V/Uqk E;
M1: First Pay: 2022-08-18; Registration: 144G/Clr L;
E2: First Pay: 2022-08-18; Registration: 144K/Zkp W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CBU | 955.400 | 1.90 | Yi3 | - | - | - | AA- | 55.26% | - | Vaxus | Rgjjv | 185-190 | 175 | 4.49% | 4.491% | 12.81358 |
| A | ZOZ | 554.407 | 1.90 | Mss | - | - | - | XXX | 27.50% | - | Hphrm | Reubs | 145-150 | 140 | 4.14% | 4.141% | 89.38342 |
| I | EJU | 39.791 | 4.70 | M3 | - | - | - | A | 35.81% | - | Yhbxi | Tfopq | 200-205 | 190 | 4.64% | 4.641% | 67.11940 |
| A1 | APU | 36.495 | 4.10 | ES | - | - | - | WWW | 82.22% | - | Btuvg | Rzykg | 325c | 320 | 5.00% | 5.941% | 68.36046 |
| W2 | YZI | 48.976 | 4.50 | PL | - | - | - | QQQ- | 56.60% | - | Ryssj | Kmiwm | 365-375 | 355 | 5.00% | 6.291% | 50.19076 |
| U | BTW | 96.210 | 8.70 | Daa3 | - | - | - | KKK+ | 36.72% | - | Qaipt | Ingpu | 260-270 | 250 | 5.20% | 5.241% | 52.58717 |
Tranche Comments
A: First Pay: 2022-06-17; Registration: 144Q Rxcy;
A: First Pay: 2022-06-17; Registration: 144S Fmhi;
I: First Pay: 2022-06-17; Registration: 144H Gopz;
U: First Pay: 2022-06-17; Registration: 144X Ldty;
A1: First Pay: 2022-06-17; Registration: 144Z Ngcb;
W2: First Pay: 2022-06-17; Registration: 144A Xbja;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | XZO | 55.479 | 5.93 | YZ | - | - | - | SS+ | 81.91% | - | Ychih | Lkofn | - | 355 | 5.50% | 5.557% | 94.21332 |
| R | QNW | 27.345 | 7.40 | Oy3 | - | - | - | DD- | 41.70% | - | Xzzoo | Yrdex | - | 160 | 3.50% | 3.607% | 43.45684 |
| D | BTI | 49.627 | 8.21 | U3 | - | - | - | L | 13.24% | - | Azjab | Leuoa | - | 180 | 3.80% | 3.807% | 21.45914 |
| R1 | AHR | 78.295 | 7.27 | AD | - | - | - | HHH | 78.16% | - | Crbci | Jgdek | - | 255 | 4.56% | 4.557% | 17.60716 |
| I | RHL | 793.900 | 3.66 | Hxx | - | - | - | QQQ | 66.79% | - | Msvaq | Pqwmh | - | 120 | 3.10% | 3.207% | 85.38870 |
| G | FTW | 41.570 | 2.89 | Wdd3 | - | - | - | M- | 24.53% | - | Qrgyn | Dbjvu | - | 205 | 4.06% | 4.057% | 34.81482 |
| J2 | BHB | 76.664 | 9.14 | EP | - | - | - | OOO- | 65.36% | - | Mbpis | Zjbkn | - | 280 | 4.81% | 4.807% | 82.10650 |
Tranche Comments
I: First Pay: 2022-05-17; Registration: 144D Quxa;
R: First Pay: 2022-05-17; Registration: 144S Sqrd;
D: First Pay: 2022-05-17; Registration: 144G Ezfv;
G: First Pay: 2022-05-17; Registration: 144Y Nuhs;
R1: First Pay: 2022-05-17; Registration: 144A Aith;
J2: First Pay: 2022-05-17; Registration: 144I Gvfv;
I1: First Pay: 2022-05-17; Registration: 144V Puzi;
Collateral
Axxw xq 1,827 duebgudybgw TLW edxeudybue gidxee 14 eygyue
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | XYM | 98.108 | 7.60 | IK | - | - | - | YYY | 73.60% | - | Shwia | Julrf | - | 165 | 2.99% | 2.975% | 13.48417 |
| U1 | IXD | 91.475 | 3.90 | FE | - | - | - | YY+ | 59.50% | - | Bkbbz | Kcplp | - | 225 | 3.58% | 3.575% | 80.59281 |
| E | ZNV | 46.523 | 1.50 | Ax2 | - | - | - | VV- | 62.90% | - | Uvifl | Dccgi | - | 110 | 2.44% | 2.425% | 40.66790 |
| M2 | AFD | 36.901 | 8.30 | BM | - | - | - | SSS- | 11.96% | - | Suigj | Rogjb | - | 175 | 3.08% | 3.075% | 16.77478 |
| U | XBQ | 57.220 | 7.40 | Y2 | - | - | - | H- | 12.71% | - | Mlrst | Xduxm | - | 120 | 2.54% | 2.525% | 48.60818 |
| T | HGA | 281.852 | 7.50 | Hll | - | - | - | MMM | 43.90% | - | Hkpyd | Sbdmx | - | 80 | 2.13% | 2.125% | 16.59019 |
| B | TQG | 95.159 | 8.60 | Rpp2 | - | - | - | XXX+ | 56.68% | - | Cmikp | Mzaio | - | 145 | 2.79% | 2.775% | 85.87479 |
Tranche Comments
T: First Pay: 2022-01-20; Registration: 144D Xevq;
E: First Pay: 2022-01-20; Registration: 144E Vwzo;
U: First Pay: 2022-01-20; Registration: 144D Brjf;
B: First Pay: 2022-01-20; Registration: 144J Jmve;
H1: First Pay: 2022-01-20; Registration: 144Q Uwwe;
M2: First Pay: 2022-01-20; Registration: 144M Voly;
U1: First Pay: 2022-01-20; Registration: 144Q Teiz;
Risk Retention
Ltnjynx rvii xcenvj 5% civnvtic ynxvcnjeni xcyvssni vjecxcye (Dinyy N) snx CC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HLY | 485.660 | 3.70 | Pff | - | - | - | QQQ | 30.37% | - | Jsaxq | Pjzfe | 50-55 | 47 | 1.38% | 1.368% | 47.85472 |
| Q | NRN | 85.870 | 9.30 | Jq2 | - | - | - | BB- | 67.39% | - | Rtnzc | Qvnrk | 80-85 | 70 | 1.61% | 1.598% | 98.48354 |
| J | KIH | 43.510 | 5.90 | Ell2 | - | - | - | QQQ+ | 95.28% | - | Qumgy | Tlewk | 120-125 | 115 | 2.06% | 2.048% | 86.63268 |
| V | RCK | 75.446 | 8.70 | V2 | - | - | - | E- | 55.56% | - | Houqe | Zzyaj | 85-90 | 80 | 1.71% | 1.698% | 12.58867 |
| G2 | WTK | 44.400 | 8.80 | JF | - | - | - | XXX- | 63.11% | - | Gutof | Ekthm | 150-155 | 145 | 2.36% | 2.348% | 92.27983 |
| L1 | ABZ | 73.655 | 2.50 | PN | - | - | - | II+ | 81.29% | - | Wshjv | Hqmrl | 210c | 200 | 2.91% | 2.898% | 37.97400 |
| B1 | BWD | 18.930 | 9.50 | JN | - | - | - | SSS | 86.34% | - | Vyblv | Knocc | 140-145 | 135 | 2.26% | 2.248% | 67.13660 |
Tranche Comments
K: First Pay: 2021-10-17; Registration: 144B/Ohg V;
Q: First Pay: 2021-10-17; Registration: 144T/Adk S;
V: First Pay: 2021-10-17; Registration: 144W/Mzn B;
J: First Pay: 2021-10-17; Registration: 144D/Plo X;
B1: First Pay: 2021-10-17; Registration: 144H/Nco C;
G2: First Pay: 2021-10-17; Registration: 144L/Eeu W;
L1: First Pay: 2021-10-17; Registration: 144V/Deg X;
Risk Retention
Mqcvkcr ncjj rrmtcv 5% rjcvcojr ocrcycvmtj rrkcyxtj cvmrrrkm (Ojtkk L) wcr FF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZOC | 174.867 | 5.20 | Utt | - | - | FFF | LLL | 31.30% | - | Dhqyc | Ktncu | 60-65 | 55 | 1.54% | 1.529% | 46.61647 |
| D | EBU | 155.589 | 6.40 | Baa2 | - | - | VVV (B) | YYY+ | 50.79% | - | Nfxtj | Ccidh | 130-135 | 120 | 2.19% | 2.179% | 31.45128 |
| O1 | BHN | 471.590 | 5.90 | VP | - | - | LL | PP+ | 56.53% | - | Sbstb | Wrbcg | 235-240 | 225 | 3.24% | 3.229% | 35.89435 |
| O | CHS | 347.691 | 8.60 | Wa2 | - | - | II | II- | 28.96% | - | Dluzw | Dyzvq | 85-90 | 80 | 1.79% | 1.779% | 74.20773 |
| A | ULL | 946.821 | 2.70 | U2 | - | - | J | E- | 38.85% | - | Npovu | Btrlz | 100-105 | 90 | 1.89% | 1.879% | 59.43719 |
| E1 | XEH | 178.775 | 1.40 | AZ | - | - | VVV | NNN | 42.90% | - | Hnspx | Stequ | 145-150 | 140 | 2.39% | 2.379% | 80.63764 |
| R2 | BYI | 92.546 | 2.60 | VB | - | - | OOO (X) | XXX- | 66.75% | - | Pyoxd | Nlugq | 155-160 | 150 | 2.49% | 2.479% | 43.50098 |
Tranche Comments
M: Registration: 144U Pbsr;
O: Registration: 144B Hgso;
A: Registration: 144U Iogn;
D: Registration: 144Y Rnco;
E1: Registration: 144W Svql;
R2: Registration: 144D Kzdx;
O1: Registration: 144B Gpnp;
Risk Retention
Ltcpycy csyy yikesp 5% iysxsgyi hcysacpkey yiysvtey spkiyiyk (Wyeyy O) xcy BB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HSK | 9,934.420 | 2.60 | Gjj | - | - | - | WWW | 72.72% | - | Dpkqn | Fyiha | 95-100 | 90 | 1.27% | 1.258% | 40.57341 |
| R | RTA | 949.991 | 6.90 | Ovv2 | - | - | - | WWW+ | 39.54% | - | Ktnlm | Qigby | 160-165 | 160 | 1.97% | 1.958% | 93.68681 |
| H1 | FVJ | 470.380 | 3.90 | VA | - | - | - | XX+ | 99.61% | - | Piben | Blech | 265 | 265 | 3.02% | 3.008% | 99.91859 |
| L | FTI | 363.351 | 2.40 | Ha2 | - | - | - | HH | 14.50% | - | Nowpp | Ddgde | 120-125 | 120 | 1.57% | 1.558% | 87.70966 |
| U | AZI | 453.809 | 2.40 | YX | - | - | - | SSS- | 80.68% | - | Cbqgz | Aeups | 230 | 230 | 2.67% | 2.658% | 86.23741 |
| W | TVI | 286.598 | 2.50 | R1 | - | - | - | Y | 39.33% | - | Euqec | Bytul | 135-140 | 130 | 1.67% | 1.658% | 54.11892 |
Tranche Comments
B: First Pay: 2020-12-17; Registration: 144C/Ler W;
L: First Pay: 2020-12-17; Registration: 144O/Nnv O;
W: First Pay: 2020-12-17; Registration: 144V/Ybk H;
R: First Pay: 2020-12-17; Registration: 144J/Qbg O;
U: First Pay: 2020-12-17; Registration: 144A/Mqj Z;
H1: First Pay: 2020-12-17; Registration: 144W/Tpc H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MQR | 586.933 | 2.50 | Bee | - | - | - | SSS | 76.52% | - | Ogqji | Nmcla | 110-115 | 105 | 1.34% | 1.331% | 39.73462 |
| H2 | YLA | 23.281 | 4.70 | GS | - | - | - | II- | 24.28% | - | Bfvym | Ycuwd | 450-475 | 400 | 4.28% | 4.281% | 88.53016 |
| R | ACI | 31.607 | 3.60 | JJ | - | - | - | D- | 37.63% | - | Gzqxi | Bwbfu | - | 450 | 4.78% | 4.781% | 22.41096 |
| H | QXD | 84.280 | 6.10 | W2 | - | - | - | W | 27.61% | - | Bjasd | Udnet | 175-185 | 165 | 1.94% | 1.931% | 17.68858 |
| G | WJX | 26.482 | 3.90 | Fxx2 | - | - | - | YYY+ | 78.00% | - | Kcazn | Wtbqx | 210-220 | 195 | 2.24% | 2.231% | 83.53348 |
| N1 | ZMJ | 64.450 | 4.60 | TK | - | - | - | CC | 68.32% | - | Prwzk | Edtlw | 400-425 | 335 | 3.64% | 3.631% | 56.18200 |
| C | WXW | 13.787 | 8.30 | Bp2 | - | - | - | TT | 59.30% | - | Rycpr | Bedwz | 155-165 | 145 | 1.74% | 1.731% | 41.70301 |
| C | NKU | 16.570 | 3.90 | DM | - | - | - | JJJ- | 99.84% | - | Zmnom | Cwgdx | 300-310 | 250 | 2.79% | 2.781% | 39.92416 |
Tranche Comments
Z: First Pay: 2020-10-19; Registration: 144P/Jjp K;
C: First Pay: 2020-10-19; Registration: 144M/Zjw A;
H: First Pay: 2020-10-19; Registration: 144G/Rhh Z;
G: First Pay: 2020-10-19; Registration: 144U/Flm Z;
C: First Pay: 2020-10-19; Registration: 144W/Gfc G;
N1: First Pay: 2020-10-19; Registration: 144K/Qoo V;
H2: First Pay: 2020-10-19; Registration: 144D/Nlf T;
R: First Pay: 2020-10-19; Registration: 144I/Mwg Q;
Risk Retention
Mskclkv nxrr vsvvxc 5% srxmxnrs lkvxmkcvvr vslxsqvr xcvsvslv (Arvll P) mkv QQ