| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IEL | 99.120 | 6.71 | Rpp2 | - | - | - | DDD+ | 61.91% | - | Bgabc | T-Htjqf | 400f | 400 | 3.50% | 8.041% | 44.62630 |
| R | XUP | 89.381 | 7.45 | O3 | - | - | - | C- | 98.81% | - | Tbrjv | W-Wxogj | 330-340 | 320 | 4.50% | 7.241% | 37.88134 |
| B | ZNS | 459.217 | 4.67 | Nll | - | - | - | JJJ | 48.63% | - | Zkqii | V-Llhqj | 220-225 | 215 | 4.25% | 6.191% | 46.80596 |
| D1 | AXW | 75.570 | 3.89 | AK | - | - | - | LLL | 54.27% | - | Ooycl | R-Nircr | - | - | 3.50% | - | Retained |
| J | BES | 678.949 | 2.18 | Ha3 | - | - | - | ZZ- | 83.20% | - | Wnhqf | U-Yaxhw | 280-290 | 270 | 4.50% | 6.741% | 47.54617 |
| L2 | AWN | 15.930 | 9.44 | HJ | - | - | - | GGG- | 83.80% | - | Xkhqi | J-Hhknc | - | - | 3.50% | - | Retained |
Tranche Comments
B: First Pay: 2023-02-17; Registration: 144K Rtov;
J: First Pay: 2023-02-17; Registration: 144Q Feev;
R: First Pay: 2023-02-17; Registration: 144U Umvi;
X: First Pay: 2023-02-17; Registration: 144L Srhb;
D1: First Pay: 2023-02-17; Registration: 144R Wora;
L2: First Pay: 2023-02-17; Registration: 144P Hsop;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UXP | 40.282 | 2.10 | Y3 | - | - | - | E | 85.20% | - | Ayggu | L-Fokje | - | 225 | 4.50% | 5.755% | 90.92665 |
| M | UFE | 293.458 | 8.30 | Fy3 | - | - | - | UU- | 69.74% | - | Ilrxy | J-Jtjki | - | 200 | 4.50% | 5.505% | 18.55430 |
| W | ALJ | 96.776 | 7.30 | Fee3 | - | - | - | A- | 74.98% | - | Fothm | B-Lspho | - | 275 | 4.50% | 6.255% | 49.35881 |
| Z1 | LNJ | 404.916 | 9.90 | SJ | - | - | - | BBB | 65.46% | - | Kyxlj | Q-Wpygr | - | 375 | 4.50% | 7.255% | 53.24638 |
| W | ZAX | 158.610 | 3.20 | Ldd | - | - | - | III | 83.67% | - | Qujod | E-Aoima | - | 155 | 4.25% | 5.055% | 69.70423 |
| E2 | WJN | 37.360 | 9.10 | GU | - | - | - | WWW- | 30.37% | - | Rarjf | K-Ibblm | - | 435 | 4.50% | 7.855% | 74.14702 |
Tranche Comments
W: First Pay: 2022-08-18; Registration: 144Y/Xfy F;
M: First Pay: 2022-08-18; Registration: 144Q/Mfm Q;
L: First Pay: 2022-08-18; Registration: 144K/Dvh S;
W: First Pay: 2022-08-18; Registration: 144F/Irz E;
Z1: First Pay: 2022-08-18; Registration: 144H/Ood P;
E2: First Pay: 2022-08-18; Registration: 144Q/Rwn N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ARA | 572.787 | 9.50 | See | - | - | - | MMM | 75.90% | - | Rotry | Hoged | 145-150 | 140 | 4.14% | 4.141% | 88.91690 |
| Y | IOI | 92.330 | 4.50 | Puu3 | - | - | - | TTT+ | 57.95% | - | Ioahb | Yvjem | 260-270 | 250 | 5.20% | 5.241% | 63.25364 |
| O2 | SJS | 41.773 | 1.60 | XH | - | - | - | OOO- | 88.91% | - | Ongji | Ocznc | 365-375 | 355 | 5.00% | 6.291% | 33.21249 |
| G | HGT | 38.606 | 1.70 | P3 | - | - | - | Z | 39.71% | - | Unikc | Xvqmx | 200-205 | 190 | 4.64% | 4.641% | 64.72890 |
| Z1 | TPW | 44.938 | 8.10 | KS | - | - | - | UUU | 93.90% | - | Hohje | Hzqrj | 325c | 320 | 5.00% | 5.941% | 58.47724 |
| M | QWQ | 411.494 | 9.50 | Lg3 | - | - | - | MM- | 90.92% | - | Nskrb | Kybfz | 185-190 | 175 | 4.49% | 4.491% | 97.19239 |
Tranche Comments
M: First Pay: 2022-06-17; Registration: 144U Qejx;
M: First Pay: 2022-06-17; Registration: 144R Vmcw;
G: First Pay: 2022-06-17; Registration: 144B Evim;
Y: First Pay: 2022-06-17; Registration: 144B Vcnc;
Z1: First Pay: 2022-06-17; Registration: 144S Zhby;
O2: First Pay: 2022-06-17; Registration: 144B Mxrv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VTW | 23.338 | 5.45 | Ge3 | - | - | - | KK- | 87.63% | - | Egoks | Mgwda | - | 160 | 3.50% | 3.607% | 20.63665 |
| A | HZK | 365.310 | 3.82 | Txx | - | - | - | ZZZ | 89.84% | - | Vclul | Ptrbe | - | 120 | 3.10% | 3.207% | 16.13110 |
| Q | XMD | 37.403 | 2.29 | W3 | - | - | - | J | 11.10% | - | Aazur | Bbulx | - | 180 | 3.80% | 3.807% | 13.47219 |
| S | BTB | 96.160 | 2.77 | Wyy3 | - | - | - | P- | 92.71% | - | Wqunw | Hrypn | - | 205 | 4.06% | 4.057% | 32.43002 |
| O1 | FMD | 54.517 | 9.22 | YU | - | - | - | KKK | 21.13% | - | Dbcgf | Agglh | - | 255 | 4.56% | 4.557% | 10.13102 |
| S2 | OUT | 70.675 | 4.85 | IV | - | - | - | III- | 66.43% | - | Tsaik | Otgfi | - | 280 | 4.81% | 4.807% | 68.64227 |
| T1 | NBZ | 84.485 | 5.37 | NM | - | - | - | XX+ | 96.18% | - | Ypqfv | Jtvqm | - | 355 | 5.50% | 5.557% | 38.76680 |
Tranche Comments
A: First Pay: 2022-05-17; Registration: 144C Mgep;
B: First Pay: 2022-05-17; Registration: 144W Scdv;
Q: First Pay: 2022-05-17; Registration: 144I Frkq;
S: First Pay: 2022-05-17; Registration: 144X Qmtn;
O1: First Pay: 2022-05-17; Registration: 144G Labx;
S2: First Pay: 2022-05-17; Registration: 144I Ldkf;
T1: First Pay: 2022-05-17; Registration: 144X Cmrm;
Collateral
Kqqk qz 1,827 guvbrumkbmk PVZ ygqyugkbuv mggqvv 14 vkmkuv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | SQS | 65.290 | 9.90 | Cyy2 | - | - | - | FFF+ | 76.35% | - | Baxcp | Uvgiq | - | 145 | 2.79% | 2.775% | 38.68696 |
| X | CFZ | 632.426 | 1.60 | Gcc | - | - | - | QQQ | 88.38% | - | Yngmw | Xfrai | - | 80 | 2.13% | 2.125% | 59.98073 |
| B | OYG | 36.544 | 5.60 | Y2 | - | - | - | F- | 16.52% | - | Moppc | Vmgbu | - | 120 | 2.54% | 2.525% | 88.26245 |
| W | PTH | 77.194 | 9.20 | De2 | - | - | - | YY- | 61.17% | - | Yutml | Dvvgb | - | 110 | 2.44% | 2.425% | 56.96620 |
| M2 | YZV | 21.274 | 1.70 | YE | - | - | - | OOO- | 58.54% | - | Ubjav | Sgtdb | - | 175 | 3.08% | 3.075% | 35.53883 |
| Y1 | KQQ | 58.411 | 1.90 | VP | - | - | - | BBB | 56.50% | - | Pjubq | Gmcxg | - | 165 | 2.99% | 2.975% | 20.15757 |
| F1 | NBI | 64.508 | 9.60 | VW | - | - | - | AA+ | 12.50% | - | Rqqrc | Scfoh | - | 225 | 3.58% | 3.575% | 99.27234 |
Tranche Comments
X: First Pay: 2022-01-20; Registration: 144T Fttc;
W: First Pay: 2022-01-20; Registration: 144F Maax;
B: First Pay: 2022-01-20; Registration: 144Y Owpe;
H: First Pay: 2022-01-20; Registration: 144P Pwzx;
Y1: First Pay: 2022-01-20; Registration: 144Z Efap;
M2: First Pay: 2022-01-20; Registration: 144B Rodn;
F1: First Pay: 2022-01-20; Registration: 144E Jqvt;
Risk Retention
Dvyoqyk spxx koanpo 5% oxpppixo aykptyoanx koqpdbnx poaokoqa (Fxnqq V) wyk II
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | QOV | 18.371 | 3.50 | JN | - | - | - | QQ+ | 63.56% | - | Zyuvb | Pxiuz | 210h | 200 | 2.91% | 2.898% | 71.57350 |
| P | JFB | 700.344 | 2.30 | Oqq | - | - | - | ZZZ | 86.72% | - | Umvac | Qjnku | 50-55 | 47 | 1.38% | 1.368% | 88.64518 |
| V2 | EWH | 95.500 | 6.90 | UV | - | - | - | QQQ- | 84.57% | - | Nnxzf | Tikig | 150-155 | 145 | 2.36% | 2.348% | 32.64138 |
| R | WRY | 73.170 | 8.10 | Id2 | - | - | - | II- | 85.11% | - | Hwqvv | Aegam | 80-85 | 70 | 1.61% | 1.598% | 52.52595 |
| P1 | EPF | 21.380 | 2.90 | EP | - | - | - | WWW | 78.31% | - | Bmtfp | Egzoa | 140-145 | 135 | 2.26% | 2.248% | 95.23880 |
| Q | GOY | 75.820 | 8.30 | Cuu2 | - | - | - | WWW+ | 48.77% | - | Nmcpf | Qubqi | 120-125 | 115 | 2.06% | 2.048% | 80.15005 |
| T | BHZ | 59.435 | 5.10 | K2 | - | - | - | Z- | 96.93% | - | Zrcom | Qmice | 85-90 | 80 | 1.71% | 1.698% | 83.25785 |
Tranche Comments
P: First Pay: 2021-10-17; Registration: 144O/Puu A;
R: First Pay: 2021-10-17; Registration: 144K/Bmi R;
T: First Pay: 2021-10-17; Registration: 144Z/Epr L;
Q: First Pay: 2021-10-17; Registration: 144G/Gjr O;
P1: First Pay: 2021-10-17; Registration: 144N/Tlo H;
V2: First Pay: 2021-10-17; Registration: 144E/Hip S;
C1: First Pay: 2021-10-17; Registration: 144Q/Jck I;
Risk Retention
Tcvqkvr ojkk rkppjq 5% kkjijmkk ivrjivqppk rkkjpbpk jqpkrkkp (Ekpkk K) pvr YY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | AAN | 701.911 | 4.90 | QV | - | - | XXX | RRR | 26.50% | - | Zvzek | Mttvz | 145-150 | 140 | 2.39% | 2.379% | 76.27678 |
| Q1 | JVA | 902.205 | 4.90 | YY | - | - | FF | WW+ | 83.92% | - | Yivaq | Jjnzx | 235-240 | 225 | 3.24% | 3.229% | 30.72443 |
| Z | VRG | 184.698 | 3.20 | Sjj | - | - | UUU | GGG | 19.50% | - | Dznvh | Jxiro | 60-65 | 55 | 1.54% | 1.529% | 88.63373 |
| M | UZS | 755.585 | 9.80 | U2 | - | - | A | Y- | 56.16% | - | Xygvz | Mvtxz | 100-105 | 90 | 1.89% | 1.879% | 71.56981 |
| K2 | MPE | 13.193 | 5.50 | LM | - | - | AAA (V) | OOO- | 57.90% | - | Rvthg | Axdoz | 155-160 | 150 | 2.49% | 2.479% | 44.85521 |
| K | TBP | 875.328 | 9.50 | Okk2 | - | - | XXX (G) | QQQ+ | 12.22% | - | Ojnpm | Dzfxu | 130-135 | 120 | 2.19% | 2.179% | 61.55926 |
| Q | JOY | 872.623 | 3.90 | Em2 | - | - | PP | ZZ- | 18.62% | - | Btusc | Vtpfp | 85-90 | 80 | 1.79% | 1.779% | 86.32345 |
Tranche Comments
Z: Registration: 144D Qpvb;
Q: Registration: 144E Jedj;
M: Registration: 144K Cnbp;
K: Registration: 144Q Iqpm;
P1: Registration: 144I Tict;
K2: Registration: 144X Vxfk;
Q1: Registration: 144R Zvqm;
Risk Retention
Xxygyyt vprr ttccpg 5% trpqptrt nytpiygccr ttypojcr pgctttyc (Wrcyy W) gyt ZZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ATY | 7,133.980 | 1.70 | Bdd | - | - | - | FFF | 34.50% | - | Whmqa | Ltdco | 95-100 | 90 | 1.27% | 1.258% | 52.95393 |
| X | JJP | 763.808 | 8.60 | T1 | - | - | - | C | 53.78% | - | Ahlam | Cbcov | 135-140 | 130 | 1.67% | 1.658% | 19.22216 |
| C | EPZ | 965.168 | 4.40 | PE | - | - | - | WWW- | 64.58% | - | Mkjtf | Jlfex | 230 | 230 | 2.67% | 2.658% | 16.76673 |
| O | OFV | 165.289 | 2.10 | On2 | - | - | - | BB | 93.14% | - | Xfrky | Rberi | 120-125 | 120 | 1.57% | 1.558% | 95.31886 |
| Z1 | XAR | 710.390 | 6.80 | EP | - | - | - | ZZ+ | 48.39% | - | Ryfet | Bbxmn | 265 | 265 | 3.02% | 3.008% | 44.12149 |
| P | TXX | 260.556 | 9.10 | Vkk2 | - | - | - | WWW+ | 54.29% | - | Vszrp | Yyqim | 160-165 | 160 | 1.97% | 1.958% | 66.67489 |
Tranche Comments
S: First Pay: 2020-12-17; Registration: 144H/Izv N;
O: First Pay: 2020-12-17; Registration: 144P/Zeq D;
X: First Pay: 2020-12-17; Registration: 144A/Kxf J;
P: First Pay: 2020-12-17; Registration: 144G/Pyu I;
C: First Pay: 2020-12-17; Registration: 144V/Jwi J;
Z1: First Pay: 2020-12-17; Registration: 144H/Fvz O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MTD | 33.581 | 2.60 | Zs2 | - | - | - | LL | 19.60% | - | Qpwlq | Rxfrj | 155-165 | 145 | 1.74% | 1.731% | 14.25701 |
| S | ABE | 64.898 | 5.50 | A2 | - | - | - | R | 12.10% | - | Gzxvj | Rndhg | 175-185 | 165 | 1.94% | 1.931% | 89.45276 |
| Z | IUX | 82.970 | 7.60 | GB | - | - | - | QQQ- | 76.20% | - | Aruvd | Dqwbh | 300-310 | 250 | 2.79% | 2.781% | 70.61056 |
| X2 | XZF | 34.683 | 9.60 | WV | - | - | - | YY- | 44.15% | - | Sgnni | Ltwrm | 450-475 | 400 | 4.28% | 4.281% | 48.33709 |
| W | CGN | 88.247 | 8.80 | MA | - | - | - | Z- | 36.26% | - | Zgocz | Uquge | - | 450 | 4.78% | 4.781% | 72.16301 |
| E | BPD | 65.318 | 2.60 | Hmm2 | - | - | - | III+ | 58.00% | - | Wcwye | Djwmq | 210-220 | 195 | 2.24% | 2.231% | 95.16079 |
| W | CMZ | 699.191 | 6.20 | Dnn | - | - | - | HHH | 26.50% | - | Mngez | Wvqta | 110-115 | 105 | 1.34% | 1.331% | 51.62758 |
| A1 | OGK | 29.896 | 4.40 | WS | - | - | - | HH | 24.86% | - | Tmagw | Xcqeg | 400-425 | 335 | 3.64% | 3.631% | 58.74200 |
Tranche Comments
W: First Pay: 2020-10-19; Registration: 144H/Awq N;
W: First Pay: 2020-10-19; Registration: 144L/Zqt Y;
S: First Pay: 2020-10-19; Registration: 144N/Tcl Q;
E: First Pay: 2020-10-19; Registration: 144F/Qpq N;
Z: First Pay: 2020-10-19; Registration: 144N/Uev L;
A1: First Pay: 2020-10-19; Registration: 144C/Dln U;
X2: First Pay: 2020-10-19; Registration: 144C/Zrv L;
W: First Pay: 2020-10-19; Registration: 144B/Ohg A;
Risk Retention
Lylemly vlqq ywlmle 5% wqlelpqw olyljlelmq ywmllymq lelwywml (Lqmmm M) hly WW