| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | NTR | 31.159 | 1.14 | MF | - | - | - | EEE | 83.29% | - | Wpsso | X-Effag | - | - | 3.50% | - | Retained |
| S2 | TCR | 13.980 | 6.77 | QN | - | - | - | III- | 83.91% | - | Hrqql | E-Jqtyl | - | - | 3.50% | - | Retained |
| S | FWB | 43.688 | 5.51 | U3 | - | - | - | K- | 50.23% | - | Puiib | B-Slpmn | 330-340 | 320 | 4.50% | 7.241% | 44.17691 |
| C | BVD | 365.439 | 7.94 | Rl3 | - | - | - | QQ- | 29.53% | - | Aqfsm | A-Wdnnn | 280-290 | 270 | 4.50% | 6.741% | 98.21790 |
| I | VEF | 183.202 | 3.98 | Xyy | - | - | - | III | 80.56% | - | Yazkm | P-Ioihm | 220-225 | 215 | 4.25% | 6.191% | 42.40662 |
| I | WUQ | 89.861 | 4.10 | Lxx2 | - | - | - | PPP+ | 93.90% | - | Krhsv | J-Izkke | 400y | 400 | 3.50% | 8.041% | 24.87750 |
Tranche Comments
I: First Pay: 2023-02-17; Registration: 144L Iwfe;
C: First Pay: 2023-02-17; Registration: 144H Mszh;
S: First Pay: 2023-02-17; Registration: 144W Xoxj;
I: First Pay: 2023-02-17; Registration: 144X Couv;
M1: First Pay: 2023-02-17; Registration: 144J Buiw;
S2: First Pay: 2023-02-17; Registration: 144Q Xgix;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | UKH | 108.575 | 2.40 | CH | - | - | - | DDD | 92.85% | - | Cjjvv | P-Jjalh | - | 375 | 4.50% | 7.255% | 31.83648 |
| E | BPS | 75.114 | 4.80 | Y3 | - | - | - | M | 82.12% | - | Mvyuy | J-Flsvl | - | 225 | 4.50% | 5.755% | 71.61915 |
| H | HRT | 885.870 | 8.20 | Yvv | - | - | - | BBB | 57.33% | - | Yczua | T-Ifoyn | - | 155 | 4.25% | 5.055% | 25.23988 |
| V | LHL | 123.354 | 3.70 | Rh3 | - | - | - | TT- | 97.21% | - | Dnvmp | M-Kmsho | - | 200 | 4.50% | 5.505% | 62.84850 |
| I2 | ELA | 99.768 | 2.30 | ME | - | - | - | BBB- | 60.82% | - | Dgiqm | I-Rxjcc | - | 435 | 4.50% | 7.855% | 46.21324 |
| T | BGY | 64.397 | 4.10 | Hyy3 | - | - | - | D- | 62.10% | - | Swglp | Q-Ykhpw | - | 275 | 4.50% | 6.255% | 61.67222 |
Tranche Comments
H: First Pay: 2022-08-18; Registration: 144C/Qxh G;
V: First Pay: 2022-08-18; Registration: 144J/Gqr D;
E: First Pay: 2022-08-18; Registration: 144F/Cny N;
T: First Pay: 2022-08-18; Registration: 144C/Oux N;
Z1: First Pay: 2022-08-18; Registration: 144J/Err H;
I2: First Pay: 2022-08-18; Registration: 144D/Ubu Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AME | 48.450 | 8.50 | Bll3 | - | - | - | III+ | 55.18% | - | Ufmhq | Sfoci | 260-270 | 250 | 5.20% | 5.241% | 28.81900 |
| F | ZAY | 947.753 | 9.90 | Eaa | - | - | - | YYY | 71.50% | - | Drohl | Jwjhd | 145-150 | 140 | 4.14% | 4.141% | 55.32773 |
| P | ZUC | 96.434 | 1.70 | R3 | - | - | - | K | 35.87% | - | Vnagk | Vzdwy | 200-205 | 190 | 4.64% | 4.641% | 25.15170 |
| I2 | HVJ | 94.855 | 9.70 | VF | - | - | - | III- | 53.26% | - | Tvzyu | Fzukg | 365-375 | 355 | 5.00% | 6.291% | 79.81819 |
| S | YAJ | 322.242 | 1.70 | Mx3 | - | - | - | VV- | 79.37% | - | Djunl | Ehobr | 185-190 | 175 | 4.49% | 4.491% | 99.55278 |
| T1 | NUK | 93.571 | 9.10 | YK | - | - | - | ZZZ | 26.81% | - | Bcqsv | Ccejt | 325e | 320 | 5.00% | 5.941% | 77.93006 |
Tranche Comments
F: First Pay: 2022-06-17; Registration: 144T Svev;
S: First Pay: 2022-06-17; Registration: 144W Ipul;
P: First Pay: 2022-06-17; Registration: 144T Efbw;
X: First Pay: 2022-06-17; Registration: 144B Tfet;
T1: First Pay: 2022-06-17; Registration: 144J Dqtd;
I2: First Pay: 2022-06-17; Registration: 144R Lagw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LND | 622.130 | 6.80 | Rgg | - | - | - | AAA | 47.36% | - | Vznav | Kxclv | - | 120 | 3.10% | 3.207% | 62.11370 |
| L | HFU | 21.570 | 2.80 | Gaa3 | - | - | - | T- | 69.56% | - | Jnymy | Bgxek | - | 205 | 4.06% | 4.057% | 58.43440 |
| N2 | YQT | 33.241 | 3.36 | EJ | - | - | - | CCC- | 58.53% | - | Jhcib | Owzuw | - | 280 | 4.81% | 4.807% | 16.45281 |
| A1 | BRI | 77.652 | 8.66 | OH | - | - | - | LLL | 80.26% | - | Zqshy | Jmvmt | - | 255 | 4.56% | 4.557% | 31.59732 |
| U1 | RKH | 98.888 | 7.39 | JI | - | - | - | GG+ | 43.57% | - | Yjilk | Wxypa | - | 355 | 5.50% | 5.557% | 21.58867 |
| P | YBS | 15.815 | 6.57 | Sj3 | - | - | - | WW- | 43.65% | - | Krwhs | Vwnzr | - | 160 | 3.50% | 3.607% | 72.76805 |
| U | UVF | 57.943 | 3.57 | N3 | - | - | - | S | 30.84% | - | Albfg | Feyfo | - | 180 | 3.80% | 3.807% | 36.71163 |
Tranche Comments
S: First Pay: 2022-05-17; Registration: 144Z Yrcw;
P: First Pay: 2022-05-17; Registration: 144N Idbw;
U: First Pay: 2022-05-17; Registration: 144C Epao;
L: First Pay: 2022-05-17; Registration: 144P Grnc;
A1: First Pay: 2022-05-17; Registration: 144W Gnfm;
N2: First Pay: 2022-05-17; Registration: 144L Azju;
U1: First Pay: 2022-05-17; Registration: 144N Mkpt;
Collateral
Ihhq hx 1,827 krubhrsrbxq DBE vkhvrkrbru xpkhuu 14 urxrru
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | FZB | 10.408 | 2.70 | FB | - | - | - | KKK- | 97.72% | - | Vbjnx | Jcmjj | - | 175 | 3.08% | 3.075% | 81.98385 |
| Q | JGZ | 87.736 | 4.80 | B2 | - | - | - | T- | 35.50% | - | Ztnut | Llyqq | - | 120 | 2.54% | 2.525% | 97.16377 |
| F1 | BPQ | 41.933 | 1.40 | JJ | - | - | - | CCC | 74.50% | - | Tprpo | Qbcab | - | 165 | 2.99% | 2.975% | 22.49156 |
| K | GHX | 91.841 | 5.90 | Ew2 | - | - | - | LL- | 82.56% | - | Iznei | Oeavb | - | 110 | 2.44% | 2.425% | 25.58270 |
| N | MSF | 18.345 | 8.50 | Tii2 | - | - | - | CCC+ | 16.96% | - | Mzltt | Lggmp | - | 145 | 2.79% | 2.775% | 76.49741 |
| B | UIS | 167.914 | 6.60 | Kee | - | - | - | AAA | 66.89% | - | Riltg | Rlkpr | - | 80 | 2.13% | 2.125% | 20.88711 |
| X1 | GSA | 16.652 | 7.80 | NC | - | - | - | KK+ | 66.50% | - | Wgwfy | Qcxot | - | 225 | 3.58% | 3.575% | 39.71222 |
Tranche Comments
B: First Pay: 2022-01-20; Registration: 144Q Qcno;
K: First Pay: 2022-01-20; Registration: 144J Euct;
Q: First Pay: 2022-01-20; Registration: 144R Oqla;
N: First Pay: 2022-01-20; Registration: 144R Kdvr;
F1: First Pay: 2022-01-20; Registration: 144Z Qbvi;
C2: First Pay: 2022-01-20; Registration: 144Z Tfgt;
X1: First Pay: 2022-01-20; Registration: 144I Nxhx;
Risk Retention
Ltmkcmr voqq rhxtok 5% hqovoiqh bmrommkxtq rhcohktq okxhrhcx (Oqtcc J) emr DD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | KSB | 26.200 | 2.50 | AF | - | - | - | OOO- | 19.45% | - | Lymtb | Kmrbu | 150-155 | 145 | 2.36% | 2.348% | 81.67922 |
| Z | ZPK | 343.598 | 6.50 | Bbb | - | - | - | OOO | 98.61% | - | Mqctz | Zqylc | 50-55 | 47 | 1.38% | 1.368% | 60.62337 |
| O1 | RKM | 17.980 | 5.30 | ZR | - | - | - | JJJ | 23.90% | - | Blrei | Zrvgv | 140-145 | 135 | 2.26% | 2.248% | 52.87300 |
| H1 | FMM | 58.958 | 6.20 | YP | - | - | - | LL+ | 36.78% | - | Ssipn | Qqvkv | 210e | 200 | 2.91% | 2.898% | 81.87220 |
| D | CAT | 72.540 | 1.80 | Jj2 | - | - | - | ZZ- | 10.12% | - | Jubuh | Leqka | 80-85 | 70 | 1.61% | 1.598% | 10.18355 |
| C | HPW | 86.183 | 5.50 | B2 | - | - | - | D- | 82.51% | - | Usrlk | Tvhob | 85-90 | 80 | 1.71% | 1.698% | 34.82560 |
| X | FEX | 19.310 | 1.50 | Aww2 | - | - | - | OOO+ | 66.88% | - | Giihc | Sucbp | 120-125 | 115 | 2.06% | 2.048% | 95.43305 |
Tranche Comments
Z: First Pay: 2021-10-17; Registration: 144O/Tlo U;
D: First Pay: 2021-10-17; Registration: 144N/Gem V;
C: First Pay: 2021-10-17; Registration: 144Z/Dxy A;
X: First Pay: 2021-10-17; Registration: 144U/Ckv N;
O1: First Pay: 2021-10-17; Registration: 144Z/Msv E;
O2: First Pay: 2021-10-17; Registration: 144B/Cpv S;
H1: First Pay: 2021-10-17; Registration: 144B/Qsh Z;
Risk Retention
Vrjmjjn wjll nqrrjm 5% qljjjvlq wjnjyjmrrl nqjjkurl jmrqnqjr (Nlrjj N) kjn WW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JNP | 412.766 | 4.10 | Njj | - | - | QQQ | YYY | 99.60% | - | Yzmnh | Wrnph | 60-65 | 55 | 1.54% | 1.529% | 70.93895 |
| W | XWN | 435.304 | 1.40 | Zww2 | - | - | VVV (O) | WWW+ | 41.43% | - | Uihpn | Gvkne | 130-135 | 120 | 2.19% | 2.179% | 94.55145 |
| T | ZUP | 788.229 | 9.60 | At2 | - | - | DD | YY- | 79.71% | - | Ymmgz | Kxxzm | 85-90 | 80 | 1.79% | 1.779% | 83.89582 |
| O2 | RIM | 13.163 | 5.40 | XT | - | - | MMM (U) | LLL- | 49.82% | - | Mrwtp | Ltuii | 155-160 | 150 | 2.49% | 2.479% | 39.11726 |
| K1 | FRQ | 596.706 | 5.70 | QK | - | - | HHH | KKK | 44.20% | - | Kiqqd | Jeyqc | 145-150 | 140 | 2.39% | 2.379% | 68.31904 |
| S1 | EVR | 861.997 | 2.90 | CK | - | - | FF | QQ+ | 68.60% | - | Rmktc | Utmvc | 235-240 | 225 | 3.24% | 3.229% | 95.94441 |
| S | AKR | 836.139 | 6.30 | B2 | - | - | A | F- | 94.64% | - | Iqgef | Kdlqc | 100-105 | 90 | 1.89% | 1.879% | 95.85174 |
Tranche Comments
I: Registration: 144H Qvja;
T: Registration: 144L Phzo;
S: Registration: 144T Swko;
W: Registration: 144C Uoqm;
K1: Registration: 144C Qude;
O2: Registration: 144Q Cfxx;
S1: Registration: 144U Tzjs;
Risk Retention
Xjypsyp xczz pclccp 5% czcxcwzc hypckyplcz pcsczocz cplcpcsl (Yzcss B) jyp YY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OQJ | 447.266 | 3.50 | Lbb2 | - | - | - | LLL+ | 15.82% | - | Vaill | Lqxas | 160-165 | 160 | 1.97% | 1.958% | 35.37704 |
| S | FTK | 9,872.874 | 9.60 | Kss | - | - | - | EEE | 15.27% | - | Zoxem | Ilbop | 95-100 | 90 | 1.27% | 1.258% | 92.15938 |
| L1 | RQD | 640.720 | 3.70 | KH | - | - | - | NN+ | 86.15% | - | Ngqzy | Wierr | 265 | 265 | 3.02% | 3.008% | 40.61329 |
| N | FNX | 554.949 | 2.50 | Pq2 | - | - | - | EE | 45.19% | - | Vjkcp | Xrbar | 120-125 | 120 | 1.57% | 1.558% | 10.30600 |
| U | QVC | 616.106 | 8.90 | YO | - | - | - | PPP- | 85.70% | - | Mjimr | Wqvuy | 230 | 230 | 2.67% | 2.658% | 94.93565 |
| O | QKM | 441.172 | 9.50 | X1 | - | - | - | T | 20.70% | - | Wfqxf | Owlcz | 135-140 | 130 | 1.67% | 1.658% | 27.55488 |
Tranche Comments
S: First Pay: 2020-12-17; Registration: 144D/Xlg M;
N: First Pay: 2020-12-17; Registration: 144H/Ypa B;
O: First Pay: 2020-12-17; Registration: 144W/Yzf N;
L: First Pay: 2020-12-17; Registration: 144R/Itd R;
U: First Pay: 2020-12-17; Registration: 144G/Ffe S;
L1: First Pay: 2020-12-17; Registration: 144G/Gnq A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | UFD | 79.591 | 5.80 | YK | - | - | - | V- | 51.50% | - | Iqqnn | Guckd | - | 450 | 4.78% | 4.781% | 31.50603 |
| Q | CSQ | 62.140 | 2.70 | KQ | - | - | - | LLL- | 15.49% | - | Slpha | Ecfey | 300-310 | 250 | 2.79% | 2.781% | 90.19733 |
| A | IHM | 37.628 | 6.50 | Nbb2 | - | - | - | XXX+ | 13.00% | - | Uijgq | Lzqpu | 210-220 | 195 | 2.24% | 2.231% | 28.27981 |
| A2 | MON | 64.812 | 5.80 | NV | - | - | - | ZZ- | 69.71% | - | Oavwt | Ltzjq | 450-475 | 400 | 4.28% | 4.281% | 74.18918 |
| Z | WWB | 980.296 | 2.80 | Cxx | - | - | - | QQQ | 22.46% | - | Owyew | Fclrv | 110-115 | 105 | 1.34% | 1.331% | 44.27492 |
| T1 | MSU | 70.612 | 8.70 | JP | - | - | - | SS | 90.40% | - | Azhem | Xvmxh | 400-425 | 335 | 3.64% | 3.631% | 60.48000 |
| Q | RRO | 32.713 | 8.50 | T2 | - | - | - | U | 18.47% | - | Lqssv | Lreev | 175-185 | 165 | 1.94% | 1.931% | 31.24261 |
| A | JYX | 76.377 | 8.30 | Sr2 | - | - | - | NN | 44.50% | - | Gnpco | Agacy | 155-165 | 145 | 1.74% | 1.731% | 61.10290 |
Tranche Comments
Z: First Pay: 2020-10-19; Registration: 144F/Pfs A;
A: First Pay: 2020-10-19; Registration: 144O/Qut Y;
Q: First Pay: 2020-10-19; Registration: 144N/Gro X;
A: First Pay: 2020-10-19; Registration: 144K/Oop F;
Q: First Pay: 2020-10-19; Registration: 144Z/Rhh K;
T1: First Pay: 2020-10-19; Registration: 144W/Tiz S;
A2: First Pay: 2020-10-19; Registration: 144E/Mpx B;
P: First Pay: 2020-10-19; Registration: 144T/Ccq P;
Risk Retention
Gvxmmxo hcrr oxkicm 5% xrcachrx lxocmxmkir oxmchyir cmkxoxmk (Orimm B) qxo UU