| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | XQN | 96.000 | 2.23 | - | - | - | - | Q | - | - | - | - | - | - | - | - | Retained |
| P-2 | GCA | 620.400 | 5.60 | - | - | - | - | Y | 82.00% | - | Drrkr | L-Rmwqa | 285-300 | 295 | 6.72% | 6.810% | 213.00000 |
| L | FOT | 89.500 | 3.71 | - | - | - | - | RRR | 62.00% | - | Qwzml | Y-Uoxrl | 425j | 415 | 7.88% | 8.009% | 366.00000 |
Tranche Comments
E-1: First Pay: 2023-03-15; Registration: 144O/Hmq V;
P-2: First Pay: 2023-03-15; Registration: 144F/Vfy E;
L: First Pay: 2023-03-15; Registration: 144V/Uls O;
Collateral
Ije kcca kp ycykskpeh cc 61 aczcp ac 45 cxakhcsp, jkaj z jekhjaeh zyeszhe aczc ac yzase cc 41.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | GRS | 792.420 | 3.64 | - | - | - | - | C | - | - | Icroy | Brtfm | 190t | 185 | 3.60% | 3.629% | 705.00000 |
| I | ZEM | 99.200 | 6.45 | - | - | - | - | OOO | - | - | Wlbii | Wllje | 240x | 235 | 4.10% | 4.131% | 571.00000 |
Tranche Comments
J-2: First Pay: 2022-03-15; Registration: 144W/Zbd Z;
I: First Pay: 2022-03-15; Registration: 144L/Mwm Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FZW | 90.270 | 2.40 | - | - | - | - | NNN | - | - | Uzfrk | Cdotg | 275s | 260 | 4.04% | 4.071% | 413.00000 |
| G-1 | BSK | 91.000 | 3.50 | - | - | - | - | B | - | - | - | - | - | - | - | - | Retained |
| Z-2 | OJC | 519.400 | 5.70 | - | - | - | - | U | - | - | Bckuc | Cfyqz | 180-190 | 165 | 3.10% | 3.121% | 921.00000 |
Tranche Comments
G-1: Registration: 144V/Vxo A;
Z-2: Registration: 144D/Czh P;
V: Registration: 144D/Gbo D;
Deal Comments
Dbgy Dgymggmyzye Ojmzdby gyj Oggzmy Lbboymyyyys LAS. Ggddzmy Lbboymyyyyds PJP, DPD, TRE.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | WUM | 609.600 | 1.70 | - | - | - | - | N | - | - | Lmmaf | HKZ | 4.625-.75% | 186 | 4.46% | 4.500% | 659.00000 |
| L-1 | MYD | 46.000 | 5.10 | - | - | - | - | K | - | - | - | - | - | - | - | - | Retained |
| Q | CNY | 93.100 | 5.90 | - | - | - | - | QQQ | - | - | Vnbye | JZN | 5.625-.75% | 286 | 5.44% | 5.500% | 338.00000 |
Tranche Comments
L-1: Registration: 144K/Pme H;
L-2: Registration: 144T/Xmn V;
Q: Registration: 144G/Eqz P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XHQ | 582.000 | 1.00 | - | - | - | - | P | - | - | Vzngs | WNI | 4.00% | - | 3.97% | 4.000% | - |
| R | MQF | 16.000 | 9.00 | - | - | - | - | WWW | - | - | Pomnz | Cxeam | 450 | 450 | 5.46% | 5.520% | - |
Tranche Comments
D: Registration: 144I Nzbt;
R: Registration: 144T Mxjx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FOD | 867.000 | 5.21 | - | - | - | - | W | - | - | Vuyjn | FFI | - | - | 3.48% | 3.500% | - |
Tranche Comments
C: Registration: 144A Cssn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OWN | 515.000 | 6.50 | B2 | - | - | - | - | - | - | Zucnp | - | - | - | 3.75% | 3.750% | 781.00000 |
Tranche Comments
Q: Registration: 144U Giwq;