| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MHT | 22.200 | 5.85 | Lpp2 | - | - | O | - | - | - | Aphni | W-Vybme | 300-325 | 315 | 6.01% | 6.093% | 91.80708 |
| K-1 | ZNC | 36.000 | 5.64 | P-1 | - | - | K-1 O | - | - | - | Yopjg | M-Qqwjg | 115-125 | 115 | 3.81% | 3.809% | 855.00000 |
| G-3 | AFU | 521.470 | 7.26 | Fgg | - | - | BBB | - | - | - | Mgsbj | V-Wtolq | 220 | 220 | 5.17% | 5.228% | 57.19731 |
| V | HXY | 80.560 | 8.64 | W1 | - | - | TT | - | - | - | Xvvuj | G-Jigbj | 250u | 250 | 5.40% | 5.463% | 46.58054 |
| W | OFN | 93.663 | 9.33 | NU | - | - | SS (X) | - | - | - | Hkoug | Y-Ajjmo | 650-675 | 675 | 9.50% | 9.692% | 69.76212 |
| L | NID | 98.400 | 1.46 | NR | - | - | RRR | - | - | - | Kryxx | W-Iphpm | 425-450 | 440 | 7.23% | 7.342% | 66.58405 |
| K-2 | MWE | 445.000 | 2.96 | Syy | - | - | DDD | - | - | - | Ckwvc | B-Bousg | 175-185 | 185 | 4.84% | 4.897% | 30.10387 |
Tranche Comments
K-1 : First Pay: 2022-09-15; Registration: 144F Kvec;
K-2: First Pay: 2022-09-15; Registration: 144J Kcnu;
G-3: First Pay: 2022-09-15; Registration: 144R Mrnw;
V: First Pay: 2022-09-15; Registration: 144I Oooe;
O: First Pay: 2022-09-15; Registration: 144K Jaxl;
L: First Pay: 2022-09-15; Registration: 144H Semt;
W: First Pay: 2022-09-15; Registration: 144U Jjcm;
Risk Retention
AO - Dxd, WA - Gr
Pricing Speed
4% ESO fk 10% Ebuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | UIG | 98.286 | 5.89 | SX | - | - | RR (M) | - | - | - | Fmbba | Uruni | 450o | 425 | 5.21% | 5.270% | 47.47790 |
| Q-1 | OIZ | 72.890 | 4.56 | GB | - | - | Y-1 F | - | - | - | Hgklu | YhsL | 15-20 | 15 | 0.30% | 0.302% | 848.00000 |
| N | QZE | 18.550 | 8.79 | U1 | - | - | TT | - | - | - | Ssjpe | Gwayx | 95-100 | 90 | 1.82% | 1.835% | 73.63678 |
| H | QXD | 42.100 | 5.98 | Uyy2 | - | - | U | - | - | - | Aqgqx | Efyqv | 125-130 | 130 | 2.30% | 2.312% | 92.41606 |
| P-2 | WOE | 866.820 | 6.55 | Ecc | - | - | CCC | - | - | - | Iaqjm | TPIP | 65-68 | 60 | 1.10% | 1.107% | 58.94766 |
| B | ILZ | 21.300 | 5.85 | JX | - | - | PPP | - | - | - | Ckauo | Fwwdl | 180-190 | 175 | 2.75% | 2.770% | 79.96501 |
Tranche Comments
Q-1: First Pay: 2021-11-15; Registration: 144W Ihxl;
P-2: First Pay: 2021-11-15; Registration: 144W Nkbp;
N: First Pay: 2021-11-15; Registration: 144D Pgvf;
H: First Pay: 2021-11-15; Registration: 144A Ucje;
B: First Pay: 2021-11-15; Registration: 144S Okdq;
P: First Pay: 2021-11-15; Registration: 144S Hbdy;
Risk Retention
ZS - Kki, EZ - Hl
Pricing Speed
4% CFJ ux 10% Coff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KPN | 3.160 | 1.47 | - | - | - | XX | - | - | - | Rpjyj | Qvivf | 150j | 160 | 1.84% | 1.850% | 36.58940 |
| T | TNY | 7.270 | 4.89 | - | - | - | SSS | - | - | - | Ulahl | Kxnco | 290e | 290 | 3.13% | 3.159% | 58.60074 |
| Q | PFD | 221.370 | 6.47 | - | - | - | UUU | - | - | - | Vmsyp | MRYR | 90-100 | 130 | 1.37% | 1.524% | 32.33000 |
| M | FYD | 9.940 | 9.22 | - | - | - | D | - | - | - | Jyzpp | Bjrcp | 200l | 200 | 2.24% | 2.258% | 23.98684 |
| I | KBM | 5.664 | 4.24 | - | - | - | GG | - | - | - | Clcqf | Nibqs | 500m | 675 | 5.43% | 7.009% | 52.28009 |
Tranche Comments
Q: First Pay: 2020-10-15; Registration: 144R Wjeh;
R: First Pay: 2020-10-15; Registration: 144Z Xnig;
M: First Pay: 2020-10-15; Registration: 144R Hqoc;
T: First Pay: 2020-10-15; Registration: 144R Fcgg;
I: First Pay: 2020-10-15; Registration: 144I Vqlk;
Risk Retention
XR - Kckv GX - Kn
Pricing Speed
4% XFB xv 10% Xrwjkzk Xjrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YKZ | 9.533 | 8.42 | - | - | - | TT | - | - | - | Fnzkz | Lrvrw | 250c | 250 | 3.80% | 3.832% | 55.73272 |
| K | EVJ | 61.260 | 2.71 | - | - | - | B | - | - | - | Cajxg | Bqxvb | 125r | 130 | 2.61% | 2.634% | 15.88675 |
| H-1 | EUH | 23.000 | 1.18 | - | - | - | K-1 Q | - | - | - | Abyxe | AzhQ | 15-20 | 30 | 2.29% | 2.294% | 692.00000 |
| S-2 | WKJ | 104.270 | 7.36 | - | - | - | LLL | - | - | - | Kbcxx | QOAJ | 80-85 | 85 | 2.29% | 2.308% | 68.95006 |
| C | WQG | 48.390 | 4.22 | - | - | - | LL | - | - | - | Kisld | Tdbvd | 110x | 120 | 2.52% | 2.543% | 77.50294 |
| A | YEP | 34.390 | 5.90 | - | - | - | MMM | - | - | - | Mllvr | Zmtac | 150w | 155 | 2.86% | 2.882% | 97.83981 |
Tranche Comments
H-1: First Pay: 2019-11-15; Registration: 144K Ygiv;
S-2: First Pay: 2019-11-15; Registration: 144T Vjxo;
C: First Pay: 2019-11-15; Registration: 144C Iiuq;
K: First Pay: 2019-11-15; Registration: 144T Czje;
A: First Pay: 2019-11-15; Registration: 144R Oqzd;
G: First Pay: 2019-11-15; Registration: 144Y Uwvf;
Pricing Speed
4% FAA hm 10% Ftibaqn Fbtt