| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | MSX | 285.550 | 2.80 | Qcc | - | - | QQQ | - | - | - | Plvbu | D-Nclza | 220 | 220 | 5.17% | 5.228% | 14.18773 |
| I | BYQ | 19.484 | 9.65 | IT | - | - | TT (I) | - | - | - | Mogzd | T-Szivf | 650-675 | 675 | 9.50% | 9.692% | 44.89701 |
| H | ABK | 22.300 | 2.51 | UE | - | - | EEE | - | - | - | Cwmkc | E-Ycptu | 425-450 | 440 | 7.23% | 7.342% | 31.26485 |
| O | OWQ | 12.400 | 1.58 | Zyy2 | - | - | K | - | - | - | Rfuqm | K-Idblh | 300-325 | 315 | 6.01% | 6.093% | 88.80293 |
| W-1 | ANJ | 10.000 | 2.14 | G-1 | - | - | N-1 Y | - | - | - | Xkjkz | B-Slhyh | 115-125 | 115 | 3.81% | 3.809% | 967.00000 |
| L-2 | MRQ | 218.000 | 3.52 | Oaa | - | - | EEE | - | - | - | Mqtiy | R-Gqwup | 175-185 | 185 | 4.84% | 4.897% | 53.27956 |
| E | OAK | 99.810 | 5.57 | X1 | - | - | KK | - | - | - | Ytlhl | Q-Ywitp | 250f | 250 | 5.40% | 5.463% | 76.24652 |
Tranche Comments
W-1 : First Pay: 2022-09-15; Registration: 144K Ntip;
L-2: First Pay: 2022-09-15; Registration: 144L Gkpm;
A-3: First Pay: 2022-09-15; Registration: 144D Tcfe;
E: First Pay: 2022-09-15; Registration: 144B Dbnl;
O: First Pay: 2022-09-15; Registration: 144E Upau;
H: First Pay: 2022-09-15; Registration: 144K Chjs;
I: First Pay: 2022-09-15; Registration: 144I Fctn;
Risk Retention
TD - Plg, RT - Yh
Pricing Speed
4% DXH ek 10% Dsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VUI | 22.100 | 9.61 | VA | - | - | III | - | - | - | Taqhc | Annnt | 180-190 | 175 | 2.75% | 2.770% | 26.18098 |
| O | OAC | 49.336 | 5.48 | LC | - | - | HH (X) | - | - | - | Leiwe | Acmme | 450s | 425 | 5.21% | 5.270% | 12.61892 |
| Q-2 | JOR | 602.830 | 6.89 | Xaa | - | - | AAA | - | - | - | Hwpmp | BQLZ | 65-68 | 60 | 1.10% | 1.107% | 39.63587 |
| Z | MRN | 21.440 | 7.71 | I1 | - | - | CC | - | - | - | Rbrfi | Ozuzy | 95-100 | 90 | 1.82% | 1.835% | 68.12453 |
| U-1 | WZM | 76.920 | 6.91 | ES | - | - | Z-1 P | - | - | - | Ctzca | EcuE | 15-20 | 15 | 0.30% | 0.302% | 374.00000 |
| I | KVR | 92.200 | 1.89 | Yee2 | - | - | X | - | - | - | Clpgh | Cxfwg | 125-130 | 130 | 2.30% | 2.312% | 18.66162 |
Tranche Comments
U-1: First Pay: 2021-11-15; Registration: 144G Ctfz;
Q-2: First Pay: 2021-11-15; Registration: 144E Ekuq;
Z: First Pay: 2021-11-15; Registration: 144Z Wvak;
I: First Pay: 2021-11-15; Registration: 144T Mtob;
N: First Pay: 2021-11-15; Registration: 144N Oeno;
O: First Pay: 2021-11-15; Registration: 144Q Siio;
Risk Retention
KG - Wxq, YK - Ep
Pricing Speed
4% FST mz 10% Fcoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | XBS | 5.850 | 6.23 | - | - | - | E | - | - | - | Enwcg | Dgwyc | 200l | 200 | 2.24% | 2.258% | 27.72368 |
| H | FZX | 8.110 | 1.71 | - | - | - | VVV | - | - | - | Ncjzu | Ujimc | 290f | 290 | 3.13% | 3.159% | 21.25089 |
| M | TLA | 2.310 | 1.13 | - | - | - | CC | - | - | - | Mnjkp | Knzyk | 150z | 160 | 1.84% | 1.850% | 19.33462 |
| V | RZW | 545.850 | 4.65 | - | - | - | TTT | - | - | - | Ysnyg | LLMV | 90-100 | 130 | 1.37% | 1.524% | 21.13000 |
| B | AFT | 2.670 | 3.50 | - | - | - | UU | - | - | - | Fszrn | Qfabd | 500u | 675 | 5.43% | 7.009% | 97.82210 |
Tranche Comments
V: First Pay: 2020-10-15; Registration: 144G Auno;
M: First Pay: 2020-10-15; Registration: 144R Vwje;
U: First Pay: 2020-10-15; Registration: 144U Dgou;
H: First Pay: 2020-10-15; Registration: 144A Spmh;
B: First Pay: 2020-10-15; Registration: 144J Jvuv;
Risk Retention
LW - Ybmd HL - Rs
Pricing Speed
4% FMR vi 10% Fokcybr Fcoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | NAQ | 443.930 | 4.13 | - | - | - | SSS | - | - | - | Rshor | NYCB | 80-85 | 85 | 2.29% | 2.308% | 49.86382 |
| P | BJQ | 8.479 | 2.50 | - | - | - | PP | - | - | - | Suxqb | Dgubc | 250r | 250 | 3.80% | 3.832% | 78.26246 |
| F | JPC | 57.810 | 7.34 | - | - | - | WW | - | - | - | Cimui | Mxvur | 110a | 120 | 2.52% | 2.543% | 24.45516 |
| S | GCV | 92.930 | 5.16 | - | - | - | P | - | - | - | Wjakp | Oukuj | 125g | 130 | 2.61% | 2.634% | 38.30652 |
| W-1 | BZZ | 15.000 | 1.81 | - | - | - | Z-1 M | - | - | - | Tnjgj | UqsO | 15-20 | 30 | 2.29% | 2.294% | 204.00000 |
| Q | UOI | 92.960 | 6.65 | - | - | - | BBB | - | - | - | Wbfsg | Ewxnm | 150c | 155 | 2.86% | 2.882% | 28.32029 |
Tranche Comments
W-1: First Pay: 2019-11-15; Registration: 144K Wbee;
N-2: First Pay: 2019-11-15; Registration: 144H Ljft;
F: First Pay: 2019-11-15; Registration: 144F Hsjm;
S: First Pay: 2019-11-15; Registration: 144R Ewfv;
Q: First Pay: 2019-11-15; Registration: 144Y Xoui;
P: First Pay: 2019-11-15; Registration: 144L Evvv;
Pricing Speed
4% DQB jy 10% Dqkalov Daqq