| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YJI | 23.636 | 3.80 | - | - | - | - | V- | - | - | Nhpwj | W-Tulqp | 340-350 | 350 | 7.44% | 7.558% | 29.29856 |
| O | RQM | 559.664 | 3.91 | - | - | - | - | AA | - | - | Rsjqj | W-Yuilm | 280 | 280 | 6.63% | 6.726% | 39.75194 |
| I | FQE | 94.765 | 9.12 | - | - | - | - | KKK- | - | - | Bcyox | S-Ywtgx | 450n | 450 | 8.40% | 8.555% | 53.77094 |
| F | MLA | 62.704 | 6.65 | - | - | - | - | KK- | - | - | Pflgt | G-Tnuha | 700r | 725 | 9.00% | 11.282% | 81.68888 |
Tranche Comments
O: First Pay: 2022-11-15; Registration: 144Y/Tuj Y;
P: First Pay: 2022-11-15; Registration: 144Z/Uvi R;
I: First Pay: 2022-11-15; Registration: 144B/Wyj U;
F: First Pay: 2022-11-15; Registration: 144K/Bwy M;
Risk Retention
PB - Lnyb OP - Hf
Pricing Speed
20% YGM sv 10% Ytaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NIK | 59.630 | 1.59 | - | - | - | - | Y- | 56.91% | - | Mzfui | D-Uiffg | - | 250 | 5.05% | 5.111% | 19.60383 |
| Y | EFB | 992.700 | 4.10 | - | - | - | - | LL | 26.48% | - | Mswnu | A-Ehjyc | - | 190 | 3.76% | 3.798% | 26.59651 |
| I | ZPC | 21.100 | 8.50 | - | - | - | - | TTT- | 18.85% | - | Ikwig | P-Ikxhn | - | 325 | 5.88% | 5.956% | 39.42316 |
| C | MCS | 80.320 | 7.74 | - | - | - | - | FF | 9.80% | - | Yfxst | V-Ydajl | - | 525 | 7.83% | 7.965% | 34.34170 |
Tranche Comments
Y: First Pay: 2022-05-16; Registration: 144B/Kxh X;
T: First Pay: 2022-05-16; Registration: 144O/Puz P;
I: First Pay: 2022-05-16; Registration: 144N/Bfh P;
C: First Pay: 2022-05-16; Registration: 144F/Knr M;
Pricing Speed
20% LKA nw 10% Lkoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WTX | 354.170 | 1.63 | - | - | - | - | Y | - | - | Fgooi | BTEV | 95-100 | 90 | 1.07% | 1.078% | 11.50041 |
| H | IMM | 71.300 | 2.30 | - | - | - | - | HHH | - | - | Unuve | Bdwky | 175-185 | 165 | 2.17% | 2.186% | 29.77136 |
| F | QYM | 10.620 | 5.66 | - | - | - | - | AA+ | - | - | Fqxie | Woquv | 300y | 300 | 3.54% | 3.570% | 11.38938 |
Tranche Comments
C: First Pay: 2021-09-15; Registration: 144N/Lmd F;
H: First Pay: 2021-09-15; Registration: 144U/Xaf B;
F: First Pay: 2021-09-15; Registration: 144B/Ccm R;
Pricing Speed
20% DLB fx 10% Dkbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PET | 48.780 | 2.63 | - | - | - | - | N | 79.60% | - | Wyaoj | NOGL | 225-235 | 210 | 2.33% | 2.349% | 62.92219 |
| L | BJO | 96.180 | 3.10 | - | - | - | - | SSS | 96.00% | - | Mastr | Ffgfb | 385-400 | 360 | 3.79% | 3.821% | 53.78053 |
| G | YET | 59.860 | 4.95 | - | - | - | - | II- | 94.00% | - | Tgbqu | Nnfen | 675-700 | 640 | 6.54% | 6.630% | 42.85320 |
Tranche Comments
H: First Pay: 2020-11-16; Registration: 144Z/Vdh N;
L: First Pay: 2020-11-16; Registration: 144E/Epw D;
G: First Pay: 2020-11-16; Registration: 144V/Mrz P;
Pricing Speed
20% LLR kf 10% Lgzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | IEK | 58.190 | 1.40 | - | - | - | - | MMM | - | - | Rkmxj | Bnnye | 200z | 190 | 3.52% | 3.553% | 13.94130 |
| W | PIG | 97.600 | 6.50 | - | - | - | - | KK- | - | - | Afnkl | Xtitl | 365-375 | 350 | 5.07% | 5.130% | 99.74704 |
| J | POO | 980.940 | 5.52 | - | - | - | - | S | - | - | Fccgl | QGUE | 110-120 | 110 | 2.87% | 2.888% | 47.53520 |
Tranche Comments
W: First Pay: 2019-01-15; Registration: 144C/Tfs Y;
U: First Pay: 2019-01-15; Registration: 144F/Ifw R;
J: First Pay: 2019-01-15; Registration: 144F/Lbr I;
Pricing Speed
20% XVQ rc 10% Xhee