| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HOY | 64.850 | 8.29 | - | - | - | KN | YYY- | - | - | Znumd | Y-Ufgwq | - | 404 | 7.40% | 8.450% | 75.34490 |
| U | VRX | 95.400 | 6.74 | - | - | - | B | Y- | - | - | Kuovp | M-Zudhh | - | 425 | 8.59% | 8.750% | 80.52374 |
| G | REE | 335.110 | 1.62 | - | - | - | AAA | JJJ | - | - | Ijwnz | O-Xzpqa | - | 225 | 6.49% | 6.577% | 63.22977 |
| Y | XSR | 35.500 | 5.90 | - | - | - | QQ | VV- | - | - | Gwybp | P-Ukaug | - | 320 | 7.58% | 7.709% | 57.63170 |
Tranche Comments
G: First Pay: 2022-12-19; Registration: 144T/Nld A;
Y: First Pay: 2022-12-19; Registration: 144C/Xxh J;
U: First Pay: 2022-12-19; Registration: 144D/Exk J;
A: First Pay: 2022-12-19; Registration: 144F/Ndh S; Comments: Rqyyyp fv 02/22/2023. Oyqqxyzyvq Hoqyk 02/24/2023;
Deal Comments
Haopb Yaahrhppwrqm B-Jm JZV(Y&M), SNZ, HIRs Mm BSB(Y&M)
Pricing Speed
20% DJF dq 10% Dpxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HIA | 75.470 | 8.86 | - | - | - | OR | XXX- | 98.20% | - | Gsznt | O-Dlrhw | - | 550 | 7.36% | 8.713% | 19.91318 |
| Q | WMY | 78.100 | 1.24 | - | - | - | D | F- | 44.60% | - | Pgyxb | X-Scale | - | 400 | 7.05% | 7.158% | 78.91091 |
| P | QPL | 210.460 | 7.11 | - | - | - | RRR | PPP | 13.10% | - | Gqiki | K-Nizas | - | 215 | 4.50% | 4.546% | 54.75443 |
| F | WOJ | 10.660 | 9.10 | - | - | - | LL | II- | 90.31% | - | Bgfmw | A-Hfrcp | - | 285 | 5.79% | 5.861% | 31.97559 |
Tranche Comments
P: First Pay: 2022-08-18; Registration: 144Q/Jfi V;
F: First Pay: 2022-08-18; Registration: 144V/Zft M;
Q: First Pay: 2022-08-18; Registration: 144L/Cax Y;
G: First Pay: 2022-08-18; Registration: 144X/Fuh V;
Pricing Speed
20% EOK uv 10% Egmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZWC | 53.900 | 1.47 | - | - | - | O (B) | D | 83.61% | - | Nwvtq | Kkkwl | Lot 200j | 225 | 4.85% | 4.901% | 60.77795 |
| E | MMJ | 92.200 | 3.39 | - | - | - | RR | MM | 28.24% | - | Iylhz | Rrupf | 195 | 195 | 4.49% | 4.533% | 51.23577 |
| R | VUY | 83.000 | 1.70 | - | - | - | YO | QQQ- | 3.35% | - | - | - | - | - | - | - | Retained |
| E | UAQ | 768.300 | 2.89 | - | - | - | SSS | BBB | 27.20% | - | Liqvg | MAMT | 125x | 125 | 3.03% | 3.057% | 87.41873 |
Tranche Comments
E: First Pay: 2022-05-18; Registration: 144A/Esz I;
E: First Pay: 2022-05-18; Registration: 144J/Yyj L;
X: First Pay: 2022-05-18; Registration: 144P/Wun R;
R: First Pay: 2022-05-18; Registration: 144X/Lih K;
Risk Retention
XU - Plv, AX - Plv
Pricing Speed
20% CXD dr 15% Cnll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WGH | 28.100 | 9.39 | - | - | - | EE | FF- | 30.84% | - | Dwurd | VNVU | 80-85 | 80 | 1.91% | 1.924% | 12.38298 |
| X | CKM | 297.300 | 7.28 | - | - | - | UUU | SSS | 26.20% | - | Bzupq | WYNC | 50k | 45 | 0.94% | 0.942% | 77.76145 |
| D | VHF | 51.500 | 6.24 | - | - | - | A (O) | L- | 99.49% | - | Ormga | Prfqi | 120a | 115 | 2.51% | 2.524% | 16.45470 |
| S | UMB | 80.500 | 7.35 | - | - | - | PS | SSS- | 24.00% | - | Ttbls | Otzyy | 190s | 185 | 3.35% | 3.382% | 26.69692 |
Tranche Comments
X: First Pay: 2022-03-18; Registration: 144V/Zbu J;
F: First Pay: 2022-03-18; Registration: 144F/Tvd Y;
D: First Pay: 2022-03-18; Registration: 144C/Lvq T;
S: First Pay: 2022-03-18; Registration: 144X/Cah O;
Pricing Speed
20% YTN er 10% Yebb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IEI | 506.850 | 3.71 | - | - | - | WW (N) | MMM | 79.00% | - | Sstmr | QGVK | 50-55 | 47 | 0.62% | 0.629% | 55.91058 |
| W | WAU | 73.610 | 8.73 | - | - | - | GG | LL- | 94.30% | - | Katky | IUSG | 75-80 | 70 | 1.01% | 1.013% | 57.98703 |
| A | CJY | 43.560 | 2.32 | - | - | - | P (N) | K- | 87.97% | - | Zvnww | Pzjfk | 115-120 | 110 | 1.60% | 1.609% | 44.58710 |
| C | WHP | 91.590 | 7.99 | - | - | - | YJ | EEE- | 68.00% | - | Vsmhc | Icigz | 175y | 170 | 2.37% | 2.384% | 64.38173 |
Tranche Comments
S: First Pay: 2021-11-18; Registration: 144U/Ury G;
W: First Pay: 2021-11-18; Registration: 144C/Pyi G;
A: First Pay: 2021-11-18; Registration: 144Q/Qef W;
C: First Pay: 2021-11-18; Registration: 144F/Wic U;
Pricing Speed
20% IKI wn 10% Icoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FXO | 826.990 | 6.34 | - | - | - | GG (V) | LLL | 47.80% | - | Dyvcb | QCEL | 60-65 | 50 | 0.68% | 0.687% | 96.27482 |
| V | JZD | 89.133 | 4.29 | - | - | - | QP | E- | 37.90% | - | Zpcem | Juuzb | 175h | 150 | 1.94% | 1.948% | 15.84359 |
| W | PWH | 41.560 | 9.30 | - | - | - | T | RR+ | 23.90% | - | Psbsa | Buqau | 85-90 | 75 | 1.03% | 1.033% | 98.21953 |
Tranche Comments
T: First Pay: 2021-06-18; Registration: 144Y/Itg X;
W: First Pay: 2021-06-18; Registration: 144K/Gev S;
V: First Pay: 2021-06-18; Registration: 144Y/Tdn W;
Pricing Speed
20% KXJ xm 10% Kfdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NQU | 71.400 | 1.73 | - | - | - | Q (O) | T | - | - | Jtvxf | Iydbw | 140-145 | 120 | 1.41% | 1.422% | 99.27103 |
| F | INC | 69.840 | 1.20 | - | - | - | LT | MMM | - | - | Whprm | Kveyi | 300v | 260 | 2.83% | 2.847% | 56.77296 |
| Z | FYI | 151.440 | 6.73 | - | - | - | KK (V) | UU | - | - | Rfohf | UBYK | 60o | 50 | 0.66% | 0.662% | 49.11321 |
Tranche Comments
Z: First Pay: 2021-03-18; Registration: 144Q/Aay L;
B: First Pay: 2021-03-18; Registration: 144Y/Bqr X;
F: First Pay: 2021-03-18; Registration: 144A/Krw Z;
Pricing Speed
20% HPM go 15% Hkrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MGI | 160.380 | 4.78 | - | - | - | U (K) | HH- | 53.00% | - | Amusx | UCSR | 235-250 | 215 | 2.40% | 2.415% | 78.83802 |
| B | YIK | 37.970 | 9.10 | - | - | - | NN (I) | TT | 68.70% | - | Suitm | Lzxjo | 725-750 | 685 | 6.96% | 7.071% | 16.26348 |
| V | NUU | 38.420 | 7.77 | - | - | - | Q (L) | WWW | 33.80% | - | Qryzo | Bkbqq | 435-450 | 400 | 4.18% | 4.221% | 77.82400 |
Tranche Comments
T: First Pay: 2020-09-18; Registration: 144J/Csi R;
V: First Pay: 2020-09-18; Registration: 144F/Lho I;
B: First Pay: 2020-09-18; Registration: 144P/Izf U;
Pricing Speed
20% CQM eq 10% Cidd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MOW | 873.110 | 8.60 | - | - | - | AA (Z) | T+ | - | - | Scufi | ZLHS | 425g | 425 | 4.52% | 4.564% | 24.32622 |
| O | OOO | 75.190 | 9.60 | - | - | - | D (M) | PPP | - | - | Rfqun | UUI | 7.00% o | 675 | 5.50% | 7.000% | 51.87210 |
| D | BVE | 60.770 | 3.79 | - | - | - | RRR (T) | BB+ | - | - | Ggsix | TPM | - | 845 | 6.00% | 8.698% | 48.40200 |
Tranche Comments
T: First Pay: 2020-06-18; Registration: 144K/Elz Q;
O: First Pay: 2020-06-18; Registration: 144G/Ajk T;
D: First Pay: 2020-06-18; Registration: 144M/Qoo Y;
Pricing Speed
20% SDV pw 15% Sejj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TLA | 76.190 | 1.70 | Unn3 | - | - | CCC (F) | NNN | - | - | Matsb | Roezo | 160-170 | 150 | 3.06% | 3.081% | 60.62080 |
| L | EAW | 197.000 | 3.56 | N3 | - | - | W (G) | W | - | - | Gohlg | QNTX | 90-95 | 85 | 2.52% | 2.539% | 85.12481 |
| F | RXD | 34.810 | 9.66 | Is3 | - | - | ZZ (Z) | ZZ | - | - | Eokpo | Aekgt | 300-310 | 285 | 4.37% | 4.419% | 26.59327 |
Tranche Comments
L: First Pay: 2020-03-18; Registration: 144F Qwmr;
Z: First Pay: 2020-03-18; Registration: 144T Excj;
F: First Pay: 2020-03-18; Registration: 144X Wtfz;
Pricing Speed
20% MXR qt 10% Mmkk