| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TTO | 14.610 | 9.44 | - | - | - | TL | EEE- | - | - | Nyzsa | X-Tihyw | - | 404 | 7.40% | 8.450% | 43.28930 |
| A | BMT | 137.620 | 4.81 | - | - | - | FFF | CCC | - | - | Ipcuu | A-Ylmbw | - | 225 | 6.49% | 6.577% | 82.12062 |
| P | KJP | 71.700 | 4.63 | - | - | - | KK | ZZ- | - | - | Plbtw | S-Choqu | - | 320 | 7.58% | 7.709% | 57.45740 |
| V | CNQ | 56.800 | 6.83 | - | - | - | Q | B- | - | - | Hmclz | A-Eslyn | - | 425 | 8.59% | 8.750% | 48.98350 |
Tranche Comments
A: First Pay: 2022-12-19; Registration: 144Z/Pcw V;
P: First Pay: 2022-12-19; Registration: 144O/Edr Y;
V: First Pay: 2022-12-19; Registration: 144L/Lsi S;
D: First Pay: 2022-12-19; Registration: 144V/Yjr C; Comments: Mgpjey ge 02/22/2023. Aefffeteef Ybfex 02/24/2023;
Deal Comments
Ecwxh Dccwxixxvxcq K-Qq QXQ(D&M), ZDP, EWWf Mq KZE(D&M)
Pricing Speed
20% EAA qu 10% Eiss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CCM | 72.410 | 7.54 | - | - | - | VV | QQQ- | 42.90% | - | Rkyoe | H-Ofccl | - | 550 | 7.36% | 8.713% | 67.33096 |
| F | FXG | 333.870 | 1.52 | - | - | - | III | VVV | 14.10% | - | Euaeu | R-Sodoy | - | 215 | 4.50% | 4.546% | 83.27159 |
| D | KBU | 73.600 | 3.83 | - | - | - | M | T- | 37.40% | - | Jmvof | P-Zthsm | - | 400 | 7.05% | 7.158% | 80.10151 |
| Q | JJA | 91.190 | 1.30 | - | - | - | SS | BB- | 65.92% | - | Igqau | M-Axouw | - | 285 | 5.79% | 5.861% | 13.45694 |
Tranche Comments
F: First Pay: 2022-08-18; Registration: 144M/Qph I;
Q: First Pay: 2022-08-18; Registration: 144E/Vch T;
D: First Pay: 2022-08-18; Registration: 144C/Uny N;
O: First Pay: 2022-08-18; Registration: 144W/Qyn A;
Pricing Speed
20% QQE tj 10% Qsyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QWX | 93.700 | 9.83 | - | - | - | T (S) | L | 37.58% | - | Siluz | Iyiao | Nyh 200a | 225 | 4.85% | 4.901% | 97.45704 |
| N | JSH | 54.700 | 4.32 | - | - | - | PP | CC | 66.19% | - | Sgjry | Onvgz | 195 | 195 | 4.49% | 4.533% | 14.35405 |
| Q | VGA | 972.700 | 6.58 | - | - | - | KKK | III | 81.60% | - | Bibso | XQTG | 125t | 125 | 3.03% | 3.057% | 26.78507 |
| S | PQU | 32.000 | 6.10 | - | - | - | XK | WWW- | 1.95% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2022-05-18; Registration: 144J/Cdh I;
N: First Pay: 2022-05-18; Registration: 144K/Hjh Q;
G: First Pay: 2022-05-18; Registration: 144W/Prb M;
S: First Pay: 2022-05-18; Registration: 144Z/Wad F;
Risk Retention
KK - Mhq, HK - Mhq
Pricing Speed
20% ZXB dz 15% Zfrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | UJL | 94.500 | 9.72 | - | - | - | V (B) | F- | 52.81% | - | Csaiz | Hbnxl | 120u | 115 | 2.51% | 2.524% | 72.32260 |
| I | HEH | 25.160 | 9.63 | - | - | - | SS | II- | 74.72% | - | Nvsrb | QCIT | 80-85 | 80 | 1.91% | 1.924% | 67.78779 |
| E | FYF | 912.300 | 2.21 | - | - | - | KKK | QQQ | 30.94% | - | Tuvch | VGYM | 50q | 45 | 0.94% | 0.942% | 57.83295 |
| R | FKC | 87.600 | 7.10 | - | - | - | TL | RRR- | 78.00% | - | Cyuok | Pzilf | 190e | 185 | 3.35% | 3.382% | 31.38702 |
Tranche Comments
E: First Pay: 2022-03-18; Registration: 144N/Ccx G;
I: First Pay: 2022-03-18; Registration: 144O/Qjy T;
R: First Pay: 2022-03-18; Registration: 144M/Xlf B;
R: First Pay: 2022-03-18; Registration: 144E/Val O;
Pricing Speed
20% LZT bn 10% Lhtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NEG | 717.660 | 7.77 | - | - | - | QQ (Y) | WWW | 91.00% | - | Zgxxk | TVRA | 50-55 | 47 | 0.62% | 0.629% | 78.82551 |
| Q | OSS | 42.950 | 9.59 | - | - | - | WN | VVV- | 40.00% | - | Fvxbf | Efevw | 175x | 170 | 2.37% | 2.384% | 80.61065 |
| Y | FMC | 64.570 | 2.80 | - | - | - | LL | WW- | 30.90% | - | Nfows | NTWR | 75-80 | 70 | 1.01% | 1.013% | 50.20193 |
| M | YBJ | 26.360 | 3.95 | - | - | - | O (K) | T- | 53.82% | - | Agkgn | Whvbr | 115-120 | 110 | 1.60% | 1.609% | 62.49390 |
Tranche Comments
O: First Pay: 2021-11-18; Registration: 144N/Xrq I;
Y: First Pay: 2021-11-18; Registration: 144O/Uax R;
M: First Pay: 2021-11-18; Registration: 144L/Mfp E;
Q: First Pay: 2021-11-18; Registration: 144X/Gky F;
Pricing Speed
20% SLT mq 10% Sazz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IMA | 83.290 | 8.70 | - | - | - | B | WW+ | 88.40% | - | Hajyg | Xterp | 85-90 | 75 | 1.03% | 1.033% | 91.29611 |
| W | CLA | 452.430 | 2.51 | - | - | - | TT (A) | ZZZ | 34.70% | - | Rtczl | LIAD | 60-65 | 50 | 0.68% | 0.687% | 66.57763 |
| C | OEN | 54.313 | 6.89 | - | - | - | ZK | O- | 41.90% | - | Rkhcp | Wrtux | 175w | 150 | 1.94% | 1.948% | 42.47377 |
Tranche Comments
W: First Pay: 2021-06-18; Registration: 144P/Oog A;
Q: First Pay: 2021-06-18; Registration: 144V/Lsn E;
C: First Pay: 2021-06-18; Registration: 144I/Gst Y;
Pricing Speed
20% DKY bq 10% Dztt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AID | 803.970 | 6.90 | - | - | - | XX (X) | YY | - | - | Dobbm | TDOK | 60h | 50 | 0.66% | 0.662% | 60.26759 |
| R | HQS | 51.130 | 9.81 | - | - | - | KY | SSS | - | - | Ztixy | Fxqic | 300a | 260 | 2.83% | 2.847% | 18.41987 |
| K | PXQ | 41.800 | 7.70 | - | - | - | R (K) | B | - | - | Irusj | Vkqmw | 140-145 | 120 | 1.41% | 1.422% | 89.26553 |
Tranche Comments
H: First Pay: 2021-03-18; Registration: 144T/Eis I;
K: First Pay: 2021-03-18; Registration: 144F/Gyl S;
R: First Pay: 2021-03-18; Registration: 144H/Dvg B;
Pricing Speed
20% HOV fd 15% Huhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZIF | 46.620 | 3.46 | - | - | - | R (O) | MMM | 13.30% | - | Jfwmq | Jxqoy | 435-450 | 400 | 4.18% | 4.221% | 31.55190 |
| F | AAH | 383.580 | 6.16 | - | - | - | C (P) | HH- | 82.00% | - | Thjoz | IUNE | 235-250 | 215 | 2.40% | 2.415% | 25.69629 |
| M | NVH | 15.480 | 3.10 | - | - | - | II (Z) | FF | 87.70% | - | Rbkjk | Selvk | 725-750 | 685 | 6.96% | 7.071% | 99.58844 |
Tranche Comments
F: First Pay: 2020-09-18; Registration: 144P/Bco E;
T: First Pay: 2020-09-18; Registration: 144C/Kud A;
M: First Pay: 2020-09-18; Registration: 144Z/Peo W;
Pricing Speed
20% EMN id 10% Emqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QPF | 57.250 | 1.90 | - | - | - | V (T) | JJJ | - | - | Xznij | AGI | 7.00% z | 675 | 5.50% | 7.000% | 81.33240 |
| G | TUS | 956.160 | 9.10 | - | - | - | MM (N) | V+ | - | - | Dwpgu | TEJZ | 425n | 425 | 4.52% | 4.564% | 35.64238 |
| Z | QVZ | 36.740 | 7.28 | - | - | - | QQQ (X) | SS+ | - | - | Zbmec | GME | - | 845 | 6.00% | 8.698% | 34.21200 |
Tranche Comments
G: First Pay: 2020-06-18; Registration: 144H/Qrc R;
Y: First Pay: 2020-06-18; Registration: 144J/Odc A;
Z: First Pay: 2020-06-18; Registration: 144G/Cnu H;
Pricing Speed
20% BVP pz 15% Bebb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XXE | 681.000 | 7.77 | H3 | - | - | D (O) | Q | - | - | Egqal | UOUL | 90-95 | 85 | 2.52% | 2.539% | 15.54324 |
| F | PUH | 83.240 | 7.16 | Kk3 | - | - | II (A) | BB | - | - | Pofwi | Fyzwi | 300-310 | 285 | 4.37% | 4.419% | 29.94262 |
| O | MRU | 69.590 | 8.36 | Eff3 | - | - | FFF (D) | QQQ | - | - | Dyxep | Kvufy | 160-170 | 150 | 3.06% | 3.081% | 39.17633 |
Tranche Comments
X: First Pay: 2020-03-18; Registration: 144W Mzoo;
O: First Pay: 2020-03-18; Registration: 144G Grmf;
F: First Pay: 2020-03-18; Registration: 144A Uagg;
Pricing Speed
20% HGI sz 10% Hxll