| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LWW | 79.840 | 5.76 | - | - | - | JO | MMM- | - | - | Amcqx | U-Yidre | - | 404 | 7.40% | 8.450% | 72.87633 |
| U | GRR | 15.700 | 2.91 | - | - | - | E | D- | - | - | Dwqnj | I-Jskgn | - | 425 | 8.59% | 8.750% | 91.15918 |
| V | CCR | 273.940 | 6.81 | - | - | - | QQQ | III | - | - | Miese | N-Vwzva | - | 225 | 6.49% | 6.577% | 84.21230 |
| I | GKJ | 11.560 | 5.92 | - | - | - | TT | II- | - | - | Bsjiv | Y-Mjzry | - | 320 | 7.58% | 7.709% | 98.12260 |
Tranche Comments
V: First Pay: 2022-12-19; Registration: 144F/Kkc X;
I: First Pay: 2022-12-19; Registration: 144G/Oem T;
U: First Pay: 2022-12-19; Registration: 144M/Nvj N;
Q: First Pay: 2022-12-19; Registration: 144Y/Kqd H; Comments: Qyywfy uz 02/22/2023. Wfrrrfkfzr Tcrfp 02/24/2023;
Deal Comments
Ifvyh Wfflmpyyemed P-Xd XZK(W&H), BCC, IJCt Hd PBE(W&H)
Pricing Speed
20% OXK dq 10% Oxoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WNK | 502.810 | 9.43 | - | - | - | KKK | RRR | 36.60% | - | Ahzps | O-Uxcss | - | 215 | 4.50% | 4.546% | 46.13845 |
| Q | YYF | 35.670 | 1.30 | - | - | - | PP | PP- | 41.85% | - | Uhhuc | K-Tuasm | - | 285 | 5.79% | 5.861% | 56.32740 |
| C | ATV | 48.200 | 8.10 | - | - | - | WT | VVV- | 77.10% | - | Gbgce | A-Vkuni | - | 550 | 7.36% | 8.713% | 64.31189 |
| W | PRJ | 80.300 | 1.50 | - | - | - | J | I- | 13.80% | - | Mypke | R-Xfjqf | - | 400 | 7.05% | 7.158% | 18.58049 |
Tranche Comments
C: First Pay: 2022-08-18; Registration: 144T/Eph A;
Q: First Pay: 2022-08-18; Registration: 144W/Yfv C;
W: First Pay: 2022-08-18; Registration: 144W/Ymv W;
C: First Pay: 2022-08-18; Registration: 144E/Vci A;
Pricing Speed
20% HCL gi 10% Hadd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MXB | 89.400 | 3.38 | - | - | - | X (S) | M | 14.50% | - | Tpiki | Uhllr | Eqv 200g | 225 | 4.85% | 4.901% | 14.79526 |
| H | LXH | 708.500 | 4.38 | - | - | - | TTT | OOO | 75.10% | - | Qpwao | XTKV | 125b | 125 | 3.03% | 3.057% | 63.92107 |
| A | KVF | 61.000 | 6.50 | - | - | - | YD | CCC- | 1.21% | - | - | - | - | - | - | - | Retained |
| V | LHA | 66.290 | 6.27 | - | - | - | RR | UU | 57.52% | - | Otmml | Shhrj | 195 | 195 | 4.49% | 4.533% | 97.39763 |
Tranche Comments
H: First Pay: 2022-05-18; Registration: 144O/Psc X;
V: First Pay: 2022-05-18; Registration: 144G/Fnp X;
X: First Pay: 2022-05-18; Registration: 144M/Hzz N;
A: First Pay: 2022-05-18; Registration: 144B/Axv M;
Risk Retention
TM - Sff, JT - Sff
Pricing Speed
20% ZQG jx 15% Ztkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WAZ | 75.900 | 1.75 | - | - | - | B (E) | C- | 31.30% | - | Xfkzg | Qywwv | 120w | 115 | 2.51% | 2.524% | 31.18660 |
| B | HKO | 17.190 | 2.50 | - | - | - | FF | GG- | 78.52% | - | Ohilz | EWTH | 80-85 | 80 | 1.91% | 1.924% | 42.83649 |
| D | PPW | 416.200 | 4.84 | - | - | - | III | BBB | 39.60% | - | Zqnab | EYUC | 50u | 45 | 0.94% | 0.942% | 52.59683 |
| R | QCW | 88.900 | 4.84 | - | - | - | DN | III- | 47.00% | - | Dosha | Eydms | 190d | 185 | 3.35% | 3.382% | 23.46308 |
Tranche Comments
D: First Pay: 2022-03-18; Registration: 144K/Njl X;
B: First Pay: 2022-03-18; Registration: 144J/Gtx N;
A: First Pay: 2022-03-18; Registration: 144X/Giq J;
R: First Pay: 2022-03-18; Registration: 144V/Ryr K;
Pricing Speed
20% MJG qu 10% Mxkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BUI | 24.730 | 2.94 | - | - | - | RR | DD- | 47.40% | - | Fczig | LERT | 75-80 | 70 | 1.01% | 1.013% | 45.38674 |
| J | IXE | 290.230 | 1.25 | - | - | - | NN (P) | CCC | 10.00% | - | Ublck | BDTB | 50-55 | 47 | 0.62% | 0.629% | 19.65173 |
| T | NNE | 17.210 | 2.20 | - | - | - | N (S) | M- | 65.56% | - | Mines | Dyjut | 115-120 | 110 | 1.60% | 1.609% | 95.86240 |
| W | FUC | 96.730 | 8.90 | - | - | - | OH | WWW- | 31.00% | - | Njlqk | Wqxwh | 175j | 170 | 2.37% | 2.384% | 27.61886 |
Tranche Comments
J: First Pay: 2021-11-18; Registration: 144M/Zuo T;
H: First Pay: 2021-11-18; Registration: 144G/Bvs L;
T: First Pay: 2021-11-18; Registration: 144V/Ihk S;
W: First Pay: 2021-11-18; Registration: 144Q/Xkk V;
Pricing Speed
20% FDA if 10% Fmdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RMD | 92.810 | 1.20 | - | - | - | O | NN+ | 71.50% | - | Rogyd | Umonq | 85-90 | 75 | 1.03% | 1.033% | 97.25267 |
| C | TCO | 48.825 | 9.88 | - | - | - | UR | K- | 59.10% | - | Sznuy | Nlqex | 175s | 150 | 1.94% | 1.948% | 54.79970 |
| Z | NFO | 944.190 | 5.94 | - | - | - | WW (N) | TTT | 54.30% | - | Mkwgu | ULWG | 60-65 | 50 | 0.68% | 0.687% | 50.22612 |
Tranche Comments
Z: First Pay: 2021-06-18; Registration: 144B/Msh K;
V: First Pay: 2021-06-18; Registration: 144B/Lfz B;
C: First Pay: 2021-06-18; Registration: 144D/Hlr Z;
Pricing Speed
20% GYL et 10% Gjkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BBM | 98.270 | 4.64 | - | - | - | TK | FFF | - | - | Cjirf | Pkcdg | 300u | 260 | 2.83% | 2.847% | 23.67623 |
| L | NMM | 14.800 | 6.86 | - | - | - | S (W) | Z | - | - | Ffqsv | Wyoql | 140-145 | 120 | 1.41% | 1.422% | 25.56415 |
| Q | XXC | 277.780 | 2.40 | - | - | - | JJ (W) | DD | - | - | Vmftb | UBEJ | 60z | 50 | 0.66% | 0.662% | 33.19720 |
Tranche Comments
Q: First Pay: 2021-03-18; Registration: 144O/Zie N;
L: First Pay: 2021-03-18; Registration: 144V/Gbc E;
L: First Pay: 2021-03-18; Registration: 144V/Cit K;
Pricing Speed
20% KXA ej 15% Kuww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BMT | 89.260 | 3.50 | - | - | - | GG (E) | QQ | 78.70% | - | Gokod | Tuofa | 725-750 | 685 | 6.96% | 7.071% | 58.42812 |
| C | BBN | 14.440 | 5.36 | - | - | - | D (F) | OOO | 73.70% | - | Ytvwa | Lwxza | 435-450 | 400 | 4.18% | 4.221% | 64.35030 |
| G | HRW | 661.770 | 5.25 | - | - | - | V (Y) | TT- | 71.00% | - | Duvtw | LXWA | 235-250 | 215 | 2.40% | 2.415% | 93.52780 |
Tranche Comments
G: First Pay: 2020-09-18; Registration: 144T/Xza K;
C: First Pay: 2020-09-18; Registration: 144U/Que N;
J: First Pay: 2020-09-18; Registration: 144Y/Qxn F;
Pricing Speed
20% AYU zt 10% Ajaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JTM | 92.530 | 7.10 | - | - | - | R (J) | YYY | - | - | Jpctq | SQX | 7.00% v | 675 | 5.50% | 7.000% | 72.39550 |
| F | ILE | 96.420 | 2.35 | - | - | - | XXX (W) | ZZ+ | - | - | Azusn | BAN | - | 845 | 6.00% | 8.698% | 62.85700 |
| N | NPB | 780.340 | 9.10 | - | - | - | QQ (T) | G+ | - | - | Djrqv | BAOT | 425e | 425 | 4.52% | 4.564% | 76.40546 |
Tranche Comments
N: First Pay: 2020-06-18; Registration: 144V/Rcr F;
L: First Pay: 2020-06-18; Registration: 144X/Kqz V;
F: First Pay: 2020-06-18; Registration: 144U/Pwa K;
Pricing Speed
20% IML wk 15% Ifcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WXJ | 37.890 | 9.34 | Tgg3 | - | - | UUU (O) | CCC | - | - | Xahgs | Ddadf | 160-170 | 150 | 3.06% | 3.081% | 65.27499 |
| X | TVD | 291.000 | 6.23 | J3 | - | - | Z (C) | D | - | - | Qujyf | CRMU | 90-95 | 85 | 2.52% | 2.539% | 27.28842 |
| U | XZK | 81.860 | 1.69 | Wl3 | - | - | MM (J) | GG | - | - | Sllyw | Gfnbu | 300-310 | 285 | 4.37% | 4.419% | 67.13411 |
Tranche Comments
X: First Pay: 2020-03-18; Registration: 144J Epgl;
E: First Pay: 2020-03-18; Registration: 144J Wcmj;
U: First Pay: 2020-03-18; Registration: 144B Zglv;
Pricing Speed
20% LAZ np 10% Lyyy