| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | PNM | 418.420 | 6.54 | - | - | - | EEE | PPP | - | - | Jktck | O-Hkxjt | - | 225 | 6.49% | 6.577% | 55.67895 |
| M | RYJ | 56.100 | 1.93 | - | - | - | W | C- | - | - | Dyfkz | D-Hpybj | - | 425 | 8.59% | 8.750% | 63.39121 |
| K | GSY | 51.430 | 4.80 | - | - | - | VN | YYY- | - | - | Jgcya | H-Cqajc | - | 404 | 7.40% | 8.450% | 30.34834 |
| V | CHT | 87.250 | 4.69 | - | - | - | EE | ZZ- | - | - | Hwqfv | W-Lqwlu | - | 320 | 7.58% | 7.709% | 89.31770 |
Tranche Comments
T: First Pay: 2022-12-19; Registration: 144C/Ptv P;
V: First Pay: 2022-12-19; Registration: 144M/Zxd S;
M: First Pay: 2022-12-19; Registration: 144U/Fjf Y;
K: First Pay: 2022-12-19; Registration: 144O/Cut D; Comments: Hqgrwf yz 02/22/2023. Uwssswcwzs Djswp 02/24/2023;
Deal Comments
Wfowm Jffdbvwwubaz O-Xz XXA(J&Y), TCZ, WENr Yz OTI(J&Y)
Pricing Speed
20% AMQ yo 10% Akbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | LWI | 58.450 | 8.10 | - | - | - | SS | RR- | 15.16% | - | Jvagx | M-Gsozj | - | 285 | 5.79% | 5.861% | 61.15865 |
| M | XOK | 28.500 | 1.20 | - | - | - | C | P- | 46.40% | - | Lalhc | S-Pnkda | - | 400 | 7.05% | 7.158% | 35.15093 |
| B | YSQ | 42.640 | 3.33 | - | - | - | TK | UUU- | 77.80% | - | Zbaxk | H-Vxwfs | - | 550 | 7.36% | 8.713% | 51.64666 |
| X | FQD | 426.460 | 6.30 | - | - | - | NNN | MMM | 77.30% | - | Ygyhk | D-Rxors | - | 215 | 4.50% | 4.546% | 92.50519 |
Tranche Comments
X: First Pay: 2022-08-18; Registration: 144V/Qzr P;
H: First Pay: 2022-08-18; Registration: 144G/Mtp U;
M: First Pay: 2022-08-18; Registration: 144U/Wku J;
B: First Pay: 2022-08-18; Registration: 144K/Bhs P;
Pricing Speed
20% UCZ kz 10% Uvoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | AOF | 39.970 | 4.17 | - | - | - | UU | VV | 87.95% | - | Hwuvz | Lumnd | 195 | 195 | 4.49% | 4.533% | 50.91092 |
| F | IOT | 681.400 | 2.16 | - | - | - | NNN | TTT | 19.70% | - | Gumwa | ITZE | 125b | 125 | 3.03% | 3.057% | 75.70259 |
| F | TVD | 23.000 | 7.90 | - | - | - | VH | JJJ- | 1.96% | - | - | - | - | - | - | - | Retained |
| T | MAQ | 11.900 | 1.40 | - | - | - | Y (C) | P | 93.73% | - | Ysasb | Cptrp | Thj 200r | 225 | 4.85% | 4.901% | 61.26371 |
Tranche Comments
F: First Pay: 2022-05-18; Registration: 144O/Dsy G;
A: First Pay: 2022-05-18; Registration: 144I/Zjj Y;
T: First Pay: 2022-05-18; Registration: 144L/Czs S;
F: First Pay: 2022-05-18; Registration: 144P/Lqp W;
Risk Retention
ZR - Sbl, BZ - Sbl
Pricing Speed
20% TQN pv 15% Tfll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XGC | 96.270 | 2.52 | - | - | - | DD | UU- | 97.94% | - | Wgivx | CHTG | 80-85 | 80 | 1.91% | 1.924% | 24.53221 |
| K | BSM | 52.300 | 8.56 | - | - | - | J (F) | K- | 80.63% | - | Pmpnw | Ivfye | 120k | 115 | 2.51% | 2.524% | 62.68450 |
| H | ESF | 13.900 | 2.95 | - | - | - | WB | QQQ- | 50.00% | - | Xkkry | Mflzh | 190v | 185 | 3.35% | 3.382% | 33.96553 |
| S | OWX | 336.900 | 3.73 | - | - | - | TTT | BBB | 37.26% | - | Afkzx | MUJW | 50l | 45 | 0.94% | 0.942% | 68.28307 |
Tranche Comments
S: First Pay: 2022-03-18; Registration: 144B/Cnh J;
X: First Pay: 2022-03-18; Registration: 144X/Fyi T;
K: First Pay: 2022-03-18; Registration: 144B/Qrw M;
H: First Pay: 2022-03-18; Registration: 144K/Flj K;
Pricing Speed
20% JVB rv 10% Jfee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ELD | 511.660 | 3.14 | - | - | - | RR (D) | FFF | 83.00% | - | Rinkz | CDMV | 50-55 | 47 | 0.62% | 0.629% | 85.50827 |
| L | JUG | 55.650 | 1.61 | - | - | - | UX | UUU- | 75.00% | - | Rvprz | Zkyzs | 175p | 170 | 2.37% | 2.384% | 56.51833 |
| P | AEF | 94.670 | 6.57 | - | - | - | A (B) | G- | 93.54% | - | Gruie | Zikpu | 115-120 | 110 | 1.60% | 1.609% | 54.94890 |
| Z | ZJH | 22.440 | 1.48 | - | - | - | QQ | QQ- | 14.30% | - | Cjybu | KUJZ | 75-80 | 70 | 1.01% | 1.013% | 68.71167 |
Tranche Comments
X: First Pay: 2021-11-18; Registration: 144E/Erf I;
Z: First Pay: 2021-11-18; Registration: 144H/Gvg V;
P: First Pay: 2021-11-18; Registration: 144D/Djw I;
L: First Pay: 2021-11-18; Registration: 144W/Ifu V;
Pricing Speed
20% KPZ gz 10% Koxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | IIR | 310.790 | 5.97 | - | - | - | NN (V) | KKK | 98.90% | - | Foowc | BRLS | 60-65 | 50 | 0.68% | 0.687% | 19.12490 |
| S | KGB | 19.700 | 6.40 | - | - | - | J | AA+ | 71.30% | - | Bjrgj | Aulbd | 85-90 | 75 | 1.03% | 1.033% | 75.66475 |
| T | RFD | 60.228 | 4.73 | - | - | - | BM | X- | 60.50% | - | Aopbp | Abvlf | 175n | 150 | 1.94% | 1.948% | 47.80723 |
Tranche Comments
N: First Pay: 2021-06-18; Registration: 144I/Ilm U;
S: First Pay: 2021-06-18; Registration: 144L/Gtc D;
T: First Pay: 2021-06-18; Registration: 144L/Zmx C;
Pricing Speed
20% CEE jb 10% Cjzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LKD | 26.630 | 4.18 | - | - | - | KS | VVV | - | - | Uhsbr | Rhpkp | 300f | 260 | 2.83% | 2.847% | 14.24619 |
| M | GGE | 324.550 | 5.13 | - | - | - | XX (H) | FF | - | - | Gztut | RIEZ | 60u | 50 | 0.66% | 0.662% | 78.63963 |
| X | EXS | 58.100 | 2.50 | - | - | - | Z (G) | D | - | - | Ailai | Qvtie | 140-145 | 120 | 1.41% | 1.422% | 28.21035 |
Tranche Comments
M: First Pay: 2021-03-18; Registration: 144L/Yqu C;
X: First Pay: 2021-03-18; Registration: 144B/Fxt W;
J: First Pay: 2021-03-18; Registration: 144Y/Xih K;
Pricing Speed
20% LNT yd 15% Lfjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EHN | 94.120 | 9.35 | - | - | - | F (P) | AAA | 13.80% | - | Zztxz | Owaxu | 435-450 | 400 | 4.18% | 4.221% | 32.13850 |
| B | KOR | 361.880 | 8.84 | - | - | - | C (W) | EE- | 84.00% | - | Vyoqw | JPUX | 235-250 | 215 | 2.40% | 2.415% | 28.55224 |
| H | IER | 29.560 | 5.60 | - | - | - | WW (V) | QQ | 11.70% | - | Hmzmy | Eeilx | 725-750 | 685 | 6.96% | 7.071% | 99.56323 |
Tranche Comments
B: First Pay: 2020-09-18; Registration: 144C/Gog I;
G: First Pay: 2020-09-18; Registration: 144Q/Tnj U;
H: First Pay: 2020-09-18; Registration: 144P/Rqa Q;
Pricing Speed
20% MIL pk 10% Mggg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LJV | 998.720 | 5.20 | - | - | - | WW (C) | D+ | - | - | Vbwbu | PLXQ | 425s | 425 | 4.52% | 4.564% | 22.47035 |
| G | QWV | 19.300 | 2.40 | - | - | - | K (C) | FFF | - | - | Pjzjc | KHP | 7.00% z | 675 | 5.50% | 7.000% | 77.29780 |
| J | ZCG | 53.540 | 7.15 | - | - | - | XXX (N) | DD+ | - | - | Iurxv | SYH | - | 845 | 6.00% | 8.698% | 97.81100 |
Tranche Comments
V: First Pay: 2020-06-18; Registration: 144G/Fbi Z;
G: First Pay: 2020-06-18; Registration: 144M/Fcz F;
J: First Pay: 2020-06-18; Registration: 144O/Nue E;
Pricing Speed
20% EIB hf 15% Esqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | TKV | 95.610 | 5.75 | Guu3 | - | - | MMM (S) | BBB | - | - | Finhm | Xfgqh | 160-170 | 150 | 3.06% | 3.081% | 17.83318 |
| A | PHK | 724.000 | 7.21 | Q3 | - | - | F (Z) | L | - | - | Rvuvb | GYHR | 90-95 | 85 | 2.52% | 2.539% | 21.39080 |
| W | WQO | 10.340 | 8.66 | Bj3 | - | - | DD (A) | JJ | - | - | Jikea | Xjyjr | 300-310 | 285 | 4.37% | 4.419% | 84.92712 |
Tranche Comments
A: First Pay: 2020-03-18; Registration: 144Y Sizy;
T: First Pay: 2020-03-18; Registration: 144H Jqgv;
W: First Pay: 2020-03-18; Registration: 144U Yejk;
Pricing Speed
20% SZP wu 10% Scss