Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | BES | 99.730 | 9.79 | - | - | - | MT | GGG- | - | - | Hxrxr | P-Iomtj | - | 404 | 7.40% | 8.450% | 59.57517 |
H | RSV | 479.270 | 8.25 | - | - | - | VVV | PPP | - | - | Kqnid | E-Ozyjy | - | 225 | 6.49% | 6.577% | 69.73342 |
P | WXR | 26.800 | 3.70 | - | - | - | M | L- | - | - | Pivgr | O-Ehihm | - | 425 | 8.59% | 8.750% | 44.19544 |
J | TMP | 80.820 | 4.15 | - | - | - | BB | JJ- | - | - | Pfilg | R-Zscia | - | 320 | 7.58% | 7.709% | 71.46880 |
Tranche Comments
H: First Pay: 2022-12-19; Registration: 144Y/Rfw E;
J: First Pay: 2022-12-19; Registration: 144C/Ccu D;
P: First Pay: 2022-12-19; Registration: 144J/Eec S;
O: First Pay: 2022-12-19; Registration: 144H/Lkv H; Comments: Ojrigh vd 02/22/2023. Fgnnugzgdn Zsngm 02/24/2023;
Deal Comments
Pyovz Cyybcnvvtccp N-Wp WAH(C&S), NHI, PECg Sp NNG(C&S)
Pricing Speed
20% GAA wx 10% Gzgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | KLD | 29.900 | 7.35 | - | - | - | VR | PPP- | 72.20% | - | Ovokp | L-Godgl | - | 550 | 7.36% | 8.713% | 45.12419 |
Q | BKI | 75.180 | 4.50 | - | - | - | QQ | OO- | 62.73% | - | Lbhun | M-Fipce | - | 285 | 5.79% | 5.861% | 35.96882 |
M | JCY | 50.500 | 4.66 | - | - | - | D | R- | 85.70% | - | Nfjjo | A-Soslw | - | 400 | 7.05% | 7.158% | 53.73946 |
Q | MPV | 682.870 | 1.76 | - | - | - | GGG | DDD | 87.80% | - | Mjklk | J-Llbnq | - | 215 | 4.50% | 4.546% | 91.60210 |
Tranche Comments
Q: First Pay: 2022-08-18; Registration: 144C/Ipu R;
Q: First Pay: 2022-08-18; Registration: 144Z/Pym I;
M: First Pay: 2022-08-18; Registration: 144P/Ujo B;
S: First Pay: 2022-08-18; Registration: 144F/Uuy F;
Pricing Speed
20% EBO dn 10% Expp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | GYW | 62.000 | 8.30 | - | - | - | FA | ZZZ- | 9.43% | - | - | - | - | - | - | - | Retained |
L | IUE | 589.700 | 4.63 | - | - | - | XXX | TTT | 74.40% | - | Vmwsu | TBJQ | 125p | 125 | 3.03% | 3.057% | 39.73486 |
Q | NQJ | 21.570 | 9.47 | - | - | - | OO | NN | 30.50% | - | Rahle | Xtigt | 195 | 195 | 4.49% | 4.533% | 16.22766 |
D | NYS | 44.500 | 3.90 | - | - | - | W (U) | N | 90.80% | - | Eltlz | Roupi | Tth 200w | 225 | 4.85% | 4.901% | 61.44632 |
Tranche Comments
L: First Pay: 2022-05-18; Registration: 144C/Mxy Q;
Q: First Pay: 2022-05-18; Registration: 144W/Pti Z;
D: First Pay: 2022-05-18; Registration: 144U/Llk Z;
Z: First Pay: 2022-05-18; Registration: 144I/Cuv R;
Risk Retention
FD - Njr, NF - Njr
Pricing Speed
20% ZKM cs 15% Zijj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BKU | 97.510 | 1.45 | - | - | - | DD | II- | 83.17% | - | Dnoha | MPVK | 80-85 | 80 | 1.91% | 1.924% | 81.25776 |
O | TJP | 108.600 | 6.36 | - | - | - | TTT | XXX | 30.91% | - | Hywju | ALRE | 50j | 45 | 0.94% | 0.942% | 81.90894 |
M | BZX | 46.400 | 4.33 | - | - | - | X (T) | C- | 84.19% | - | Bmtwk | Klyty | 120h | 115 | 2.51% | 2.524% | 61.93070 |
U | YVL | 19.400 | 9.70 | - | - | - | JX | SSS- | 82.00% | - | Ojgpz | Axqzw | 190q | 185 | 3.35% | 3.382% | 19.58796 |
Tranche Comments
O: First Pay: 2022-03-18; Registration: 144J/Kyb A;
X: First Pay: 2022-03-18; Registration: 144H/Nch X;
M: First Pay: 2022-03-18; Registration: 144T/Qvx X;
U: First Pay: 2022-03-18; Registration: 144Q/Zbv Q;
Pricing Speed
20% OFI bo 10% Ohtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | TUU | 79.430 | 8.20 | - | - | - | CC | TT- | 28.50% | - | Uigsu | UTYG | 75-80 | 70 | 1.01% | 1.013% | 66.13149 |
I | UNF | 409.100 | 5.14 | - | - | - | LL (F) | AAA | 16.00% | - | Rsonr | HTDX | 50-55 | 47 | 0.62% | 0.629% | 34.18759 |
G | JXI | 36.450 | 6.47 | - | - | - | G (W) | E- | 68.31% | - | Wtjri | Fdbwn | 115-120 | 110 | 1.60% | 1.609% | 27.19320 |
Y | JAK | 60.140 | 2.35 | - | - | - | BQ | VVV- | 47.00% | - | Zisae | Ctmgn | 175p | 170 | 2.37% | 2.384% | 74.54581 |
Tranche Comments
I: First Pay: 2021-11-18; Registration: 144U/Ban J;
D: First Pay: 2021-11-18; Registration: 144Q/Lip P;
G: First Pay: 2021-11-18; Registration: 144U/Nxx B;
Y: First Pay: 2021-11-18; Registration: 144L/Njt D;
Pricing Speed
20% AWF ae 10% Ahaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | VGI | 61.770 | 5.85 | - | - | - | XI | Y- | 12.30% | - | Klghl | Cdijz | 175q | 150 | 1.94% | 1.948% | 19.26227 |
S | ZNG | 81.380 | 9.30 | - | - | - | H | II+ | 21.10% | - | Nntig | Chqqx | 85-90 | 75 | 1.03% | 1.033% | 60.33960 |
N | EVS | 618.190 | 8.21 | - | - | - | VV (T) | BBB | 15.10% | - | Pzgay | ARHE | 60-65 | 50 | 0.68% | 0.687% | 31.88076 |
Tranche Comments
N: First Pay: 2021-06-18; Registration: 144P/Yfp B;
S: First Pay: 2021-06-18; Registration: 144N/Eud F;
D: First Pay: 2021-06-18; Registration: 144H/Ghn Y;
Pricing Speed
20% HOP zw 10% Hidd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | BYI | 339.770 | 3.99 | - | - | - | UU (I) | OO | - | - | Guccj | NEXP | 60i | 50 | 0.66% | 0.662% | 78.98592 |
Z | TTO | 99.500 | 5.62 | - | - | - | S (L) | R | - | - | Oqlzp | Loydl | 140-145 | 120 | 1.41% | 1.422% | 44.33796 |
A | YEL | 13.670 | 7.71 | - | - | - | DK | VVV | - | - | Wslha | Tuuwv | 300z | 260 | 2.83% | 2.847% | 40.77135 |
Tranche Comments
C: First Pay: 2021-03-18; Registration: 144U/Atk D;
Z: First Pay: 2021-03-18; Registration: 144W/Qwh Y;
A: First Pay: 2021-03-18; Registration: 144B/Ndk J;
Pricing Speed
20% DHJ id 15% Dpee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | JET | 58.400 | 4.78 | - | - | - | X (A) | III | 35.40% | - | Djzyg | Mvyoo | 435-450 | 400 | 4.18% | 4.221% | 49.10050 |
N | CRB | 104.470 | 2.12 | - | - | - | M (B) | UU- | 70.00% | - | Nobmx | LADJ | 235-250 | 215 | 2.40% | 2.415% | 23.36431 |
O | UBW | 16.270 | 6.40 | - | - | - | NN (A) | AA | 61.20% | - | Ogjtg | Lldph | 725-750 | 685 | 6.96% | 7.071% | 23.97137 |
Tranche Comments
N: First Pay: 2020-09-18; Registration: 144C/Fus X;
Y: First Pay: 2020-09-18; Registration: 144O/Mxc X;
O: First Pay: 2020-09-18; Registration: 144X/Yse F;
Pricing Speed
20% NCD vc 10% Nytt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | OCH | 102.200 | 5.20 | - | - | - | AA (T) | W+ | - | - | Ljlyv | IAHU | 425s | 425 | 4.52% | 4.564% | 48.47131 |
K | TST | 32.720 | 8.21 | - | - | - | RRR (R) | XX+ | - | - | Nqxfp | IBR | - | 845 | 6.00% | 8.698% | 34.36700 |
I | VYH | 77.340 | 2.60 | - | - | - | Y (S) | UUU | - | - | Zyiir | CMQ | 7.00% g | 675 | 5.50% | 7.000% | 96.59530 |
Tranche Comments
V: First Pay: 2020-06-18; Registration: 144B/Efe B;
I: First Pay: 2020-06-18; Registration: 144A/Mbf J;
K: First Pay: 2020-06-18; Registration: 144P/Xhk I;
Pricing Speed
20% XCK hf 15% Xnmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | FIJ | 47.760 | 4.54 | Uvv3 | - | - | BBB (X) | PPP | - | - | Guiit | Fyvlz | 160-170 | 150 | 3.06% | 3.081% | 98.14743 |
M | GQL | 10.270 | 2.94 | Ci3 | - | - | KK (F) | VV | - | - | Kupwe | Jdjdh | 300-310 | 285 | 4.37% | 4.419% | 17.35827 |
G | NEB | 222.000 | 2.72 | O3 | - | - | N (U) | Y | - | - | Bsblg | UHRA | 90-95 | 85 | 2.52% | 2.539% | 92.28133 |
Tranche Comments
G: First Pay: 2020-03-18; Registration: 144L Inla;
U: First Pay: 2020-03-18; Registration: 144J Catl;
M: First Pay: 2020-03-18; Registration: 144R Ewek;
Pricing Speed
20% SBC fr 10% Sbvv