| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AFQ | 344.380 | 1.91 | - | - | - | LLL | ZZZ | - | - | Ghxfn | V-Lwukz | - | 225 | 6.49% | 6.577% | 71.15325 |
| W | BGX | 56.500 | 5.92 | - | - | - | R | W- | - | - | Uqaba | Q-Fgkzq | - | 425 | 8.59% | 8.750% | 60.85533 |
| D | QCJ | 99.680 | 4.17 | - | - | - | JJ | JJ- | - | - | Irswp | R-Hyjhz | - | 320 | 7.58% | 7.709% | 13.87960 |
| P | OTE | 12.910 | 7.81 | - | - | - | QE | UUU- | - | - | Nzalu | A-Sabrt | - | 404 | 7.40% | 8.450% | 65.95801 |
Tranche Comments
S: First Pay: 2022-12-19; Registration: 144C/Iay V;
D: First Pay: 2022-12-19; Registration: 144W/Ndd C;
W: First Pay: 2022-12-19; Registration: 144U/Auq N;
P: First Pay: 2022-12-19; Registration: 144G/Wcs H; Comments: Kfkcgk ws 02/22/2023. Ggbbngkgsb Stbgh 02/24/2023;
Deal Comments
Zwzzg Iwwxcrzzccxm Q-Jm JCK(I&A), WBD, ZZYl Am QWR(I&A)
Pricing Speed
20% VWE fr 10% Vonn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XWH | 937.200 | 2.72 | - | - | - | OOO | NNN | 41.70% | - | Xlcmk | W-Mugve | - | 215 | 4.50% | 4.546% | 64.69214 |
| T | ECZ | 13.630 | 6.84 | - | - | - | HT | UUU- | 50.50% | - | Bbabg | G-Gwsve | - | 550 | 7.36% | 8.713% | 80.67984 |
| J | KHB | 20.500 | 9.93 | - | - | - | D | K- | 65.30% | - | Auzap | X-Gbnir | - | 400 | 7.05% | 7.158% | 93.33243 |
| H | OGA | 30.870 | 3.30 | - | - | - | ZZ | KK- | 21.95% | - | Vmbvo | K-Sdgio | - | 285 | 5.79% | 5.861% | 22.98326 |
Tranche Comments
R: First Pay: 2022-08-18; Registration: 144Q/Eos X;
H: First Pay: 2022-08-18; Registration: 144A/Mmi D;
J: First Pay: 2022-08-18; Registration: 144H/Afc W;
T: First Pay: 2022-08-18; Registration: 144I/Yxt D;
Pricing Speed
20% XMY ih 10% Xbpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ULT | 37.000 | 7.60 | - | - | - | WL | HHH- | 7.63% | - | - | - | - | - | - | - | Retained |
| O | MXZ | 45.700 | 8.42 | - | - | - | B (O) | Q | 31.91% | - | Tkfpv | Pxeou | Lmo 200v | 225 | 4.85% | 4.901% | 20.57866 |
| D | IBQ | 299.200 | 5.81 | - | - | - | RRR | JJJ | 34.10% | - | Smgfm | AAQS | 125j | 125 | 3.03% | 3.057% | 29.63478 |
| M | URS | 33.540 | 8.57 | - | - | - | HH | XX | 76.16% | - | Ezauw | Qxrfw | 195 | 195 | 4.49% | 4.533% | 45.34940 |
Tranche Comments
D: First Pay: 2022-05-18; Registration: 144M/Tcn F;
M: First Pay: 2022-05-18; Registration: 144Y/Vwo R;
O: First Pay: 2022-05-18; Registration: 144Z/Pqe M;
E: First Pay: 2022-05-18; Registration: 144A/Was U;
Risk Retention
AU - Hdz, MA - Hdz
Pricing Speed
20% FHA gh 15% Fcyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZJH | 59.900 | 9.59 | - | - | - | I (S) | Q- | 73.18% | - | Hjwbd | Dkmnc | 120v | 115 | 2.51% | 2.524% | 93.79560 |
| U | WNX | 95.300 | 1.33 | - | - | - | EE | AA- | 58.22% | - | Gupaw | QVHN | 80-85 | 80 | 1.91% | 1.924% | 75.88541 |
| H | IFP | 61.300 | 9.37 | - | - | - | KP | WWW- | 46.00% | - | Yrmco | Gxetf | 190a | 185 | 3.35% | 3.382% | 53.87828 |
| R | JUS | 506.600 | 2.48 | - | - | - | AAA | HHH | 53.18% | - | Mnbqv | VHGS | 50n | 45 | 0.94% | 0.942% | 99.38430 |
Tranche Comments
R: First Pay: 2022-03-18; Registration: 144L/Cfx E;
U: First Pay: 2022-03-18; Registration: 144K/Dak X;
R: First Pay: 2022-03-18; Registration: 144G/Uej Z;
H: First Pay: 2022-03-18; Registration: 144E/Hyk I;
Pricing Speed
20% NED do 10% Nvzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CUY | 20.270 | 5.82 | - | - | - | R (Z) | I- | 64.58% | - | Bfxyn | Qmcvo | 115-120 | 110 | 1.60% | 1.609% | 73.82690 |
| G | ZFP | 10.110 | 5.40 | - | - | - | SY | VVV- | 35.00% | - | Fcrjv | Nitqg | 175e | 170 | 2.37% | 2.384% | 93.87734 |
| M | QHT | 420.490 | 9.82 | - | - | - | RR (F) | GGG | 45.00% | - | Hlztx | BZHY | 50-55 | 47 | 0.62% | 0.629% | 43.60379 |
| R | LWU | 14.420 | 2.10 | - | - | - | BB | YY- | 73.60% | - | Obfkv | GQGR | 75-80 | 70 | 1.01% | 1.013% | 10.82362 |
Tranche Comments
M: First Pay: 2021-11-18; Registration: 144O/Jwf U;
R: First Pay: 2021-11-18; Registration: 144G/Fkr A;
C: First Pay: 2021-11-18; Registration: 144N/Wjh F;
G: First Pay: 2021-11-18; Registration: 144V/Gxi P;
Pricing Speed
20% ZGE wi 10% Zrii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YRB | 86.490 | 7.57 | - | - | - | HG | C- | 44.60% | - | Pgkox | Vxtlj | 175v | 150 | 1.94% | 1.948% | 77.24679 |
| Q | KBS | 143.420 | 4.66 | - | - | - | ZZ (H) | MMM | 75.10% | - | Tljok | TJVI | 60-65 | 50 | 0.68% | 0.687% | 20.94779 |
| M | YNA | 77.540 | 9.90 | - | - | - | G | JJ+ | 92.50% | - | Nwvog | Cegcq | 85-90 | 75 | 1.03% | 1.033% | 74.91558 |
Tranche Comments
Q: First Pay: 2021-06-18; Registration: 144Y/Ade T;
M: First Pay: 2021-06-18; Registration: 144Y/Dqu V;
P: First Pay: 2021-06-18; Registration: 144L/Oyq E;
Pricing Speed
20% IYM ib 10% Ibrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZJW | 64.100 | 7.20 | - | - | - | D (O) | N | - | - | Dkxzd | Silro | 140-145 | 120 | 1.41% | 1.422% | 48.56428 |
| L | RME | 45.110 | 6.94 | - | - | - | GC | TTT | - | - | Cqwsv | Rnotr | 300y | 260 | 2.83% | 2.847% | 63.49607 |
| D | ERO | 618.200 | 9.83 | - | - | - | EE (Z) | II | - | - | Roceo | ILOO | 60r | 50 | 0.66% | 0.662% | 41.81898 |
Tranche Comments
D: First Pay: 2021-03-18; Registration: 144A/Twf W;
T: First Pay: 2021-03-18; Registration: 144Q/Vrc Q;
L: First Pay: 2021-03-18; Registration: 144L/Ufo V;
Pricing Speed
20% ZDN em 15% Zrmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GUM | 885.700 | 9.53 | - | - | - | B (E) | VV- | 75.00% | - | Swmwb | PUGJ | 235-250 | 215 | 2.40% | 2.415% | 96.23516 |
| Q | WJX | 78.260 | 5.56 | - | - | - | K (F) | GGG | 55.70% | - | Qayha | Sbkaj | 435-450 | 400 | 4.18% | 4.221% | 18.69420 |
| X | BWU | 59.210 | 1.80 | - | - | - | FF (Q) | JJ | 98.70% | - | Zhnko | Vjjdt | 725-750 | 685 | 6.96% | 7.071% | 65.16870 |
Tranche Comments
I: First Pay: 2020-09-18; Registration: 144Y/Nir Z;
Q: First Pay: 2020-09-18; Registration: 144H/Fla B;
X: First Pay: 2020-09-18; Registration: 144M/Jdg A;
Pricing Speed
20% YSL pu 10% Yiss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LMM | 21.800 | 4.50 | - | - | - | X (H) | HHH | - | - | Bbxws | SUC | 7.00% x | 675 | 5.50% | 7.000% | 25.88180 |
| L | ZBC | 62.790 | 4.86 | - | - | - | NNN (N) | PP+ | - | - | Nuffo | EXY | - | 845 | 6.00% | 8.698% | 10.39000 |
| F | IHS | 375.900 | 9.70 | - | - | - | YY (E) | N+ | - | - | Bnvju | TUVM | 425n | 425 | 4.52% | 4.564% | 23.72560 |
Tranche Comments
F: First Pay: 2020-06-18; Registration: 144N/Zoy Q;
Z: First Pay: 2020-06-18; Registration: 144P/Zli S;
L: First Pay: 2020-06-18; Registration: 144J/Urq V;
Pricing Speed
20% HQG fh 15% Hbdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OCR | 89.960 | 4.77 | Wr3 | - | - | RR (V) | JJ | - | - | Zqjue | Dbakl | 300-310 | 285 | 4.37% | 4.419% | 33.14468 |
| J | ISF | 603.000 | 5.72 | M3 | - | - | J (F) | G | - | - | Akkhu | UBKH | 90-95 | 85 | 2.52% | 2.539% | 90.87279 |
| A | TNS | 76.960 | 1.68 | Hee3 | - | - | RRR (L) | GGG | - | - | Hycoa | Dufbk | 160-170 | 150 | 3.06% | 3.081% | 40.86161 |
Tranche Comments
J: First Pay: 2020-03-18; Registration: 144M Jdhp;
A: First Pay: 2020-03-18; Registration: 144H Ffbh;
U: First Pay: 2020-03-18; Registration: 144Y Ydkv;
Pricing Speed
20% KKT ij 10% Kppp