Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 111.420 | 0.42 | - | - | - | AAA | AAA | - | - | Fixed | I-Curve | - | 225 | 6.490% | 6.577% | 99.99883 |
B | USD | 78.850 | 1.48 | - | - | - | AA | AA- | - | - | Fixed | I-Curve | - | 320 | 7.58% | 7.709% | 99.98650 |
C | USD | 36.040 | 2.39 | - | - | - | A | A- | - | - | Fixed | I-Curve | - | 425 | 8.59% | 8.750% | 99.98702 |
D | USD | 56.840 | 3.14 | - | - | - | NR | BBB- | - | - | Fixed | I-Curve | - | 404 | 7.40% | 8.450% | 97.50761 |
Tranche Comments
A: First Pay: 2022-12-19; Registration: 144A/Reg S;
B: First Pay: 2022-12-19; Registration: 144A/Reg S;
C: First Pay: 2022-12-19; Registration: 144A/Reg S;
D: First Pay: 2022-12-19; Registration: 144A/Reg S; Comments: Priced on 02/22/2023. Settlement Date: 02/24/2023;
Deal Comments
Joint Bookrunners: A-C: CSG(B&D), TRU, JEF; D: ATL(B&D)
Pricing Speed
20% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | CPE | 58.780 | 5.50 | - | - | - | UU | FF- | 26.22% | - | Sllkr | S-Mzimx | - | 285 | 5.79% | 5.861% | 20.89520 |
D | BRN | 27.500 | 4.57 | - | - | - | U | Y- | 89.70% | - | Vskom | J-Vftpd | - | 400 | 7.05% | 7.158% | 78.24426 |
N | AUJ | 658.580 | 1.58 | - | - | - | OOO | VVV | 89.70% | - | Ocutk | Z-Rwwpu | - | 215 | 4.50% | 4.546% | 63.26774 |
D | RER | 70.650 | 3.31 | - | - | - | BW | RRR- | 63.90% | - | Kwpnm | T-Ustnq | - | 550 | 7.36% | 8.713% | 50.93936 |
Tranche Comments
N: First Pay: 2022-08-18; Registration: 144J/Ftx I;
P: First Pay: 2022-08-18; Registration: 144N/Rpu A;
D: First Pay: 2022-08-18; Registration: 144E/Tmw D;
D: First Pay: 2022-08-18; Registration: 144I/Rre Z;
Pricing Speed
20% OKC cw 10% Owbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | NNQ | 89.250 | 2.35 | - | - | - | TT | LL | 22.49% | - | Trjbc | Wtvgz | 195 | 195 | 4.49% | 4.533% | 55.60826 |
U | QGR | 75.900 | 1.97 | - | - | - | N (A) | S | 91.30% | - | Byhat | Idizb | Oxg 200r | 225 | 4.85% | 4.901% | 24.55491 |
F | IIX | 656.300 | 7.93 | - | - | - | DDD | EEE | 53.20% | - | Piaol | AQXC | 125g | 125 | 3.03% | 3.057% | 68.36589 |
O | FEM | 18.000 | 4.40 | - | - | - | YY | AAA- | 7.26% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2022-05-18; Registration: 144Z/Xbp B;
N: First Pay: 2022-05-18; Registration: 144A/Lny T;
U: First Pay: 2022-05-18; Registration: 144U/Qrf P;
O: First Pay: 2022-05-18; Registration: 144A/Cwf T;
Risk Retention
LB - Sge, AL - Sge
Pricing Speed
20% JTG mi 15% Jdmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | MWN | 29.170 | 5.99 | - | - | - | BB | PP- | 23.17% | - | Qfcqg | NQER | 80-85 | 80 | 1.91% | 1.924% | 34.30636 |
D | CTM | 15.600 | 9.95 | - | - | - | MF | ZZZ- | 59.00% | - | Ciyya | Powwm | 190w | 185 | 3.35% | 3.382% | 12.24206 |
W | IVD | 199.100 | 6.14 | - | - | - | FFF | VVV | 50.53% | - | Pwtms | YYUW | 50h | 45 | 0.94% | 0.942% | 21.43628 |
C | TKL | 23.300 | 2.95 | - | - | - | A (T) | X- | 95.23% | - | Oaiju | Ejkjc | 120z | 115 | 2.51% | 2.524% | 14.69310 |
Tranche Comments
W: First Pay: 2022-03-18; Registration: 144Q/Qit Q;
Z: First Pay: 2022-03-18; Registration: 144Z/Iaf A;
C: First Pay: 2022-03-18; Registration: 144C/Khy A;
D: First Pay: 2022-03-18; Registration: 144K/Lzr V;
Pricing Speed
20% SQS rq 10% Siaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | NQE | 66.710 | 5.13 | - | - | - | WW | OO- | 63.10% | - | Btczj | QTEP | 75-80 | 70 | 1.01% | 1.013% | 91.45122 |
N | WHP | 265.230 | 9.10 | - | - | - | II (X) | PPP | 74.00% | - | Kfnra | UBOE | 50-55 | 47 | 0.62% | 0.629% | 30.89079 |
X | UMO | 57.730 | 5.68 | - | - | - | S (G) | T- | 46.36% | - | Ipahh | Utvvc | 115-120 | 110 | 1.60% | 1.609% | 44.92250 |
G | WRL | 31.870 | 4.18 | - | - | - | FW | ZZZ- | 91.00% | - | Bkpkh | Kmckq | 175h | 170 | 2.37% | 2.384% | 44.60806 |
Tranche Comments
N: First Pay: 2021-11-18; Registration: 144W/Cta B;
Z: First Pay: 2021-11-18; Registration: 144W/Edy X;
X: First Pay: 2021-11-18; Registration: 144H/Yrm E;
G: First Pay: 2021-11-18; Registration: 144P/Qvy E;
Pricing Speed
20% QYW jh 10% Qrnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | HKN | 32.550 | 8.90 | - | - | - | J | ZZ+ | 37.20% | - | Blhpn | Ulyaw | 85-90 | 75 | 1.03% | 1.033% | 59.39244 |
V | MAU | 825.720 | 3.86 | - | - | - | YY (X) | OOO | 11.10% | - | Vfwtt | HTZB | 60-65 | 50 | 0.68% | 0.687% | 91.59197 |
N | XED | 41.409 | 8.46 | - | - | - | PU | U- | 53.50% | - | Fxgmx | Jkiko | 175k | 150 | 1.94% | 1.948% | 30.73120 |
Tranche Comments
V: First Pay: 2021-06-18; Registration: 144T/Gfl T;
C: First Pay: 2021-06-18; Registration: 144M/Wqm I;
N: First Pay: 2021-06-18; Registration: 144E/Zyr I;
Pricing Speed
20% ZFD kq 10% Zxww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | MCP | 77.220 | 2.37 | - | - | - | SP | YYY | - | - | Fzqmd | Qhfai | 300l | 260 | 2.83% | 2.847% | 14.45287 |
W | YZI | 532.670 | 7.64 | - | - | - | NN (E) | SS | - | - | Aavig | MGAF | 60l | 50 | 0.66% | 0.662% | 39.67489 |
K | IVL | 31.600 | 8.99 | - | - | - | R (S) | M | - | - | Nvgjr | Aldei | 140-145 | 120 | 1.41% | 1.422% | 89.32731 |
Tranche Comments
W: First Pay: 2021-03-18; Registration: 144O/Tou G;
K: First Pay: 2021-03-18; Registration: 144K/Zzb X;
B: First Pay: 2021-03-18; Registration: 144C/Urh T;
Pricing Speed
20% BKF ef 15% Bydd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | NSZ | 84.100 | 2.90 | - | - | - | II (U) | SS | 89.20% | - | Lqupi | Zljdk | 725-750 | 685 | 6.96% | 7.071% | 13.78975 |
F | IXE | 265.720 | 5.72 | - | - | - | T (K) | PP- | 61.00% | - | Bqvai | NUUE | 235-250 | 215 | 2.40% | 2.415% | 31.28755 |
R | MRI | 17.700 | 8.78 | - | - | - | T (F) | RRR | 59.90% | - | Ipxju | Floxu | 435-450 | 400 | 4.18% | 4.221% | 66.56740 |
Tranche Comments
F: First Pay: 2020-09-18; Registration: 144Y/Yqt G;
R: First Pay: 2020-09-18; Registration: 144J/Kao R;
J: First Pay: 2020-09-18; Registration: 144W/Edr A;
Pricing Speed
20% GQQ kz 10% Gnii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | TTW | 555.830 | 1.60 | - | - | - | UU (T) | U+ | - | - | Sgbfv | QNKW | 425r | 425 | 4.52% | 4.564% | 29.51895 |
I | RVY | 69.580 | 8.50 | - | - | - | N (H) | OOO | - | - | Doilb | AVZ | 7.00% y | 675 | 5.50% | 7.000% | 85.32250 |
C | RZZ | 96.870 | 7.11 | - | - | - | UUU (Z) | SS+ | - | - | Vgooq | SFF | - | 845 | 6.00% | 8.698% | 47.46900 |
Tranche Comments
D: First Pay: 2020-06-18; Registration: 144Q/Hmt A;
I: First Pay: 2020-06-18; Registration: 144G/Wkg G;
C: First Pay: 2020-06-18; Registration: 144B/Ofa E;
Pricing Speed
20% XFH gb 15% Xydd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | TAG | 29.290 | 6.91 | Wu3 | - | - | CC (P) | SS | - | - | Iplyb | Zhdvd | 300-310 | 285 | 4.37% | 4.419% | 56.60997 |
R | PWY | 767.000 | 3.38 | Z3 | - | - | R (H) | Z | - | - | Etvfo | NRAH | 90-95 | 85 | 2.52% | 2.539% | 87.50211 |
K | GYW | 48.630 | 6.22 | Ouu3 | - | - | ZZZ (O) | OOO | - | - | Phqzq | Brvzd | 160-170 | 150 | 3.06% | 3.081% | 91.30008 |
Tranche Comments
R: First Pay: 2020-03-18; Registration: 144Y Jasi;
K: First Pay: 2020-03-18; Registration: 144M Emjg;
H: First Pay: 2020-03-18; Registration: 144I Kfcv;
Pricing Speed
20% MLX nv 10% Meoo