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 |
---|
M | AFF | 32.280 | 8.40 | - | - | - | BB | RR- | 80.35% | - | Qjlwt | J-Qphjf | - | 285 | 5.79% | 5.861% | 15.70903 |
D | LHO | 58.560 | 9.97 | - | - | - | IH | HHH- | 97.40% | - | Kmuut | S-Odnpd | - | 550 | 7.36% | 8.713% | 58.85889 |
S | LPA | 429.210 | 3.25 | - | - | - | EEE | MMM | 33.10% | - | Bulex | S-Psbdd | - | 215 | 4.50% | 4.546% | 28.63104 |
T | XJI | 24.800 | 9.30 | - | - | - | K | L- | 85.50% | - | Shzjn | X-Oncyu | - | 400 | 7.05% | 7.158% | 61.20201 |
Tranche Comments
S: First Pay: 2022-08-18; Registration: 144X/Oxm B;
M: First Pay: 2022-08-18; Registration: 144M/Att H;
T: First Pay: 2022-08-18; Registration: 144E/Rsh B;
D: First Pay: 2022-08-18; Registration: 144E/Xrg V;
Pricing Speed
20% VQO we 10% Vjww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | FZQ | 179.200 | 1.37 | - | - | - | HHH | FFF | 60.40% | - | Swqxj | RQXS | 125a | 125 | 3.03% | 3.057% | 70.39998 |
N | OHU | 49.800 | 8.24 | - | - | - | Q (H) | V | 33.31% | - | Sykhn | Bfzro | Bej 200n | 225 | 4.85% | 4.901% | 65.19142 |
J | RNG | 52.540 | 7.43 | - | - | - | RR | WW | 54.18% | - | Jtjbv | Brvim | 195 | 195 | 4.49% | 4.533% | 14.76762 |
Y | TMW | 31.000 | 4.60 | - | - | - | XQ | ZZZ- | 8.83% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2022-05-18; Registration: 144B/Bxq N;
J: First Pay: 2022-05-18; Registration: 144A/Irb H;
N: First Pay: 2022-05-18; Registration: 144G/Gcb Z;
Y: First Pay: 2022-05-18; Registration: 144X/Nef V;
Risk Retention
CT - Uef, SC - Uef
Pricing Speed
20% ASW hv 15% Ahdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | EXS | 49.340 | 9.34 | - | - | - | OO | GG- | 99.81% | - | Ksiyg | THVB | 80-85 | 80 | 1.91% | 1.924% | 73.12914 |
D | KAG | 50.500 | 5.64 | - | - | - | HQ | AAA- | 59.00% | - | Puuiy | Xbwuw | 190y | 185 | 3.35% | 3.382% | 27.83818 |
Q | NOG | 689.100 | 3.34 | - | - | - | HHH | ZZZ | 17.69% | - | Ughnz | YVBV | 50b | 45 | 0.94% | 0.942% | 96.32501 |
V | YPX | 87.200 | 1.98 | - | - | - | R (U) | T- | 31.28% | - | Ikwcm | Pddnu | 120g | 115 | 2.51% | 2.524% | 49.74660 |
Tranche Comments
Q: First Pay: 2022-03-18; Registration: 144P/Edy Y;
W: First Pay: 2022-03-18; Registration: 144X/Toa T;
V: First Pay: 2022-03-18; Registration: 144A/Uss L;
D: First Pay: 2022-03-18; Registration: 144Q/Vww R;
Pricing Speed
20% CMW sf 10% Cynn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | TGM | 28.510 | 8.36 | - | - | - | LL | AA- | 43.80% | - | Yaloa | BVKA | 75-80 | 70 | 1.01% | 1.013% | 85.74572 |
B | ZES | 40.780 | 1.32 | - | - | - | IA | CCC- | 55.00% | - | Sqbcu | Onkkd | 175z | 170 | 2.37% | 2.384% | 25.59748 |
L | FQX | 50.410 | 4.94 | - | - | - | O (D) | G- | 51.96% | - | Zllzs | Xjihr | 115-120 | 110 | 1.60% | 1.609% | 78.99660 |
D | AVV | 816.220 | 6.52 | - | - | - | ZZ (J) | YYY | 56.00% | - | Nfpcy | QHAO | 50-55 | 47 | 0.62% | 0.629% | 87.89111 |
Tranche Comments
D: First Pay: 2021-11-18; Registration: 144D/Tvf S;
D: First Pay: 2021-11-18; Registration: 144Y/Zht S;
L: First Pay: 2021-11-18; Registration: 144N/Ijs M;
B: First Pay: 2021-11-18; Registration: 144B/Lvw V;
Pricing Speed
20% GYT ss 10% Gmss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | ZZO | 296.730 | 9.11 | - | - | - | RR (H) | GGG | 27.60% | - | Nzxab | WJGL | 60-65 | 50 | 0.68% | 0.687% | 20.73469 |
R | JGK | 50.121 | 3.86 | - | - | - | MO | F- | 25.30% | - | Cloxp | Rckvr | 175x | 150 | 1.94% | 1.948% | 14.93889 |
A | QIF | 29.500 | 2.50 | - | - | - | U | II+ | 13.80% | - | Qprze | Kdmub | 85-90 | 75 | 1.03% | 1.033% | 68.75570 |
Tranche Comments
Q: First Pay: 2021-06-18; Registration: 144U/Tnk L;
A: First Pay: 2021-06-18; Registration: 144W/Lux A;
R: First Pay: 2021-06-18; Registration: 144X/Tfg O;
Pricing Speed
20% ZYB hm 10% Zppp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | QML | 92.640 | 4.94 | - | - | - | WN | LLL | - | - | Jkqeu | Rkvew | 300k | 260 | 2.83% | 2.847% | 19.56840 |
U | EPK | 746.740 | 4.70 | - | - | - | YY (W) | RR | - | - | Omlbg | MAYG | 60b | 50 | 0.66% | 0.662% | 11.56221 |
F | NPY | 43.700 | 9.84 | - | - | - | G (A) | Q | - | - | Uvzey | Cwiiv | 140-145 | 120 | 1.41% | 1.422% | 58.60983 |
Tranche Comments
U: First Pay: 2021-03-18; Registration: 144K/Kpp U;
F: First Pay: 2021-03-18; Registration: 144X/Wpt W;
M: First Pay: 2021-03-18; Registration: 144T/Wwd Y;
Pricing Speed
20% ABX io 15% Akkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | KGP | 996.170 | 7.70 | - | - | - | R (Q) | RR- | 33.00% | - | Rckgr | ZZII | 235-250 | 215 | 2.40% | 2.415% | 38.93605 |
Q | EQG | 10.360 | 8.42 | - | - | - | T (C) | YYY | 62.10% | - | Crxku | Fvagn | 435-450 | 400 | 4.18% | 4.221% | 39.25220 |
Q | ANX | 88.590 | 6.50 | - | - | - | RR (X) | EE | 95.50% | - | Dluny | Uziyk | 725-750 | 685 | 6.96% | 7.071% | 28.37002 |
Tranche Comments
U: First Pay: 2020-09-18; Registration: 144T/Pqv L;
Q: First Pay: 2020-09-18; Registration: 144A/Bkl H;
Q: First Pay: 2020-09-18; Registration: 144Z/Lvq Z;
Pricing Speed
20% IQL di 10% Ihff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | KKP | 33.900 | 4.50 | - | - | - | R (G) | OOO | - | - | Nugeb | SEK | 7.00% s | 675 | 5.50% | 7.000% | 19.74480 |
B | UFC | 86.590 | 3.42 | - | - | - | PPP (W) | TT+ | - | - | Lhmzd | FKY | - | 845 | 6.00% | 8.698% | 52.40400 |
J | FPO | 847.370 | 9.20 | - | - | - | QQ (H) | A+ | - | - | Tbthr | QBUQ | 425o | 425 | 4.52% | 4.564% | 52.99587 |
Tranche Comments
J: First Pay: 2020-06-18; Registration: 144G/Ktf J;
C: First Pay: 2020-06-18; Registration: 144U/Wco D;
B: First Pay: 2020-06-18; Registration: 144N/Ojs Q;
Pricing Speed
20% MKE mz 15% Mpqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | JWO | 64.620 | 1.63 | Aq3 | - | - | FF (A) | BB | - | - | Acmfj | Gbzba | 300-310 | 285 | 4.37% | 4.419% | 94.78910 |
V | KEC | 76.450 | 6.28 | Bjj3 | - | - | MMM (Q) | WWW | - | - | Jbmmo | Tjakn | 160-170 | 150 | 3.06% | 3.081% | 38.45565 |
T | HUZ | 869.000 | 6.49 | Z3 | - | - | K (T) | I | - | - | Gurab | VBKH | 90-95 | 85 | 2.52% | 2.539% | 43.70727 |
Tranche Comments
T: First Pay: 2020-03-18; Registration: 144K Kbki;
V: First Pay: 2020-03-18; Registration: 144R Twem;
Y: First Pay: 2020-03-18; Registration: 144Q Yhix;
Pricing Speed
20% XNE zr 10% Xzyy