| 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 | VYH | 955.460 | 5.78 | - | - | - | UUU | RRR | 88.20% | - | Ipbno | X-Zxawl | - | 215 | 4.50% | 4.546% | 23.29692 |
| V | UUV | 94.900 | 9.22 | - | - | - | Z | X- | 24.40% | - | Zyhod | I-Difgv | - | 400 | 7.05% | 7.158% | 35.68243 |
| F | UII | 82.280 | 8.30 | - | - | - | RR | PP- | 67.31% | - | Ntvsn | Z-Mpaxe | - | 285 | 5.79% | 5.861% | 65.33784 |
| S | KHH | 66.470 | 8.48 | - | - | - | CO | UUU- | 26.40% | - | Mbhsa | E-Ugwne | - | 550 | 7.36% | 8.713% | 32.13244 |
Tranche Comments
M: First Pay: 2022-08-18; Registration: 144L/Prv C;
F: First Pay: 2022-08-18; Registration: 144Q/Joz Q;
V: First Pay: 2022-08-18; Registration: 144X/Gxs S;
S: First Pay: 2022-08-18; Registration: 144T/Vxm J;
Pricing Speed
20% HYP ni 10% Hcee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IKX | 39.720 | 7.47 | - | - | - | MM | II | 21.84% | - | Qpufz | Fjgfx | 195 | 195 | 4.49% | 4.533% | 40.79208 |
| F | JQN | 18.400 | 9.71 | - | - | - | K (B) | I | 67.26% | - | Fwtpk | Uwbhi | Ljn 200j | 225 | 4.85% | 4.901% | 41.11848 |
| V | RFW | 272.900 | 5.17 | - | - | - | III | QQQ | 92.70% | - | Qozch | QUDW | 125t | 125 | 3.03% | 3.057% | 17.89847 |
| F | OET | 85.000 | 1.90 | - | - | - | WO | KKK- | 3.73% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2022-05-18; Registration: 144N/Row G;
I: First Pay: 2022-05-18; Registration: 144Q/Jav E;
F: First Pay: 2022-05-18; Registration: 144E/Oog X;
F: First Pay: 2022-05-18; Registration: 144P/Jax S;
Risk Retention
LX - Bkc, IL - Bkc
Pricing Speed
20% FWO vt 15% Fyuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TNA | 44.600 | 4.70 | - | - | - | IG | PPP- | 63.00% | - | Ujhud | Jhfpq | 190n | 185 | 3.35% | 3.382% | 90.66460 |
| G | QGD | 547.400 | 5.77 | - | - | - | UUU | VVV | 46.27% | - | Nbyhs | GYBA | 50v | 45 | 0.94% | 0.942% | 84.36079 |
| P | RNC | 76.900 | 9.94 | - | - | - | VV | YY- | 96.45% | - | Ctqxo | CKKH | 80-85 | 80 | 1.91% | 1.924% | 97.79766 |
| V | XNO | 30.600 | 1.13 | - | - | - | F (I) | B- | 98.47% | - | Xbgxv | Avlgy | 120h | 115 | 2.51% | 2.524% | 91.97390 |
Tranche Comments
G: First Pay: 2022-03-18; Registration: 144M/Mzm W;
P: First Pay: 2022-03-18; Registration: 144G/Whl L;
V: First Pay: 2022-03-18; Registration: 144T/Cbo M;
X: First Pay: 2022-03-18; Registration: 144T/Zya C;
Pricing Speed
20% ISC jw 10% Iwii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GJG | 965.230 | 6.20 | - | - | - | JJ (P) | FFF | 58.00% | - | Kpwjk | PNUW | 50-55 | 47 | 0.62% | 0.629% | 83.85177 |
| W | ORN | 53.660 | 8.36 | - | - | - | C (B) | C- | 30.15% | - | Ivcze | Ktecv | 115-120 | 110 | 1.60% | 1.609% | 30.86530 |
| O | VLV | 69.700 | 5.84 | - | - | - | HN | FFF- | 17.00% | - | Lcsyi | Clhty | 175p | 170 | 2.37% | 2.384% | 63.55222 |
| U | EKK | 17.760 | 5.80 | - | - | - | XX | XX- | 85.40% | - | Tfzkp | EYKP | 75-80 | 70 | 1.01% | 1.013% | 58.70852 |
Tranche Comments
T: First Pay: 2021-11-18; Registration: 144E/Bdj B;
U: First Pay: 2021-11-18; Registration: 144I/Vdc D;
W: First Pay: 2021-11-18; Registration: 144E/Esg M;
O: First Pay: 2021-11-18; Registration: 144Z/Twv I;
Pricing Speed
20% JPK tc 10% Judd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XTF | 540.430 | 8.69 | - | - | - | EE (P) | NNN | 91.80% | - | Eohzm | NNMU | 60-65 | 50 | 0.68% | 0.687% | 33.75605 |
| X | PMM | 33.102 | 2.30 | - | - | - | CL | Z- | 24.20% | - | Jtopm | Vcutb | 175r | 150 | 1.94% | 1.948% | 78.19424 |
| N | TLE | 51.150 | 6.10 | - | - | - | U | PP+ | 85.40% | - | Tawbx | Ccxxf | 85-90 | 75 | 1.03% | 1.033% | 36.62115 |
Tranche Comments
S: First Pay: 2021-06-18; Registration: 144N/Hxy O;
N: First Pay: 2021-06-18; Registration: 144F/Xpw J;
X: First Pay: 2021-06-18; Registration: 144I/Rqg T;
Pricing Speed
20% KXP wn 10% Kxyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LXQ | 841.940 | 4.77 | - | - | - | NN (E) | OO | - | - | Pacez | ZDOR | 60b | 50 | 0.66% | 0.662% | 32.31175 |
| A | NXU | 94.900 | 3.83 | - | - | - | I (R) | Q | - | - | Sznub | Oxjjn | 140-145 | 120 | 1.41% | 1.422% | 21.81348 |
| C | MRH | 82.890 | 8.33 | - | - | - | IX | SSS | - | - | Clngn | Qexqr | 300j | 260 | 2.83% | 2.847% | 97.50237 |
Tranche Comments
L: First Pay: 2021-03-18; Registration: 144T/Mhg J;
A: First Pay: 2021-03-18; Registration: 144Y/Rnu K;
C: First Pay: 2021-03-18; Registration: 144I/Pbh Y;
Pricing Speed
20% FMP uv 15% Fsee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZSJ | 567.940 | 5.35 | - | - | - | I (M) | SS- | 29.00% | - | Pqbpx | EMTG | 235-250 | 215 | 2.40% | 2.415% | 81.12137 |
| G | NAG | 98.160 | 9.26 | - | - | - | O (D) | OOO | 39.60% | - | Ewxjo | Mhlzl | 435-450 | 400 | 4.18% | 4.221% | 53.76540 |
| H | OAX | 20.830 | 9.50 | - | - | - | HH (Y) | RR | 62.70% | - | Enpzf | Thupf | 725-750 | 685 | 6.96% | 7.071% | 19.41776 |
Tranche Comments
A: First Pay: 2020-09-18; Registration: 144N/Onv J;
G: First Pay: 2020-09-18; Registration: 144N/Tti N;
H: First Pay: 2020-09-18; Registration: 144G/Ido B;
Pricing Speed
20% VLT pm 10% Vjuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KVN | 30.250 | 3.20 | - | - | - | Z (S) | QQQ | - | - | Lafsg | RBN | 7.00% r | 675 | 5.50% | 7.000% | 11.58420 |
| T | QHD | 20.840 | 2.81 | - | - | - | XXX (C) | YY+ | - | - | Ygrry | OGP | - | 845 | 6.00% | 8.698% | 74.34000 |
| V | GKY | 436.940 | 9.10 | - | - | - | OO (X) | U+ | - | - | Dxwtx | RTUB | 425j | 425 | 4.52% | 4.564% | 41.75085 |
Tranche Comments
V: First Pay: 2020-06-18; Registration: 144D/Iot J;
H: First Pay: 2020-06-18; Registration: 144I/Jph Q;
T: First Pay: 2020-06-18; Registration: 144V/Aug T;
Pricing Speed
20% BZL tu 15% Bukk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VQS | 85.940 | 8.82 | Tgg3 | - | - | III (F) | PPP | - | - | Zhtaa | Droxi | 160-170 | 150 | 3.06% | 3.081% | 85.79205 |
| R | BTW | 216.000 | 3.71 | A3 | - | - | Z (C) | A | - | - | Vunsl | CAUM | 90-95 | 85 | 2.52% | 2.539% | 68.59058 |
| X | BEG | 67.390 | 5.26 | Df3 | - | - | FF (Z) | NN | - | - | Eojqh | Xtbkx | 300-310 | 285 | 4.37% | 4.419% | 79.23567 |
Tranche Comments
R: First Pay: 2020-03-18; Registration: 144W Ywcy;
Z: First Pay: 2020-03-18; Registration: 144L Rbgz;
X: First Pay: 2020-03-18; Registration: 144T Omwu;
Pricing Speed
20% QKO sf 10% Qcww