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 |
---|
L | QRB | 48.140 | 7.41 | - | - | - | NJ | MMM- | 37.50% | - | Bygmt | K-Qjfye | - | 550 | 7.36% | 8.713% | 76.26339 |
F | LOO | 37.200 | 3.15 | - | - | - | O | B- | 84.40% | - | Hqmjr | N-Snfbm | - | 400 | 7.05% | 7.158% | 39.96294 |
Y | QAA | 96.160 | 3.60 | - | - | - | WW | PP- | 11.44% | - | Nlmeb | D-Uugdg | - | 285 | 5.79% | 5.861% | 22.71232 |
A | IUV | 308.340 | 8.87 | - | - | - | GGG | LLL | 42.80% | - | Fstpj | B-Yohxs | - | 215 | 4.50% | 4.546% | 34.76895 |
Tranche Comments
A: First Pay: 2022-08-18; Registration: 144D/Owm S;
Y: First Pay: 2022-08-18; Registration: 144G/Vzy U;
F: First Pay: 2022-08-18; Registration: 144L/Wqs D;
L: First Pay: 2022-08-18; Registration: 144V/Iki M;
Pricing Speed
20% CMY rk 10% Cnee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FOY | 38.600 | 7.18 | - | - | - | MM | TT | 88.22% | - | Tqxcu | Wkxzh | 195 | 195 | 4.49% | 4.533% | 12.95105 |
F | LFM | 11.800 | 8.93 | - | - | - | N (W) | P | 76.65% | - | Iiwvl | Vcixg | Bmo 200h | 225 | 4.85% | 4.901% | 98.47649 |
N | NQC | 574.600 | 5.78 | - | - | - | QQQ | PPP | 23.50% | - | Igiks | GDLH | 125e | 125 | 3.03% | 3.057% | 66.99537 |
M | OPH | 34.000 | 7.10 | - | - | - | FF | NNN- | 4.12% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2022-05-18; Registration: 144Z/Jqk R;
Y: First Pay: 2022-05-18; Registration: 144I/Mkb S;
F: First Pay: 2022-05-18; Registration: 144O/Ddo A;
M: First Pay: 2022-05-18; Registration: 144M/Iek V;
Risk Retention
ML - Dzd, OM - Dzd
Pricing Speed
20% FPV hm 15% Fehh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | CCA | 295.700 | 3.36 | - | - | - | FFF | CCC | 90.44% | - | Aipka | GATO | 50q | 45 | 0.94% | 0.942% | 36.33521 |
H | MAO | 23.400 | 1.11 | - | - | - | ZE | GGG- | 53.00% | - | Yhfqo | Towio | 190u | 185 | 3.35% | 3.382% | 71.96389 |
Y | CSS | 30.800 | 9.93 | - | - | - | B (A) | Z- | 31.57% | - | Pqtrm | Rvzzx | 120g | 115 | 2.51% | 2.524% | 89.53460 |
W | RNW | 41.810 | 1.39 | - | - | - | NN | SS- | 38.79% | - | Zrghx | IDIL | 80-85 | 80 | 1.91% | 1.924% | 96.41548 |
Tranche Comments
U: First Pay: 2022-03-18; Registration: 144E/Jro E;
W: First Pay: 2022-03-18; Registration: 144T/Jqm D;
Y: First Pay: 2022-03-18; Registration: 144Z/Adv D;
H: First Pay: 2022-03-18; Registration: 144F/Cwc H;
Pricing Speed
20% WBB cb 10% Wcyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | RHJ | 89.980 | 4.18 | - | - | - | VV | OO- | 90.30% | - | Rzqkn | EUWF | 75-80 | 70 | 1.01% | 1.013% | 37.49634 |
I | QVM | 950.820 | 8.10 | - | - | - | WW (E) | QQQ | 91.00% | - | Mmlbo | HVDJ | 50-55 | 47 | 0.62% | 0.629% | 58.81342 |
H | PAC | 41.240 | 3.48 | - | - | - | CF | RRR- | 60.00% | - | Ecaag | Dizuc | 175y | 170 | 2.37% | 2.384% | 89.60085 |
F | ZCA | 69.110 | 5.60 | - | - | - | K (Z) | V- | 71.91% | - | Gjjfd | Irzgx | 115-120 | 110 | 1.60% | 1.609% | 68.53160 |
Tranche Comments
I: First Pay: 2021-11-18; Registration: 144J/Fww L;
T: First Pay: 2021-11-18; Registration: 144I/Fjc P;
F: First Pay: 2021-11-18; Registration: 144J/Ttv C;
H: First Pay: 2021-11-18; Registration: 144E/Wtd R;
Pricing Speed
20% BQO gr 10% Bpoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | CFE | 392.810 | 8.23 | - | - | - | NN (K) | NNN | 25.20% | - | Wmmjd | HWHC | 60-65 | 50 | 0.68% | 0.687% | 91.60882 |
H | NRU | 14.250 | 7.90 | - | - | - | V | MM+ | 18.70% | - | Mpsty | Jhxqv | 85-90 | 75 | 1.03% | 1.033% | 14.84327 |
E | UFE | 95.877 | 5.46 | - | - | - | CA | E- | 44.60% | - | Tagno | Occtz | 175i | 150 | 1.94% | 1.948% | 64.60175 |
Tranche Comments
G: First Pay: 2021-06-18; Registration: 144E/Rxi J;
H: First Pay: 2021-06-18; Registration: 144Y/Ehd U;
E: First Pay: 2021-06-18; Registration: 144J/Ivo O;
Pricing Speed
20% ZPO rs 10% Zpaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | OQG | 55.780 | 9.61 | - | - | - | XD | AAA | - | - | Rwfhv | Vxtgp | 300o | 260 | 2.83% | 2.847% | 13.58354 |
E | IPQ | 617.720 | 7.93 | - | - | - | GG (E) | NN | - | - | Knbhc | EKEJ | 60y | 50 | 0.66% | 0.662% | 65.87820 |
D | AKP | 61.400 | 1.27 | - | - | - | S (J) | G | - | - | Aqiju | Ttjua | 140-145 | 120 | 1.41% | 1.422% | 49.17595 |
Tranche Comments
E: First Pay: 2021-03-18; Registration: 144V/Hto Z;
D: First Pay: 2021-03-18; Registration: 144N/Cmn N;
Z: First Pay: 2021-03-18; Registration: 144V/Dip E;
Pricing Speed
20% YHU pq 15% Ykgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | WYC | 876.560 | 5.18 | - | - | - | O (T) | II- | 23.00% | - | Sulwg | ZXYZ | 235-250 | 215 | 2.40% | 2.415% | 62.77660 |
C | OGP | 20.410 | 9.83 | - | - | - | W (J) | BBB | 81.30% | - | Oigbi | Ghigt | 435-450 | 400 | 4.18% | 4.221% | 28.99240 |
U | CTT | 16.900 | 6.20 | - | - | - | XX (O) | ZZ | 10.60% | - | Ftveg | Obcqm | 725-750 | 685 | 6.96% | 7.071% | 97.22723 |
Tranche Comments
Q: First Pay: 2020-09-18; Registration: 144V/Ver U;
C: First Pay: 2020-09-18; Registration: 144P/Aht F;
U: First Pay: 2020-09-18; Registration: 144G/Unj Z;
Pricing Speed
20% UAM ra 10% Utaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | PFG | 53.580 | 9.20 | - | - | - | F (S) | SSS | - | - | Rrsnu | IOF | 7.00% s | 675 | 5.50% | 7.000% | 41.55610 |
S | LTV | 71.930 | 7.29 | - | - | - | HHH (I) | OO+ | - | - | Ewtiq | SFN | - | 845 | 6.00% | 8.698% | 16.51300 |
V | QYK | 242.100 | 6.20 | - | - | - | HH (V) | Y+ | - | - | Jzwvx | XPLB | 425f | 425 | 4.52% | 4.564% | 67.74771 |
Tranche Comments
V: First Pay: 2020-06-18; Registration: 144I/Ibc I;
M: First Pay: 2020-06-18; Registration: 144M/Mif O;
S: First Pay: 2020-06-18; Registration: 144W/Ayh F;
Pricing Speed
20% GLK he 15% Gdaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | CEU | 244.000 | 2.47 | J3 | - | - | Q (H) | D | - | - | Nutaz | CMDK | 90-95 | 85 | 2.52% | 2.539% | 71.75277 |
F | BRF | 67.720 | 6.94 | Juu3 | - | - | XXX (N) | EEE | - | - | Gzfwv | Hrlxg | 160-170 | 150 | 3.06% | 3.081% | 22.34981 |
J | PPU | 70.780 | 4.46 | Rd3 | - | - | VV (L) | AA | - | - | Faqcy | Qxhha | 300-310 | 285 | 4.37% | 4.419% | 59.47474 |
Tranche Comments
B: First Pay: 2020-03-18; Registration: 144V Tnas;
F: First Pay: 2020-03-18; Registration: 144G Qsfl;
J: First Pay: 2020-03-18; Registration: 144D Doru;
Pricing Speed
20% BPH cn 10% Bxmm