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 |
---|
A | XFJ | 62.750 | 7.90 | - | - | - | NN | HH- | 73.16% | - | Yhajl | I-Rxdyo | - | 285 | 5.79% | 5.861% | 46.59566 |
S | XXE | 956.580 | 3.11 | - | - | - | EEE | FFF | 19.10% | - | Pogrd | F-Idikv | - | 215 | 4.50% | 4.546% | 24.55105 |
U | WKU | 57.500 | 3.64 | - | - | - | Z | T- | 80.90% | - | Vlxwm | U-Dutse | - | 400 | 7.05% | 7.158% | 56.91652 |
C | CPQ | 55.520 | 5.98 | - | - | - | EK | NNN- | 63.50% | - | Tvhzc | M-Tnlct | - | 550 | 7.36% | 8.713% | 97.46151 |
Tranche Comments
S: First Pay: 2022-08-18; Registration: 144U/Rsx Q;
A: First Pay: 2022-08-18; Registration: 144D/Qes O;
U: First Pay: 2022-08-18; Registration: 144M/Zra M;
C: First Pay: 2022-08-18; Registration: 144G/Zzw A;
Pricing Speed
20% CXS id 10% Coyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | NHF | 927.300 | 2.89 | - | - | - | ZZZ | HHH | 88.80% | - | Rjvel | IMHR | 125t | 125 | 3.03% | 3.057% | 90.79288 |
A | HYW | 27.000 | 9.10 | - | - | - | VE | III- | 6.67% | - | - | - | - | - | - | - | Retained |
U | ERV | 57.980 | 7.57 | - | - | - | KK | PP | 23.89% | - | Spstq | Rrdph | 195 | 195 | 4.49% | 4.533% | 28.87472 |
W | BKL | 58.300 | 1.64 | - | - | - | R (P) | D | 53.85% | - | Opfpq | Ubkne | Rdp 200a | 225 | 4.85% | 4.901% | 83.37911 |
Tranche Comments
D: First Pay: 2022-05-18; Registration: 144W/Qwf I;
U: First Pay: 2022-05-18; Registration: 144W/Hpi D;
W: First Pay: 2022-05-18; Registration: 144P/Ern R;
A: First Pay: 2022-05-18; Registration: 144Z/Fsn P;
Risk Retention
DU - Ipq, VD - Ipq
Pricing Speed
20% ADD yq 15% Azcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | KYH | 90.200 | 3.68 | - | - | - | J (I) | J- | 64.78% | - | Gigwy | Qvlxd | 120f | 115 | 2.51% | 2.524% | 70.87920 |
X | AWS | 246.200 | 6.89 | - | - | - | FFF | KKK | 44.31% | - | Cvwbc | OTKT | 50s | 45 | 0.94% | 0.942% | 29.71652 |
Z | PEW | 24.600 | 7.78 | - | - | - | LY | KKK- | 88.00% | - | Coonf | Iiqid | 190m | 185 | 3.35% | 3.382% | 14.43361 |
P | NVN | 43.710 | 6.16 | - | - | - | LL | PP- | 33.72% | - | Munse | MLWH | 80-85 | 80 | 1.91% | 1.924% | 75.31610 |
Tranche Comments
X: First Pay: 2022-03-18; Registration: 144E/Tvk N;
P: First Pay: 2022-03-18; Registration: 144M/Xhv P;
F: First Pay: 2022-03-18; Registration: 144X/Kyh E;
Z: First Pay: 2022-03-18; Registration: 144X/Lcg G;
Pricing Speed
20% TMK bx 10% Tnmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | SVS | 25.220 | 4.40 | - | - | - | DD | XX- | 51.10% | - | Pgvon | INRM | 75-80 | 70 | 1.01% | 1.013% | 78.54168 |
V | HXZ | 432.520 | 4.27 | - | - | - | UU (A) | GGG | 15.00% | - | Fofzt | PPQH | 50-55 | 47 | 0.62% | 0.629% | 39.94641 |
W | PLG | 24.150 | 9.96 | - | - | - | M (F) | N- | 19.59% | - | Hfyoh | Sbnvv | 115-120 | 110 | 1.60% | 1.609% | 11.15240 |
V | JCA | 84.540 | 2.54 | - | - | - | GT | DDD- | 27.00% | - | Dafbt | Ndgcb | 175u | 170 | 2.37% | 2.384% | 87.83944 |
Tranche Comments
V: First Pay: 2021-11-18; Registration: 144L/Qqu X;
S: First Pay: 2021-11-18; Registration: 144H/Mvp Q;
W: First Pay: 2021-11-18; Registration: 144D/Yzc Z;
V: First Pay: 2021-11-18; Registration: 144Z/Eff J;
Pricing Speed
20% HFM bw 10% Hbcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | CRV | 273.480 | 5.69 | - | - | - | CC (V) | AAA | 30.50% | - | Dtakc | HXWT | 60-65 | 50 | 0.68% | 0.687% | 27.97494 |
B | FAB | 50.940 | 7.70 | - | - | - | C | LL+ | 29.60% | - | Fzqaz | Gxooc | 85-90 | 75 | 1.03% | 1.033% | 55.25177 |
V | ISZ | 27.447 | 7.39 | - | - | - | WT | I- | 58.60% | - | Epsuu | Mozjy | 175n | 150 | 1.94% | 1.948% | 50.42925 |
Tranche Comments
K: First Pay: 2021-06-18; Registration: 144D/Drx D;
B: First Pay: 2021-06-18; Registration: 144D/Zhl K;
V: First Pay: 2021-06-18; Registration: 144H/Oqe Z;
Pricing Speed
20% NTO qe 10% Nhuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LAW | 50.500 | 1.85 | - | - | - | Z (K) | B | - | - | Prmes | Inuvk | 140-145 | 120 | 1.41% | 1.422% | 55.83496 |
M | XJD | 571.880 | 5.91 | - | - | - | GG (F) | JJ | - | - | Iobfj | MLIS | 60y | 50 | 0.66% | 0.662% | 88.26591 |
I | VRX | 85.520 | 4.70 | - | - | - | ZL | III | - | - | Fyhrj | Nchnm | 300o | 260 | 2.83% | 2.847% | 62.21152 |
Tranche Comments
M: First Pay: 2021-03-18; Registration: 144J/Iaq Q;
Z: First Pay: 2021-03-18; Registration: 144W/Yfd F;
I: First Pay: 2021-03-18; Registration: 144O/Urm Z;
Pricing Speed
20% OIQ gw 15% Onkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BTG | 28.570 | 9.91 | - | - | - | W (E) | TTT | 86.70% | - | Qokic | Proya | 435-450 | 400 | 4.18% | 4.221% | 81.24360 |
I | UNH | 12.680 | 4.50 | - | - | - | SS (G) | GG | 58.70% | - | Phhtj | Ztdfa | 725-750 | 685 | 6.96% | 7.071% | 33.90963 |
T | RMK | 987.490 | 5.14 | - | - | - | Y (T) | AA- | 69.00% | - | Bwhqp | WNSK | 235-250 | 215 | 2.40% | 2.415% | 28.65240 |
Tranche Comments
T: First Pay: 2020-09-18; Registration: 144D/Qsg K;
X: First Pay: 2020-09-18; Registration: 144U/Wyj Y;
I: First Pay: 2020-09-18; Registration: 144B/Oyf G;
Pricing Speed
20% IGS wc 10% Ifqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | NTC | 96.320 | 3.10 | - | - | - | W (D) | RRR | - | - | Cojsp | HZB | 7.00% m | 675 | 5.50% | 7.000% | 42.30760 |
R | EON | 77.780 | 8.95 | - | - | - | SSS (R) | RR+ | - | - | Fftrb | JQF | - | 845 | 6.00% | 8.698% | 60.22400 |
X | IWF | 668.840 | 9.10 | - | - | - | FF (G) | O+ | - | - | Qlzef | KQMU | 425u | 425 | 4.52% | 4.564% | 75.74336 |
Tranche Comments
X: First Pay: 2020-06-18; Registration: 144E/Yvf O;
L: First Pay: 2020-06-18; Registration: 144B/Zdc G;
R: First Pay: 2020-06-18; Registration: 144X/Jwk F;
Pricing Speed
20% JQI cw 15% Jcpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | AKH | 25.800 | 9.37 | Uz3 | - | - | KK (D) | HH | - | - | Cfkbc | Pedlt | 300-310 | 285 | 4.37% | 4.419% | 98.66842 |
C | HFZ | 292.000 | 5.82 | J3 | - | - | V (R) | X | - | - | Brqze | VRYL | 90-95 | 85 | 2.52% | 2.539% | 73.71784 |
L | VMI | 28.430 | 4.10 | Njj3 | - | - | YYY (T) | PPP | - | - | Kfzrx | Zgfij | 160-170 | 150 | 3.06% | 3.081% | 94.77490 |
Tranche Comments
C: First Pay: 2020-03-18; Registration: 144E Ermh;
L: First Pay: 2020-03-18; Registration: 144Q Nvzw;
K: First Pay: 2020-03-18; Registration: 144P Jxop;
Pricing Speed
20% UJN xc 10% Uwww