| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AUH | 33.412 | 6.00 | 7.25 | CS | - | - | Y (T) | - | 39.90% | - | Bupdhvjg | 1iHOPE | 470l | 470 | 1gIYSG+455 | - | 12.50000 |
| Z-E | VKR | 45.302 | 5.37 | 4.12 | NR | - | - | DDD | - | 94.53% | - | Ephhbrnk | 1wTIWK | 335s | 335 | 1nTZFG+320 | - | 11.10000 |
| M | ZBS | 88.538 | 5.92 | 9.28 | LX | - | - | E (M) | - | 3.42% | - | - | - | - | - | - | - | Retained |
| E | OCG | 62.878 | 4.96 | 4.62 | MS | - | - | NNN (R) | - | 23.88% | - | - | - | - | - | - | - | - |
| S | FYC | 85.870 | - | - | AT | - | - | JW | - | 3.00% | - | - | - | - | - | - | - | Retained |
| O | KJL | 104.940 | 1.38 | 3.72 | Naa | - | - | CCC | - | 25.78% | - | Szoyedsw | 1aNLVM | 265v | 255 | 1rGLEI+234 | - | 23.20000 |
| S | HQX | 84.529 | 4.87 | 2.77 | QE | - | - | QQ (P) | - | 76.37% | - | Wlysmjrj | 1aNDAX | 385v | 385 | 1dOKOP+370 | - | 69.70000 |
| T | CMG | 82.413 | 2.31 | 5.39 | ZF | - | - | MMM | - | 44.50% | - | - | - | - | - | - | - | - |
| J | QBL | 40.398 | 8.10 | 3.43 | NO | - | - | ZZ (C) | - | 7.71% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2023-07-25; Registration: 144P/Acb T;
Z-E: First Pay: 2023-07-25; Registration: 144U/Dcr O;
S: First Pay: 2023-07-25; Registration: 144C/Eio O;
F: First Pay: 2023-07-25; Registration: 144F/Mbp Z;
T: First Pay: 2023-07-25; Registration: 144O/Wua X;
E: First Pay: 2023-07-25; Registration: 144B/Zze Z;
J: First Pay: 2023-07-25; Registration: 144M/Onh M;
M: First Pay: 2023-07-25; Registration: 144C/Thi J;
S: First Pay: 2023-07-25; Registration: 144U/Nwp J;
Deal Comments
Rkw Vhkk Gnvbkac 2.00
Cut-Off Balance ($mm)
837.554038
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JRA | 13.975 | 7.61 | 5.18 | LO | - | TTT | - | - | 38.85% | - | Nxysymbn | ZMMO | 535s | 535 | 1oSOOU+528 | - | 54.39000 |
| J | GCP | 27.720 | 5.56 | 4.14 | VG | - | OO- | - | - | 62.82% | - | - | - | - | - | - | - | Retained |
| W | VYF | 88.653 | - | - | BS | - | SY | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| Y-J | AFO | 82.386 | 1.70 | 4.59 | AY | - | UUU | - | - | 59.20% | - | Fpjyzbqp | VSYV | 295f | 295 | 1pJOBT+288 | - | 58.74000 |
| E | EBS | 14.939 | 2.81 | 7.34 | MN | - | S- | - | - | 61.95% | - | Wbdvviby | XTZT | 435x | 435 | 1vPZKV+428 | - | 22.53000 |
| W | LUB | 40.230 | 8.75 | 5.50 | BX | - | FFF- | - | - | 25.20% | - | Djyaqxbw | ILKG | 610y | 610 | 1jQSEG+603 | - | 52.40000 |
| G | QOX | 42.436 | 1.61 | 3.79 | GJ | - | A- | - | - | 94.70% | - | - | - | - | - | - | - | Retained |
| U | EXW | 735.810 | 7.81 | 4.72 | Rhh | - | OOO | - | - | 51.00% | - | Rcodoqjc | CMVY | 245g | 245 | 1dIJOR+237 | - | 12.50000 |
| D | FMQ | 50.240 | 4.60 | 1.10 | LB | - | RR- | - | - | 84.37% | - | Frhryjzz | KDNK | 360m | 360 | 1gKCLZ+353 | - | 82.67000 |
Tranche Comments
U: First Pay: 2023-02-25; Registration: 144F/Dak B;
Y-J: First Pay: 2023-02-25; Registration: 144U/Isc N;
D: First Pay: 2023-02-25; Registration: 144Y/Dhv I;
E: First Pay: 2023-02-25; Registration: 144H/Gwt S;
Z: First Pay: 2023-02-25; Registration: 144U/Pej P;
W: First Pay: 2023-02-25; Registration: 144M/Bll W;
J: First Pay: 2023-02-25; Registration: 144Q/Itt D;
G: First Pay: 2023-02-25; Registration: 144F/Qox F;
W: First Pay: 2023-02-25; Registration: 144M/Wwa R;
Cut-Off Balance ($mm)
977.75082
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LWD | 67.421 | 6.89 | 3.65 | IP | - | - | - | K- | 99.86% | - | Hmhkaelk | AKZA | 445a | 445 | 1vPAYB+427 | - | 28.34000 |
| O | ERI | 73.155 | - | - | ZL | - | - | - | UQ | 2.00% | - | - | - | - | - | - | - | Retained |
| W | NGD | 98.556 | 4.93 | 9.46 | AL | - | - | - | V- | 96.29% | - | Wxvbrcxa | SYMJ | - | - | 1yHWAR+700 | - | Retained |
| A-F | RSF | 74.922 | 2.23 | 1.85 | GA | - | - | - | QQQ | 49.00% | - | Qvbmsbct | PZDN | 325h | 325 | 1jBXET+307 | - | 67.65000 |
| H | YWI | 204.115 | 3.26 | 9.14 | Ftt | - | - | - | RRR | 72.96% | - | Mwyyeymf | TMZL | 275j | 275 | 1aYLZD+255 | - | 50.98000 |
| E | EMD | 78.470 | 4.84 | 9.86 | ZI | - | - | - | PPP | 15.70% | - | Chrltobc | SVIU | - | - | 1zSKVM+485 | - | Retained |
| N | XBJ | 67.710 | 1.75 | 7.89 | MY | - | - | - | QQ- | 87.56% | - | Ezujwcen | SOHO | - | - | 1mISTN+600 | - | Retained |
| F | OFJ | 62.367 | 7.37 | 7.18 | FD | - | - | - | QQ- | 55.32% | - | Retrfuta | EWVN | 380t | 380 | 1fJZFU+362 | - | 74.46000 |
| H | LJT | 92.395 | 3.47 | 4.14 | EN | - | - | - | AAA- | 21.10% | - | Cdexkany | GBWE | - | - | 1zADXD+535 | - | Retained |
Tranche Comments
H: First Pay: 2022-11-25; Registration: 144W/Jbv T;
A-F: First Pay: 2022-11-25; Registration: 144W/Bby I;
F: First Pay: 2022-11-25; Registration: 144F/Zhu G;
G: First Pay: 2022-11-25; Registration: 144F/Ehy H;
E: First Pay: 2022-11-25; Registration: 144E/Ptn W;
H: First Pay: 2022-11-25; Registration: 144X/Jko D;
N: First Pay: 2022-11-25; Registration: 144G/Cne Y;
W: First Pay: 2022-11-25; Registration: 144W/Dda Y;
O: First Pay: 2022-11-25; Registration: 144T/Bed D;
Risk Retention
WJ - Zbhx QW/WM - Zbh
Cut-Off Balance ($mm)
330.19078
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-T | LSN | 83.776 | 6.31 | 1.38 | GI | - | - | TTT | - | 64.38% | - | Vfoaukbc | TJQN | 330a | 330 | 1cTITW+311 | - | 42.20000 |
| X | PKC | 90.593 | 7.89 | 5.51 | KB | - | - | PP (W) | - | 25.55% | - | Zcbyptct | SLSW | 380j | 380 | 1tAEVC+361 | - | 80.50000 |
| B | VMX | 57.584 | 9.26 | 8.40 | KE | - | - | Y (A) | - | 84.60% | - | Aqpowrlt | KITP | 450w | 450 | 1vPOZM+431 | - | 43.10000 |
| T | RPN | 54.883 | 9.41 | 9.67 | PI | - | - | N (Z) | - | 8.77% | - | - | - | - | - | - | - | Retained |
| Q | PYI | 57.142 | 2.48 | 7.78 | LQ | - | - | TTT | - | 83.20% | - | Kbplxcdy | ZLLA | 525y | 525 | 1dXCYE+506 | - | 11.90000 |
| Y | EIN | 46.114 | 9.55 | 4.50 | VW | - | - | EEE (F) | - | 65.15% | - | Msfmyjzy | HBMC | 580g | 580 | 1aWLWX+560 | - | 27.90000 |
| C | PQH | 82.308 | - | - | BT | - | - | TN | - | 7.00% | - | - | - | - | - | - | - | Retained |
| F | JZF | 760.524 | 4.70 | 6.71 | Abb | - | - | MMM | - | 49.56% | - | Qkfjtrpl | PHBL | 270k | 270 | 1oMGGO+247 | - | 22.70000 |
| T | LKS | 82.759 | 3.90 | 3.80 | QL | - | - | NN (K) | - | 84.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144P/Hao D;
U-T: Registration: 144E/Jqn E;
X: Registration: 144A/Nxj O;
B: Registration: 144J/Vxv I;
Q: Registration: 144B/Ahw P;
Y: Registration: 144O/Fcq E;
T: Registration: 144P/Cif A;
T: Registration: 144W/Myc R;
C: Registration: 144W/Hfl X;
Cut-Off Balance ($mm)
380.328334
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JPE | 16.431 | 7.67 | 8.50 | KN | - | - | Q (Q) | - | 6.81% | - | - | - | - | - | - | - | Retained |
| L | TWX | 214.912 | 2.36 | 3.35 | Ibb | - | - | AAA | - | 31.90% | - | Yfqpxymm | SKPS | 155b | 165 | JKUX+165 | - | 943.00000 |
| L | ERV | 75.160 | 7.24 | 3.40 | FO | - | - | PPP | - | 71.00% | - | Mpbjapso | HDCG | 325e | 370 | KEUC+370 | - | 452.00000 |
| Z | LWO | 32.770 | 3.40 | 6.60 | ZY | - | - | PP (N) | - | 12.71% | - | Tledycxc | HIQY | 240j | 265 | CPMG+265 | - | 268.00000 |
| C | RTD | 50.571 | 4.70 | 3.20 | VG | - | - | U (S) | - | 52.00% | - | Luhzjtns | IPNR | 265b | 300 | ZKCF+300 | - | 642.00000 |
| M | NAX | 56.687 | 8.36 | 6.60 | VB | - | - | HHH (D) | - | 69.30% | - | Odzvrbce | SSCP | 400f | 425 | MGNY+425 | - | 429.00000 |
| G | JTI | 97.350 | 2.17 | 5.20 | NY | - | - | ZZ (K) | - | 11.00% | - | - | - | - | - | - | - | Retained |
| W-K | THE | 14.100 | 9.80 | 2.50 | ZI | - | - | VVV | - | 71.52% | - | Yxpsfelc | GUJP | 200q | 210 | NMAY+210 | - | 723.00000 |
| O | VOY | 263.616 | - | - | YV | - | - | EZ | - | 4.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144W/Hjj C;
W-K: Registration: 144J/Wzp I;
Z: Registration: 144H/Fth V;
C: Registration: 144W/Qem W;
L: Registration: 144D/Jsg Y;
M: Registration: 144O/Eka A;
G: Registration: 144J/Qii L;
K: Registration: 144B/Yrx W;
O: Registration: 144M/Qso U;
Cut-Off Balance ($mm)
9656
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MHC | 49.759 | 4.11 | 4.54 | VE | - | - | R (N) | - | 6.85% | - | - | - | - | - | - | - | Retained |
| B | BCT | 94.570 | 1.43 | 5.98 | NM | - | - | WW (Y) | - | 88.15% | - | Scfezdoc | 1tP | 185q | 180 | 1nH+180 | - | 986.00000 |
| I | TLA | 77.649 | - | - | TQ | - | - | SU | - | - | - | - | - | - | - | - | - | Retained |
| X | EQX | 911.352 | 6.93 | 7.88 | Jyy | - | - | KKK | - | 24.10% | - | Kppafqpx | 1vP | 125d | 120 | 1vQ+120 | - | 414.00000 |
| J-V | ALP | 88.793 | 3.77 | 9.23 | KU | - | - | RRR | - | 92.99% | - | Dljsluxu | 1oX | 155s | 150 | 1eL+150 | - | 119.00000 |
| S | GGD | 44.821 | 6.73 | 2.19 | EA | - | - | GGG (H) | - | 45.56% | - | Texduscv | 1cI | 340j | 340 | 1yC+340 | - | 172.00000 |
| R | JXU | 16.829 | 8.89 | 3.60 | TS | - | - | TT (K) | - | 90.28% | - | - | - | - | - | - | - | Retained |
| R | JRT | 88.250 | 7.65 | 7.25 | LD | - | - | T (K) | - | 76.50% | - | Ksedhopj | 1zW | 225k | 220 | 1mW+220 | - | 815.00000 |
| O | FCW | 42.738 | 8.32 | 6.15 | PE | - | - | ZZZ | - | 17.88% | - | Vhuxzjrq | 1uC | 295k | 295 | 1oA+295 | - | 360.00000 |
Tranche Comments
X: Registration: 144D/Ulr N;
J-V: Registration: 144A/Lnp O;
B: Registration: 144Q/Vqr F;
R: Registration: 144U/Lyp G;
O: Registration: 144L/Ofn P;
S: Registration: 144L/Fkj U;
R: Registration: 144T/Gtc M;
Y: Registration: 144X/Nva O;
I: Registration: 144J/Wys T;
Cut-Off Balance ($mm)
907.470322
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JHH | 98.991 | 5.60 | 9.98 | JQ | - | - | WW (V) | - | 17.00% | - | Bylksxeq | 1jK | 170y | 160 | 1zD+160 | - | 457.00000 |
| S | JXY | 48.846 | 9.98 | 8.89 | WJ | - | - | YY (V) | - | 62.14% | - | - | - | - | - | - | - | Retained |
| I | NOL | 42.791 | 6.45 | 5.38 | PY | - | - | SSS (F) | - | 93.87% | - | Yehuryon | 1pG | 300p | 290 | 1xH+290 | - | 165.00000 |
| P | KYT | 54.803 | - | - | SO | - | - | HD | - | - | - | - | - | - | - | - | - | Retained |
| Z | TNY | 10.730 | 3.21 | 9.32 | DT | - | - | ZZZ | - | 71.40% | - | Zemyfvxq | 1wM | 250k | 240 | 1qH+240 | - | 184.00000 |
| I-U | ESZ | 31.858 | 8.18 | 8.51 | EC | - | - | DDD | - | 12.86% | - | Gsnhbien | 1rW | 130t | 120 | 1zE+120 | - | 416.00000 |
| X | FYP | 82.350 | 1.16 | 4.31 | SB | - | - | U (B) | - | 43.26% | - | Vwhaqkbr | 1hL | 200d | 190 | 1pF+190 | - | 512.00000 |
| T | KGG | 857.145 | 3.40 | 1.69 | Nxx | - | - | UUU | - | 84.00% | - | Xdpodjxp | 1dI | 98a | 95 | 1hV+95 | - | 842.00000 |
| T | RHL | 19.830 | 5.64 | 7.65 | UK | - | - | E (I) | - | 8.78% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Registration: 144B/Uhq S;
I-U: Registration: 144B/Fka U;
M: Registration: 144B/Prz F;
X: Registration: 144A/Tog C;
Z: Registration: 144Y/Vxr N;
I: Registration: 144T/Nhy M;
S: Registration: 144E/Biw R;
T: Registration: 144A/Ukn Z;
P: Registration: 144M/Rdp O;
Collateral
100% Rlmlb-Nlkz Svmbzmzkl mzb Omml Omllv qmmbltlqmblvz lzbkmklbl
Cut-Off Balance ($mm)
642.312841
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XOL | 93.800 | 4.70 | 8.21 | EF | - | - | - | PP- | 48.95% | - | Ueorxukk | 1bH | - | 175 | 1xN+175 | - | 182.00000 |
| S | FCO | 23.129 | 1.80 | 6.20 | LQ | - | - | - | R- | 52.77% | - | Mboouyoo | 1rF | - | 225 | 1xW+225 | - | 748.00000 |
| A-K | VMH | 14.550 | 3.63 | 4.78 | DU | - | - | - | AAA | 31.46% | - | Nrjaevfb | 1xO | - | 130 | 1cW+130 | - | 162.00000 |
| X | VPS | 59.750 | 8.50 | 8.60 | UW | - | - | - | XXX | 95.12% | - | Adrhxkzn | 1qZ | - | 300 | 1fU+300 | - | 612.00000 |
| E | RFB | 250.845 | 2.70 | 7.55 | Ljj | - | - | - | OOO | 93.49% | - | Drqajhxr | 1bX | - | 100 | 1iS+100 | - | 954.00000 |
| U | FCR | 92.862 | 9.40 | 3.40 | GV | - | - | - | AAA- | 24.11% | - | Lpldckhu | 1aR | - | 375 | 1gK+375 | - | 266.00000 |
Tranche Comments
E: Registration: 144K/Hqh B;
A-K: Registration: 144V/Avq P;
R: Registration: 144Y/Brd M;
S: Registration: 144I/Ujt B;
X: Registration: 144F/Roi Y;
U: Registration: 144F/Jnw S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | JXX | 28.232 | 6.84 | 3.86 | AH | - | - | VV (A) | - | 91.49% | - | Rmjfjsfd | 1gR | 385 | 385 | 1sI+385 | - | 452.00000 |
| H | RUD | 154.886 | 1.70 | 9.77 | Wbb | - | - | NNN | - | 52.00% | - | Rdyshbrx | 1oB | 215 | 215 | 1uB+215 | - | 818.00000 |
| R | PUR | 35.321 | 6.75 | 3.39 | NI | - | - | W (F) | - | 45.00% | - | Thbvyqbc | 1mM | 475 | 475 | 1sB+475 | - | 612.00000 |
| A-T | YSZ | 27.780 | 9.64 | 5.50 | BU | - | - | CCC | - | 92.70% | - | Ffxobymp | 1zY | 310 | 310 | 1zZ+310 | - | 170.00000 |
Tranche Comments
H: Registration: 144J/Lzz M;
A-T: Registration: 144W/Mnc U;
O: Registration: 144J/Daj C;
R: Registration: 144P/Mbq F;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-E | GIQ | 48.573 | 7.40 | - | HA | - | - | YYY | - | - | - | Ncvqmjph | 1dU | - | 145 | 1dR+145 | - | 954.00000 |
| A | YVK | 21.177 | 4.63 | - | ME | - | - | CCC (V) | - | - | - | Xmuyyequ | 1nI | - | 290 | 1nH+290 | - | 361.00000 |
| U | XOW | 696.952 | 5.53 | - | Zll | - | - | QQQ | - | - | - | Zfhrcpbc | 1hY | - | 100 | 1cN+100 | - | 672.00000 |
| Q | RCE | 68.440 | 7.77 | - | WS | - | - | YY (C) | - | - | - | Qlksflwr | 1nA | - | 165 | 1sC+165 | - | 291.00000 |
| U | FAM | 72.482 | 9.95 | - | VV | - | - | T (P) | - | - | - | Fvfrcuwh | 1qM | - | 205 | 1hD+205 | - | 345.00000 |