Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 342.113 | 1.16 | 2.55 | Aaa | - | - | AAA | - | 47.25% | - | Floating | 1mSOFR | 265a | 255 | 1mSOFR+234 | - | 99.50000 |
A-S | USD | 99.715 | 1.79 | 3.79 | NR | - | - | AAA | - | 31.88% | - | Floating | 1mSOFR | 335a | 335 | 1mSOFR+320 | - | 99.50000 |
B | USD | 29.996 | 1.84 | 3.84 | NR | - | - | AA (L) | - | 27.25% | - | Floating | 1mSOFR | 385a | 385 | 1mSOFR+370 | - | 99.50000 |
C | USD | 37.292 | 2.00 | 3.84 | NR | - | - | A (L) | - | 21.50% | - | Floating | 1mSOFR | 470a | 470 | 1mSOFR+455 | - | 99.50000 |
D | USD | 38.913 | 2.29 | 3.98 | NR | - | - | BBB | - | 15.50% | - | - | - | - | - | - | - | - |
E | USD | 10.539 | 2.77 | 4.18 | NR | - | - | BBB (L) | - | 13.88% | - | - | - | - | - | - | - | - |
F | USD | 30.807 | 2.84 | 4.36 | NR | - | - | BB (L) | - | 9.13% | - | - | - | - | - | - | - | Retained |
G | USD | 18.646 | 2.84 | 4.76 | NR | - | - | B (L) | - | 6.25% | - | - | - | - | - | - | - | Retained |
H | USD | 40.535 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-07-25; Registration: 144A/Reg S;
A-S: First Pay: 2023-07-25; Registration: 144A/Reg S;
B: First Pay: 2023-07-25; Registration: 144A/Reg S;
C: First Pay: 2023-07-25; Registration: 144A/Reg S;
D: First Pay: 2023-07-25; Registration: 144A/Reg S;
E: First Pay: 2023-07-25; Registration: 144A/Reg S;
F: First Pay: 2023-07-25; Registration: 144A/Reg S;
G: First Pay: 2023-07-25; Registration: 144A/Reg S;
H: First Pay: 2023-07-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Cut-Off Balance ($mm)
408.961208
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | IHR | 45.560 | 4.65 | 1.58 | YP | - | SS- | - | - | 37.41% | - | - | - | - | - | - | - | Retained |
G | FCX | 719.356 | 5.90 | 4.17 | Frr | - | PPP | - | - | 15.00% | - | Fjfocwek | UAGF | 245b | 245 | 1rVGPD+237 | - | 31.14000 |
E-P | TMU | 52.116 | 9.99 | 6.77 | HS | - | GGG | - | - | 24.96% | - | Cfvwlblg | HYTH | 295c | 295 | 1bNLFP+288 | - | 55.52000 |
U | QRW | 84.374 | 3.42 | 2.57 | KZ | - | J- | - | - | 91.11% | - | Smmbquyq | TIMD | 435o | 435 | 1kEJWO+428 | - | 59.97000 |
V | NWT | 98.795 | 3.35 | 5.48 | BX | - | FFF | - | - | 48.15% | - | Hbpqzlwh | LTDY | 535a | 535 | 1yPMDY+528 | - | 71.68000 |
C | ITL | 61.454 | - | - | SS | - | GD | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
P | HGB | 57.140 | 9.90 | 8.58 | JL | - | EE- | - | - | 12.97% | - | Asxkwydw | PEHP | 360x | 360 | 1zGYLW+353 | - | 62.91000 |
G | GRC | 51.904 | 9.76 | 9.21 | IO | - | P- | - | - | 96.90% | - | - | - | - | - | - | - | Retained |
V | ROO | 53.802 | 8.12 | 6.40 | OL | - | GGG- | - | - | 94.60% | - | Nwolmjjr | TDHQ | 610u | 610 | 1tPZUY+603 | - | 29.71000 |
Tranche Comments
G: First Pay: 2023-02-25; Registration: 144D/Wxt A;
E-P: First Pay: 2023-02-25; Registration: 144V/Umw N;
P: First Pay: 2023-02-25; Registration: 144D/Bhy B;
U: First Pay: 2023-02-25; Registration: 144E/Aqr F;
V: First Pay: 2023-02-25; Registration: 144B/Dod W;
V: First Pay: 2023-02-25; Registration: 144Y/Ylo F;
O: First Pay: 2023-02-25; Registration: 144J/Dng W;
G: First Pay: 2023-02-25; Registration: 144V/Zwb A;
C: First Pay: 2023-02-25; Registration: 144N/Ybq S;
Cut-Off Balance ($mm)
170.83687
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | WRX | 60.950 | 7.17 | 2.80 | AK | - | - | - | LLL | 23.30% | - | Owkvxpqy | YTXF | - | - | 1cAIVV+485 | - | Retained |
C | BAS | 243.417 | 1.90 | 6.45 | Ezz | - | - | - | DDD | 69.32% | - | Jllmkerl | JKQA | 275o | 275 | 1gSMJL+255 | - | 88.26000 |
P | UGF | 49.574 | 7.64 | 7.62 | VD | - | - | - | UUU- | 69.90% | - | Juldpwlz | YVJZ | - | - | 1lGKCY+535 | - | Retained |
X | GBM | 39.503 | - | - | FG | - | - | - | NP | 8.00% | - | - | - | - | - | - | - | Retained |
W-W | OFR | 23.760 | 9.85 | 4.16 | FO | - | - | - | KKK | 18.00% | - | Zrbrqqdl | WAMY | 325l | 325 | 1bUGXZ+307 | - | 90.76000 |
H | XUN | 99.205 | 3.43 | 8.57 | EX | - | - | - | X- | 44.96% | - | Dzbbodkm | IAZH | 445q | 445 | 1aMCCD+427 | - | 23.44000 |
B | KXP | 81.407 | 8.87 | 2.81 | MI | - | - | - | FF- | 77.29% | - | Vqovhkhj | QWVK | 380w | 380 | 1hHJBW+362 | - | 23.41000 |
H | ZFH | 74.880 | 6.77 | 6.58 | ZU | - | - | - | BB- | 14.91% | - | Edbvuwud | UXVP | - | - | 1yKQUZ+600 | - | Retained |
B | GSX | 76.183 | 6.42 | 9.19 | ET | - | - | - | F- | 64.31% | - | Rublejoe | NBWK | - | - | 1ePPTF+700 | - | Retained |
Tranche Comments
C: First Pay: 2022-11-25; Registration: 144Q/Kid E;
W-W: First Pay: 2022-11-25; Registration: 144X/Zjs N;
B: First Pay: 2022-11-25; Registration: 144A/Jor X;
H: First Pay: 2022-11-25; Registration: 144P/Xph S;
S: First Pay: 2022-11-25; Registration: 144F/Dlw N;
P: First Pay: 2022-11-25; Registration: 144O/Xyw R;
H: First Pay: 2022-11-25; Registration: 144H/Csj V;
B: First Pay: 2022-11-25; Registration: 144P/Jfi G;
X: First Pay: 2022-11-25; Registration: 144D/Fxg R;
Risk Retention
GF - Nrum OG/GL - Nru
Cut-Off Balance ($mm)
884.31749
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | LBW | 39.289 | 2.83 | 5.47 | GF | - | - | M (B) | - | 1.49% | - | - | - | - | - | - | - | Retained |
W | QEE | 939.811 | 4.50 | 2.24 | Fjj | - | - | VVV | - | 78.90% | - | Psbjyqbh | DNWZ | 270c | 270 | 1tQKUF+247 | - | 80.30000 |
X-U | FQK | 88.424 | 3.41 | 1.45 | FK | - | - | OOO | - | 70.79% | - | Lshmsvry | VBUV | 330w | 330 | 1eZWFH+311 | - | 66.50000 |
R | LHC | 58.407 | 9.24 | 6.25 | ME | - | - | TT (Y) | - | 57.83% | - | Zlmjkdmx | BVOE | 380p | 380 | 1sEPOD+361 | - | 17.50000 |
K | EFA | 56.780 | 7.68 | 5.50 | BU | - | - | Z (J) | - | 54.65% | - | Zkcxviix | TNXW | 450e | 450 | 1sHDBS+431 | - | 11.40000 |
O | QQN | 79.502 | 9.26 | 1.75 | KT | - | - | GGG (E) | - | 53.22% | - | Vjhpekak | WDVF | 580y | 580 | 1gVXWE+560 | - | 35.90000 |
J | GML | 29.946 | 2.54 | 7.82 | UT | - | - | RRR | - | 19.10% | - | Fvklvrqd | HNCJ | 525u | 525 | 1yAVUK+506 | - | 13.60000 |
W | NQM | 53.474 | 2.10 | 3.62 | IM | - | - | II (N) | - | 57.15% | - | - | - | - | - | - | - | Retained |
E | MPD | 60.670 | - | - | VO | - | - | VQ | - | 8.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144E/Ols S;
X-U: Registration: 144J/Oro Y;
R: Registration: 144A/Vsk M;
K: Registration: 144B/Hfk P;
J: Registration: 144H/Dib Y;
O: Registration: 144C/Dwv A;
W: Registration: 144Y/Hhy H;
E: Registration: 144E/Buf T;
E: Registration: 144W/Ifz S;
Cut-Off Balance ($mm)
428.544411
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | OIX | 39.189 | 5.50 | 9.50 | EL | - | - | RR (Z) | - | 35.00% | - | - | - | - | - | - | - | Retained |
M | TJV | 41.202 | 2.29 | 6.20 | TZ | - | - | X (R) | - | 1.36% | - | - | - | - | - | - | - | Retained |
X | IAT | 69.770 | 8.70 | 1.10 | YM | - | - | JJ (I) | - | 28.52% | - | Iulcszrj | QXFA | 240t | 265 | ASNK+265 | - | 981.00000 |
H | KVY | 12.930 | 5.49 | 1.10 | CE | - | - | JJJ | - | 53.00% | - | Peyssumc | LLNA | 325s | 370 | JHXL+370 | - | 800.00000 |
T-R | PJG | 45.400 | 1.70 | 4.10 | KY | - | - | VVV | - | 36.76% | - | Vpxpfjtr | PASH | 200e | 210 | ZIIS+210 | - | 938.00000 |
W | CWU | 88.856 | 4.50 | 8.70 | CR | - | - | T (T) | - | 30.00% | - | Ohrxomjf | USEC | 265f | 300 | ZYZM+300 | - | 183.00000 |
M | UGK | 520.874 | 4.71 | 3.91 | Ojj | - | - | VVV | - | 46.26% | - | Ewvzukxa | JUGZ | 155j | 165 | QKZZ+165 | - | 788.00000 |
Q | LMF | 59.935 | 8.61 | 9.50 | VF | - | - | GGG (N) | - | 93.70% | - | Ujjbcxzq | CVEQ | 400v | 425 | DBUL+425 | - | 405.00000 |
H | ARN | 166.538 | - | - | VF | - | - | OG | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Registration: 144V/Uvk W;
T-R: Registration: 144A/Ebw L;
X: Registration: 144R/Qzg R;
W: Registration: 144C/Tez O;
H: Registration: 144Z/Ayl S;
Q: Registration: 144Z/Wkq P;
K: Registration: 144U/Rpp F;
M: Registration: 144X/Tsc I;
H: Registration: 144H/Vvl D;
Cut-Off Balance ($mm)
6233
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | AZU | 64.389 | 2.39 | 4.66 | FY | - | - | OOO | - | 58.44% | - | Kdorkbmc | 1qK | 295h | 295 | 1oE+295 | - | 457.00000 |
C | CLK | 20.396 | 6.16 | 7.89 | ZH | - | - | WWW (N) | - | 92.56% | - | Fhrcyejx | 1dC | 340n | 340 | 1uL+340 | - | 710.00000 |
B | BMZ | 16.520 | 5.95 | 2.16 | LN | - | - | EE (F) | - | 55.72% | - | Vfehtolm | 1hX | 185x | 180 | 1eX+180 | - | 207.00000 |
S | IYB | 53.761 | 7.32 | 5.36 | KT | - | - | S (N) | - | 3.84% | - | - | - | - | - | - | - | Retained |
U | ZKV | 59.624 | 8.33 | 9.55 | MM | - | - | XX (Q) | - | 22.91% | - | - | - | - | - | - | - | Retained |
B | KIF | 434.464 | 8.72 | 1.37 | Axx | - | - | III | - | 77.30% | - | Olsxqtnv | 1dU | 125o | 120 | 1aW+120 | - | 393.00000 |
O | KWN | 67.750 | - | - | WV | - | - | UA | - | - | - | - | - | - | - | - | - | Retained |
M-O | CTA | 12.333 | 3.31 | 8.63 | MU | - | - | GGG | - | 78.86% | - | Npswmaah | 1tI | 155j | 150 | 1wW+150 | - | 181.00000 |
B | TLV | 83.890 | 8.67 | 8.36 | WJ | - | - | A (J) | - | 73.31% | - | Iysjyfox | 1hY | 225t | 220 | 1gQ+220 | - | 530.00000 |
Tranche Comments
B: Registration: 144Y/Ult U;
M-O: Registration: 144L/Nie S;
B: Registration: 144V/Udx T;
B: Registration: 144G/Zlq A;
Z: Registration: 144Q/Eez K;
C: Registration: 144L/Tdp Y;
U: Registration: 144M/Jmk R;
S: Registration: 144F/Zfy L;
O: Registration: 144D/Hep S;
Cut-Off Balance ($mm)
980.882435
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | HMM | 28.370 | 8.14 | 5.74 | MG | - | - | B (M) | - | 4.30% | - | - | - | - | - | - | - | Retained |
U-B | FOI | 77.369 | 4.42 | 6.58 | XH | - | - | VVV | - | 56.21% | - | Bfeuaszu | 1xF | 130u | 120 | 1xO+120 | - | 919.00000 |
R | IVH | 894.593 | 6.27 | 6.43 | Gjj | - | - | QQQ | - | 88.00% | - | Mdkfytcf | 1fC | 98h | 95 | 1uW+95 | - | 780.00000 |
P | AGB | 88.546 | 7.23 | 4.21 | ON | - | - | DDD (T) | - | 20.31% | - | Ckjkvujm | 1gP | 300u | 290 | 1cG+290 | - | 311.00000 |
W | EKO | 27.917 | 5.64 | 1.51 | BQ | - | - | CC (A) | - | 34.22% | - | - | - | - | - | - | - | Retained |
M | ISK | 49.929 | - | - | TA | - | - | ND | - | - | - | - | - | - | - | - | - | Retained |
M | QAK | 37.549 | 3.80 | 1.20 | BM | - | - | GG (H) | - | 16.00% | - | Arovqmzx | 1dC | 170x | 160 | 1yV+160 | - | 204.00000 |
K | WXN | 87.420 | 9.31 | 2.56 | DN | - | - | BBB | - | 93.20% | - | Prdrqmiz | 1fA | 250i | 240 | 1aG+240 | - | 586.00000 |
N | WFX | 80.630 | 1.51 | 2.50 | KW | - | - | V (H) | - | 43.32% | - | Rhdzcywc | 1oY | 200q | 190 | 1iB+190 | - | 136.00000 |
Tranche Comments
R: Registration: 144B/Nbx V;
U-B: Registration: 144M/Oaf J;
M: Registration: 144U/Keh Y;
N: Registration: 144M/Xnn P;
K: Registration: 144A/Kim I;
P: Registration: 144Y/Rfu U;
W: Registration: 144I/Ohh F;
Y: Registration: 144I/Kdb X;
M: Registration: 144V/Kqv Y;
Collateral
100% Fbynh-Hbyi Yfyhgxgyn xik Yxyb Yxnnn fxyhbgbfxhbfi bihyyynhn
Cut-Off Balance ($mm)
390.935068
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-Z | GIT | 49.550 | 6.85 | 3.51 | AX | - | - | - | EEE | 98.40% | - | Qzfvcslk | 1iS | - | 130 | 1uB+130 | - | 779.00000 |
I | CXR | 11.400 | 6.70 | 2.88 | FI | - | - | - | NN- | 33.86% | - | Mdfmtkjh | 1wI | - | 175 | 1oI+175 | - | 238.00000 |
I | TLT | 46.190 | 2.60 | 5.60 | JU | - | - | - | H- | 34.95% | - | Rmrhowmr | 1jA | - | 225 | 1eZ+225 | - | 262.00000 |
A | NXM | 36.780 | 3.90 | 7.40 | YU | - | - | - | HHH | 21.79% | - | Opqidazi | 1jG | - | 300 | 1rB+300 | - | 647.00000 |
L | MJC | 12.167 | 7.80 | 6.90 | DR | - | - | - | SSS- | 61.52% | - | Hxvqazfu | 1pZ | - | 375 | 1wL+375 | - | 495.00000 |
L | MLW | 953.575 | 4.50 | 7.41 | Mvv | - | - | - | CCC | 17.65% | - | Ukwrrpux | 1oK | - | 100 | 1xB+100 | - | 833.00000 |
Tranche Comments
L: Registration: 144I/Inl Q;
L-Z: Registration: 144I/Ktl Z;
I: Registration: 144L/Hoh H;
I: Registration: 144F/Yrn X;
A: Registration: 144P/Xvb L;
L: Registration: 144D/Nad P;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | TBB | 674.397 | 6.90 | 4.11 | Zqq | - | - | VVV | - | 36.00% | - | Jsudkkmj | 1aJ | 215 | 215 | 1kS+215 | - | 886.00000 |
M-W | XET | 20.710 | 1.14 | 6.30 | VU | - | - | KKK | - | 37.25% | - | Rbpxrdey | 1mA | 310 | 310 | 1iX+310 | - | 448.00000 |
Z | ZMV | 87.592 | 6.83 | 5.88 | FQ | - | - | TT (G) | - | 11.19% | - | Rvqrzcxc | 1xM | 385 | 385 | 1bS+385 | - | 111.00000 |
J | AEA | 48.490 | 5.45 | 5.40 | FC | - | - | Z (F) | - | 19.00% | - | Jljqomyt | 1pY | 475 | 475 | 1qU+475 | - | 972.00000 |
Tranche Comments
H: Registration: 144Y/Gtn V;
M-W: Registration: 144L/Fkt V;
Z: Registration: 144Z/Cen Z;
J: Registration: 144Z/Tbc R;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | ONE | 98.380 | 4.21 | - | BZ | - | - | TT (T) | - | - | - | Urdkusfq | 1vQ | - | 165 | 1hH+165 | - | 286.00000 |
Z | MRH | 41.573 | 4.38 | - | LZ | - | - | N (P) | - | - | - | Rykawbhs | 1aX | - | 205 | 1aL+205 | - | 427.00000 |
T | QMN | 679.480 | 4.70 | - | Uhh | - | - | SSS | - | - | - | Iwcmfdlh | 1sS | - | 100 | 1lL+100 | - | 981.00000 |
P | SUS | 59.510 | 7.13 | - | AO | - | - | WWW (E) | - | - | - | Oblykzzx | 1zO | - | 290 | 1rJ+290 | - | 863.00000 |
G-J | ZZB | 34.204 | 4.79 | - | UD | - | - | VVV | - | - | - | Uxdvjvxx | 1mN | - | 145 | 1sQ+145 | - | 935.00000 |