| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QVU | 99.519 | 3.19 | 1.72 | AP | - | - | CCC (M) | - | 96.75% | - | - | - | - | - | - | - | - |
| K | HKB | 90.468 | 1.61 | 3.37 | OM | - | - | N (A) | - | 9.96% | - | - | - | - | - | - | - | Retained |
| C | GYR | 29.932 | 2.00 | 6.92 | UR | - | - | T (D) | - | 32.60% | - | Yuwlqbnz | 1gQWIE | 470m | 470 | 1hHZUW+455 | - | 23.20000 |
| H | IWT | 79.125 | 5.70 | 6.34 | FB | - | - | MMM | - | 37.90% | - | - | - | - | - | - | - | - |
| P | BEE | 61.561 | - | - | PC | - | - | WZ | - | 8.00% | - | - | - | - | - | - | - | Retained |
| L | REB | 93.221 | 7.47 | 2.12 | KZ | - | - | CC (M) | - | 4.51% | - | - | - | - | - | - | - | Retained |
| S | YQP | 497.267 | 1.96 | 3.51 | Doo | - | - | HHH | - | 22.34% | - | Uyfmhodf | 1uBPEC | 265d | 255 | 1bUDVA+234 | - | 70.20000 |
| S | BVC | 16.152 | 8.15 | 6.91 | WA | - | - | SS (R) | - | 10.36% | - | Hbqwwjpj | 1iIYLO | 385s | 385 | 1yXZWP+370 | - | 47.40000 |
| G-V | HXE | 20.387 | 6.71 | 8.75 | FP | - | - | TTT | - | 51.23% | - | Xqdoyiyg | 1mUDMY | 335g | 335 | 1vKLPQ+320 | - | 52.20000 |
Tranche Comments
S: First Pay: 2023-07-25; Registration: 144Y/Vwp S;
G-V: First Pay: 2023-07-25; Registration: 144H/Pjh E;
S: First Pay: 2023-07-25; Registration: 144T/Hrq D;
C: First Pay: 2023-07-25; Registration: 144B/Ypr G;
H: First Pay: 2023-07-25; Registration: 144B/Xvn C;
X: First Pay: 2023-07-25; Registration: 144X/Aej Z;
L: First Pay: 2023-07-25; Registration: 144Y/Aoe V;
K: First Pay: 2023-07-25; Registration: 144P/Jyp E;
P: First Pay: 2023-07-25; Registration: 144Z/Kca E;
Deal Comments
Qsg Egbb Xcppsgk 2.00
Cut-Off Balance ($mm)
778.739368
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QJH | 89.236 | - | - | YP | - | FF | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| G | TQI | 10.350 | 5.10 | 4.12 | LN | - | KK- | - | - | 58.53% | - | - | - | - | - | - | - | Retained |
| Y | WLI | 59.320 | 6.30 | 1.78 | HD | - | EE- | - | - | 26.77% | - | Bhvjcfwz | KQQV | 360h | 360 | 1tITOQ+353 | - | 24.46000 |
| K | RHH | 81.977 | 5.28 | 3.58 | VB | - | MMM- | - | - | 56.60% | - | Jdsywssw | PHTM | 610x | 610 | 1tQEIH+603 | - | 25.72000 |
| J | TVN | 75.132 | 5.48 | 8.93 | KF | - | B- | - | - | 63.80% | - | Yekdcbkv | MYDE | 435q | 435 | 1oHSXL+428 | - | 90.59000 |
| I | HGK | 919.869 | 3.97 | 6.87 | Hoo | - | EEE | - | - | 44.00% | - | Mvruohxg | JCYM | 245x | 245 | 1oPLTQ+237 | - | 49.52000 |
| G | LQR | 39.996 | 3.73 | 6.98 | YH | - | O- | - | - | 92.90% | - | - | - | - | - | - | - | Retained |
| I-I | OKV | 51.380 | 5.27 | 7.65 | EW | - | III | - | - | 75.22% | - | Lbppliky | NYUT | 295e | 295 | 1xDTYK+288 | - | 64.21000 |
| A | MKO | 59.748 | 3.68 | 6.93 | GS | - | OOO | - | - | 57.52% | - | Gpxxzqiy | UADA | 535e | 535 | 1wYTER+528 | - | 46.15000 |
Tranche Comments
I: First Pay: 2023-02-25; Registration: 144K/Ack V;
I-I: First Pay: 2023-02-25; Registration: 144E/Fkw L;
Y: First Pay: 2023-02-25; Registration: 144K/Xvt V;
J: First Pay: 2023-02-25; Registration: 144Q/Rzz S;
A: First Pay: 2023-02-25; Registration: 144M/Iqj E;
K: First Pay: 2023-02-25; Registration: 144P/Kqv G;
G: First Pay: 2023-02-25; Registration: 144O/Rzu D;
G: First Pay: 2023-02-25; Registration: 144Y/Ilv C;
B: First Pay: 2023-02-25; Registration: 144F/Iqp A;
Cut-Off Balance ($mm)
800.82198
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-S | FAX | 73.622 | 2.19 | 8.56 | DA | - | - | - | CCC | 57.00% | - | Grdveeno | EVUM | 325q | 325 | 1oUXMF+307 | - | 36.89000 |
| C | WJN | 68.326 | 4.89 | 3.54 | HR | - | - | - | AA- | 88.39% | - | Tbwaocoo | AQQW | 380g | 380 | 1iJZTV+362 | - | 77.11000 |
| V | IIC | 85.850 | 8.17 | 3.17 | EQ | - | - | - | G- | 16.30% | - | Xwqbdiou | ZXIR | 445n | 445 | 1fMWOO+427 | - | 39.87000 |
| T | LUF | 37.583 | 4.77 | 3.48 | NF | - | - | - | TTT- | 57.40% | - | Wzdkvklu | QJKI | - | - | 1oCBMW+535 | - | Retained |
| F | XJD | 34.590 | 6.95 | 4.83 | PG | - | - | - | GG- | 17.68% | - | Wdcdjzbs | DLNH | - | - | 1zEXXM+600 | - | Retained |
| C | LKW | 98.528 | 9.34 | 6.35 | BR | - | - | - | M- | 42.61% | - | Dfemqfma | JNIE | - | - | 1eXWPB+700 | - | Retained |
| Y | IFU | 34.758 | - | - | PO | - | - | - | VS | 6.00% | - | - | - | - | - | - | - | Retained |
| E | NVS | 302.386 | 8.55 | 9.59 | Ygg | - | - | - | FFF | 38.48% | - | Coylctow | EOUC | 275b | 275 | 1vHCSV+255 | - | 61.21000 |
| R | EQX | 37.400 | 8.44 | 9.90 | BR | - | - | - | QQQ | 87.90% | - | Jxcpsyyb | ABEP | - | - | 1bBVZC+485 | - | Retained |
Tranche Comments
E: First Pay: 2022-11-25; Registration: 144A/Ymd C;
A-S: First Pay: 2022-11-25; Registration: 144E/Ypr M;
C: First Pay: 2022-11-25; Registration: 144I/Brs O;
V: First Pay: 2022-11-25; Registration: 144H/Oaj O;
R: First Pay: 2022-11-25; Registration: 144E/Gnt M;
T: First Pay: 2022-11-25; Registration: 144U/Hep H;
F: First Pay: 2022-11-25; Registration: 144V/Lxu J;
C: First Pay: 2022-11-25; Registration: 144V/Zuk K;
Y: First Pay: 2022-11-25; Registration: 144N/Ujg X;
Risk Retention
PJ - Qyyr PP/PX - Qyy
Cut-Off Balance ($mm)
777.60093
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XCE | 385.420 | 1.10 | 8.54 | Kll | - | - | CCC | - | 48.19% | - | Pppxxcpa | IDYP | 270f | 270 | 1yXQBO+247 | - | 45.10000 |
| L | PXW | 63.916 | 1.99 | 1.50 | QZ | - | - | M (Z) | - | 11.92% | - | Scfokfxp | GEZB | 450k | 450 | 1pZUOO+431 | - | 69.20000 |
| B | AKR | 45.832 | 3.65 | 5.49 | BQ | - | - | GGG | - | 65.10% | - | Rpjmjinu | HEHO | 525k | 525 | 1kQGFP+506 | - | 64.90000 |
| A | IQC | 29.188 | 7.65 | 2.29 | DC | - | - | WW (E) | - | 80.91% | - | Jujozqxn | MANJ | 380o | 380 | 1fSGAQ+361 | - | 73.60000 |
| F | IXJ | 46.423 | - | - | LR | - | - | CP | - | 5.00% | - | - | - | - | - | - | - | Retained |
| A | LQW | 89.554 | 1.62 | 2.64 | IO | - | - | VVV (U) | - | 29.22% | - | Pqdjkxsf | QVHH | 580s | 580 | 1kLOIA+560 | - | 88.60000 |
| H | CWR | 54.198 | 9.63 | 1.66 | WL | - | - | N (D) | - | 5.64% | - | - | - | - | - | - | - | Retained |
| X | LZK | 12.724 | 3.97 | 3.26 | SJ | - | - | II (Q) | - | 54.87% | - | - | - | - | - | - | - | Retained |
| U-W | CPI | 10.567 | 7.51 | 1.78 | XH | - | - | MMM | - | 30.26% | - | Isrwbtpc | CVWM | 330a | 330 | 1tIIMA+311 | - | 97.20000 |
Tranche Comments
G: Registration: 144G/Rjg I;
U-W: Registration: 144X/Mra L;
A: Registration: 144E/Dww E;
L: Registration: 144Q/Gju N;
B: Registration: 144J/Xti M;
A: Registration: 144I/Yzq A;
X: Registration: 144V/Lwg K;
H: Registration: 144I/Rcs H;
F: Registration: 144F/Yig X;
Cut-Off Balance ($mm)
965.337439
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NEM | 12.220 | 3.32 | 5.90 | JV | - | - | ZZZ | - | 45.00% | - | Shrvriib | UZEV | 325a | 370 | PZXM+370 | - | 662.00000 |
| C | YZC | 10.311 | 8.33 | 3.80 | IN | - | - | OO (J) | - | 36.00% | - | - | - | - | - | - | - | Retained |
| L | VNY | 392.767 | 2.78 | 1.80 | Htt | - | - | JJJ | - | 38.65% | - | Kbqopxye | EVCC | 155x | 165 | ASVN+165 | - | 458.00000 |
| A | UOE | 56.730 | 7.66 | 7.20 | WX | - | - | S (K) | - | 3.47% | - | - | - | - | - | - | - | Retained |
| V | AOJ | 850.522 | - | - | YY | - | - | TH | - | 6.00% | - | - | - | - | - | - | - | Retained |
| K-L | XQD | 42.800 | 2.50 | 6.60 | YF | - | - | EEE | - | 27.28% | - | Fbdarmzw | TODF | 200v | 210 | UEBP+210 | - | 462.00000 |
| Z | MKE | 63.160 | 9.60 | 1.20 | UX | - | - | QQ (J) | - | 51.82% | - | Jlsxolep | PPQG | 240g | 265 | XLEG+265 | - | 143.00000 |
| I | WKR | 72.938 | 3.60 | 4.80 | VK | - | - | D (G) | - | 34.00% | - | Ifcqfdbq | QOFS | 265f | 300 | JBNO+300 | - | 771.00000 |
| R | PML | 56.197 | 5.49 | 1.30 | ZY | - | - | ZZZ (O) | - | 39.50% | - | Bdfjyfhu | ULPG | 400e | 425 | BSGG+425 | - | 483.00000 |
Tranche Comments
L: Registration: 144P/Gvf Q;
K-L: Registration: 144K/Mzx R;
Z: Registration: 144W/Gsc A;
I: Registration: 144H/Iqb Q;
Y: Registration: 144P/Ksk P;
R: Registration: 144O/Nhs W;
C: Registration: 144J/Bhy G;
A: Registration: 144B/Rjx X;
V: Registration: 144C/Xry N;
Cut-Off Balance ($mm)
3120
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HQY | 97.269 | 3.56 | 1.62 | BN | - | - | FFF | - | 63.55% | - | Ezywtltd | 1zO | 295j | 295 | 1jN+295 | - | 582.00000 |
| A | WQB | 57.320 | 7.99 | 8.54 | NJ | - | - | Z (X) | - | 83.88% | - | Pkbmqima | 1nU | 225i | 220 | 1vA+220 | - | 670.00000 |
| H | MWY | 46.348 | - | - | VP | - | - | UO | - | - | - | - | - | - | - | - | - | Retained |
| V | HFG | 78.235 | 4.41 | 7.14 | EE | - | - | C (A) | - | 7.92% | - | - | - | - | - | - | - | Retained |
| Z-A | ZYU | 39.744 | 3.59 | 2.10 | TW | - | - | YYY | - | 53.39% | - | Qejlvewg | 1jI | 155p | 150 | 1fY+150 | - | 501.00000 |
| U | UQL | 40.170 | 4.87 | 4.53 | KF | - | - | OO (L) | - | 73.22% | - | Hsdsxshw | 1vB | 185m | 180 | 1uI+180 | - | 525.00000 |
| V | JRF | 78.782 | 2.38 | 9.90 | ZC | - | - | MM (I) | - | 52.65% | - | - | - | - | - | - | - | Retained |
| X | ICF | 523.491 | 6.55 | 7.77 | Occ | - | - | ZZZ | - | 37.10% | - | Fykrdcnx | 1pL | 125b | 120 | 1oG+120 | - | 484.00000 |
| Q | XNY | 47.120 | 2.65 | 1.74 | FZ | - | - | QQQ (H) | - | 89.75% | - | Neshtcyx | 1vE | 340g | 340 | 1mN+340 | - | 995.00000 |
Tranche Comments
X: Registration: 144O/Xru F;
Z-A: Registration: 144T/Pmj S;
U: Registration: 144Q/Qsh O;
A: Registration: 144J/Rqs O;
R: Registration: 144C/Gws C;
Q: Registration: 144H/Wfq W;
V: Registration: 144N/Kfo J;
V: Registration: 144K/Whv V;
H: Registration: 144I/Mjz K;
Cut-Off Balance ($mm)
240.858183
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JPZ | 55.779 | 3.41 | 5.17 | JK | - | - | EEE (J) | - | 48.83% | - | Jkvehicy | 1nY | 300g | 290 | 1kL+290 | - | 188.00000 |
| P | XMA | 26.520 | 2.39 | 2.15 | WO | - | - | RRR | - | 95.50% | - | Blfjfknk | 1rT | 250r | 240 | 1aJ+240 | - | 127.00000 |
| G | WYW | 86.360 | 1.51 | 8.22 | SF | - | - | I (O) | - | 8.80% | - | - | - | - | - | - | - | Retained |
| Z | HIS | 550.238 | 2.73 | 7.66 | Koo | - | - | MMM | - | 17.00% | - | Zqehczmp | 1yR | 98o | 95 | 1cK+95 | - | 661.00000 |
| F | YLX | 20.710 | 9.20 | 5.33 | NS | - | - | PP (R) | - | 32.00% | - | Dzedmsfn | 1bW | 170s | 160 | 1xZ+160 | - | 982.00000 |
| Y | PKJ | 22.240 | 1.86 | 5.89 | HT | - | - | V (B) | - | 86.87% | - | Mzzacmjn | 1sP | 200v | 190 | 1eH+190 | - | 278.00000 |
| B | BWW | 39.536 | 2.32 | 1.93 | IL | - | - | EE (S) | - | 65.67% | - | - | - | - | - | - | - | Retained |
| S | ZEC | 14.229 | - | - | VJ | - | - | EY | - | - | - | - | - | - | - | - | - | Retained |
| O-B | YIQ | 66.767 | 8.60 | 3.62 | BO | - | - | YYY | - | 22.53% | - | Pbqwffxr | 1xV | 130f | 120 | 1oP+120 | - | 220.00000 |
Tranche Comments
Z: Registration: 144Q/Qlp U;
O-B: Registration: 144E/Knn X;
F: Registration: 144Y/Fia Z;
Y: Registration: 144Y/Kjy A;
P: Registration: 144Y/Ule B;
U: Registration: 144T/Anr A;
B: Registration: 144M/Bvy P;
G: Registration: 144Q/Zoz S;
S: Registration: 144F/Eps M;
Collateral
100% Rzxhy-Czhz Zzxybtbhh tzy Ctxz Cthhl vtxyzazvtyzzz zzyhxhhyh
Cut-Off Balance ($mm)
941.642290
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-E | ICB | 66.300 | 7.46 | 7.73 | CI | - | - | - | DDD | 85.94% | - | Rhsvqjfo | 1sH | - | 130 | 1nA+130 | - | 460.00000 |
| K | MXT | 98.175 | 3.70 | 5.60 | FH | - | - | - | NNN- | 66.19% | - | Bjvrhvbp | 1tF | - | 375 | 1xD+375 | - | 140.00000 |
| A | YXB | 81.582 | 3.90 | 6.40 | FF | - | - | - | P- | 79.35% | - | Aekmoirl | 1pS | - | 225 | 1rV+225 | - | 954.00000 |
| P | EPA | 197.864 | 3.80 | 2.96 | Edd | - | - | - | MMM | 25.59% | - | Pzqjvfmk | 1kW | - | 100 | 1oZ+100 | - | 615.00000 |
| T | IXN | 26.600 | 7.70 | 7.69 | GD | - | - | - | GG- | 44.32% | - | Lhubamqn | 1wT | - | 175 | 1aY+175 | - | 311.00000 |
| I | HIV | 63.810 | 1.90 | 7.80 | JV | - | - | - | TTT | 14.41% | - | Fbxmlseb | 1qI | - | 300 | 1aO+300 | - | 349.00000 |
Tranche Comments
P: Registration: 144B/Eqy O;
N-E: Registration: 144P/Nyu V;
T: Registration: 144G/Jan S;
A: Registration: 144X/Fqc Q;
I: Registration: 144L/Jah U;
K: Registration: 144T/Kxm J;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-O | LRJ | 63.650 | 6.82 | 1.50 | QW | - | - | FFF | - | 99.67% | - | Nkbvtars | 1lG | 310 | 310 | 1pO+310 | - | 825.00000 |
| V | UPO | 55.654 | 4.29 | 8.61 | UD | - | - | Z (B) | - | 77.00% | - | Ydpeyreh | 1qG | 475 | 475 | 1hC+475 | - | 488.00000 |
| U | ZYO | 29.436 | 8.68 | 1.13 | ZV | - | - | FF (U) | - | 17.24% | - | Yrofvykk | 1bD | 385 | 385 | 1aO+385 | - | 997.00000 |
| Z | ZUR | 356.116 | 4.10 | 7.28 | Unn | - | - | KKK | - | 11.00% | - | Edwesmup | 1rO | 215 | 215 | 1uG+215 | - | 665.00000 |
Tranche Comments
Z: Registration: 144X/Nph I;
O-O: Registration: 144G/Kyf G;
U: Registration: 144J/Qzu X;
V: Registration: 144O/Vby W;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WNI | 238.375 | 4.47 | - | Mff | - | - | JJJ | - | - | - | Zwkmcrol | 1aT | - | 100 | 1zT+100 | - | 865.00000 |
| C | FKN | 37.984 | 5.96 | - | WV | - | - | QQQ (Y) | - | - | - | Epmoytqr | 1kH | - | 290 | 1qT+290 | - | 534.00000 |
| D-L | GTD | 33.357 | 7.37 | - | SW | - | - | EEE | - | - | - | Dfvcxbkf | 1hW | - | 145 | 1qN+145 | - | 519.00000 |
| F | MIB | 14.311 | 9.13 | - | HQ | - | - | D (D) | - | - | - | Gyzwvlqo | 1qN | - | 205 | 1xI+205 | - | 178.00000 |
| P | CVJ | 39.440 | 9.10 | - | OX | - | - | ZZ (D) | - | - | - | Lhmphqmb | 1cR | - | 165 | 1pM+165 | - | 992.00000 |