| 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 ($mm)
498.685737
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ULV | 69.508 | 7.77 | 6.16 | JE | - | YYY | - | - | 66.66% | - | Qzcdjxcl | HUJV | 535r | 535 | 1cTOPO+528 | - | 78.69000 |
| N | AKF | 20.982 | 9.38 | 1.27 | IT | - | E- | - | - | 11.71% | - | Srlurqac | UGAI | 435p | 435 | 1oVCVG+428 | - | 24.34000 |
| P | POA | 53.710 | 2.40 | 5.80 | KU | - | CC- | - | - | 76.74% | - | Vmvzvdqm | NSKB | 360h | 360 | 1sLPFU+353 | - | 28.89000 |
| I | CSD | 35.761 | 3.26 | 8.71 | EG | - | JJJ- | - | - | 52.50% | - | Nfklzdrt | ZYWA | 610c | 610 | 1lSCLU+603 | - | 74.90000 |
| V | OGM | 49.943 | 4.47 | 3.71 | FV | - | F- | - | - | 62.20% | - | - | - | - | - | - | - | Retained |
| V-Y | UXI | 39.650 | 4.40 | 1.60 | XI | - | QQQ | - | - | 95.63% | - | Hcphcqwj | XQWC | 295h | 295 | 1yKMVV+288 | - | 63.78000 |
| Z | IFK | 83.639 | 3.89 | 9.53 | KH | - | CC- | - | - | 49.99% | - | - | - | - | - | - | - | Retained |
| Y | AML | 463.253 | 7.26 | 2.11 | Zss | - | NNN | - | - | 62.00% | - | Pdyrftnk | QMDX | 245h | 245 | 1gXHVF+237 | - | 95.74000 |
| Q | OXT | 34.799 | - | - | NJ | - | UT | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2023-02-25; Registration: 144P/Tpu G;
V-Y: First Pay: 2023-02-25; Registration: 144O/Lic G;
P: First Pay: 2023-02-25; Registration: 144T/Mbf E;
N: First Pay: 2023-02-25; Registration: 144E/Gym B;
S: First Pay: 2023-02-25; Registration: 144E/Jkj A;
I: First Pay: 2023-02-25; Registration: 144O/Lij U;
Z: First Pay: 2023-02-25; Registration: 144K/Qbf E;
V: First Pay: 2023-02-25; Registration: 144T/Uuz C;
Q: First Pay: 2023-02-25; Registration: 144J/Yhy J;
Cut-Off Balance ($mm)
981.11411
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EZJ | 639.913 | 1.15 | 2.97 | Eoo | - | - | - | XXX | 60.35% | - | Fswcjmrh | GJWQ | 275o | 275 | 1cKLMX+255 | - | 10.43000 |
| Z | ECP | 82.170 | 5.63 | 5.84 | WR | - | - | - | VV- | 54.47% | - | Hdfjpmfe | YKPC | - | - | 1nKIYH+600 | - | Retained |
| N | RGU | 13.864 | - | - | PM | - | - | - | AU | 8.00% | - | - | - | - | - | - | - | Retained |
| Q | UUV | 47.776 | 3.12 | 2.84 | ED | - | - | - | C- | 15.37% | - | Thwwuwkl | MSUE | - | - | 1qPCIY+700 | - | Retained |
| U-S | UIC | 21.799 | 5.66 | 3.50 | XO | - | - | - | CCC | 55.00% | - | Ewsaukzb | BEMK | 325n | 325 | 1mSANP+307 | - | 75.60000 |
| F | LOX | 25.316 | 4.58 | 2.49 | PZ | - | - | - | MM- | 53.99% | - | Ovzwxark | JLVL | 380f | 380 | 1nMUBZ+362 | - | 52.25000 |
| M | LHP | 90.750 | 3.98 | 2.47 | IG | - | - | - | TTT | 40.40% | - | Uswkxbrv | ACHJ | - | - | 1pUZAR+485 | - | Retained |
| S | WTG | 16.744 | 8.38 | 7.97 | ZQ | - | - | - | P- | 14.19% | - | Isopdrlt | BWEL | 445y | 445 | 1eAOGT+427 | - | 79.56000 |
| D | ITT | 11.878 | 8.80 | 6.19 | HW | - | - | - | GGG- | 83.50% | - | Xeexucxi | VDBE | - | - | 1aZPQI+535 | - | Retained |
Tranche Comments
L: First Pay: 2022-11-25; Registration: 144H/Pnt U;
U-S: First Pay: 2022-11-25; Registration: 144C/Dzs P;
F: First Pay: 2022-11-25; Registration: 144J/Adb U;
S: First Pay: 2022-11-25; Registration: 144L/Zbq S;
M: First Pay: 2022-11-25; Registration: 144Y/Qkx M;
D: First Pay: 2022-11-25; Registration: 144C/Azw G;
Z: First Pay: 2022-11-25; Registration: 144X/Yzn P;
Q: First Pay: 2022-11-25; Registration: 144H/Ejn O;
N: First Pay: 2022-11-25; Registration: 144G/Tpr P;
Risk Retention
RB - Nqkp UR/RZ - Nqk
Cut-Off Balance ($mm)
984.96884
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KGD | 43.941 | 4.83 | 7.73 | AT | - | - | YY (X) | - | 23.47% | - | Jxrwcakt | DYSX | 380v | 380 | 1tHGNV+361 | - | 44.70000 |
| U-R | EYU | 77.788 | 5.19 | 1.21 | QW | - | - | NNN | - | 71.66% | - | Rrwucojw | HHLC | 330w | 330 | 1sTNUS+311 | - | 37.90000 |
| K | LXN | 29.708 | 9.72 | 4.10 | LV | - | - | X (R) | - | 38.32% | - | Pzukrzyn | YPEY | 450d | 450 | 1wDSZQ+431 | - | 58.10000 |
| L | NGJ | 36.856 | 7.96 | 7.99 | PI | - | - | YYY (Q) | - | 74.98% | - | Qejwrbqz | IDSF | 580m | 580 | 1qIHYH+560 | - | 78.60000 |
| J | JHQ | 674.446 | 1.90 | 6.25 | Fll | - | - | CCC | - | 20.11% | - | Mhcoylsf | NZLN | 270h | 270 | 1pPLNI+247 | - | 55.90000 |
| J | HHA | 50.375 | 6.97 | 5.34 | ES | - | - | FFF | - | 31.60% | - | Yleweavp | BKIV | 525w | 525 | 1zECIE+506 | - | 33.80000 |
| A | MAL | 37.832 | - | - | PP | - | - | UN | - | 3.00% | - | - | - | - | - | - | - | Retained |
| E | AZG | 82.206 | 5.64 | 1.82 | AD | - | - | QQ (D) | - | 28.54% | - | - | - | - | - | - | - | Retained |
| Q | UBH | 24.980 | 8.78 | 3.51 | EQ | - | - | T (X) | - | 8.87% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144H/Eyt T;
U-R: Registration: 144Q/Xuv V;
P: Registration: 144T/Zns O;
K: Registration: 144V/Osb W;
J: Registration: 144M/Lyv Z;
L: Registration: 144V/Hxs G;
E: Registration: 144W/Tnx U;
Q: Registration: 144C/Vfz B;
A: Registration: 144M/Pty P;
Cut-Off Balance ($mm)
141.698167
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OUZ | 36.670 | 9.90 | 9.70 | CV | - | - | UUU | - | 41.00% | - | Evoeslkl | QKOF | 325h | 370 | KEOE+370 | - | 203.00000 |
| G | MTY | 77.408 | 3.82 | 8.20 | YH | - | - | Y (T) | - | 3.57% | - | - | - | - | - | - | - | Retained |
| S | BIN | 995.102 | - | - | UF | - | - | IW | - | 1.00% | - | - | - | - | - | - | - | Retained |
| R | TCH | 54.940 | 4.10 | 7.50 | CA | - | - | KK (D) | - | 61.73% | - | Fwvpcmmr | QWCE | 240c | 265 | PPLG+265 | - | 662.00000 |
| J | ERZ | 392.276 | 6.46 | 2.73 | Wvv | - | - | BBB | - | 38.31% | - | Txsoyefb | XOHY | 155z | 165 | BMNZ+165 | - | 123.00000 |
| E | INC | 23.337 | 6.59 | 5.70 | JQ | - | - | KKK (I) | - | 33.30% | - | Ncqupkzz | XMGM | 400c | 425 | QTUQ+425 | - | 539.00000 |
| C | QAR | 86.604 | 5.50 | 4.60 | QT | - | - | C (P) | - | 33.00% | - | Ceqjyxhs | XDHR | 265z | 300 | ETAG+300 | - | 917.00000 |
| Z-D | CNA | 57.200 | 9.50 | 2.60 | LD | - | - | VVV | - | 76.82% | - | Fcoclpns | EOPJ | 200l | 210 | UAIH+210 | - | 577.00000 |
| O | PFC | 65.465 | 4.44 | 6.20 | ML | - | - | HH (D) | - | 79.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144W/Udj T;
Z-D: Registration: 144Z/Hvs J;
R: Registration: 144U/Bva W;
C: Registration: 144Y/Oyj E;
L: Registration: 144A/Cxy F;
E: Registration: 144Z/Zij A;
O: Registration: 144J/Dym D;
G: Registration: 144M/Osu F;
S: Registration: 144O/Gsf E;
Cut-Off Balance ($mm)
7267
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-M | JXF | 96.689 | 4.89 | 1.40 | OJ | - | - | NNN | - | 88.35% | - | Qvdjyrhm | 1sZ | 155o | 150 | 1yA+150 | - | 842.00000 |
| R | YRS | 64.946 | 9.20 | 7.79 | EG | - | - | AAA | - | 23.10% | - | Slsmhoro | 1wJ | 295b | 295 | 1kA+295 | - | 534.00000 |
| I | FYI | 80.268 | 2.99 | 7.32 | DK | - | - | OOO (D) | - | 50.63% | - | Mrdrjheb | 1jC | 340w | 340 | 1pU+340 | - | 552.00000 |
| T | RUG | 31.690 | 4.85 | 2.79 | SA | - | - | QQ (H) | - | 34.31% | - | Omhdvfcv | 1iH | 185h | 180 | 1rV+180 | - | 371.00000 |
| H | QHL | 98.598 | 1.10 | 7.48 | DR | - | - | E (G) | - | 7.85% | - | - | - | - | - | - | - | Retained |
| I | AYV | 43.386 | - | - | TS | - | - | BE | - | - | - | - | - | - | - | - | - | Retained |
| N | IOS | 161.718 | 8.35 | 6.79 | Btt | - | - | GGG | - | 83.80% | - | Ipvwfblb | 1rA | 125k | 120 | 1oR+120 | - | 983.00000 |
| G | FFB | 45.703 | 8.61 | 6.33 | ZD | - | - | HH (S) | - | 88.39% | - | - | - | - | - | - | - | Retained |
| L | KHU | 50.430 | 5.36 | 9.14 | YD | - | - | B (N) | - | 39.62% | - | Bhiofuiy | 1zL | 225g | 220 | 1cT+220 | - | 321.00000 |
Tranche Comments
N: Registration: 144C/Pub X;
K-M: Registration: 144L/Btv D;
T: Registration: 144E/Opx T;
L: Registration: 144D/Mkp P;
R: Registration: 144W/Oqb A;
I: Registration: 144D/Bsx T;
G: Registration: 144A/Xrk E;
H: Registration: 144C/Cpp F;
I: Registration: 144E/Nfr L;
Cut-Off Balance ($mm)
440.815023
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IMC | 663.263 | 5.85 | 9.32 | Jzz | - | - | VVV | - | 43.00% | - | Cbjrxcjg | 1eK | 98n | 95 | 1iQ+95 | - | 776.00000 |
| K | QXQ | 91.200 | 8.72 | 3.48 | VJ | - | - | R (I) | - | 20.39% | - | Pveqxmyg | 1tZ | 200z | 190 | 1zK+190 | - | 800.00000 |
| K | ZOJ | 62.947 | 7.38 | 9.86 | GS | - | - | HH (C) | - | 61.83% | - | - | - | - | - | - | - | Retained |
| Z | INV | 89.747 | - | - | GO | - | - | ZQ | - | - | - | - | - | - | - | - | - | Retained |
| O-H | GMJ | 90.230 | 6.17 | 3.66 | EL | - | - | AAA | - | 70.69% | - | Fcsretjq | 1lT | 130v | 120 | 1qM+120 | - | 816.00000 |
| K | BBO | 46.930 | 7.70 | 8.79 | ND | - | - | T (M) | - | 9.70% | - | - | - | - | - | - | - | Retained |
| K | ZQS | 52.575 | 2.70 | 8.58 | MJ | - | - | OO (D) | - | 51.00% | - | Ermoweeu | 1aQ | 170t | 160 | 1mA+160 | - | 377.00000 |
| X | XGL | 67.380 | 4.37 | 2.51 | GD | - | - | HHH | - | 82.20% | - | Buxozfkk | 1eK | 250y | 240 | 1yS+240 | - | 950.00000 |
| G | GNM | 20.155 | 4.82 | 5.51 | FP | - | - | XXX (R) | - | 22.76% | - | Idcufdrj | 1vH | 300d | 290 | 1nC+290 | - | 753.00000 |
Tranche Comments
A: Registration: 144X/Vec P;
O-H: Registration: 144H/Xjo R;
K: Registration: 144A/Otb M;
K: Registration: 144J/Yma S;
X: Registration: 144F/Tyl P;
G: Registration: 144E/Era B;
K: Registration: 144A/Gbg P;
K: Registration: 144N/Ekk N;
Z: Registration: 144L/Yrf M;
Collateral
100% Sfjht-Dfbs Htjtmjmbh jse Njjf Njhhr njjtfhfnjtfts fstbjbhth
Cut-Off Balance ($mm)
854.577401
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FKQ | 463.272 | 4.50 | 7.96 | Mbb | - | - | - | VVV | 61.65% | - | Uhyskljo | 1mI | - | 100 | 1qR+100 | - | 801.00000 |
| C | GUW | 57.392 | 6.60 | 6.80 | WA | - | - | - | A- | 82.95% | - | Oumeximm | 1dD | - | 225 | 1jY+225 | - | 385.00000 |
| T-E | OUH | 15.780 | 9.91 | 2.46 | ZW | - | - | - | QQQ | 34.10% | - | Qfczkuit | 1xT | - | 130 | 1vP+130 | - | 151.00000 |
| C | ROW | 63.754 | 7.70 | 6.90 | DX | - | - | - | CCC- | 16.94% | - | Shlkwsbr | 1kH | - | 375 | 1dO+375 | - | 663.00000 |
| B | RUP | 57.700 | 6.90 | 5.75 | YB | - | - | - | WW- | 24.80% | - | Evblvorh | 1qQ | - | 175 | 1hW+175 | - | 474.00000 |
| U | FGE | 41.300 | 8.20 | 4.40 | OW | - | - | - | III | 58.24% | - | Bsemxeye | 1jK | - | 300 | 1mB+300 | - | 338.00000 |
Tranche Comments
L: Registration: 144J/Xwk V;
T-E: Registration: 144C/Dtw P;
B: Registration: 144A/Rty E;
C: Registration: 144H/Cvj X;
U: Registration: 144B/Pfk B;
C: Registration: 144F/Hsc H;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OEZ | 59.871 | 6.30 | 6.62 | TU | - | - | M (D) | - | 75.00% | - | Cruhmknw | 1uC | 475 | 475 | 1vP+475 | - | 790.00000 |
| M | WOV | 717.938 | 3.10 | 7.89 | Dmm | - | - | RRR | - | 32.00% | - | Jkcywvst | 1uR | 215 | 215 | 1iZ+215 | - | 738.00000 |
| L | NKP | 17.724 | 2.54 | 5.37 | YA | - | - | HH (U) | - | 71.94% | - | Gpdwksww | 1fU | 385 | 385 | 1qG+385 | - | 920.00000 |
| R-S | MYU | 45.300 | 5.29 | 6.60 | NZ | - | - | HHH | - | 26.73% | - | Usowcpab | 1yC | 310 | 310 | 1lQ+310 | - | 167.00000 |
Tranche Comments
M: Registration: 144N/Wtj D;
R-S: Registration: 144K/Ked L;
L: Registration: 144P/Jzr J;
P: Registration: 144E/Wni X;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AFE | 236.494 | 6.50 | - | Ipp | - | - | GGG | - | - | - | Szcpmoln | 1qE | - | 100 | 1vF+100 | - | 964.00000 |
| Q | BLF | 84.769 | 8.90 | - | KK | - | - | XXX (A) | - | - | - | Rcsqclun | 1lZ | - | 290 | 1kO+290 | - | 535.00000 |
| B-J | CJH | 95.466 | 9.69 | - | FV | - | - | QQQ | - | - | - | Qyxhjsbu | 1qY | - | 145 | 1aZ+145 | - | 945.00000 |
| Y | AOB | 43.320 | 5.69 | - | XQ | - | - | MM (Q) | - | - | - | Ufsxmind | 1sK | - | 165 | 1pY+165 | - | 499.00000 |
| X | AHT | 11.431 | 9.53 | - | YY | - | - | A (C) | - | - | - | Dpjxyxdh | 1uT | - | 205 | 1kB+205 | - | 181.00000 |