| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ESF | 42.758 | 2.90 | 6.89 | VR | - | - | SS (I) | - | 58.82% | - | Ldzdcxfi | 1yNAEJ | 385j | 385 | 1lPCPU+370 | - | 41.60000 |
| Y | YXT | 49.188 | 7.00 | 9.91 | AR | - | - | N (U) | - | 17.80% | - | Tfzvaqch | 1zANKV | 470c | 470 | 1zHVPU+455 | - | 57.60000 |
| U | GNT | 61.737 | 9.51 | 8.30 | PX | - | - | ZZ (B) | - | 3.34% | - | - | - | - | - | - | - | Retained |
| S | TMV | 10.677 | - | - | SJ | - | - | XZ | - | 9.00% | - | - | - | - | - | - | - | Retained |
| M | RZY | 934.897 | 4.98 | 5.90 | Gmm | - | - | MMM | - | 68.26% | - | Tdrwkpkj | 1yESSW | 265e | 255 | 1jNXVH+234 | - | 18.70000 |
| J | IIL | 74.214 | 2.47 | 3.75 | QF | - | - | OOO (X) | - | 55.67% | - | - | - | - | - | - | - | - |
| Y-E | AQW | 30.610 | 3.74 | 2.88 | DZ | - | - | TTT | - | 35.49% | - | Wbysvuqn | 1fBLYF | 335y | 335 | 1xGQSG+320 | - | 86.10000 |
| T | AYG | 72.621 | 6.87 | 6.86 | ZD | - | - | GGG | - | 59.50% | - | - | - | - | - | - | - | - |
| G | IJA | 81.802 | 6.81 | 5.84 | QT | - | - | E (F) | - | 1.57% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2023-07-25; Registration: 144U/Jll E;
Y-E: First Pay: 2023-07-25; Registration: 144H/Opc A;
C: First Pay: 2023-07-25; Registration: 144V/Ddy U;
Y: First Pay: 2023-07-25; Registration: 144V/Uaq R;
T: First Pay: 2023-07-25; Registration: 144B/Pwf W;
J: First Pay: 2023-07-25; Registration: 144O/Ndj D;
U: First Pay: 2023-07-25; Registration: 144U/Gxk K;
G: First Pay: 2023-07-25; Registration: 144L/Pni Y;
S: First Pay: 2023-07-25; Registration: 144P/Ncc A;
Deal Comments
Qmk Knww Vwwhmgd 2.00
Cut-Off Balance ($mm)
826.861348
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-H | FVR | 15.989 | 1.50 | 4.32 | OZ | - | JJJ | - | - | 23.49% | - | Vtrxptes | WJHU | 295v | 295 | 1iTVMG+288 | - | 21.49000 |
| Y | NSB | 61.600 | 3.10 | 8.81 | BO | - | SS- | - | - | 65.81% | - | Lfjrlzsg | SQLU | 360l | 360 | 1pSPDP+353 | - | 72.21000 |
| N | MFZ | 23.101 | 2.86 | 7.64 | PG | - | PPP- | - | - | 70.20% | - | Ozdzeoxn | ISWE | 610v | 610 | 1bNOEO+603 | - | 97.65000 |
| F | WLE | 74.279 | 1.37 | 4.89 | DU | - | K- | - | - | 57.13% | - | Wpmjhtcz | BZKQ | 435w | 435 | 1bVAYK+428 | - | 87.23000 |
| C | CVZ | 75.238 | 6.99 | 1.15 | YJ | - | A- | - | - | 49.50% | - | - | - | - | - | - | - | Retained |
| H | TCU | 590.896 | 1.13 | 9.76 | Tgg | - | UUU | - | - | 44.00% | - | Svfpvpqx | SJHV | 245e | 245 | 1bPWYE+237 | - | 62.54000 |
| W | BUR | 35.352 | 7.69 | 3.43 | IU | - | CC- | - | - | 24.31% | - | - | - | - | - | - | - | Retained |
| V | FJQ | 96.636 | - | - | DT | - | GB | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| I | JAV | 94.250 | 8.70 | 4.13 | FE | - | QQQ | - | - | 89.44% | - | Aycehkij | PNNV | 535a | 535 | 1zIHYO+528 | - | 29.90000 |
Tranche Comments
H: First Pay: 2023-02-25; Registration: 144N/Gul H;
P-H: First Pay: 2023-02-25; Registration: 144N/Hby A;
Y: First Pay: 2023-02-25; Registration: 144O/Zpm O;
F: First Pay: 2023-02-25; Registration: 144J/Anc V;
I: First Pay: 2023-02-25; Registration: 144B/Mmi U;
N: First Pay: 2023-02-25; Registration: 144C/Njs D;
W: First Pay: 2023-02-25; Registration: 144H/Xyq E;
C: First Pay: 2023-02-25; Registration: 144O/Lko B;
V: First Pay: 2023-02-25; Registration: 144N/Cyj H;
Cut-Off Balance ($mm)
378.31835
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZMX | 57.360 | 4.51 | 6.50 | GZ | - | - | - | II- | 49.67% | - | Wpsjpack | IGFW | - | - | 1uPVFJ+600 | - | Retained |
| O | ABM | 809.527 | 1.48 | 4.56 | Jss | - | - | - | KKK | 23.77% | - | Kjcfwfbx | HXIH | 275f | 275 | 1wEEPR+255 | - | 14.44000 |
| D | PIC | 35.950 | 4.66 | 8.88 | VG | - | - | - | GGG | 66.90% | - | Lxpssojj | IIPE | - | - | 1aIHKO+485 | - | Retained |
| J | CNL | 68.174 | 3.14 | 4.70 | UO | - | - | - | A- | 98.82% | - | Eqvrctnt | CVNA | 445z | 445 | 1iEWNB+427 | - | 44.11000 |
| Z-Z | PPM | 49.614 | 2.30 | 8.23 | HA | - | - | - | GGG | 18.00% | - | Skevtyni | WBQI | 325y | 325 | 1jZCCT+307 | - | 32.15000 |
| E | JIQ | 20.349 | - | - | LU | - | - | - | BB | 4.00% | - | - | - | - | - | - | - | Retained |
| K | JUO | 60.771 | 4.86 | 5.11 | EK | - | - | - | JJ- | 78.15% | - | Mzwdckku | QGBK | 380b | 380 | 1sADNV+362 | - | 65.34000 |
| K | BLD | 60.636 | 8.39 | 5.39 | ID | - | - | - | F- | 30.85% | - | Upvysazb | VTLX | - | - | 1aGVDJ+700 | - | Retained |
| K | XFX | 89.565 | 4.82 | 5.82 | GX | - | - | - | NNN- | 17.50% | - | Zsopftxn | EKNU | - | - | 1vUOQW+535 | - | Retained |
Tranche Comments
O: First Pay: 2022-11-25; Registration: 144O/Fce V;
Z-Z: First Pay: 2022-11-25; Registration: 144Y/Ebs S;
K: First Pay: 2022-11-25; Registration: 144U/Vby F;
J: First Pay: 2022-11-25; Registration: 144F/Pyx V;
D: First Pay: 2022-11-25; Registration: 144N/Uzb F;
K: First Pay: 2022-11-25; Registration: 144F/Deg W;
U: First Pay: 2022-11-25; Registration: 144V/Ozr R;
K: First Pay: 2022-11-25; Registration: 144J/Mlm C;
E: First Pay: 2022-11-25; Registration: 144J/Qsn A;
Risk Retention
HC - Myao UH/HY - Mya
Cut-Off Balance ($mm)
835.51781
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-X | KPX | 62.961 | 3.58 | 4.81 | YC | - | - | VVV | - | 10.61% | - | Lqqreywm | UNZU | 330z | 330 | 1lWNPU+311 | - | 90.80000 |
| K | TZX | 472.899 | 3.60 | 9.98 | Mll | - | - | LLL | - | 73.91% | - | Vcuktlxw | QINZ | 270q | 270 | 1dIEVD+247 | - | 46.80000 |
| N | BCQ | 25.662 | 2.76 | 1.70 | FG | - | - | XX (X) | - | 42.20% | - | Tuzcjfpo | JWFS | 380e | 380 | 1aNNNN+361 | - | 49.40000 |
| Y | CFC | 33.704 | 9.95 | 9.20 | KM | - | - | F (N) | - | 87.34% | - | Kcsumvux | SICZ | 450e | 450 | 1iDQVV+431 | - | 26.50000 |
| I | RKE | 10.644 | - | - | ZF | - | - | TK | - | 3.00% | - | - | - | - | - | - | - | Retained |
| S | MGB | 41.314 | 8.29 | 4.59 | AQ | - | - | GGG | - | 73.50% | - | Nhqsaofh | NBBC | 525c | 525 | 1aZJSB+506 | - | 27.20000 |
| L | EFF | 16.400 | 3.25 | 5.82 | MU | - | - | XX (M) | - | 27.62% | - | - | - | - | - | - | - | Retained |
| A | JXW | 35.139 | 1.15 | 4.20 | FG | - | - | OOO (X) | - | 88.91% | - | Vxeoshkf | ZGGJ | 580p | 580 | 1fSKJO+560 | - | 24.90000 |
| X | RJG | 78.510 | 6.92 | 7.45 | FA | - | - | D (E) | - | 6.99% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144C/Cag E;
G-X: Registration: 144B/Tfy M;
N: Registration: 144P/Hbk D;
Y: Registration: 144J/Lhh U;
S: Registration: 144H/Cvx J;
A: Registration: 144Z/Amw O;
L: Registration: 144D/Nkh Y;
X: Registration: 144Q/Nuc R;
I: Registration: 144D/Tmv Y;
Cut-Off Balance ($mm)
229.723573
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HAN | 846.321 | 2.64 | 7.69 | Xmm | - | - | MMM | - | 81.58% | - | Mwmvqjzf | CGTJ | 155s | 165 | NUXD+165 | - | 449.00000 |
| T | EWP | 860.134 | - | - | CT | - | - | PB | - | 8.00% | - | - | - | - | - | - | - | Retained |
| A | XUL | 91.895 | 2.70 | 4.20 | JF | - | - | Y (R) | - | 12.00% | - | Nzyaqohv | SUJT | 265t | 300 | UXNS+300 | - | 848.00000 |
| S | IUV | 34.931 | 8.24 | 1.60 | YA | - | - | RR (M) | - | 79.00% | - | - | - | - | - | - | - | Retained |
| W-A | CHU | 74.500 | 8.20 | 5.10 | MS | - | - | LLL | - | 69.47% | - | Dqwsjofp | BQFY | 200i | 210 | VQWV+210 | - | 155.00000 |
| X | OLG | 89.222 | 5.22 | 7.30 | NQ | - | - | O (M) | - | 3.66% | - | - | - | - | - | - | - | Retained |
| J | VZF | 58.590 | 8.73 | 2.90 | ZM | - | - | AAA | - | 66.00% | - | Bqoyhctl | VQQE | 325t | 370 | NMHY+370 | - | 683.00000 |
| L | OLZ | 53.396 | 1.29 | 4.10 | MT | - | - | GGG (U) | - | 21.50% | - | Eykvbibu | TLNO | 400q | 425 | QWPP+425 | - | 140.00000 |
| K | LYG | 86.170 | 2.60 | 4.50 | YU | - | - | VV (S) | - | 64.70% | - | Dqekuwfm | AATG | 240r | 265 | JALS+265 | - | 689.00000 |
Tranche Comments
R: Registration: 144K/Jix G;
W-A: Registration: 144J/Chn E;
K: Registration: 144X/Wfb R;
A: Registration: 144K/Tiq F;
J: Registration: 144B/Cil D;
L: Registration: 144W/Hrf Q;
S: Registration: 144O/Pqv Q;
X: Registration: 144J/Xlm P;
T: Registration: 144O/Yow S;
Cut-Off Balance ($mm)
8696
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-C | RYR | 36.693 | 9.77 | 3.43 | CP | - | - | HHH | - | 57.53% | - | Sdycmkkp | 1bQ | 155m | 150 | 1aC+150 | - | 817.00000 |
| N | EBA | 21.836 | 3.55 | 3.60 | OK | - | - | OOO (O) | - | 12.33% | - | Jeqflulx | 1uV | 340m | 340 | 1eM+340 | - | 110.00000 |
| E | BZL | 97.464 | - | - | NO | - | - | SN | - | - | - | - | - | - | - | - | - | Retained |
| V | NJC | 29.599 | 8.97 | 5.17 | MX | - | - | NN (R) | - | 14.42% | - | - | - | - | - | - | - | Retained |
| R | BIC | 331.695 | 6.20 | 8.73 | Ojj | - | - | YYY | - | 16.50% | - | Ysykoldm | 1tR | 125d | 120 | 1zQ+120 | - | 772.00000 |
| H | IQA | 55.600 | 9.90 | 3.33 | AM | - | - | C (D) | - | 50.25% | - | Rclxeqwi | 1fO | 225g | 220 | 1kB+220 | - | 439.00000 |
| V | XLX | 70.453 | 3.50 | 4.62 | OI | - | - | OOO | - | 17.88% | - | Fmvzdbkj | 1fG | 295r | 295 | 1bA+295 | - | 603.00000 |
| J | FYW | 89.440 | 3.41 | 7.10 | WZ | - | - | B (W) | - | 4.88% | - | - | - | - | - | - | - | Retained |
| J | XYX | 94.530 | 4.25 | 6.60 | SC | - | - | VV (G) | - | 27.66% | - | Vlkokjxj | 1bU | 185m | 180 | 1bF+180 | - | 900.00000 |
Tranche Comments
R: Registration: 144L/Iof R;
W-C: Registration: 144T/Osj I;
J: Registration: 144Y/Olq V;
H: Registration: 144B/Pef B;
V: Registration: 144F/Tll G;
N: Registration: 144X/Vwf K;
V: Registration: 144Y/Mjx A;
J: Registration: 144Z/Lai X;
E: Registration: 144H/Acm Y;
Cut-Off Balance ($mm)
118.334380
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WMO | 83.800 | 9.59 | 9.96 | KX | - | - | O (L) | - | 78.23% | - | Afwoldjh | 1mS | 200x | 190 | 1dQ+190 | - | 379.00000 |
| I | BGD | 35.414 | 1.39 | 4.42 | FB | - | - | CCC (K) | - | 91.38% | - | Oflsldam | 1vJ | 300d | 290 | 1lV+290 | - | 727.00000 |
| W-S | UUY | 50.178 | 8.95 | 1.22 | ZU | - | - | WWW | - | 61.97% | - | Qhxqrpsi | 1xB | 130x | 120 | 1uD+120 | - | 328.00000 |
| R | IWV | 82.217 | 2.70 | 5.37 | DF | - | - | GG (Z) | - | 60.00% | - | Czjbqhkv | 1fE | 170n | 160 | 1sK+160 | - | 961.00000 |
| L | USC | 641.904 | 7.96 | 1.98 | Hoo | - | - | RRR | - | 40.00% | - | Qvxhtlqy | 1qP | 98w | 95 | 1sW+95 | - | 533.00000 |
| J | FNM | 91.234 | 4.67 | 2.22 | AV | - | - | EE (W) | - | 52.95% | - | - | - | - | - | - | - | Retained |
| V | FYP | 51.900 | 4.38 | 5.29 | IG | - | - | P (F) | - | 1.12% | - | - | - | - | - | - | - | Retained |
| S | EMH | 90.502 | - | - | MB | - | - | NY | - | - | - | - | - | - | - | - | - | Retained |
| G | LWG | 52.470 | 6.17 | 6.71 | KO | - | - | HHH | - | 47.80% | - | Wmfvdwua | 1xZ | 250v | 240 | 1jG+240 | - | 375.00000 |
Tranche Comments
L: Registration: 144I/Oxi F;
W-S: Registration: 144J/Ney F;
R: Registration: 144U/Kqm P;
J: Registration: 144X/Puc T;
G: Registration: 144C/Kzq S;
I: Registration: 144M/Fpy F;
J: Registration: 144H/Ryw V;
V: Registration: 144N/Pih V;
S: Registration: 144X/Quv Y;
Collateral
100% Ftqjo-Ytbl Srqoovobj vlw Tvqt Tvjjt jvqotbtjvotrl tlobqbjoj
Cut-Off Balance ($mm)
411.235954
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VZM | 450.501 | 7.40 | 6.95 | Hdd | - | - | - | NNN | 61.95% | - | Mdzpwelj | 1dI | - | 100 | 1eM+100 | - | 354.00000 |
| D | WSQ | 44.936 | 9.70 | 9.70 | KM | - | - | - | M- | 71.86% | - | Yvvrjtua | 1zO | - | 225 | 1nH+225 | - | 479.00000 |
| T | RJB | 42.141 | 9.10 | 7.20 | OH | - | - | - | DDD- | 61.15% | - | Leqryiyy | 1xQ | - | 375 | 1lD+375 | - | 268.00000 |
| W-A | JMF | 95.700 | 5.23 | 9.24 | SH | - | - | - | HHH | 71.42% | - | Zceesvql | 1dT | - | 130 | 1oU+130 | - | 110.00000 |
| W | PLY | 69.800 | 7.30 | 3.61 | EL | - | - | - | PP- | 52.25% | - | Qmqybejy | 1rX | - | 175 | 1mP+175 | - | 579.00000 |
| D | IKH | 38.990 | 8.50 | 3.50 | IM | - | - | - | CCC | 49.95% | - | Nyhvejvy | 1eT | - | 300 | 1wL+300 | - | 882.00000 |
Tranche Comments
G: Registration: 144Q/Csi F;
W-A: Registration: 144N/Upx N;
W: Registration: 144X/Nnz Y;
D: Registration: 144B/Lan E;
D: Registration: 144D/Ncv R;
T: Registration: 144H/Qly T;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-C | GJU | 12.950 | 5.34 | 7.10 | XP | - | - | CCC | - | 95.80% | - | Hhodkohj | 1wN | 310 | 310 | 1cM+310 | - | 217.00000 |
| H | LVX | 59.420 | 2.86 | 9.27 | TG | - | - | B (S) | - | 52.00% | - | Cwjruqsa | 1wT | 475 | 475 | 1vL+475 | - | 308.00000 |
| M | MIG | 535.103 | 2.10 | 4.68 | Qyy | - | - | NNN | - | 27.00% | - | Kyzfkpyx | 1xK | 215 | 215 | 1uU+215 | - | 479.00000 |
| O | OMH | 16.445 | 4.12 | 5.30 | XE | - | - | SS (A) | - | 86.23% | - | Oyjopfvm | 1jH | 385 | 385 | 1pJ+385 | - | 308.00000 |
Tranche Comments
M: Registration: 144Q/Yhm I;
I-C: Registration: 144L/Nvb M;
O: Registration: 144Z/Lrd Z;
H: Registration: 144B/Xlx Y;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BLK | 63.704 | 2.46 | - | OF | - | - | BBB (A) | - | - | - | Dxmlwhnt | 1bT | - | 290 | 1xX+290 | - | 926.00000 |
| J | ZZZ | 346.366 | 1.38 | - | Wrr | - | - | KKK | - | - | - | Yvblsudp | 1gJ | - | 100 | 1eS+100 | - | 997.00000 |
| B-Y | HVB | 30.227 | 8.67 | - | VD | - | - | LLL | - | - | - | Gmlvkbnu | 1mS | - | 145 | 1tX+145 | - | 919.00000 |
| Z | CLQ | 67.450 | 4.81 | - | CG | - | - | WW (E) | - | - | - | Fwbyuzjx | 1nE | - | 165 | 1eD+165 | - | 478.00000 |
| P | YZA | 61.392 | 5.81 | - | BR | - | - | Q (O) | - | - | - | Ootasotd | 1vL | - | 205 | 1xY+205 | - | 987.00000 |