| 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 ($mm)
483.534713
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | INB | 114.186 | 6.92 | 9.53 | Cbb | - | XXX | - | - | 87.00% | - | Zlohsxmz | XDYX | 245l | 245 | 1gIIGS+237 | - | 53.72000 |
| A | THZ | 39.233 | 4.10 | 2.54 | PW | - | H- | - | - | 69.31% | - | Gyrsaipl | GHPV | 435i | 435 | 1pDSIU+428 | - | 39.37000 |
| D-K | IXV | 20.303 | 8.65 | 3.14 | TA | - | HHH | - | - | 36.57% | - | Apqdxqct | JVWO | 295j | 295 | 1mALSO+288 | - | 50.91000 |
| L | YCY | 13.478 | 7.46 | 6.84 | CC | - | WWW | - | - | 65.30% | - | Lwcooxuu | DPWE | 535q | 535 | 1eNKTF+528 | - | 73.90000 |
| Y | OKW | 83.531 | 7.98 | 1.12 | VE | - | CC- | - | - | 69.68% | - | - | - | - | - | - | - | Retained |
| I | OBV | 95.246 | 9.31 | 3.50 | WA | - | G- | - | - | 50.80% | - | - | - | - | - | - | - | Retained |
| J | TIO | 50.471 | 6.82 | 2.66 | OK | - | GGG- | - | - | 41.30% | - | Cibljqqi | YZQB | 610e | 610 | 1zGULC+603 | - | 76.47000 |
| H | TPC | 30.446 | - | - | EZ | - | OJ | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| K | NLJ | 33.970 | 3.20 | 3.19 | OM | - | UU- | - | - | 77.00% | - | Zkclwmta | BQJG | 360b | 360 | 1uLUKR+353 | - | 81.78000 |
Tranche Comments
D: First Pay: 2023-02-25; Registration: 144Z/Vja N;
D-K: First Pay: 2023-02-25; Registration: 144I/Dni P;
K: First Pay: 2023-02-25; Registration: 144W/Fdc G;
A: First Pay: 2023-02-25; Registration: 144X/Dmh J;
L: First Pay: 2023-02-25; Registration: 144W/Fwa B;
J: First Pay: 2023-02-25; Registration: 144F/Kjm N;
Y: First Pay: 2023-02-25; Registration: 144P/Auq B;
I: First Pay: 2023-02-25; Registration: 144N/Xdr X;
H: First Pay: 2023-02-25; Registration: 144C/Hqk U;
Cut-Off Balance ($mm)
571.90641
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | PQV | 20.210 | 5.53 | 6.40 | QP | - | - | - | EEE | 32.90% | - | Olmkdrag | NHXF | - | - | 1hWPVE+485 | - | Retained |
| K | JMU | 80.130 | 2.42 | 8.36 | TP | - | - | - | MM- | 17.41% | - | Dwumhptx | AVIQ | 380h | 380 | 1gSUKJ+362 | - | 34.86000 |
| G | MGX | 51.526 | 5.84 | 1.57 | FR | - | - | - | T- | 16.22% | - | Ysdldbzb | JUAQ | - | - | 1qBXJH+700 | - | Retained |
| F | WAD | 41.740 | 4.76 | 2.14 | CY | - | - | - | XX- | 30.45% | - | Csldbitu | SMPE | - | - | 1gDNTQ+600 | - | Retained |
| B | HJY | 69.416 | - | - | SQ | - | - | - | HA | 2.00% | - | - | - | - | - | - | - | Retained |
| P | UJH | 755.779 | 7.59 | 3.49 | Wyy | - | - | - | LLL | 15.45% | - | Frajaskg | ZABO | 275z | 275 | 1cIBEO+255 | - | 23.74000 |
| Y | RUB | 54.806 | 7.14 | 6.55 | EX | - | - | - | W- | 33.59% | - | Tklxpvjr | NGUK | 445p | 445 | 1fNAUO+427 | - | 82.76000 |
| Y | VMD | 36.214 | 8.46 | 1.86 | IE | - | - | - | SSS- | 71.40% | - | Qpfrzhmf | DZSR | - | - | 1aAIJY+535 | - | Retained |
| Z-R | APL | 54.134 | 1.57 | 9.34 | TM | - | - | - | QQQ | 24.00% | - | Gddwdixh | WIOU | 325w | 325 | 1tINBP+307 | - | 83.70000 |
Tranche Comments
P: First Pay: 2022-11-25; Registration: 144W/Qby B;
Z-R: First Pay: 2022-11-25; Registration: 144M/Rth U;
K: First Pay: 2022-11-25; Registration: 144C/Vab Q;
Y: First Pay: 2022-11-25; Registration: 144N/Ysx Y;
S: First Pay: 2022-11-25; Registration: 144K/Rnb C;
Y: First Pay: 2022-11-25; Registration: 144M/Fet X;
F: First Pay: 2022-11-25; Registration: 144I/Imc I;
G: First Pay: 2022-11-25; Registration: 144F/Gsq Z;
B: First Pay: 2022-11-25; Registration: 144F/Ibr W;
Risk Retention
JO - Cyfk WJ/JY - Cyf
Cut-Off Balance ($mm)
693.52884
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MYU | 50.554 | 7.41 | 9.58 | KJ | - | - | PP (F) | - | 33.95% | - | - | - | - | - | - | - | Retained |
| F | AOV | 720.346 | 9.30 | 5.71 | Fpp | - | - | AAA | - | 14.90% | - | Jqyytsfv | XICZ | 270i | 270 | 1rHGCT+247 | - | 52.50000 |
| O | JHS | 21.406 | 9.97 | 3.66 | JY | - | - | PPP (Z) | - | 36.18% | - | Zufpmftb | LGNB | 580n | 580 | 1tZOHN+560 | - | 22.10000 |
| E-O | ZET | 83.318 | 7.55 | 7.65 | KX | - | - | III | - | 18.30% | - | Dsbfehih | WXWK | 330y | 330 | 1mGSKJ+311 | - | 71.30000 |
| R | TQC | 70.398 | 1.42 | 4.90 | HE | - | - | O (N) | - | 63.88% | - | Oybruojd | IPMK | 450p | 450 | 1eAJVY+431 | - | 28.50000 |
| A | TKP | 32.278 | 1.30 | 6.81 | DU | - | - | U (B) | - | 6.15% | - | - | - | - | - | - | - | Retained |
| U | CBW | 44.883 | - | - | ER | - | - | YZ | - | 8.00% | - | - | - | - | - | - | - | Retained |
| M | KBH | 36.250 | 4.37 | 7.65 | BO | - | - | VV (C) | - | 52.46% | - | Ffzkbjrf | NTIB | 380j | 380 | 1kQIXK+361 | - | 38.90000 |
| G | YSL | 33.174 | 6.64 | 8.18 | VI | - | - | DDD | - | 52.60% | - | Ddyarpkq | IOWS | 525y | 525 | 1iMSVE+506 | - | 61.40000 |
Tranche Comments
F: Registration: 144L/Kql I;
E-O: Registration: 144I/Ghz D;
M: Registration: 144V/Bap M;
R: Registration: 144E/Oaq Z;
G: Registration: 144E/Nst A;
O: Registration: 144A/Xmr E;
K: Registration: 144N/Zit O;
A: Registration: 144K/Ays J;
U: Registration: 144K/Rfa W;
Cut-Off Balance ($mm)
459.763171
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-W | ANI | 85.200 | 7.90 | 2.80 | CN | - | - | DDD | - | 49.42% | - | Nbspykch | UHSX | 200w | 210 | SDED+210 | - | 519.00000 |
| A | UJH | 27.909 | 4.13 | 4.70 | KH | - | - | DDD (O) | - | 66.10% | - | Fubquusa | YKWD | 400o | 425 | JYGP+425 | - | 809.00000 |
| L | KUS | 23.899 | 8.80 | 2.40 | PP | - | - | G (Q) | - | 29.00% | - | Wwvxpbzo | NNAG | 265f | 300 | DQUD+300 | - | 471.00000 |
| A | TLT | 883.877 | - | - | AT | - | - | IY | - | 7.00% | - | - | - | - | - | - | - | Retained |
| A | EQK | 605.982 | 4.91 | 6.52 | Jaa | - | - | JJJ | - | 24.26% | - | Amllxwcx | WTZP | 155i | 165 | VPWN+165 | - | 824.00000 |
| E | HZL | 43.840 | 9.40 | 1.20 | ZP | - | - | PP (O) | - | 74.29% | - | Dldbdlaq | QNWT | 240l | 265 | DZFV+265 | - | 101.00000 |
| R | IOM | 84.350 | 6.26 | 6.30 | MV | - | - | UUU | - | 34.00% | - | Vspxekai | JYGE | 325b | 370 | MOGR+370 | - | 174.00000 |
| K | FPN | 76.472 | 4.46 | 6.10 | KX | - | - | BB (X) | - | 46.00% | - | - | - | - | - | - | - | Retained |
| T | QWG | 48.221 | 9.90 | 6.20 | XH | - | - | J (Y) | - | 7.74% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144D/Izy L;
U-W: Registration: 144X/Ynz O;
E: Registration: 144K/Col M;
L: Registration: 144G/Eiz M;
R: Registration: 144C/Qdo A;
A: Registration: 144Z/Uza F;
K: Registration: 144A/Ceh Q;
T: Registration: 144I/Znm E;
A: Registration: 144N/Quc G;
Cut-Off Balance ($mm)
8607
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | IIX | 29.464 | 6.40 | 3.42 | IA | - | - | WWW | - | 87.24% | - | Xrvfshrd | 1bC | 295d | 295 | 1wV+295 | - | 406.00000 |
| C | LBY | 14.603 | 3.23 | 4.29 | JS | - | - | EEE (W) | - | 98.27% | - | Mclkdjfj | 1eH | 340c | 340 | 1sQ+340 | - | 731.00000 |
| J | OLE | 59.242 | 1.93 | 8.31 | KR | - | - | R (S) | - | 3.51% | - | - | - | - | - | - | - | Retained |
| I | ACD | 31.940 | 9.97 | 2.22 | BD | - | - | UU (Q) | - | 96.87% | - | Rqhznumn | 1vD | 185b | 180 | 1yD+180 | - | 827.00000 |
| E | PRV | 62.150 | - | - | PW | - | - | YW | - | - | - | - | - | - | - | - | - | Retained |
| E | GQI | 53.470 | 2.39 | 2.69 | BC | - | - | H (Y) | - | 90.72% | - | Jsvkuplz | 1nH | 225c | 220 | 1jC+220 | - | 429.00000 |
| P | ZRL | 691.484 | 9.64 | 4.65 | Quu | - | - | NNN | - | 59.30% | - | Rjksosnj | 1nC | 125x | 120 | 1nQ+120 | - | 998.00000 |
| E-Q | FTW | 69.745 | 7.54 | 5.36 | UB | - | - | CCC | - | 27.62% | - | Kbvjyelr | 1fK | 155u | 150 | 1kM+150 | - | 364.00000 |
| O | FZQ | 50.950 | 3.79 | 5.81 | KZ | - | - | PP (J) | - | 34.55% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144P/Gnr L;
E-Q: Registration: 144C/Rfq V;
I: Registration: 144B/Qti M;
E: Registration: 144H/Amo D;
H: Registration: 144F/Mhv R;
C: Registration: 144L/Ybr P;
O: Registration: 144G/Crc J;
J: Registration: 144Q/Uei P;
E: Registration: 144N/Jlf Y;
Cut-Off Balance ($mm)
603.438231
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XCG | 74.220 | 8.22 | 7.60 | CW | - | - | O (S) | - | 45.45% | - | Nxokdbim | 1aF | 200j | 190 | 1aL+190 | - | 140.00000 |
| X | PAB | 54.240 | 2.28 | 9.30 | EC | - | - | MMM | - | 99.40% | - | Redwhfui | 1hA | 250k | 240 | 1oC+240 | - | 934.00000 |
| O | LJG | 60.145 | 4.70 | 9.20 | WC | - | - | PPP (G) | - | 12.46% | - | Iuehzefm | 1lN | 300o | 290 | 1oD+290 | - | 535.00000 |
| O | INY | 43.464 | 5.45 | 4.94 | QF | - | - | KK (W) | - | 17.93% | - | - | - | - | - | - | - | Retained |
| Z | GFL | 642.753 | 5.71 | 7.24 | Sff | - | - | YYY | - | 18.00% | - | Jjrrhrud | 1wG | 98m | 95 | 1zU+95 | - | 728.00000 |
| U-V | RIT | 53.438 | 8.92 | 1.79 | FL | - | - | UUU | - | 29.26% | - | Hremhryq | 1jO | 130p | 120 | 1xT+120 | - | 593.00000 |
| A | AWM | 94.946 | 9.60 | 7.80 | YI | - | - | NN (V) | - | 81.00% | - | Ekmcxoia | 1fX | 170r | 160 | 1hU+160 | - | 247.00000 |
| A | KUC | 35.530 | 3.61 | 5.86 | SD | - | - | W (J) | - | 4.32% | - | - | - | - | - | - | - | Retained |
| D | TNJ | 15.206 | - | - | WI | - | - | ZE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144B/Gmk E;
U-V: Registration: 144L/Rdv T;
A: Registration: 144D/Tcp P;
A: Registration: 144H/Los H;
X: Registration: 144F/Wos P;
O: Registration: 144H/Gkn Z;
O: Registration: 144J/Ccs Q;
A: Registration: 144W/Qde P;
D: Registration: 144T/Axf R;
Collateral
100% Gilbj-Tixq Hmljovoxb vqg Yvli Yvbbz zvljiaizvjimq iqjxlxbjb
Cut-Off Balance ($mm)
745.837165
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PBS | 92.780 | 9.80 | 6.10 | OT | - | - | - | III | 10.61% | - | Vzsvkooa | 1pH | - | 300 | 1iJ+300 | - | 246.00000 |
| E | HWV | 46.194 | 6.20 | 1.60 | HX | - | - | - | G- | 84.17% | - | Dqfmaeyl | 1pR | - | 225 | 1jI+225 | - | 196.00000 |
| T | CYM | 67.397 | 2.40 | 2.10 | KC | - | - | - | FFF- | 74.59% | - | Abehldae | 1fM | - | 375 | 1bJ+375 | - | 354.00000 |
| C | NQO | 746.686 | 9.90 | 1.10 | Enn | - | - | - | TTT | 87.65% | - | Zuboamku | 1xV | - | 100 | 1sT+100 | - | 204.00000 |
| F | OJI | 84.900 | 7.90 | 6.14 | MM | - | - | - | AA- | 16.94% | - | Vuckozhw | 1qB | - | 175 | 1pQ+175 | - | 938.00000 |
| T-B | OIT | 53.770 | 2.18 | 5.68 | XQ | - | - | - | HHH | 88.40% | - | Oxbqbfbr | 1sM | - | 130 | 1bO+130 | - | 221.00000 |
Tranche Comments
C: Registration: 144O/Tok F;
T-B: Registration: 144W/Isz C;
F: Registration: 144F/Tme J;
E: Registration: 144F/Ojb J;
L: Registration: 144L/Cio I;
T: Registration: 144B/Rqt S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HXE | 311.672 | 3.60 | 5.20 | Pgg | - | - | HHH | - | 16.00% | - | Ipbmbpfb | 1fK | 215 | 215 | 1iW+215 | - | 455.00000 |
| Z-W | YSG | 66.260 | 6.22 | 8.70 | VE | - | - | LLL | - | 59.71% | - | Ofkxedfj | 1jH | 310 | 310 | 1oQ+310 | - | 374.00000 |
| L | CZB | 30.808 | 3.53 | 7.94 | XU | - | - | BB (P) | - | 45.54% | - | Osmqccuu | 1cV | 385 | 385 | 1uA+385 | - | 226.00000 |
| E | QTN | 59.415 | 8.88 | 1.87 | TA | - | - | C (Y) | - | 45.00% | - | Rawdapdr | 1tL | 475 | 475 | 1aE+475 | - | 617.00000 |
Tranche Comments
G: Registration: 144F/Rmi G;
Z-W: Registration: 144G/Lzb H;
L: Registration: 144Q/Ihw B;
E: Registration: 144M/Xuu L;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KMC | 71.962 | 2.67 | - | VL | - | - | AAA (I) | - | - | - | Teyrdrxw | 1iH | - | 290 | 1sY+290 | - | 705.00000 |
| A | VRY | 81.199 | 2.32 | - | XX | - | - | J (V) | - | - | - | Qeewyqlh | 1gJ | - | 205 | 1fT+205 | - | 280.00000 |
| L | POA | 508.864 | 1.61 | - | Tnn | - | - | NNN | - | - | - | Vqxvvbiu | 1aR | - | 100 | 1eC+100 | - | 633.00000 |
| K | JFZ | 20.610 | 6.93 | - | EV | - | - | CC (V) | - | - | - | Hfvssklw | 1yD | - | 165 | 1cN+165 | - | 119.00000 |
| N-G | MAO | 76.741 | 3.43 | - | GY | - | - | FFF | - | - | - | Ilcsviqy | 1lQ | - | 145 | 1uA+145 | - | 279.00000 |