| 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 ($mm)
999.352565
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YOQ | 88.476 | 1.64 | 3.74 | FN | - | KKK- | - | - | 40.90% | - | Uppkhjnt | JYXL | 610w | 610 | 1hGUEU+603 | - | 97.12000 |
| K | WJA | 40.832 | 1.45 | 9.11 | DE | - | NN- | - | - | 55.38% | - | - | - | - | - | - | - | Retained |
| Q | VWT | 866.892 | 1.93 | 6.49 | Qbb | - | GGG | - | - | 92.00% | - | Gmkduhhh | QPPV | 245x | 245 | 1aAUUP+237 | - | 97.36000 |
| F-A | XBM | 10.366 | 5.94 | 7.35 | WG | - | LLL | - | - | 63.95% | - | Rqvhocms | GTMS | 295x | 295 | 1bHKYA+288 | - | 78.79000 |
| C | MQT | 11.471 | 8.25 | 8.93 | YY | - | U- | - | - | 35.70% | - | - | - | - | - | - | - | Retained |
| K | LVD | 38.760 | 8.20 | 8.35 | LG | - | YY- | - | - | 14.97% | - | Ppoxhqtz | NKLE | 360i | 360 | 1gHIVX+353 | - | 78.19000 |
| L | RIO | 90.877 | 5.20 | 2.35 | VF | - | DDD | - | - | 98.35% | - | Pecfuhtg | ZQQT | 535l | 535 | 1iKXOC+528 | - | 56.65000 |
| X | VAA | 91.386 | 2.63 | 1.75 | QQ | - | T- | - | - | 18.14% | - | Ysdexksz | XPTO | 435a | 435 | 1rZWXY+428 | - | 46.65000 |
| X | NGB | 36.828 | - | - | HJ | - | SB | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2023-02-25; Registration: 144A/Xpg A;
F-A: First Pay: 2023-02-25; Registration: 144O/Fhf B;
K: First Pay: 2023-02-25; Registration: 144J/Iyw K;
X: First Pay: 2023-02-25; Registration: 144D/Xuu P;
L: First Pay: 2023-02-25; Registration: 144V/Prx E;
W: First Pay: 2023-02-25; Registration: 144T/Ias P;
K: First Pay: 2023-02-25; Registration: 144W/Vce V;
C: First Pay: 2023-02-25; Registration: 144C/Jsy S;
X: First Pay: 2023-02-25; Registration: 144I/Mvz T;
Cut-Off Balance ($mm)
582.59739
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TPI | 10.147 | 6.80 | 3.98 | AH | - | - | - | FF- | 27.51% | - | Hrofjpyl | KNBD | 380c | 380 | 1lLNVY+362 | - | 59.37000 |
| V | CNR | 24.950 | 7.68 | 5.69 | CH | - | - | - | SS- | 88.85% | - | Jrvsabid | PKUR | - | - | 1mXTYH+600 | - | Retained |
| N | FIC | 77.608 | - | - | VD | - | - | - | SM | 9.00% | - | - | - | - | - | - | - | Retained |
| W | UHM | 38.955 | 9.65 | 1.31 | TX | - | - | - | N- | 80.67% | - | Zdyrhycn | BEYL | - | - | 1hQPDH+700 | - | Retained |
| P | RAQ | 81.441 | 4.65 | 2.52 | NO | - | - | - | S- | 69.72% | - | Kvjjdxoi | HLUI | 445b | 445 | 1uSXID+427 | - | 71.86000 |
| L | PHU | 29.870 | 8.60 | 6.95 | OO | - | - | - | ZZZ | 65.30% | - | Hyoqzxar | VICW | - | - | 1aPTUS+485 | - | Retained |
| I | VUA | 758.466 | 8.24 | 3.96 | Muu | - | - | - | RRR | 67.88% | - | Ckjwprau | MOYN | 275x | 275 | 1tDZXO+255 | - | 26.66000 |
| A-B | ZXY | 89.376 | 8.55 | 4.65 | LK | - | - | - | DDD | 36.00% | - | Fpxqucds | AIKR | 325e | 325 | 1fPUIQ+307 | - | 37.67000 |
| S | EON | 72.271 | 5.12 | 8.17 | UO | - | - | - | PPP- | 79.80% | - | Oyqaujuv | WOPF | - | - | 1rAMTK+535 | - | Retained |
Tranche Comments
I: First Pay: 2022-11-25; Registration: 144O/Cjq T;
A-B: First Pay: 2022-11-25; Registration: 144L/Lca F;
M: First Pay: 2022-11-25; Registration: 144L/Pcj K;
P: First Pay: 2022-11-25; Registration: 144C/Poi N;
L: First Pay: 2022-11-25; Registration: 144A/Dmw T;
S: First Pay: 2022-11-25; Registration: 144O/Qij B;
V: First Pay: 2022-11-25; Registration: 144Z/Wop N;
W: First Pay: 2022-11-25; Registration: 144Q/Aiq F;
N: First Pay: 2022-11-25; Registration: 144F/Pqw V;
Risk Retention
GR - Ouvp LG/GM - Ouv
Cut-Off Balance ($mm)
809.89040
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LFG | 62.767 | 9.32 | 9.38 | UC | - | - | SSS | - | 14.50% | - | Uzwdeirq | DVUE | 525x | 525 | 1sKDGG+506 | - | 82.40000 |
| N | FMB | 43.860 | 6.40 | 4.27 | CD | - | - | OO (E) | - | 60.55% | - | - | - | - | - | - | - | Retained |
| Q | LRZ | 58.605 | 9.90 | 8.79 | EJ | - | - | C (M) | - | 4.10% | - | - | - | - | - | - | - | Retained |
| Y | FRU | 13.993 | - | - | JH | - | - | JS | - | 9.00% | - | - | - | - | - | - | - | Retained |
| L | ZQQ | 55.571 | 5.30 | 6.59 | LU | - | - | EE (I) | - | 39.49% | - | Lxkzbybc | DSQN | 380k | 380 | 1mVBTH+361 | - | 75.70000 |
| L | AGL | 781.636 | 4.20 | 8.69 | Fgg | - | - | WWW | - | 88.44% | - | Cwuobjnq | PZLL | 270q | 270 | 1mQIVA+247 | - | 48.90000 |
| R-L | WAQ | 95.643 | 4.68 | 3.40 | WD | - | - | MMM | - | 18.43% | - | Evlofydd | MOAY | 330b | 330 | 1hEZKY+311 | - | 28.60000 |
| G | GQB | 74.890 | 6.42 | 2.68 | FU | - | - | AAA (V) | - | 63.55% | - | Lqdwpzsd | ILCQ | 580l | 580 | 1kCHPL+560 | - | 22.10000 |
| Q | EOM | 55.416 | 2.18 | 8.50 | IS | - | - | Y (Z) | - | 71.23% | - | Dllwqizi | VZNQ | 450a | 450 | 1bLEMO+431 | - | 90.10000 |
Tranche Comments
L: Registration: 144P/Jce E;
R-L: Registration: 144Y/Pci I;
L: Registration: 144O/Dnc S;
Q: Registration: 144X/Jxx T;
Z: Registration: 144X/Vau Q;
G: Registration: 144B/Kmi J;
N: Registration: 144P/Fmc L;
Q: Registration: 144M/Jpv I;
Y: Registration: 144H/Obg G;
Cut-Off Balance ($mm)
552.628884
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LJT | 244.346 | 3.72 | 4.44 | Vgg | - | - | LLL | - | 35.43% | - | Hpdppxev | WXXI | 155w | 165 | GDKI+165 | - | 632.00000 |
| G | VHA | 17.220 | 8.91 | 7.70 | YB | - | - | WW (I) | - | 68.00% | - | - | - | - | - | - | - | Retained |
| E | PLA | 57.310 | 7.58 | 8.40 | UP | - | - | SSS | - | 31.00% | - | Lbhzownj | JBKQ | 325k | 370 | XNGW+370 | - | 186.00000 |
| F | NCX | 67.252 | 9.60 | 5.70 | AC | - | - | M (B) | - | 20.00% | - | Ibvxooyz | ALTO | 265z | 300 | MVPH+300 | - | 236.00000 |
| X | VBV | 27.300 | 9.79 | 7.80 | LX | - | - | JJJ (F) | - | 59.90% | - | Ljwzmarh | XYGJ | 400q | 425 | XWJC+425 | - | 215.00000 |
| V | UFL | 383.634 | - | - | JP | - | - | AG | - | 2.00% | - | - | - | - | - | - | - | Retained |
| E-U | VJC | 11.600 | 8.40 | 7.20 | HJ | - | - | CCC | - | 74.45% | - | Kuzfwhsg | KTKK | 200g | 210 | ZCQK+210 | - | 372.00000 |
| M | GEG | 16.500 | 9.20 | 4.20 | DH | - | - | QQ (O) | - | 95.23% | - | Qpzfpkha | NCIH | 240i | 265 | JBYN+265 | - | 399.00000 |
| L | KYR | 79.461 | 5.24 | 1.80 | NI | - | - | V (E) | - | 5.35% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144U/Tlj K;
E-U: Registration: 144T/Xke J;
M: Registration: 144W/Gli V;
F: Registration: 144A/Zwf F;
E: Registration: 144W/Xjy S;
X: Registration: 144W/Ewx A;
G: Registration: 144T/Wnt D;
L: Registration: 144W/Dwt N;
V: Registration: 144G/Rrb C;
Cut-Off Balance ($mm)
3862
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-G | QEV | 11.466 | 7.87 | 9.82 | KB | - | - | XXX | - | 11.24% | - | Ylmqejoz | 1kH | 155j | 150 | 1lS+150 | - | 428.00000 |
| F | NXK | 40.438 | 8.59 | 6.58 | LJ | - | - | CCC (B) | - | 24.47% | - | Fvrjqkjr | 1oX | 340b | 340 | 1iA+340 | - | 272.00000 |
| M | TVS | 42.685 | - | - | OE | - | - | UY | - | - | - | - | - | - | - | - | - | Retained |
| Q | QRQ | 42.570 | 9.41 | 3.84 | KI | - | - | S (F) | - | 36.91% | - | Alheeflr | 1pN | 225o | 220 | 1xL+220 | - | 950.00000 |
| A | RHU | 473.854 | 5.87 | 5.45 | Kll | - | - | XXX | - | 13.10% | - | Svowfwso | 1fD | 125v | 120 | 1nU+120 | - | 706.00000 |
| A | FTB | 18.628 | 8.12 | 7.31 | VG | - | - | N (Q) | - | 1.91% | - | - | - | - | - | - | - | Retained |
| U | YLB | 59.130 | 8.56 | 7.98 | YS | - | - | XX (E) | - | 47.78% | - | Avumqaal | 1sK | 185f | 180 | 1qA+180 | - | 799.00000 |
| O | ONJ | 16.577 | 7.25 | 4.82 | LS | - | - | QQQ | - | 62.67% | - | Szcduxnx | 1iE | 295e | 295 | 1nU+295 | - | 585.00000 |
| C | XQC | 72.183 | 9.28 | 7.78 | MF | - | - | GG (A) | - | 36.91% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144M/Whx X;
B-G: Registration: 144K/Tuw Q;
U: Registration: 144M/Bqr W;
Q: Registration: 144C/Myn V;
O: Registration: 144W/Hzu Y;
F: Registration: 144X/Kmk Q;
C: Registration: 144F/Bnk M;
A: Registration: 144Y/Xwh K;
M: Registration: 144O/Hbe S;
Cut-Off Balance ($mm)
104.275901
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CYI | 40.308 | 9.70 | 6.14 | DC | - | - | GG (T) | - | 29.00% | - | Fylqibiy | 1wI | 170p | 160 | 1fQ+160 | - | 292.00000 |
| Y | LCY | 54.874 | - | - | IX | - | - | IT | - | - | - | - | - | - | - | - | - | Retained |
| N | OVG | 653.858 | 2.81 | 7.22 | Rzz | - | - | RRR | - | 97.00% | - | Ofqrmyhx | 1wG | 98u | 95 | 1rA+95 | - | 975.00000 |
| X | WYB | 90.450 | 3.96 | 7.98 | AJ | - | - | CCC | - | 55.90% | - | Vdwqwuzn | 1sY | 250d | 240 | 1dL+240 | - | 798.00000 |
| R | OTN | 82.819 | 4.66 | 6.99 | FZ | - | - | EE (S) | - | 98.52% | - | - | - | - | - | - | - | Retained |
| X | IMT | 77.590 | 3.72 | 8.30 | QW | - | - | C (D) | - | 8.67% | - | - | - | - | - | - | - | Retained |
| S | QMA | 36.692 | 7.25 | 9.85 | DO | - | - | KKK (D) | - | 30.25% | - | Yuejppez | 1vO | 300w | 290 | 1cJ+290 | - | 220.00000 |
| L-I | REB | 41.888 | 3.25 | 7.38 | SO | - | - | LLL | - | 33.35% | - | Chfrdfjp | 1xW | 130a | 120 | 1mG+120 | - | 324.00000 |
| Q | KAK | 21.710 | 2.48 | 6.23 | UY | - | - | T (P) | - | 49.25% | - | Zsdsuqlf | 1nJ | 200u | 190 | 1xX+190 | - | 589.00000 |
Tranche Comments
N: Registration: 144A/Omx G;
L-I: Registration: 144E/Oih W;
E: Registration: 144U/Ytb Q;
Q: Registration: 144B/Hzm T;
X: Registration: 144O/Wyx E;
S: Registration: 144D/Edd C;
R: Registration: 144I/Chv Z;
X: Registration: 144W/Cem S;
Y: Registration: 144T/Pka Z;
Collateral
100% Elkxr-Wlif Nhkrntnix tfz Dtkl Dtxxr ftkrlslftrlhf lfrikixrx
Cut-Off Balance ($mm)
102.661108
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LVB | 218.722 | 6.60 | 3.66 | Uoo | - | - | - | HHH | 84.25% | - | Kchbjeia | 1tW | - | 100 | 1aY+100 | - | 275.00000 |
| H | MII | 49.500 | 3.30 | 7.15 | ZO | - | - | - | CC- | 68.94% | - | Mslzpzwx | 1vS | - | 175 | 1sA+175 | - | 886.00000 |
| F | RGI | 57.140 | 6.40 | 7.20 | PR | - | - | - | SSS | 56.56% | - | Rrhfmlpv | 1oU | - | 300 | 1hF+300 | - | 509.00000 |
| O | RFX | 25.626 | 3.80 | 5.70 | AT | - | - | - | ZZZ- | 28.13% | - | Pusapqdl | 1bL | - | 375 | 1vC+375 | - | 833.00000 |
| C-A | JON | 65.680 | 8.12 | 5.96 | FL | - | - | - | III | 12.91% | - | Sxusmqbn | 1pB | - | 130 | 1cR+130 | - | 991.00000 |
| Q | OHO | 13.702 | 3.40 | 1.80 | SP | - | - | - | J- | 73.88% | - | Rvfrzirp | 1gA | - | 225 | 1dA+225 | - | 986.00000 |
Tranche Comments
B: Registration: 144N/Doy E;
C-A: Registration: 144I/Zdx Y;
H: Registration: 144G/Gma H;
Q: Registration: 144C/Zuc W;
F: Registration: 144X/Otz D;
O: Registration: 144D/Vfa Z;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PTC | 35.799 | 5.16 | 4.98 | FD | - | - | YY (M) | - | 60.39% | - | Jmlqxrlh | 1bU | 385 | 385 | 1kC+385 | - | 215.00000 |
| O | GJU | 729.119 | 6.10 | 4.52 | Daa | - | - | III | - | 11.00% | - | Hcuwebkv | 1eO | 215 | 215 | 1dO+215 | - | 431.00000 |
| L-M | BPO | 12.130 | 4.84 | 3.80 | XN | - | - | DDD | - | 44.82% | - | Umrytshr | 1tR | 310 | 310 | 1cB+310 | - | 411.00000 |
| J | TXI | 15.440 | 5.59 | 6.96 | NX | - | - | P (U) | - | 33.00% | - | Idyrwkpo | 1oY | 475 | 475 | 1bK+475 | - | 537.00000 |
Tranche Comments
O: Registration: 144W/Lbd A;
L-M: Registration: 144L/Hbn Y;
L: Registration: 144G/Geg Y;
J: Registration: 144G/Lqb S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LSJ | 29.227 | 8.40 | - | DP | - | - | GGG (O) | - | - | - | Zycolmli | 1zW | - | 290 | 1rG+290 | - | 891.00000 |
| W | QCY | 84.495 | 2.12 | - | KQ | - | - | S (T) | - | - | - | Eruoaykq | 1rI | - | 205 | 1fC+205 | - | 387.00000 |
| I-L | RWP | 34.704 | 1.35 | - | YD | - | - | ZZZ | - | - | - | Pysbfrzi | 1gJ | - | 145 | 1wC+145 | - | 714.00000 |
| A | HEH | 31.980 | 5.90 | - | XH | - | - | TT (Q) | - | - | - | Yftpmdrt | 1cN | - | 165 | 1tO+165 | - | 666.00000 |
| R | QOC | 721.111 | 7.61 | - | Vgg | - | - | NNN | - | - | - | Cfsvcbwq | 1jZ | - | 100 | 1bK+100 | - | 888.00000 |