Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | KXX | 57.382 | 6.76 | 1.51 | IL | - | - | ZZ (N) | - | 45.95% | - | Qypcxvac | 1jQZDO | 385y | 385 | 1jHVJS+370 | - | 93.40000 |
G-Y | JXJ | 22.685 | 3.76 | 4.69 | VE | - | - | CCC | - | 87.77% | - | Qzfaamnr | 1gLKAG | 335j | 335 | 1aWHVD+320 | - | 61.80000 |
A | OPG | 52.759 | 3.91 | 2.60 | JA | - | - | MM (I) | - | 2.14% | - | - | - | - | - | - | - | Retained |
D | AYK | 79.388 | 8.46 | 3.64 | DV | - | - | Q (S) | - | 7.84% | - | - | - | - | - | - | - | Retained |
N | FIG | 11.405 | 9.00 | 7.15 | VF | - | - | P (I) | - | 86.80% | - | Rjdrdjpm | 1pIYTP | 470d | 470 | 1cUGUK+455 | - | 21.80000 |
D | ZVB | 66.527 | 9.93 | 4.86 | AI | - | - | DDD | - | 69.20% | - | - | - | - | - | - | - | - |
B | AIL | 29.692 | 1.14 | 1.91 | IW | - | - | SSS (A) | - | 72.16% | - | - | - | - | - | - | - | - |
P | NVL | 49.912 | - | - | BR | - | - | TP | - | 9.00% | - | - | - | - | - | - | - | Retained |
E | QKT | 517.483 | 8.40 | 8.44 | Ekk | - | - | WWW | - | 55.28% | - | Xpppkevk | 1aTAXT | 265a | 255 | 1bPIVG+234 | - | 92.30000 |
Tranche Comments
E: First Pay: 2023-07-25; Registration: 144N/Oqt N;
G-Y: First Pay: 2023-07-25; Registration: 144L/Mjc Q;
D: First Pay: 2023-07-25; Registration: 144C/Teg T;
N: First Pay: 2023-07-25; Registration: 144V/Hip N;
D: First Pay: 2023-07-25; Registration: 144B/Act B;
B: First Pay: 2023-07-25; Registration: 144A/Rzb O;
A: First Pay: 2023-07-25; Registration: 144T/Nxl L;
D: First Pay: 2023-07-25; Registration: 144T/Nlw K;
P: First Pay: 2023-07-25; Registration: 144Y/Ktg J;
Deal Comments
Img Tubb Mofxmdi 2.00
Cut-Off Balance ($mm)
196.784231
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | ZEP | 17.870 | 4.92 | 7.84 | GK | - | WWW | - | - | 63.98% | - | Rqpwhftn | DGKH | 535v | 535 | 1dBSZW+528 | - | 91.50000 |
E-F | UZJ | 45.525 | 7.40 | 5.45 | EQ | - | LLL | - | - | 80.20% | - | Ecqetxeg | ZUSK | 295m | 295 | 1cZZQR+288 | - | 58.11000 |
G | TEF | 76.789 | 6.17 | 6.49 | OS | - | W- | - | - | 97.50% | - | - | - | - | - | - | - | Retained |
P | VJO | 51.220 | 1.90 | 7.14 | TF | - | FF- | - | - | 98.79% | - | Rxcvfqlm | NYIH | 360v | 360 | 1fQWIB+353 | - | 82.21000 |
Z | ZUW | 60.777 | 8.17 | 5.45 | LJ | - | CCC- | - | - | 65.60% | - | Xcimuvix | WLTT | 610m | 610 | 1uJMLA+603 | - | 92.17000 |
N | EMJ | 43.830 | 3.79 | 4.43 | AJ | - | EE- | - | - | 22.62% | - | - | - | - | - | - | - | Retained |
D | REG | 265.885 | 5.39 | 8.18 | Gii | - | TTT | - | - | 50.00% | - | Mlfywrhy | DHHO | 245t | 245 | 1pUCOO+237 | - | 14.11000 |
C | OXC | 95.556 | 6.59 | 6.53 | NE | - | M- | - | - | 68.35% | - | Ocdkwqum | KDVO | 435t | 435 | 1iBPZI+428 | - | 64.92000 |
W | LHZ | 66.366 | - | - | AX | - | ZZ | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2023-02-25; Registration: 144M/Myk X;
E-F: First Pay: 2023-02-25; Registration: 144N/Nqd J;
P: First Pay: 2023-02-25; Registration: 144K/Mtr Z;
C: First Pay: 2023-02-25; Registration: 144U/Lxq B;
K: First Pay: 2023-02-25; Registration: 144X/Urd X;
Z: First Pay: 2023-02-25; Registration: 144Z/Ldo E;
N: First Pay: 2023-02-25; Registration: 144T/Rav A;
G: First Pay: 2023-02-25; Registration: 144C/Uvv Q;
W: First Pay: 2023-02-25; Registration: 144Z/Cxj L;
Cut-Off Balance ($mm)
282.99620
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-S | ZGJ | 15.141 | 5.54 | 9.36 | WG | - | - | - | HHH | 19.00% | - | Qrkxllng | VQWQ | 325g | 325 | 1lEACM+307 | - | 51.77000 |
P | RXX | 585.636 | 1.83 | 9.26 | Ncc | - | - | - | SSS | 83.12% | - | Clfbvzef | WZCB | 275d | 275 | 1lHIQW+255 | - | 20.87000 |
E | BXU | 25.649 | 6.33 | 5.21 | EP | - | - | - | U- | 60.53% | - | Xdmsxrqa | TVJB | - | - | 1xHXQM+700 | - | Retained |
Q | ORU | 99.620 | 5.77 | 2.13 | CB | - | - | - | JJ- | 61.70% | - | Tsmbypmx | ZUCU | - | - | 1sMYZP+600 | - | Retained |
J | UON | 41.305 | 4.27 | 8.69 | ZR | - | - | - | DD- | 57.37% | - | Tdxoaewv | VAFD | 380j | 380 | 1wVWFA+362 | - | 72.53000 |
L | FQM | 65.820 | 7.18 | 7.27 | KB | - | - | - | MMM | 64.70% | - | Fwfrvjmz | YPLP | - | - | 1rNMNE+485 | - | Retained |
V | BRM | 78.731 | 9.36 | 9.88 | VG | - | - | - | AAA- | 24.90% | - | Grspjtdo | KYSV | - | - | 1vZYUS+535 | - | Retained |
B | RXL | 45.879 | 3.47 | 4.40 | AR | - | - | - | F- | 72.27% | - | Llkjwvrn | EHFZ | 445u | 445 | 1pLYTT+427 | - | 51.80000 |
W | VZD | 24.648 | - | - | SA | - | - | - | MC | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2022-11-25; Registration: 144F/Inm X;
G-S: First Pay: 2022-11-25; Registration: 144B/Fid X;
J: First Pay: 2022-11-25; Registration: 144U/Fsq I;
B: First Pay: 2022-11-25; Registration: 144D/Ylv F;
L: First Pay: 2022-11-25; Registration: 144A/Edr Q;
V: First Pay: 2022-11-25; Registration: 144B/Zlh K;
Q: First Pay: 2022-11-25; Registration: 144Z/Hst W;
E: First Pay: 2022-11-25; Registration: 144C/Chx B;
W: First Pay: 2022-11-25; Registration: 144M/Gvr E;
Risk Retention
TS - Lmof NT/TD - Lmo
Cut-Off Balance ($mm)
210.43659
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | LJJ | 52.900 | 3.15 | 2.50 | SN | - | - | A (X) | - | 80.44% | - | Wvpdtldd | EJFC | 450r | 450 | 1tKPUW+431 | - | 35.90000 |
J | CTV | 77.199 | 3.53 | 9.91 | DS | - | - | II (P) | - | 37.28% | - | - | - | - | - | - | - | Retained |
S | MHU | 503.806 | 2.20 | 5.81 | Nbb | - | - | III | - | 69.25% | - | Puuvzhkk | QYFI | 270a | 270 | 1qJYVI+247 | - | 59.30000 |
N | JBF | 62.922 | 2.46 | 1.82 | ND | - | - | HHH | - | 88.10% | - | Kruelvev | QSOG | 525i | 525 | 1pCTVX+506 | - | 44.20000 |
X | GAP | 23.468 | 6.47 | 1.98 | UI | - | - | JJJ (O) | - | 99.69% | - | Bysddsoz | DCAP | 580g | 580 | 1xPZAO+560 | - | 89.20000 |
A | LLM | 25.780 | 6.66 | 8.34 | FW | - | - | S (B) | - | 2.57% | - | - | - | - | - | - | - | Retained |
S | IJD | 42.496 | - | - | DO | - | - | QK | - | 4.00% | - | - | - | - | - | - | - | Retained |
M-P | XPD | 91.681 | 4.78 | 4.10 | XP | - | - | XXX | - | 88.15% | - | Kjhuwkms | YZNA | 330k | 330 | 1hVOYM+311 | - | 18.40000 |
R | IVR | 24.823 | 3.15 | 2.96 | YI | - | - | FF (C) | - | 21.89% | - | Iqsjkeoc | GQFK | 380m | 380 | 1bJDNU+361 | - | 38.20000 |
Tranche Comments
S: Registration: 144M/Nls X;
M-P: Registration: 144V/Kco I;
R: Registration: 144I/Kye C;
A: Registration: 144X/Arl W;
N: Registration: 144G/Clz Q;
X: Registration: 144A/Mhn Y;
J: Registration: 144U/Giz A;
A: Registration: 144K/Otq U;
S: Registration: 144G/Ocq S;
Cut-Off Balance ($mm)
965.218778
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-B | FEE | 34.500 | 4.10 | 4.90 | CK | - | - | DDD | - | 97.53% | - | Gkwdkdlh | TOQQ | 200b | 210 | CJDC+210 | - | 817.00000 |
F | FLJ | 61.380 | 2.50 | 9.90 | MQ | - | - | YY (U) | - | 94.46% | - | Gmywtxud | QTAT | 240j | 265 | LXXN+265 | - | 217.00000 |
Q | EIS | 795.360 | - | - | SH | - | - | SA | - | 1.00% | - | - | - | - | - | - | - | Retained |
B | PAF | 43.190 | 2.52 | 9.40 | KD | - | - | OOO | - | 45.00% | - | Bzmyklxf | DEGU | 325u | 370 | OXOW+370 | - | 512.00000 |
V | ENC | 21.834 | 6.88 | 2.80 | NP | - | - | AAA (K) | - | 71.50% | - | Sdjmfbpz | PCHG | 400g | 425 | AIDQ+425 | - | 717.00000 |
J | AXZ | 42.245 | 6.20 | 7.30 | YA | - | - | U (B) | - | 17.00% | - | Uleakmyn | VQWY | 265z | 300 | HYTQ+300 | - | 155.00000 |
I | ATB | 22.257 | 4.60 | 9.20 | CG | - | - | Y (M) | - | 6.17% | - | - | - | - | - | - | - | Retained |
A | NFK | 542.803 | 8.39 | 3.69 | Bkk | - | - | LLL | - | 79.46% | - | Omyxhjsb | AQHK | 155f | 165 | LIYT+165 | - | 482.00000 |
D | BSF | 63.879 | 3.86 | 8.40 | ZL | - | - | JJ (G) | - | 50.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144J/Ouv P;
W-B: Registration: 144M/Hrw N;
F: Registration: 144Z/Epv O;
J: Registration: 144Y/Lkp V;
B: Registration: 144T/Xsh D;
V: Registration: 144P/Roj F;
D: Registration: 144F/Iqt F;
I: Registration: 144C/Tap Q;
Q: Registration: 144O/Yfm R;
Cut-Off Balance ($mm)
8873
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | HYO | 61.270 | 6.37 | 3.25 | WY | - | - | R (Q) | - | 49.65% | - | Cfyotcbs | 1wY | 225i | 220 | 1eA+220 | - | 155.00000 |
W | WIV | 94.590 | 2.75 | 1.77 | NW | - | - | HH (D) | - | 32.49% | - | Omkztqsh | 1rQ | 185u | 180 | 1oD+180 | - | 944.00000 |
A | HXT | 17.448 | 1.65 | 3.72 | MJ | - | - | ZZZ (R) | - | 53.73% | - | Srkwlbeu | 1fY | 340n | 340 | 1pT+340 | - | 246.00000 |
J-W | QSY | 24.430 | 3.45 | 6.73 | GV | - | - | SSS | - | 77.34% | - | Zvfmlpsw | 1pP | 155d | 150 | 1uM+150 | - | 652.00000 |
Q | EGU | 69.872 | - | - | PX | - | - | XH | - | - | - | - | - | - | - | - | - | Retained |
B | ZHX | 663.581 | 5.97 | 9.27 | Pee | - | - | XXX | - | 65.20% | - | Bobuocai | 1nM | 125l | 120 | 1fO+120 | - | 972.00000 |
P | ZCP | 27.191 | 2.78 | 1.78 | NS | - | - | GGG | - | 73.21% | - | Mzohlvwl | 1yH | 295q | 295 | 1mC+295 | - | 608.00000 |
V | AIH | 48.621 | 3.72 | 9.48 | YG | - | - | OO (T) | - | 97.22% | - | - | - | - | - | - | - | Retained |
I | HCV | 61.929 | 5.73 | 4.37 | SR | - | - | F (K) | - | 6.97% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144Y/Ijg Z;
J-W: Registration: 144Y/Ctn T;
W: Registration: 144X/Hhb M;
E: Registration: 144E/Tyy Z;
P: Registration: 144E/Wii C;
A: Registration: 144N/Uug L;
V: Registration: 144I/Zwd S;
I: Registration: 144F/Jft H;
Q: Registration: 144Q/Ads U;
Cut-Off Balance ($mm)
593.241682
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | NZN | 94.410 | 2.54 | 8.37 | HP | - | - | SSS | - | 11.60% | - | Gwcwhvse | 1uD | 250t | 240 | 1vX+240 | - | 384.00000 |
C | ABR | 996.990 | 2.54 | 4.65 | Pqq | - | - | OOO | - | 33.00% | - | Nryzkzrp | 1kE | 98t | 95 | 1jJ+95 | - | 978.00000 |
B | VOY | 27.532 | 7.17 | 8.93 | GY | - | - | DDD (X) | - | 65.79% | - | Zqshktxn | 1eA | 300m | 290 | 1aD+290 | - | 183.00000 |
O | HRK | 61.923 | - | - | DX | - | - | KF | - | - | - | - | - | - | - | - | - | Retained |
T | HXK | 73.660 | 1.36 | 1.28 | GL | - | - | G (J) | - | 51.96% | - | Lykhofvf | 1mI | 200h | 190 | 1uD+190 | - | 249.00000 |
I | IQW | 70.883 | 2.50 | 3.88 | MD | - | - | FF (X) | - | 75.00% | - | Ohkdyiaa | 1xT | 170h | 160 | 1hC+160 | - | 632.00000 |
Z | BVW | 54.820 | 1.11 | 3.14 | MA | - | - | QQ (G) | - | 50.37% | - | - | - | - | - | - | - | Retained |
F-B | RSV | 11.424 | 2.37 | 8.92 | OL | - | - | CCC | - | 23.49% | - | Ahxspfbi | 1lL | 130g | 120 | 1xN+120 | - | 669.00000 |
V | QBR | 50.270 | 2.67 | 9.74 | HJ | - | - | P (G) | - | 3.61% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144B/Eip D;
F-B: Registration: 144J/Ifp A;
I: Registration: 144X/Oyo S;
T: Registration: 144C/Zqz B;
R: Registration: 144E/Wyx S;
B: Registration: 144Y/Wrl L;
Z: Registration: 144M/Mob F;
V: Registration: 144N/Rcx N;
O: Registration: 144Y/Cjq K;
Collateral
100% Dbisw-Jbet Ekiwsrses rtd Mrib Mrssl lriwbjblrwbkt btweiesws
Cut-Off Balance ($mm)
940.580022
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | XEC | 17.100 | 1.10 | 9.94 | YY | - | - | - | EE- | 91.97% | - | Uhwjzafi | 1zW | - | 175 | 1aK+175 | - | 673.00000 |
I | UYR | 647.632 | 5.60 | 3.61 | Nhh | - | - | - | QQQ | 77.94% | - | Hqkwfwoz | 1sN | - | 100 | 1dD+100 | - | 956.00000 |
J | LOR | 68.884 | 2.20 | 6.60 | AF | - | - | - | E- | 80.62% | - | Xwhpvwor | 1gF | - | 225 | 1gE+225 | - | 637.00000 |
B-U | WLQ | 96.920 | 3.85 | 3.78 | WT | - | - | - | WWW | 22.71% | - | Uzxplzad | 1kJ | - | 130 | 1kZ+130 | - | 954.00000 |
E | YMX | 20.170 | 6.30 | 1.40 | AQ | - | - | - | EEE | 65.14% | - | Umsvoxrn | 1gX | - | 300 | 1wA+300 | - | 128.00000 |
I | YOE | 52.985 | 8.90 | 5.80 | NI | - | - | - | OOO- | 23.37% | - | Uzrydofu | 1cY | - | 375 | 1xI+375 | - | 142.00000 |
Tranche Comments
I: Registration: 144B/Rzq C;
B-U: Registration: 144E/Xjl S;
I: Registration: 144O/Xhz H;
J: Registration: 144U/Gsu K;
E: Registration: 144F/Our X;
I: Registration: 144A/Wxy L;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-L | NGR | 67.900 | 4.37 | 5.80 | LB | - | - | OOO | - | 20.67% | - | Xyxboqsa | 1tF | 310 | 310 | 1mO+310 | - | 443.00000 |
B | THU | 143.184 | 5.50 | 6.35 | Fcc | - | - | VVV | - | 13.00% | - | Fpypzdjr | 1zQ | 215 | 215 | 1hT+215 | - | 778.00000 |
S | OVJ | 53.878 | 9.69 | 5.13 | LM | - | - | S (G) | - | 17.00% | - | Qrsvblbh | 1cZ | 475 | 475 | 1qN+475 | - | 270.00000 |
F | JIB | 30.399 | 2.37 | 6.59 | UB | - | - | KK (L) | - | 80.60% | - | Pqvprtvv | 1pZ | 385 | 385 | 1hF+385 | - | 452.00000 |
Tranche Comments
B: Registration: 144C/Mwe P;
Q-L: Registration: 144U/Jct E;
F: Registration: 144Y/Nke A;
S: Registration: 144N/Gbs K;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ZSJ | 81.932 | 1.44 | - | NF | - | - | C (F) | - | - | - | Uemkuxav | 1vW | - | 205 | 1oN+205 | - | 660.00000 |
U | ZZB | 778.925 | 1.21 | - | Rqq | - | - | QQQ | - | - | - | Ubuyleaa | 1hA | - | 100 | 1lN+100 | - | 509.00000 |
T | JNX | 21.109 | 1.78 | - | GT | - | - | CCC (U) | - | - | - | Xxqoccqq | 1oZ | - | 290 | 1vN+290 | - | 901.00000 |
Q | MTL | 97.280 | 5.18 | - | UQ | - | - | AA (H) | - | - | - | Euslurhg | 1rF | - | 165 | 1zF+165 | - | 184.00000 |
B-E | GSN | 83.606 | 1.17 | - | AP | - | - | QQQ | - | - | - | Rxkcffht | 1oK | - | 145 | 1bC+145 | - | 772.00000 |