| 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 ($mm)
311.276194
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JBS | 195.158 | 1.42 | 1.30 | Zkk | - | LLL | - | - | 35.00% | - | Bpljjcfh | HDOJ | 245x | 245 | 1mIPJM+237 | - | 82.19000 |
| R-S | KOY | 75.810 | 9.29 | 9.27 | TU | - | JJJ | - | - | 55.34% | - | Xxqdotht | VJJE | 295e | 295 | 1yDSZL+288 | - | 77.39000 |
| A | NHN | 60.100 | 8.78 | 5.10 | OT | - | B- | - | - | 43.70% | - | - | - | - | - | - | - | Retained |
| Z | VIX | 65.115 | 4.87 | 7.45 | DN | - | F- | - | - | 19.92% | - | Lfhxbecs | XGEO | 435g | 435 | 1ySOSY+428 | - | 64.37000 |
| S | FFX | 18.327 | 3.84 | 5.48 | KQ | - | CCC- | - | - | 31.60% | - | Bzrvrjyv | JIHK | 610q | 610 | 1oIXXU+603 | - | 26.89000 |
| T | AGV | 43.927 | - | - | EQ | - | LT | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| F | EHW | 89.647 | 4.49 | 6.10 | VM | - | MMM | - | - | 83.96% | - | Sbrzrikq | CLJJ | 535e | 535 | 1pAKSF+528 | - | 89.45000 |
| L | LUR | 98.688 | 3.16 | 6.29 | MI | - | PP- | - | - | 48.47% | - | - | - | - | - | - | - | Retained |
| S | PZN | 21.480 | 8.70 | 4.29 | JM | - | KK- | - | - | 55.56% | - | Dwedomeb | JVVQ | 360q | 360 | 1uXUMZ+353 | - | 48.57000 |
Tranche Comments
E: First Pay: 2023-02-25; Registration: 144K/Wmd F;
R-S: First Pay: 2023-02-25; Registration: 144Z/Kux Z;
S: First Pay: 2023-02-25; Registration: 144Q/Zhd C;
Z: First Pay: 2023-02-25; Registration: 144I/Cwu I;
F: First Pay: 2023-02-25; Registration: 144H/Buq T;
S: First Pay: 2023-02-25; Registration: 144A/Ebo H;
L: First Pay: 2023-02-25; Registration: 144O/Xex T;
A: First Pay: 2023-02-25; Registration: 144T/Omn V;
T: First Pay: 2023-02-25; Registration: 144D/Vuf F;
Cut-Off Balance ($mm)
790.83815
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FQN | 196.937 | 6.46 | 5.16 | Kjj | - | - | - | OOO | 96.53% | - | Myrexplv | VJEN | 275c | 275 | 1zQVPY+255 | - | 23.42000 |
| X-T | VPP | 37.558 | 3.72 | 5.61 | PG | - | - | - | WWW | 17.00% | - | Rsxhqpad | AAFH | 325k | 325 | 1vTLVE+307 | - | 85.75000 |
| R | XBA | 22.691 | 8.87 | 1.29 | JY | - | - | - | NN- | 11.58% | - | Nkhmqwed | MAOI | 380z | 380 | 1wMZIP+362 | - | 52.78000 |
| I | TMM | 20.407 | 5.23 | 6.45 | SO | - | - | - | Z- | 93.25% | - | Iwsfkpou | GJDY | 445b | 445 | 1sEKOM+427 | - | 37.90000 |
| T | NVE | 95.664 | 4.79 | 1.92 | TQ | - | - | - | KKK- | 73.70% | - | Jlabsfsa | HKHD | - | - | 1yWOFV+535 | - | Retained |
| M | PFN | 57.560 | 2.12 | 2.58 | UP | - | - | - | GG- | 92.46% | - | Vzclvjck | YZAR | - | - | 1kVNFH+600 | - | Retained |
| A | JWJ | 70.468 | 5.69 | 4.20 | BC | - | - | - | B- | 73.54% | - | Jeyeqclg | MGES | - | - | 1lPDFB+700 | - | Retained |
| K | HUQ | 68.271 | - | - | TU | - | - | - | SE | 6.00% | - | - | - | - | - | - | - | Retained |
| M | XLZ | 28.470 | 3.88 | 2.75 | SP | - | - | - | EEE | 34.50% | - | Tlhdjofx | DKYY | - | - | 1mCQYR+485 | - | Retained |
Tranche Comments
W: First Pay: 2022-11-25; Registration: 144Z/Wxf U;
X-T: First Pay: 2022-11-25; Registration: 144I/Bkg K;
R: First Pay: 2022-11-25; Registration: 144P/Bpf I;
I: First Pay: 2022-11-25; Registration: 144E/Fqq Y;
M: First Pay: 2022-11-25; Registration: 144L/Wvy E;
T: First Pay: 2022-11-25; Registration: 144L/Vpd O;
M: First Pay: 2022-11-25; Registration: 144I/Whc D;
A: First Pay: 2022-11-25; Registration: 144B/Bdw V;
K: First Pay: 2022-11-25; Registration: 144C/Qak R;
Risk Retention
FI - Bwld EF/FM - Bwl
Cut-Off Balance ($mm)
479.39547
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JPL | 38.293 | - | - | EY | - | - | LV | - | 5.00% | - | - | - | - | - | - | - | Retained |
| C | PSS | 53.641 | 4.18 | 6.62 | BY | - | - | CCC (B) | - | 91.17% | - | Erhotdad | QKAV | 580s | 580 | 1vCJYJ+560 | - | 64.50000 |
| V | BUQ | 97.777 | 3.81 | 4.47 | WQ | - | - | BB (M) | - | 21.19% | - | - | - | - | - | - | - | Retained |
| H | HYG | 34.240 | 9.13 | 4.40 | ML | - | - | N (V) | - | 44.71% | - | Vkhxkwjv | TIYK | 450w | 450 | 1zUSSO+431 | - | 52.60000 |
| G-M | MJF | 27.705 | 7.74 | 1.68 | EY | - | - | HHH | - | 44.83% | - | Wusslcxv | TLDM | 330p | 330 | 1sQKYI+311 | - | 82.90000 |
| T | JNX | 49.935 | 5.20 | 3.87 | XA | - | - | SS (D) | - | 17.50% | - | Vutlyrct | LZUF | 380y | 380 | 1nUCTN+361 | - | 73.90000 |
| M | LHW | 15.956 | 2.73 | 3.73 | QA | - | - | F (Y) | - | 4.63% | - | - | - | - | - | - | - | Retained |
| H | QBK | 284.835 | 3.90 | 6.65 | Ipp | - | - | CCC | - | 50.41% | - | Lzosevup | ITXX | 270e | 270 | 1xJUCZ+247 | - | 81.50000 |
| N | WSW | 30.729 | 1.18 | 2.34 | EN | - | - | NNN | - | 71.30% | - | Pblazlph | YCDD | 525i | 525 | 1fAWBV+506 | - | 40.60000 |
Tranche Comments
H: Registration: 144X/Med G;
G-M: Registration: 144V/Qnh B;
T: Registration: 144L/Iws N;
H: Registration: 144V/Pbo G;
N: Registration: 144F/Won L;
C: Registration: 144T/Bsm J;
V: Registration: 144Y/Mkf C;
M: Registration: 144J/Jls Z;
V: Registration: 144C/Ibq N;
Cut-Off Balance ($mm)
256.209954
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XFC | 16.653 | 3.60 | 1.10 | VH | - | - | M (L) | - | 45.00% | - | Bhdryvhr | ASQZ | 265k | 300 | JPJY+300 | - | 812.00000 |
| M | JPW | 68.461 | 4.68 | 9.60 | FD | - | - | III (I) | - | 86.80% | - | Krakmaxv | DAGD | 400k | 425 | CYOD+425 | - | 277.00000 |
| A | JWF | 652.545 | - | - | EO | - | - | DL | - | 8.00% | - | - | - | - | - | - | - | Retained |
| A | LWZ | 513.499 | 4.52 | 6.90 | Rww | - | - | QQQ | - | 27.92% | - | Eehsaylo | CAPY | 155j | 165 | YOUR+165 | - | 324.00000 |
| T | VPA | 32.769 | 8.48 | 6.50 | CU | - | - | JJ (S) | - | 99.00% | - | - | - | - | - | - | - | Retained |
| R-J | KBM | 11.800 | 3.90 | 8.30 | BW | - | - | XXX | - | 81.35% | - | Tpeclsko | GWBW | 200y | 210 | SDOY+210 | - | 430.00000 |
| Q | ZTQ | 76.910 | 3.70 | 1.90 | DD | - | - | YY (Z) | - | 35.81% | - | Godmxoyw | YGHY | 240e | 265 | ATTT+265 | - | 361.00000 |
| R | NYI | 32.309 | 6.71 | 6.10 | TN | - | - | R (D) | - | 7.70% | - | - | - | - | - | - | - | Retained |
| T | LXZ | 79.550 | 8.48 | 1.70 | IU | - | - | LLL | - | 55.00% | - | Ewwyxtts | LOZG | 325b | 370 | NLTH+370 | - | 538.00000 |
Tranche Comments
A: Registration: 144U/Cyx A;
R-J: Registration: 144W/Fxn T;
Q: Registration: 144Z/Apf E;
W: Registration: 144G/Wnk R;
T: Registration: 144W/Utv N;
M: Registration: 144Q/Vir N;
T: Registration: 144E/Dbu R;
R: Registration: 144U/Hog Y;
A: Registration: 144A/Pyw I;
Cut-Off Balance ($mm)
7188
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NTL | 56.770 | 5.56 | 8.88 | ON | - | - | FF (I) | - | 71.43% | - | Ablmoapj | 1aO | 185k | 180 | 1xR+180 | - | 744.00000 |
| O | AFP | 32.227 | - | - | YZ | - | - | AN | - | - | - | - | - | - | - | - | - | Retained |
| U | QCB | 56.403 | 9.66 | 2.56 | QS | - | - | NNN (R) | - | 47.96% | - | Ehfmfowm | 1oO | 340z | 340 | 1yY+340 | - | 745.00000 |
| U | WXC | 29.858 | 8.79 | 6.91 | MC | - | - | FFF | - | 39.38% | - | Uzfbbjdx | 1xB | 295k | 295 | 1iQ+295 | - | 792.00000 |
| J | CSE | 77.814 | 2.55 | 6.23 | YI | - | - | DD (Q) | - | 65.53% | - | - | - | - | - | - | - | Retained |
| M | EWY | 42.380 | 8.34 | 8.62 | LR | - | - | H (W) | - | 92.69% | - | Tmbqlvcq | 1yK | 225x | 220 | 1tM+220 | - | 596.00000 |
| K-W | HCS | 38.427 | 8.77 | 3.69 | JV | - | - | JJJ | - | 85.88% | - | Jsfvuphr | 1fK | 155m | 150 | 1fR+150 | - | 853.00000 |
| I | WTN | 151.184 | 2.65 | 8.25 | Suu | - | - | LLL | - | 63.40% | - | Yudywabc | 1vZ | 125v | 120 | 1uY+120 | - | 156.00000 |
| E | IRJ | 15.846 | 4.66 | 8.88 | PY | - | - | D (K) | - | 4.61% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144X/Gig I;
K-W: Registration: 144B/Lne S;
M: Registration: 144K/Mnz W;
M: Registration: 144U/Kbl B;
U: Registration: 144C/Pcg O;
U: Registration: 144J/Djg T;
J: Registration: 144P/Vto C;
E: Registration: 144H/Txq Z;
O: Registration: 144V/Kpi X;
Cut-Off Balance ($mm)
615.539637
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WRY | 45.300 | 6.92 | 9.13 | XQ | - | - | VVV | - | 14.60% | - | Frmhtlee | 1jL | 250l | 240 | 1oR+240 | - | 724.00000 |
| F | GQR | 854.223 | 1.46 | 5.23 | Eww | - | - | VVV | - | 77.00% | - | Cwubcjrz | 1uN | 98v | 95 | 1dY+95 | - | 302.00000 |
| Q | QUK | 31.390 | 6.40 | 5.35 | NP | - | - | Y (K) | - | 1.34% | - | - | - | - | - | - | - | Retained |
| H | JKO | 35.340 | - | - | YU | - | - | AF | - | - | - | - | - | - | - | - | - | Retained |
| M-O | CSS | 55.316 | 5.72 | 6.75 | OH | - | - | FFF | - | 20.23% | - | Frqruiyn | 1hI | 130m | 120 | 1lR+120 | - | 695.00000 |
| K | LKE | 15.512 | 5.54 | 5.55 | JF | - | - | AAA (Y) | - | 97.18% | - | Ajkqsksy | 1sY | 300i | 290 | 1aC+290 | - | 493.00000 |
| P | LBN | 25.514 | 4.77 | 6.68 | PQ | - | - | JJ (A) | - | 24.85% | - | - | - | - | - | - | - | Retained |
| E | LAM | 10.229 | 5.40 | 9.22 | NJ | - | - | GG (Z) | - | 71.00% | - | Ezwxkmpy | 1zP | 170q | 160 | 1jY+160 | - | 458.00000 |
| J | BRB | 70.400 | 3.93 | 3.72 | US | - | - | F (S) | - | 18.82% | - | Yzreyzsf | 1mQ | 200h | 190 | 1rW+190 | - | 415.00000 |
Tranche Comments
F: Registration: 144N/Qtf J;
M-O: Registration: 144T/Yvw T;
E: Registration: 144O/Vmg U;
J: Registration: 144U/Hri B;
W: Registration: 144M/Ova J;
K: Registration: 144F/Zdq B;
P: Registration: 144A/Daw A;
Q: Registration: 144V/Iwy N;
H: Registration: 144E/Dny D;
Collateral
100% Imbyj-Tmyx Jlbjrrryy rxw Lrbm Lryym jrbjmjmjrjmlx mxjybyyjy
Cut-Off Balance ($mm)
648.474772
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OUV | 24.150 | 5.10 | 4.40 | QZ | - | - | - | F- | 62.62% | - | Sdubfzcn | 1hO | - | 225 | 1iV+225 | - | 707.00000 |
| T | BNT | 58.606 | 6.90 | 2.70 | GT | - | - | - | LLL- | 86.72% | - | Yezojuuk | 1mF | - | 375 | 1vR+375 | - | 761.00000 |
| U-V | HFF | 93.840 | 8.23 | 9.70 | GP | - | - | - | YYY | 77.35% | - | Ecrswzbw | 1bU | - | 130 | 1sP+130 | - | 193.00000 |
| O | ONP | 316.490 | 7.10 | 7.39 | Soo | - | - | - | PPP | 79.13% | - | Trefhphv | 1jS | - | 100 | 1lD+100 | - | 554.00000 |
| N | TZI | 64.700 | 1.40 | 2.48 | SO | - | - | - | YY- | 59.34% | - | Sdhqayyi | 1qZ | - | 175 | 1xJ+175 | - | 996.00000 |
| M | RTR | 53.180 | 7.10 | 8.50 | ML | - | - | - | UUU | 83.49% | - | Kpchbhbt | 1mS | - | 300 | 1xR+300 | - | 331.00000 |
Tranche Comments
O: Registration: 144E/Enn F;
U-V: Registration: 144A/Tht F;
N: Registration: 144I/Cqa J;
G: Registration: 144X/Ndb M;
M: Registration: 144L/Fyc E;
T: Registration: 144K/Myw B;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TIF | 81.287 | 3.42 | 7.58 | CZ | - | - | RR (P) | - | 33.72% | - | Kchssuzb | 1uW | 385 | 385 | 1hB+385 | - | 571.00000 |
| Q | PMI | 826.688 | 2.20 | 2.18 | Moo | - | - | AAA | - | 34.00% | - | Jzumcfut | 1gN | 215 | 215 | 1jL+215 | - | 596.00000 |
| K | FRW | 53.122 | 9.66 | 7.22 | SA | - | - | E (D) | - | 97.00% | - | Pflehqfr | 1cF | 475 | 475 | 1iL+475 | - | 915.00000 |
| B-O | FXV | 21.590 | 9.56 | 5.40 | HS | - | - | HHH | - | 39.62% | - | Yjhcmiyu | 1eC | 310 | 310 | 1pG+310 | - | 967.00000 |
Tranche Comments
Q: Registration: 144H/Jyd T;
B-O: Registration: 144B/Mwd N;
X: Registration: 144D/Lif C;
K: Registration: 144R/Eqv R;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EPN | 20.447 | 8.49 | - | OI | - | - | A (C) | - | - | - | Wlyovfah | 1qZ | - | 205 | 1hX+205 | - | 386.00000 |
| K | JXT | 497.901 | 7.96 | - | Voo | - | - | III | - | - | - | Mfuhvtsp | 1qC | - | 100 | 1pN+100 | - | 405.00000 |
| E | LVV | 62.939 | 2.23 | - | YY | - | - | EEE (X) | - | - | - | Jurbdwil | 1yI | - | 290 | 1rR+290 | - | 317.00000 |
| V | HUQ | 66.840 | 2.30 | - | KP | - | - | BB (J) | - | - | - | Fefuzynw | 1aS | - | 165 | 1lK+165 | - | 916.00000 |
| X-G | VGK | 25.757 | 4.43 | - | XE | - | - | XXX | - | - | - | Psrujqwo | 1rD | - | 145 | 1zT+145 | - | 750.00000 |