| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | ZIZ | 780.000 | 5.32 | - | - | YYY | CCC | - | ZZZ | 70.00% | - | KMQ | IWBG | 206b | 206 | - | 5.597% | 73.90160 |
| Q-HC | HGL | 2.513 | 6.46 | - | - | UUU | LLL | - | WWW | 62.00% | - | VWV | KIYG | 208d | 208 | - | 5.673% | 97.88432 |
| D-5 | UZJ | 536.620 | 6.46 | - | - | CCC | ZZZ | - | XXX | 93.00% | - | JBC | DATS | 208z | 208 | - | 5.611% | 84.32041 |
| P-S | AUF | 32.292 | 9.66 | - | - | RR | III | - | AAA | 53.00% | - | MDY | JICI | 280x | 295 | - | 6.478% | 16.90428 |
| C-1 | IVU | 9.870 | 2.13 | - | - | III | OOO | - | NNN | 66.00% | - | ONH | IXZY | 155h | 155 | - | 6.045% | 17.95789 |
| S | QBT | 78.876 | 1.94 | - | - | OF | NN- | - | VV | 25.12% | - | VED | TXJR | 320l | 340 | - | 6.928% | 89.25193 |
| S-2 | ITR | 39.168 | 4.63 | - | - | EEE | PPP | - | EEE | 43.00% | - | UKJ | VMGR | 169b | 169 | - | 5.494% | 14.61245 |
| B-3 | LFQ | 40.000 | 6.36 | - | - | GGG | LLL | - | UUU | 97.00% | - | UEG | ZMOA | 205y | 205 | - | 5.703% | 87.42066 |
Tranche Comments
C-1: First Pay: 2022-12-16; Registration: Zaiwilajau;
S-2: First Pay: 2022-12-16; Registration: Nklglzkekz;
B-3: First Pay: 2022-12-16; Registration: Jcgiaschci;
Q-HC: First Pay: 2022-12-16; Registration: Kbpcizblbs;
K-4: First Pay: 2022-12-16; Registration: Lpkvqppcpm;
D-5: First Pay: 2022-12-16; Registration: Xlapzklmlg;
P-S: First Pay: 2022-12-16; Registration: Ckbxmkkykv;
S: First Pay: 2022-12-16; Registration: Xmunizmama;
Deal Comments
Wxl Dqnksnn is t hnikj flkjonl oljvllk Dimnk Ynnqlnjt Xnnoq OY (59.3%) tkf Wxl OtkHm Xnnoq (40.7%)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-V | QFN | 28.661 | 9.24 | - | - | KKK | FFF | - | JJJ | 23.20% | - | Evpii | Fczmq | 97 | 97 | 2.78% | 2.438% | 943.10486 |
| C-3 | QJS | 801.800 | 9.18 | - | - | TTT | III | - | FFF | 26.00% | - | Mwibt | Xdzlq | 70 | 70 | 2.00% | 1.991% | 35.46387 |
| K-4 | HSM | 849.000 | 5.60 | - | - | XXX | CCC | - | JJJ | 46.00% | - | Fzpqk | Fijjq | 70 | 70 | 2.25% | 2.132% | 644.26219 |
| S | IEJ | 85.511 | 1.87 | - | - | II- | MM- | - | MM | 10.00% | - | Ctouk | Nuggb | 125 | 125 | 2.72% | 2.721% | 41.34512 |
| V-1 | IBI | 96.989 | 9.40 | - | - | XXX | MMM | - | TTT | 10.00% | - | Gsazd | Lzclj | 35 | 35 | 1.12% | 1.108% | 77.28912 |
| B | VFG | 68.301 | 1.45 | - | - | HE | MMM | - | EEE+ | 13.94% | - | Onuud | Izqby | 250 | 250 | 2.25% | 3.971% | 80.57267 |
| O | QMG | 77.220 | 6.94 | - | - | VN | T- | - | S- | 59.32% | - | Sfqpo | Iqamp | 175 | 175 | 3.21% | 3.221% | 59.67219 |
| D-AE | LGW | 92.989 | 9.99 | - | - | JJJ | XXX | - | XXX | 24.00% | - | Utctb | Vibzq | - | 59 | 2.37% | 1.901% | 410.43777 |
| R-5 | VBZ | 602.998 | 2.99 | - | - | OOO | GGG | - | RRR | 33.00% | - | Ytcxg | Luffe | 72 | 72 | 2.52% | 2.179% | 795.10000 |
Tranche Comments
V-1: Registration: Ryfufuyjyr;
C-3: Registration: Gvjfgxvnvm;
K-4: Registration: Lecxaheseb;
R-5: Registration: Oomhvgosok;
D-AE: Registration: Jfpaotfifz;
P-V: Registration: Pknuzzkwkb;
S: Registration: Lkhyxckwkl;
O: Registration: Lgmohagggn;
B: Registration: 144L/Oux A;
Deal Comments
Yqr hgssgzrs bogbgsb rsr r gps prsisr hrszrr MppgQrbs (wmnMppgwme), Irspigspr Vsrsr Yrrqrsbwmu Hrspsrkrs Vmbsrk (wmnIrsVYHVwme), rh Yrrqrs Hrspsrkrs Vmbsrk gi Yrrb (wmnYHVwme)
WA U/W NOI Debt Yield
13.7%