Kapitus Asset Securitization LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	67.044	2.94	-	-	-	-	AA	38.25%	-	Fixed	YLD	-	-	6.90%	7.000%	99.99915
B	USD	13.377	2.94	-	-	-	-	A+	25.83%	-	Fixed	YLD	-	-	7.87%	8.000%	99.99686
C	USD	11.125	2.94	-	-	-	-	BBB+	15.50%	-	Fixed	YLD	-	-	11.47%	11.750%	99.99729
D	USD	8.454	2.94	-	-	-	-	BBB-	7.65%	-	Fixed	I-Curve	-	1100	12.68%	14.591%	96.43595

Filings

Tranche Comments

A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$70m to US$100m

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	TQI	3.865	6.65	-	-	-	-	MMM	45.50%	-	Sknya	E-Mqbsh	-	650	10.32%	10.783%	61.60241
B	VZU	8.911	3.24	-	-	-	-	XXX-	7.40%	-	Prynq	P-Rzilv	-	1100	12.23%	14.904%	48.40100
U	TUK	71.212	9.41	-	-	-	-	EE	31.10%	-	Qnkjg	R-Qufxe	-	325	7.42%	7.533%	93.63255
Z	ULM	3.304	5.79	-	-	-	-	Y	70.10%	-	Kmgym	J-Epqrg	-	400	8.14%	8.283%	74.60950

Filings

Tranche Comments

U: Registration: 144Z/Gwg S; Z: Registration: 144M/Pfj F; V: Registration: 144A/Xll O; B: Registration: 144Y/Die D; Comments: Wrzuzh cc 4/14/2023;

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	WIM	591.728	9.36	-	-	-	-	TT	69.10%	-	Rjsfc	Cgjel	-	190	3.38%	3.406%	68.92980
P	VLD	78.485	2.76	-	-	-	-	X	98.20%	-	Evaeb	Bnaqt	-	210	3.58%	3.606%	53.22527
D	FJD	59.202	9.54	-	-	-	-	NNN	5.40%	-	Xmubh	Riyco	-	300	4.46%	4.506%	78.51640