| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TBX | 79.712 | 2.00 | - | QW | - | BB- | - | UU+ | 85.52% | 99.1% | Dfuas | H | 185q | 185 | 6.54% | 5.859% | 485.93470 |
| Q-W | ZKI | 940.800 | - | - | Vbb | - | OOO | - | VVV | - | - | Kygqu | Q | 110s | 110 | 1.294% | 5.127% | Int. Only |
| A | VTT | 14.000 | 7.00 | - | TT | - | QQQ | - | NNN+ | 9.11% | 16.9% | Libsi | H | 550w | 515 | 4.00% | 9.159% | 40.96170 |
| Z-3 | YKS | 216.500 | 1.66 | - | Tpp | - | XXX | - | SSS | 38.00% | 69.8% | Zzkjj | B | 101x | 99 | 5.70% | 5.008% | 359.20480 |
| B-H | IKY | 61.148 | 4.00 | - | Nc1 | - | BBB | - | UUU | 20.86% | 13.4% | Aphbf | D | 158v | 158 | 6.27% | 5.589% | 642.25430 |
| J | IQB | 61.219 | 4.00 | - | GV | - | E- | - | I+ | 23.24% | 57.5% | SDN | V | 300w | 280 | 7.00% | 6.809% | 989.87020 |
Tranche Comments
Z-3: Registration: Fzhfkyzmzx;
Q-W: Registration: Fmhwlombms;
B-H: Registration: Jfvqpffhfa;
J: Registration: Oscihtspss;
J: Registration: Wjwjscjsjq;
A: Registration: 144V Hbbe;
Risk Retention
Yugmgvuk uijgbirgbu grgkjkng
WA U/W NOI Debt Yield
13.3%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-AA | YCY | 1.762 | 3.39 | - | - | VI | DD+ | - | RRR | 6.00% | 61.9% | - | - | - | - | - | - | Retained |
| F-I | LWA | 672.316 | - | - | - | BB | DDD | - | YYY | - | - | Wixiy | Zqw | - | 135 | 1.197% | 5.696% | Int. Only |
| M-3 | PIQ | 702.280 | 9.34 | - | - | NNN | BBB | - | RRR | 82.00% | 94.4% | Vggop | K | 152z | 148 | 6.50% | 5.784% | 883.57390 |
| N | CUL | 18.727 | 8.28 | - | - | CS | KK- | - | WW | 77.35% | 97.4% | Yzcyh | Z | 300w | 295 | 7.79% | 7.231% | 113.24000 |
| K | MJT | 12.267 | 4.25 | - | - | CP | MMM | - | EEE+ | 1.57% | 33.1% | Oiujy | D | 825g | 825 | 4.00% | 12.531% | 46.77240 |
| C-II | MAG | 34.836 | 5.18 | - | - | NV | SS- | - | NN+ | 7.40% | 67.2% | - | - | - | - | - | - | Retained |
| S | WHD | 20.875 | 2.63 | - | - | YA | S- | - | X | 97.20% | 62.5% | Splqu | F | 505v | 495 | 7.79% | 9.231% | 41.59490 |
| Z-Y | KUW | 92.568 | - | - | - | QA | OOO | - | III+ | - | - | - | - | - | - | - | - | Int. Only |
| L-N | CUJ | 78.967 | 9.87 | - | - | ZZ- | NNN | - | KKK | 38.00% | 17.5% | Ziqbs | I | 240f | 230 | 7.27% | 6.585% | 728.20770 |
| V-RR | RPG | 72.512 | 8.49 | - | - | NT | RRR- | - | XXX | 6.00% | 11.3% | - | - | - | - | - | - | Retained |
| H-YY | XSK | 27.545 | 5.76 | - | - | OL | DW | - | PT | 2.00% | 42.1% | - | - | - | - | - | - | Retained |
| M-WW | UOB | 89.329 | 2.46 | - | - | GV | P- | - | T+ | 9.00% | 84.9% | - | - | - | - | - | - | Retained |
Tranche Comments
M-3: Registration: Sbyumpbcbl;
F-I: Registration: Wbqikjbabb;
L-N: Registration: Ucjamscacn;
N: Registration: Ghhpmuhshr;
S: Registration: Jjvyltjajz;
Z-Y: Registration: 144D Pvle;
K: Registration: 144U Bass;
V-RR: Comments: Pxyfylxu Yihyoivohx Nvouhuzo;
T-AA: Comments: Svpxpyvk Zxkpzxpgkv Apgkkkmg;
C-II: Comments: Lbykymbe Zfjyefxypb Xxyejeby;
M-WW: Comments: Rdyxywdd Jfiydfbrid Gbrdidrr;
H-YY: Comments: Nyipipym Gdpiudhogy Chompmho;
WA U/W NOI Debt Yield
13.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-P | ZQW | 650.419 | - | - | Boo | - | FFF | - | CCC | - | - | Mzymw | T | 175f | 140 | 0.795% | 5.998% | Int. Only |
| S | CWY | 52.904 | 5.49 | - | PR | - | Y- | - | Z- | 2.27% | 98.7% | Koyzd | K | 465k | 470 | 7.32% | 9.181% | 25.81370 |
| Q-O | IIM | 25.909 | 6.14 | - | Wf3 | - | FFF | - | TTT | 85.72% | 40.1% | Bhvee | A | 240r | 235 | 7.32% | 6.831% | 274.82920 |
| Z-2 | FPR | 701.900 | 1.13 | - | Uuu | - | UUU | - | UUU | 18.00% | 81.2% | Qorrs | X | E3-2 | 151 | 6.26% | 6.027% | 868.38500 |
| E-3 | QIM | 156.131 | 5.15 | - | Qtt | - | RRR | - | NNN | 10.00% | 57.4% | Aohrl | F | 155d | 153 | 6.72% | 6.025% | 767.45620 |
| I | EYE | 34.160 | 3.60 | - | KU | - | ZZ- | - | BB- | 23.42% | 36.0% | Athso | V | 285i | 285 | 7.32% | 7.331% | 813.91470 |
Tranche Comments
Z-2: Registration: Iybpitynyi;
E-3: Registration: Vvauymvkvk;
Q-O: Registration: Vcgocacfcc;
I: Registration: Mxfwhlxwxo;
S: Registration: Lkzybkkkkl;
G-P: Registration: Rwulcuwzwf;
WA U/W NOI Debt Yield
13.0%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YJZ | 98.447 | 3.60 | - | JE | - | Z- | - | Q- | 41.92% | 14.1% | Baqxu | K | 425f | 500 | 7.40% | 9.144% | 10.46353 |
| I-H | HZC | 35.335 | 6.89 | - | Mm2 | - | AAA | - | BBB | 84.00% | 93.3% | Kcopu | S | 215n | 240 | 7.38% | 6.558% | 204.86289 |
| G | WLC | 36.277 | 9.20 | - | ZL | - | PPP | - | GGG | 8.88% | 11.8% | - | - | - | - | - | - | Retained |
| D-2-1 | AEY | 92.000 | 8.11 | - | Lnn | - | KKK | - | ZZZ | 65.00% | 42.9% | Qlkvs | V | O3-2 | 178 | 6.19% | 5.967% | 465.89017 |
| D-2-2 | IKI | 16.000 | 8.24 | - | Pkk | - | FFF | - | TTT | 31.00% | 85.6% | Dzxop | - | S3-2 | - | - | - | Retained |
| T-3 | YIS | 635.468 | 4.50 | - | Xee | - | WWW | - | VVV | 42.00% | 69.1% | Jwoue | I | 175l | 180 | 6.66% | 5.963% | 424.27036 |
| W | YKC | 8.444 | 4.80 | - | AY | - | UUU- | - | VVV- | 6.99% | 22.8% | - | - | - | - | - | - | Retained |
| V-1 | MPG | 5.300 | 4.85 | - | Soo | - | DDD | - | NNN | 85.00% | 17.6% | Litqg | A | 150t | 150 | 6.20% | 6.171% | 29.92962 |
| I | NNV | 51.665 | 9.46 | - | UO | - | WW- | - | FF- | 12.48% | 44.3% | Flxcz | F | 275a | 300 | 7.40% | 7.157% | 492.90714 |
Tranche Comments
V-1: First Pay: 2023-08-11; Registration: Fyjjcgygya;
D-2-1: First Pay: 2023-08-11; Registration: Rkgnlukakp;
T-3: First Pay: 2023-08-11; Registration: Dfbpbxfnfj;
I-H: First Pay: 2023-08-11; Registration: Gpqgaypspw;
I: First Pay: 2023-08-11; Registration: Yozpcuoxob;
Q: First Pay: 2023-08-11; Registration: Kymkzfyiyh;
D-2-2: First Pay: 2023-08-11; Registration: 144K Axzu;
G: First Pay: 2023-08-11; Registration: 144V Iria;
W: First Pay: 2023-08-11; Registration: 144C Ucop;
WA U/W NOI Debt Yield
13.9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | PAE | 641.900 | 8.95 | - | - | XXX | SSS | - | MMM | 70.00% | 59.6% | Mnlbm | GCLW | - | 205 | 5.78% | 5.544% | 745.16000 |
| R-3 | OMS | 804.723 | 3.70 | - | - | III | KKK | - | CCC | 82.00% | 91.9% | Lnlan | BDYN | - | 208 | 6.26% | 5.555% | 176.80000 |
| S | UXL | 25.684 | 3.32 | - | - | HM | YY- | - | SS- | 86.00% | 33.0% | Vjlqe | JDOX | - | 425 | 6.41% | 7.704% | 32.85400 |
| O | HWP | 62.378 | 9.23 | - | - | PN | O- | - | J- | 8.13% | 72.2% | Bjfon | MHGR | - | 550 | 6.41% | 8.954% | 54.56800 |
| Z-Z | CPV | 685.450 | 9.77 | - | - | HH- | RRR | - | AAA | 82.70% | 90.9% | Ofnqd | COTU | - | 278 | 6.41% | 6.240% | 325.96090 |
| W | LIH | 5.351 | 9.92 | - | - | VJ | QQQ- | - | VVV- | 6.30% | 85.4% | - | - | - | - | - | - | - |
| S | BAD | 65.373 | 8.23 | - | - | FG | CCC | - | WWW | 2.50% | 64.8% | Zlsih | FHA | - | - | 4.00% | 12.000% | 57.91820 |
| G-1 | ZJK | 4.494 | 4.50 | - | - | XXX | GGG | - | KKK | 28.00% | 94.9% | Vbfcq | EAOQ | - | 185 | 5.85% | 5.814% | 22.30360 |
Tranche Comments
G-1: Registration: 144V Xocl;
T-2: Registration: Deelhkeiex;
R-3: Registration: Xvwulcvivy;
Z-Z: Registration: Aobqeuopoj;
S: Registration: Kqyujsqtql;
O: Registration: 144U Ysvk;
S: Registration: 144X Pdei;
W: Registration: 144A Ocmk; Comments: Evi-tnqein;
WA Rem. Amrt Term (Months)
456
WA U/W NOI Debt Yield
13.3%