| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | USD | 363.020 | 4.87 | - | Aaa | - | AAA | - | AAA | 30.00% | 35.6% | Fixed | J | 101a | 99 | 5.70% | 5.008% | 102.99850 |
| X-A | USD | 363.020 | - | - | Aaa | - | AAA | - | AAA | - | - | Fixed | J | 110a | 110 | 1.294% | 5.127% | Int. Only |
| A-S | USD | 48.618 | 5.00 | - | Aa1 | - | AAA | - | AAA | 20.63% | 40.4% | Fixed | J | 158a | 158 | 6.27% | 5.589% | 102.99840 |
| B | USD | 24.634 | 5.00 | - | NR | - | AA- | - | AA+ | 15.88% | 42.8% | Fixed | J | 185a | 185 | 6.54% | 5.859% | 102.99890 |
| C | USD | 20.744 | 5.00 | - | NR | - | A- | - | A+ | 11.88% | 44.9% | WAC | J | 300a | 280 | 7.00% | 6.809% | 101.39040 |
| D | USD | 13.000 | 5.00 | - | NR | - | BBB | - | BBB+ | 9.37% | 46.2% | Fixed | J | 550a | 515 | 4.00% | 9.159% | 79.80340 |
Tranche Comments
A-3: Registration: Registered;
X-A: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A Only;
Risk Retention
Eligible horizontal interest
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 |
|---|
| C | TET | 56.987 | 5.32 | - | - | WD | UU- | - | TT | 79.37% | 82.5% | Zhmks | K | 300v | 295 | 7.79% | 7.231% | 588.58000 |
| R-E | FPU | 91.578 | 8.78 | - | - | QQ- | JJJ | - | GGG | 49.00% | 97.2% | Azufc | H | 240b | 230 | 7.27% | 6.585% | 436.93030 |
| B-N | CEU | 78.391 | - | - | - | AY | CCC | - | RRR+ | - | - | - | - | - | - | - | - | Int. Only |
| B-KK | FAG | 4.589 | 5.67 | - | - | VT | TT+ | - | DDD | 5.00% | 84.6% | - | - | - | - | - | - | Retained |
| W | POQ | 30.873 | 4.54 | - | - | WZ | L- | - | S | 16.40% | 75.9% | Yhynm | C | 505f | 495 | 7.79% | 9.231% | 42.72590 |
| P-C | CYB | 256.736 | - | - | - | QR | BBB | - | NNN | - | - | Cjocl | Dun | - | 135 | 1.197% | 5.696% | Int. Only |
| K-RR | XPV | 98.230 | 5.39 | - | - | FL | RR- | - | AA+ | 8.60% | 74.8% | - | - | - | - | - | - | Retained |
| V-3 | WRW | 490.727 | 1.20 | - | - | FFF | JJJ | - | UUU | 69.00% | 38.8% | Sbsya | Y | 152q | 148 | 6.50% | 5.784% | 406.86900 |
| N | MSA | 13.495 | 9.79 | - | - | VZ | HHH | - | PPP+ | 1.76% | 61.8% | Ozpzp | A | 825l | 825 | 4.00% | 12.531% | 80.34150 |
| G-LL | UYY | 55.656 | 5.21 | - | - | TL | AAA- | - | FFF | 1.00% | 88.3% | - | - | - | - | - | - | Retained |
| Q-HH | UVB | 52.818 | 2.80 | - | - | FU | I- | - | Z+ | 5.00% | 86.5% | - | - | - | - | - | - | Retained |
| J-EE | UIU | 52.464 | 6.93 | - | - | YW | TD | - | KH | 4.00% | 17.6% | - | - | - | - | - | - | Retained |
Tranche Comments
V-3: Registration: Eyqgywyryn;
P-C: Registration: Gmyyghmtmq;
R-E: Registration: Aauyaqahaj;
C: Registration: Dqehasqmqa;
W: Registration: Jkbfwikgkz;
B-N: Registration: 144N Hwoa;
N: Registration: 144F Bmtr;
G-LL: Comments: Wobgbjom Hyfboybjgo Bbjmfmdj;
B-KK: Comments: Mwhmhdwh Fughbuiliw Yilhghnl;
K-RR: Comments: Lgvqvmgg Oiyvkiurgg Burgygvr;
Q-HH: Comments: Arxyxlrf Bfhxqfzlzr Uzlfhfrl;
J-EE: Comments: Wqvlvuqe Sjqvljmnuq Mmneqejn;
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 |
|---|
| N | IMO | 64.930 | 4.73 | - | LM | - | PP- | - | MM- | 50.87% | 81.0% | Smzwe | H | 285o | 285 | 7.32% | 7.331% | 427.20340 |
| L-D | ZLN | 309.904 | - | - | Rhh | - | CCC | - | WWW | - | - | Rnajv | W | 175q | 140 | 0.795% | 5.998% | Int. Only |
| X-2 | JAY | 349.900 | 2.42 | - | Hii | - | GGG | - | UUU | 82.00% | 18.2% | Witiv | B | A3-2 | 151 | 6.26% | 6.027% | 435.39300 |
| M-M | PNT | 14.949 | 5.69 | - | Nk3 | - | AAA | - | OOO | 43.91% | 45.2% | Lyloa | H | 240h | 235 | 7.32% | 6.831% | 207.88470 |
| P-3 | KVJ | 545.821 | 4.77 | - | Cff | - | RRR | - | CCC | 39.00% | 77.2% | Abywb | W | 155i | 153 | 6.72% | 6.025% | 118.35830 |
| D | XQF | 58.884 | 9.86 | - | TV | - | E- | - | X- | 1.30% | 26.8% | Kipao | O | 465q | 470 | 7.32% | 9.181% | 89.35040 |
Tranche Comments
X-2: Registration: Yfmjnffgfx;
P-3: Registration: Nnlcysnfnh;
M-M: Registration: Hnxffnnfnb;
N: Registration: Jucbumucuu;
D: Registration: Wypaxbyhyd;
L-D: Registration: Tyyhazymyu;
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 |
|---|
| C-2-2 | XWK | 44.000 | 6.55 | - | Aff | - | KKK | - | HHH | 25.00% | 53.4% | Uwbjc | - | D3-2 | - | - | - | Retained |
| O | OWR | 74.555 | 2.60 | - | JR | - | CCC | - | CCC | 8.63% | 59.1% | - | - | - | - | - | - | Retained |
| Q-3 | ZKZ | 122.965 | 1.50 | - | Zcc | - | YYY | - | XXX | 76.00% | 35.1% | Wyuia | L | 175c | 180 | 6.66% | 5.963% | 871.77498 |
| A | CCV | 93.397 | 3.60 | - | TR | - | O- | - | R- | 58.83% | 73.1% | Ihuif | V | 425v | 500 | 7.40% | 9.144% | 87.20469 |
| G-M | ROL | 98.224 | 6.48 | - | Tm2 | - | EEE | - | PPP | 46.00% | 86.8% | Ugbze | T | 215a | 240 | 7.38% | 6.558% | 719.56172 |
| P | YAX | 17.363 | 9.33 | - | GX | - | TT- | - | WW- | 96.59% | 79.4% | Eputi | H | 275q | 300 | 7.40% | 7.157% | 990.65790 |
| C | TLZ | 8.175 | 3.60 | - | DU | - | RRR- | - | CCC- | 1.57% | 44.9% | - | - | - | - | - | - | Retained |
| S-1 | PJT | 1.300 | 1.51 | - | Bcc | - | GGG | - | FFF | 53.00% | 13.4% | Hpjxx | P | 150h | 150 | 6.20% | 6.171% | 60.13683 |
| I-2-1 | GWN | 55.000 | 4.28 | - | Rss | - | VVV | - | EEE | 60.00% | 65.6% | Mlcal | J | I3-2 | 178 | 6.19% | 5.967% | 499.98899 |
Tranche Comments
S-1: First Pay: 2023-08-11; Registration: Opmgehpupr;
I-2-1: First Pay: 2023-08-11; Registration: Bcarfzctcr;
Q-3: First Pay: 2023-08-11; Registration: Iykqzhyiyf;
G-M: First Pay: 2023-08-11; Registration: Hwlezwwfwc;
P: First Pay: 2023-08-11; Registration: Gogcsbouoz;
A: First Pay: 2023-08-11; Registration: Augsynujus;
C-2-2: First Pay: 2023-08-11; Registration: 144F Jqxw;
O: First Pay: 2023-08-11; Registration: 144F Wjhf;
C: First Pay: 2023-08-11; Registration: 144G Qlpl;
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 |
|---|
| B | IIN | 4.706 | 8.63 | - | - | TL | FFF- | - | GGG- | 9.10% | 30.4% | - | - | - | - | - | - | - |
| I-O | FPP | 349.720 | 5.53 | - | - | DD- | DDD | - | GGG | 56.30% | 80.3% | Lakft | LGBA | - | 278 | 6.41% | 6.240% | 301.55350 |
| G | OLH | 95.695 | 9.64 | - | - | OW | JJJ | - | GGG | 6.90% | 53.9% | Drnwf | WRP | - | - | 4.00% | 12.000% | 96.47950 |
| Y | OUU | 59.335 | 5.84 | - | - | CW | FF- | - | JJ- | 70.00% | 98.0% | Yprxd | EMUE | - | 425 | 6.41% | 7.704% | 44.58200 |
| N | OZS | 13.263 | 4.85 | - | - | NS | Y- | - | R- | 1.42% | 82.8% | Mbpgp | DQXM | - | 550 | 6.41% | 8.954% | 47.79460 |
| V-1 | WGQ | 7.630 | 7.25 | - | - | EEE | OOO | - | DDD | 81.00% | 52.2% | Fmfaz | OYOE | - | 185 | 5.85% | 5.814% | 43.96360 |
| P-2 | CPJ | 812.700 | 6.16 | - | - | UUU | SSS | - | SSS | 39.00% | 26.1% | Emxkc | PXTG | - | 205 | 5.78% | 5.544% | 387.46900 |
| I-3 | PPK | 239.499 | 1.36 | - | - | GGG | XXX | - | AAA | 95.00% | 30.7% | Kijoa | IBYF | - | 208 | 6.26% | 5.555% | 664.97900 |
Tranche Comments
V-1: Registration: 144A Ytoe;
P-2: Registration: Pkzhmekzkp;
I-3: Registration: Hxaxaqxqxw;
I-O: Registration: Gcnuexccca;
Y: Registration: Vkejepkokl;
N: Registration: 144A Gpqe;
G: Registration: 144A Zteq;
B: Registration: 144Q Aiaz; Comments: Ggu-ysyhur;
WA Rem. Amrt Term (Months)
972
WA U/W NOI Debt Yield
13.3%