| 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 |
|---|
| E | HZV | 51.419 | 3.98 | - | - | VY | FFF | - | CCC+ | 6.69% | 52.6% | Monyv | F | 825r | 825 | 4.00% | 12.531% | 86.80350 |
| T-3 | WFY | 405.163 | 4.86 | - | - | ZZZ | NNN | - | TTT | 81.00% | 93.5% | Vjnqa | Y | 152f | 148 | 6.50% | 5.784% | 326.72690 |
| I-J | JEO | 832.611 | - | - | - | GF | AAA | - | EEE | - | - | Puvyd | Gnh | - | 135 | 1.197% | 5.696% | Int. Only |
| D | MYQ | 34.393 | 8.82 | - | - | BT | F- | - | U | 23.20% | 18.3% | Dgreh | C | 505f | 495 | 7.79% | 9.231% | 51.22250 |
| R | MCI | 96.522 | 8.43 | - | - | DR | CC- | - | AA | 45.42% | 59.6% | Osgqh | L | 300u | 295 | 7.79% | 7.231% | 704.35000 |
| S-X | YSF | 31.894 | - | - | - | JB | UUU | - | LLL+ | - | - | - | - | - | - | - | - | Int. Only |
| N-D | KWW | 57.376 | 8.52 | - | - | LL- | XXX | - | WWW | 82.00% | 87.8% | Njjaa | H | 240y | 230 | 7.27% | 6.585% | 278.63480 |
| B-WW | RVC | 90.744 | 9.25 | - | - | HA | DDD- | - | MMM | 4.00% | 50.4% | - | - | - | - | - | - | Retained |
| Q-NN | NLC | 90.989 | 1.99 | - | - | BT | JJ- | - | AA+ | 1.60% | 50.5% | - | - | - | - | - | - | Retained |
| K-WW | ZBQ | 9.883 | 3.71 | - | - | LO | OO+ | - | KKK | 2.00% | 77.7% | - | - | - | - | - | - | Retained |
| D-SS | CVC | 12.828 | 5.87 | - | - | OT | TM | - | VC | 2.00% | 28.8% | - | - | - | - | - | - | Retained |
| P-WW | MAZ | 11.982 | 1.94 | - | - | PM | Z- | - | Q+ | 9.00% | 90.7% | - | - | - | - | - | - | Retained |
Tranche Comments
T-3: Registration: Zuxjlxunux;
I-J: Registration: Uzlwhjznzd;
N-D: Registration: Koiqjiomod;
R: Registration: Vnlgeqnynd;
D: Registration: Yvcgiwvyvx;
S-X: Registration: 144D Mfhk;
E: Registration: 144T Hhjz;
B-WW: Comments: Ovgygjvc Blugulogdv Hogcucbg;
K-WW: Comments: Wcwmwjcw Tgvwhgvogc Jvowvwto;
Q-NN: Comments: Kumjmiui Nmpmkmdpmu Udpipiup;
P-WW: Comments: Rhfpfihp Howfyobxyh Ybxpwpwx;
D-SS: Comments: Qvdjdxvc Obqdwbqmov Hqmcqcym;
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 |
|---|
| A-K | RIB | 97.992 | 6.97 | - | Lm3 | - | KKK | - | MMM | 91.17% | 81.3% | Vswnc | B | 240q | 235 | 7.32% | 6.831% | 469.51140 |
| V-B | CAO | 206.174 | - | - | Nyy | - | QQQ | - | ZZZ | - | - | Mwvsc | V | 175z | 140 | 0.795% | 5.998% | Int. Only |
| T-3 | BZJ | 572.859 | 5.95 | - | Fzz | - | EEE | - | SSS | 35.00% | 96.9% | Lwgtn | H | 155b | 153 | 6.72% | 6.025% | 326.51480 |
| Q | UBO | 32.554 | 3.69 | - | BA | - | W- | - | D- | 2.21% | 96.3% | Pqygt | H | 465y | 470 | 7.32% | 9.181% | 64.56870 |
| O | FQD | 37.580 | 4.90 | - | TQ | - | HH- | - | VV- | 12.46% | 93.0% | Zbrhs | B | 285a | 285 | 7.32% | 7.331% | 720.28580 |
| E-2 | BQV | 355.700 | 3.42 | - | Lll | - | ZZZ | - | KKK | 34.00% | 19.8% | Dbglm | L | B3-2 | 151 | 6.26% | 6.027% | 364.68300 |
Tranche Comments
E-2: Registration: Jpqbnypepx;
T-3: Registration: Ykmznhkkke;
A-K: Registration: Jkcxpxkwks;
O: Registration: Upvhrkpnpr;
Q: Registration: Ccwiczcuck;
V-B: Registration: Hvlafmvqvb;
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 |
|---|
| A-3 | PZH | 383.143 | 5.40 | - | Uhh | - | EEE | - | FFF | 29.00% | 47.8% | Ynayw | S | 175x | 180 | 6.66% | 5.963% | 294.18251 |
| P-R | AUD | 84.698 | 1.50 | - | Pp2 | - | TTT | - | CCC | 13.00% | 74.5% | Ghzom | F | 215j | 240 | 7.38% | 6.558% | 759.40287 |
| L | VKF | 28.505 | 9.48 | - | UE | - | AA- | - | WW- | 72.94% | 42.4% | Lgmil | T | 275c | 300 | 7.40% | 7.157% | 699.13452 |
| L-2-1 | BWC | 33.000 | 1.56 | - | Zss | - | OOO | - | CCC | 69.00% | 11.4% | Bzlfs | V | V3-2 | 178 | 6.19% | 5.967% | 880.94160 |
| O-2-2 | QUI | 44.000 | 9.32 | - | Qqq | - | RRR | - | TTT | 12.00% | 93.4% | Eoolz | - | E3-2 | - | - | - | Retained |
| J-1 | LFZ | 9.800 | 7.59 | - | Jkk | - | OOO | - | OOO | 29.00% | 35.4% | Gskbs | I | 150e | 150 | 6.20% | 6.171% | 90.48696 |
| C | WMA | 9.508 | 7.40 | - | JM | - | QQQ- | - | BBB- | 8.96% | 85.4% | - | - | - | - | - | - | Retained |
| K | UVA | 89.652 | 5.70 | - | AU | - | P- | - | U- | 89.24% | 22.2% | Pskpj | H | 425v | 500 | 7.40% | 9.144% | 40.64965 |
| D | KQM | 93.963 | 5.10 | - | HE | - | EEE | - | III | 6.46% | 40.6% | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2023-08-11; Registration: Pbxgzhbbbq;
L-2-1: First Pay: 2023-08-11; Registration: Ukypzskokq;
A-3: First Pay: 2023-08-11; Registration: Keyzqiemev;
P-R: First Pay: 2023-08-11; Registration: Nozpzuoaoi;
L: First Pay: 2023-08-11; Registration: Oxwuijxuxq;
K: First Pay: 2023-08-11; Registration: Wzjlmlzqzi;
O-2-2: First Pay: 2023-08-11; Registration: 144S Umlx;
D: First Pay: 2023-08-11; Registration: 144Y Ujse;
C: First Pay: 2023-08-11; Registration: 144J Ytro;
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 |
|---|
| H-2 | IXX | 783.100 | 7.39 | - | - | KKK | OOO | - | EEE | 19.00% | 86.1% | Wjazp | NCCQ | - | 205 | 5.78% | 5.544% | 466.82100 |
| J | JLV | 35.859 | 6.59 | - | - | BV | U- | - | Y- | 1.68% | 66.4% | Nbiwx | KWLC | - | 550 | 6.41% | 8.954% | 99.63850 |
| T | PLH | 9.571 | 2.59 | - | - | XC | WWW- | - | MMM- | 1.60% | 14.3% | - | - | - | - | - | - | - |
| P-3 | RTB | 743.552 | 4.23 | - | - | UUU | BBB | - | CCC | 19.00% | 72.2% | Nghks | ZJIQ | - | 208 | 6.26% | 5.555% | 846.24700 |
| R | ARU | 81.778 | 1.46 | - | - | CK | BBB | - | XXX | 6.70% | 76.4% | Wfaah | HYN | - | - | 4.00% | 12.000% | 59.10040 |
| M | XBW | 27.336 | 9.27 | - | - | GG | UU- | - | ZZ- | 73.00% | 70.0% | Cqmef | LDPW | - | 425 | 6.41% | 7.704% | 93.94400 |
| W-1 | KPX | 7.306 | 6.10 | - | - | PPP | OOO | - | III | 67.00% | 51.8% | Wppfb | NNYV | - | 185 | 5.85% | 5.814% | 89.52540 |
| G-U | HFK | 398.570 | 6.55 | - | - | SS- | EEE | - | RRR | 64.20% | 57.5% | Ekwma | BQPU | - | 278 | 6.41% | 6.240% | 589.38600 |
Tranche Comments
W-1: Registration: 144N Pmds;
H-2: Registration: Nqkyozqbqf;
P-3: Registration: Akmjcsknke;
G-U: Registration: Vkwclvkhkc;
M: Registration: Lxpmzoxjxd;
J: Registration: 144F Bgjr;
R: Registration: 144B Htcs;
T: Registration: 144X Yolf; Comments: Gpo-klpuop;
WA Rem. Amrt Term (Months)
764
WA U/W NOI Debt Yield
13.3%