| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 40.000 | 3.32 | - | - | - | - | A | - | - | - | - | - | - | - | - | Retained |
| A-2 | USD | 342.700 | 3.32 | - | - | - | - | A | 27.00% | - | Fixed | I-Curve | 285-300 | 295 | 6.72% | 6.810% | 100.00000 |
| B | USD | 52.400 | 3.33 | - | - | - | - | BBB | 17.00% | - | Fixed | I-Curve | 425a | 415 | 7.88% | 8.009% | 100.00000 |
Tranche Comments
A-1: First Pay: 2023-03-15; Registration: 144A/Reg S;
A-2: First Pay: 2023-03-15; Registration: 144A/Reg S;
B: First Pay: 2023-03-15; Registration: 144A/Reg S;
Collateral
The pool is comprised of 61 loans to 45 obligors, with a weighted average loan to value of 41.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | KXJ | 371.540 | 2.46 | - | - | - | - | E | - | - | Lmxrk | Cdlzw | 190m | 185 | 3.60% | 3.629% | 617.00000 |
| N | ZKB | 84.900 | 7.99 | - | - | - | - | OOO | - | - | Tciul | Hfxoz | 240b | 235 | 4.10% | 4.131% | 489.00000 |
Tranche Comments
G-2: First Pay: 2022-03-15; Registration: 144C/Hku L;
N: First Pay: 2022-03-15; Registration: 144E/Pwe W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | EAU | 77.000 | 2.90 | - | - | - | - | V | - | - | - | - | - | - | - | - | Retained |
| U | QLX | 61.740 | 7.20 | - | - | - | - | YYY | - | - | Xblao | Txwtj | 275u | 260 | 4.04% | 4.071% | 679.00000 |
| T-2 | UGE | 372.550 | 8.30 | - | - | - | - | J | - | - | Pkqbp | Snjob | 180-190 | 165 | 3.10% | 3.121% | 500.00000 |
Tranche Comments
K-1: Registration: 144K/Qzb Y;
T-2: Registration: 144X/Lbi B;
U: Registration: 144Q/Haw D;
Deal Comments
Jjxw Jlwlwllwlth Qbjlpjw gtb Qwlljw Gjjswlttwwq GBN. Bgppljw Gjjswlttwwpq BTG, DGJ, RHV.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UTK | 29.900 | 3.90 | - | - | - | - | TTT | - | - | Uunzd | RKW | 5.625-.75% | 286 | 5.44% | 5.500% | 226.00000 |
| G-1 | KLL | 88.000 | 2.30 | - | - | - | - | V | - | - | - | - | - | - | - | - | Retained |
| R-2 | WQB | 834.500 | 8.80 | - | - | - | - | X | - | - | Jshww | OUD | 4.625-.75% | 186 | 4.46% | 4.500% | 836.00000 |
Tranche Comments
G-1: Registration: 144N/Blv N;
R-2: Registration: 144P/Kyd Z;
E: Registration: 144Q/Ztd E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EPX | 276.000 | 3.00 | - | - | - | - | G | - | - | Twijv | TOQ | 4.00% | - | 3.97% | 4.000% | - |
| X | BLB | 81.000 | 9.00 | - | - | - | - | GGG | - | - | Frcro | Nlvmn | 450 | 450 | 5.46% | 5.520% | - |
Tranche Comments
Z: Registration: 144V Skmv;
X: Registration: 144K Zfhy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YPU | 506.000 | 2.34 | - | - | - | - | M | - | - | Qlhmv | BSE | - | - | 3.48% | 3.500% | - |
Tranche Comments
X: Registration: 144Q Asws;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HJB | 171.000 | 1.10 | N2 | - | - | - | - | - | - | Bwlbd | - | - | - | 3.75% | 3.750% | 684.00000 |
Tranche Comments
B: Registration: 144Q Lvpg;