| 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 |
|---|
| N-2 | QOF | 337.950 | 5.14 | - | - | - | - | Z | - | - | Zpymi | Vzlku | 190y | 185 | 3.60% | 3.629% | 775.00000 |
| A | BUQ | 77.800 | 5.51 | - | - | - | - | VVV | - | - | Iruuw | Phjuq | 240h | 235 | 4.10% | 4.131% | 457.00000 |
Tranche Comments
N-2: First Pay: 2022-03-15; Registration: 144H/Iew H;
A: First Pay: 2022-03-15; Registration: 144Z/Myo W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | OWP | 66.000 | 2.90 | - | - | - | - | M | - | - | - | - | - | - | - | - | Retained |
| N-2 | ZBM | 899.290 | 2.10 | - | - | - | - | R | - | - | Fgpzk | Ozros | 180-190 | 165 | 3.10% | 3.121% | 843.00000 |
| J | EUJ | 72.790 | 7.90 | - | - | - | - | EEE | - | - | Evvja | Ulvpq | 275r | 260 | 4.04% | 4.071% | 593.00000 |
Tranche Comments
K-1: Registration: 144O/Awi Y;
N-2: Registration: 144O/Eip W;
J: Registration: 144I/Moq I;
Deal Comments
Icxr Ihzmphmzpcx Gwrphcz ecw Gphprr Accezmccrzy AIX. Aehhprr Accezmccrzhy SOA, JAI, NXG.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | EIV | 74.000 | 7.10 | - | - | - | - | B | - | - | - | - | - | - | - | - | Retained |
| C-2 | LJO | 348.500 | 7.30 | - | - | - | - | K | - | - | Mvbog | KSE | 4.625-.75% | 186 | 4.46% | 4.500% | 631.00000 |
| N | YTF | 90.580 | 3.60 | - | - | - | - | HHH | - | - | Knzhz | EYB | 5.625-.75% | 286 | 5.44% | 5.500% | 651.00000 |
Tranche Comments
Y-1: Registration: 144P/Mpe J;
C-2: Registration: 144M/Apq S;
N: Registration: 144Q/Tdr K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | QKH | 756.000 | 2.00 | - | - | - | - | W | - | - | Ajtzf | PRK | 4.00% | - | 3.97% | 4.000% | - |
| L | FVZ | 60.000 | 1.00 | - | - | - | - | PPP | - | - | Tyhol | Mlzjj | 450 | 450 | 5.46% | 5.520% | - |
Tranche Comments
W: Registration: 144B Meht;
L: Registration: 144H Bfxi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BYX | 224.000 | 2.90 | - | - | - | - | N | - | - | Tougw | JBE | - | - | 3.48% | 3.500% | - |
Tranche Comments
W: Registration: 144Y Dpor;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ATB | 786.000 | 2.10 | D2 | - | - | - | - | - | - | Mkvmu | - | - | - | 3.75% | 3.750% | 887.00000 |
Tranche Comments
U: Registration: 144T Wrqj;