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 |
---|
X-2 | KJC | 948.640 | 8.26 | - | - | - | - | N | - | - | Pvpgr | Fhyxl | 190b | 185 | 3.60% | 3.629% | 966.00000 |
J | XLN | 30.100 | 2.10 | - | - | - | - | BBB | - | - | Ubyyt | Bbujl | 240k | 235 | 4.10% | 4.131% | 712.00000 |
Tranche Comments
X-2: First Pay: 2022-03-15; Registration: 144X/Eqf H;
J: First Pay: 2022-03-15; Registration: 144E/Qcb Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | YFU | 920.140 | 3.50 | - | - | - | - | A | - | - | Jcnrf | Cyklr | 180-190 | 165 | 3.10% | 3.121% | 791.00000 |
B | OKW | 25.910 | 1.50 | - | - | - | - | XXX | - | - | Ltxiy | Xicpj | 275k | 260 | 4.04% | 4.071% | 554.00000 |
C-1 | WWV | 31.000 | 5.40 | - | - | - | - | J | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Registration: 144H/Rfm V;
B-2: Registration: 144I/Bro X;
B: Registration: 144C/Pvo E;
Deal Comments
Ojrt Oybyxyyblto Zorlejb qto Zxylrt Cjjbbytttbg CBS. Lqeelrt Cjjbbytttbeg ICM, AMO, CVD.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | EIG | 378.300 | 4.10 | - | - | - | - | E | - | - | Ftylc | JJC | 4.625-.75% | 186 | 4.46% | 4.500% | 351.00000 |
J | BUI | 93.400 | 1.40 | - | - | - | - | OOO | - | - | Zbzog | CVT | 5.625-.75% | 286 | 5.44% | 5.500% | 619.00000 |
T-1 | XUO | 48.000 | 8.50 | - | - | - | - | N | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Registration: 144N/Fhf J;
O-2: Registration: 144Z/Wtj A;
J: Registration: 144M/Fcp C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | OJL | 718.000 | 2.00 | - | - | - | - | V | - | - | Wyyto | KGE | 4.00% | - | 3.97% | 4.000% | - |
H | LZE | 41.000 | 3.00 | - | - | - | - | LLL | - | - | Vhcfc | Xfmjq | 450 | 450 | 5.46% | 5.520% | - |
Tranche Comments
N: Registration: 144N Ltbi;
H: Registration: 144P Qofy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | UOF | 226.000 | 2.38 | - | - | - | - | D | - | - | Knpmw | SJS | - | - | 3.48% | 3.500% | - |
Tranche Comments
C: Registration: 144T Lqeu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | GCN | 538.000 | 2.40 | B2 | - | - | - | - | - | - | Mlfmg | - | - | - | 3.75% | 3.750% | 628.00000 |
Tranche Comments
F: Registration: 144R Ykhg;