| 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 | THT | 445.940 | 6.97 | - | - | - | - | S | - | - | Uonei | Fyekh | 190h | 185 | 3.60% | 3.629% | 165.00000 |
| W | HZQ | 92.200 | 4.18 | - | - | - | - | UUU | - | - | Ituya | Kvdzi | 240s | 235 | 4.10% | 4.131% | 673.00000 |
Tranche Comments
X-2: First Pay: 2022-03-15; Registration: 144E/Wbr O;
W: First Pay: 2022-03-15; Registration: 144B/Uyi I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | UOQ | 389.520 | 2.10 | - | - | - | - | H | - | - | Nizha | Lrapx | 180-190 | 165 | 3.10% | 3.121% | 377.00000 |
| A | BLC | 16.920 | 3.80 | - | - | - | - | ZZZ | - | - | Pziez | Ukqdm | 275v | 260 | 4.04% | 4.071% | 749.00000 |
| T-1 | RHS | 23.000 | 8.70 | - | - | - | - | X | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Registration: 144Q/Gln E;
H-2: Registration: 144J/Ujo L;
A: Registration: 144G/Arm C;
Deal Comments
Vsyf Vuhluulhrwl Stbrnsh xwt Suurbf Jssshlwwfho JNL. Hxnnrbf Jssshlwwfhno ANF, RFV, BSI.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | MXS | 84.000 | 3.80 | - | - | - | - | W | - | - | - | - | - | - | - | - | Retained |
| H | BVC | 81.200 | 7.60 | - | - | - | - | WWW | - | - | Czwjx | UVQ | 5.625-.75% | 286 | 5.44% | 5.500% | 633.00000 |
| S-2 | NKM | 266.200 | 2.10 | - | - | - | - | H | - | - | Osphe | NFV | 4.625-.75% | 186 | 4.46% | 4.500% | 993.00000 |
Tranche Comments
J-1: Registration: 144Q/Ldd R;
S-2: Registration: 144W/Khm H;
H: Registration: 144M/Ybi H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CSO | 67.000 | 2.00 | - | - | - | - | GGG | - | - | Ruzeh | Grzjt | 450 | 450 | 5.46% | 5.520% | - |
| K | FWJ | 946.000 | 6.00 | - | - | - | - | D | - | - | Filpf | URP | 4.00% | - | 3.97% | 4.000% | - |
Tranche Comments
K: Registration: 144G Cquf;
C: Registration: 144K Gcoo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QSE | 578.000 | 2.80 | - | - | - | - | B | - | - | Atxop | CMW | - | - | 3.48% | 3.500% | - |
Tranche Comments
P: Registration: 144Y Zthc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RFC | 490.000 | 3.20 | S2 | - | - | - | - | - | - | Cvgmz | - | - | - | 3.75% | 3.750% | 621.00000 |
Tranche Comments
Z: Registration: 144P Ffmo;