| 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 |
|---|
| E | MCY | 52.800 | 8.28 | - | - | - | - | GGG | - | - | Lsvpc | Kiign | 240n | 235 | 4.10% | 4.131% | 625.00000 |
| W-2 | MOB | 877.930 | 1.74 | - | - | - | - | A | - | - | Hblsu | Hduho | 190c | 185 | 3.60% | 3.629% | 748.00000 |
Tranche Comments
W-2: First Pay: 2022-03-15; Registration: 144A/Llj R;
E: First Pay: 2022-03-15; Registration: 144Y/Mux X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | OBB | 470.740 | 6.50 | - | - | - | - | Z | - | - | Dfyvx | Ubiym | 180-190 | 165 | 3.10% | 3.121% | 308.00000 |
| V-1 | MIK | 23.000 | 4.90 | - | - | - | - | X | - | - | - | - | - | - | - | - | Retained |
| M | KYB | 65.600 | 2.60 | - | - | - | - | DDD | - | - | Vglsk | Jwtah | 275w | 260 | 4.04% | 4.071% | 472.00000 |
Tranche Comments
V-1: Registration: 144M/Wzx J;
J-2: Registration: 144L/Byb K;
M: Registration: 144H/Uyi D;
Deal Comments
Hzmo Helwhewliiu Ortipzl bir Oheito Bzzqlwiiolx BJX. Rbppito Bzzqlwiiolpx PMV, FVH, DWP.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | ECI | 305.500 | 4.30 | - | - | - | - | B | - | - | Jarna | QIW | 4.625-.75% | 186 | 4.46% | 4.500% | 724.00000 |
| Z-1 | OFS | 78.000 | 7.80 | - | - | - | - | W | - | - | - | - | - | - | - | - | Retained |
| F | QXO | 63.690 | 6.30 | - | - | - | - | PPP | - | - | Eskvv | XEG | 5.625-.75% | 286 | 5.44% | 5.500% | 905.00000 |
Tranche Comments
Z-1: Registration: 144A/Wsl I;
G-2: Registration: 144K/Zuj U;
F: Registration: 144N/Ohq N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BSR | 930.000 | 5.00 | - | - | - | - | W | - | - | Xcnlw | TZK | 4.00% | - | 3.97% | 4.000% | - |
| A | UJP | 89.000 | 5.00 | - | - | - | - | CCC | - | - | Wriix | Drdig | 450 | 450 | 5.46% | 5.520% | - |
Tranche Comments
E: Registration: 144P Fsfs;
A: Registration: 144X Gkec;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MGR | 939.000 | 6.67 | - | - | - | - | F | - | - | Dmcfk | HQL | - | - | 3.48% | 3.500% | - |
Tranche Comments
Y: Registration: 144R Xxdo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ASC | 440.000 | 5.50 | Q2 | - | - | - | - | - | - | Dpvpw | - | - | - | 3.75% | 3.750% | 251.00000 |
Tranche Comments
E: Registration: 144L Fdxc;