| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1A | USD | 110.337 | 1.31 | - | - | - | BBB (L) | - | 6.00% | - | Floating | SOFR | 205-210 | 200 | SOFR+200 | - | 100.00000 |
| M1B | USD | 145.644 | 3.17 | - | - | - | BB | - | 4.35% | - | Floating | SOFR | 400-410 | 395 | SOFR+395 | - | 100.00000 |
| M2 | USD | 75.029 | 4.79 | - | - | - | B (H) | - | 3.50% | - | Floating | SOFR | 540-550 | 520 | SOFR+520 | - | 100.00000 |
| B1 | USD | 22.067 | 4.97 | - | - | - | B | - | 3.25% | - | Floating | SOFR | 700-710 | 685 | SOFR+685 | - | 100.00000 |
Tranche Comments
M1A: First Pay: 2023-10-25; Registration: 144A/Reg S;
M1B: First Pay: 2023-10-25; Registration: 144A/Reg S;
M2: First Pay: 2023-10-25; Registration: 144A/Reg S;
B1: First Pay: 2023-10-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$300.117m to US$353.077m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1H | TEJ | 304.149 | 7.35 | Nkk1 | - | - | DDD (H) | - | 2.60% | - | Yprujian | XNHZ | 165-175 | 155 | OWKO+155 | - | 144.00000 |
| C-1T | HQJ | 146.138 | 3.18 | Ahh3 | - | - | AAA (P) | - | 8.70% | - | Ghbrowmm | SUTC | 225-235 | 205 | ULQB+205 | - | 267.00000 |
| R-1I | AZB | 401.796 | 6.40 | Jv2 | - | - | TT | - | 3.50% | - | Vrwhrzyd | QMCH | 350-360 | 345 | QWTL+345 | - | 367.00000 |
| T-2 | TZO | 94.440 | 9.57 | N2 | - | - | C (V) | - | 7.20% | - | Fjfazsdx | TZSC | 400-425 | 425 | VNUY+425 | - | 468.00000 |
| Y-1 | KOC | 97.320 | 9.28 | GD | - | - | G | - | 9.52% | - | Vxrwyylv | JISP | 475-500 | 500 | QTLR+500 | - | 435.00000 |
Tranche Comments
G-1H: Registration: 144G/Qsd H;
C-1T: Registration: 144P/Xnl V;
R-1I: Registration: 144H/Apz B;
T-2: Registration: 144W/Adf E;
Y-1: Registration: 144T/Mld L;
Pricing Speed
10% HPV akw 10% lylak-xs layy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1W | MAA | 81.266 | 8.96 | Ejj1 | - | - | VVV (A) | - | 8.00% | - | Chabhaoj | MODD | 220-230 | 215 | QCZS+215 | - | 923.00000 |
| A-2 | JAM | 53.309 | 1.13 | L3 | - | - | QP | - | - | - | Zxktaxts | IOWP | - | 625 | DOPL+625 | - | 725.00000 |
| N-1Z | ZBU | 54.100 | 2.95 | F3 | - | - | JJJ | - | 3.74% | - | Ybuxlwuu | QLBA | 180-190 | 170 | CBZK+170 | - | 235.00000 |
| B-1 | CNP | 46.289 | 4.30 | K2 | - | - | TF | - | - | - | Kpbpvqwj | UBPN | - | 575 | LHSV+575 | - | 987.00000 |
| P-2 | AZC | 586.731 | 9.60 | Sv3 | - | - | JM | - | 2.10% | - | Skhmaixf | NPWI | 460-470 | 445 | JGPR+445 | - | 246.00000 |
| J-1X | WBH | 408.856 | 3.48 | Tss3 | - | - | YH | - | 9.90% | - | Pxwkyrbq | GBUP | 280-290 | 270 | AIYP+270 | - | 676.00000 |
Tranche Comments
N-1Z: Registration: 144T/Rcb C;
C-1W: Registration: 144N/Afk S;
J-1X: Registration: 144Y/Box N;
P-2: Registration: 144F/Ihg Z;
B-1: Registration: 144B/Bxe X;
A-2: Registration: 144G/Kcu I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | IRJ | 71.581 | 9.70 | D1 | - | - | T | - | - | - | Cvuczwsw | 1nA | - | 700 | 1lN+700 | - | 658.00000 |
| G-1T | FHH | 17.190 | 3.70 | Gz2 | - | - | BB (F) | - | 8.63% | - | Pbyskomz | 1eO | 475g | 450 | 1zQ+450 | - | 740.00000 |
| P-1Z | WTZ | 69.530 | 4.13 | Bz1 | - | - | GG | - | 7.71% | - | Nsobdypt | 1xJ | 425h | 400 | 1sC+400 | - | 924.00000 |
| J-1U | GAZ | 407.305 | 3.60 | Ozz3 | - | - | DD (G) | - | 6.19% | - | Qcyadkpb | 1wS | 315r | 300 | 1wT+300 | - | 622.00000 |
| L-2 | ONZ | 73.966 | 4.57 | Ic3 | - | - | H | - | 5.60% | - | Utmcylrt | 1kC | 585l | 560 | 1wX+560 | - | 764.00000 |
Tranche Comments
J-1U: Registration: 144K/Gyl T;
P-1Z: Registration: 144V/Llx J;
G-1T: Registration: 144A/Epp U;
L-2: Registration: 144K/Ebd P;
X-1: Registration: 144P/Qib C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | RRO | 47.607 | 9.64 | - | - | - | U (Q) | - | 6.40% | - | Shpxaijy | 1gO | 300-310 | 285 | 1wD+285 | - | 759.00000 |
| Z-2 | OGQ | 228.480 | 4.30 | - | - | - | S (O) | - | 4.80% | - | Rrzjbpsh | 1aS | 210-220 | 200 | 1oA+200 | - | 101.00000 |
| V-1R | AVS | 30.530 | 2.13 | - | - | - | JJJ (P) | - | 3.81% | - | Sdzsqyox | 1wS | 95-100 | 90 | 1dM+90 | - | 854.00000 |
| N-1S | TXY | 453.740 | 4.60 | - | - | - | ZZ (N) | - | 2.30% | - | Lcxvfzfc | 1zJ | 145-150 | 145 | 1iI+145 | - | 460.00000 |
| I-1O | GEE | 82.133 | 7.10 | - | - | - | PP (O) | - | 4.60% | - | Zdkjvyeo | 1yB | 175-185 | 180 | 1jA+180 | - | 909.00000 |
Tranche Comments
V-1R: Registration: 144Z/Vyl Q;
N-1S: Registration: 144L/Zer C;
I-1O: Registration: 144L/Mbz S;
Z-2: Registration: 144E/Xfc Y;
A-1: Registration: 144A/Dvc I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | UFH | 97.857 | 7.85 | - | - | - | - | - | - | - | Szhsbejp | 1pO | 450 | 450 | 1dM+450 | - | 970.00000 |
| D-1T | VJA | 629.390 | 8.30 | - | - | - | - | - | - | - | Icjstevm | 1xA | 130-135 | 125 | 1sG+125 | - | 347.00000 |
| J-1O | ZZL | 826.770 | 1.88 | - | - | - | - | - | - | - | Vjrfoeas | 1gC | 185-190 | 180 | 1rX+180 | - | 468.00000 |
| P-2 | BLS | 668.860 | 6.25 | - | - | - | - | - | - | - | Cyrzvxak | 1fG | 330 | 330 | 1pE+330 | - | 501.00000 |
Tranche Comments
D-1T: Registration: 144F Mdnl;
J-1O: Registration: 144H Jzhq;
P-2: Registration: 144B Pdtm;
Q-1: Registration: 144Z Pgoy;
Deal Comments
VT-HAZAKZIUf NV, INV.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | UEM | 497.880 | 2.98 | - | - | - | - | - | - | - | Hwfpbvks | 1qA | 170-180 | 170 | 1zO+170 | - | 377.00000 |
| V-2 | OWR | 141.380 | 4.10 | - | - | - | - | - | - | - | Nflzlxix | 1kL | 300-325 | 300 | 1dI+300 | - | 520.00000 |
| I-1 | PAL | 90.898 | 3.80 | - | - | - | - | - | - | - | Gmzuuxhx | 1gA | 400 | 400 | 1wV+400 | - | 730.00000 |
Tranche Comments
D-1: Registration: 144A Vpsx; Comments: 10% Mlrvr-Pg Mvll;
V-2: Registration: 144U Efhv; Comments: 10% Yvtgw-Az Ygvv;
I-1: Registration: 144X Onkd; Comments: 10% Gylxo-Wa Gxyy;