| 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 |
|---|
| H-1T | UKP | 545.787 | 7.25 | Uii1 | - | - | NNN (D) | - | 2.36% | - | Mfwoeymq | JJXC | 165-175 | 155 | GMPO+155 | - | 648.00000 |
| Q-1K | WUX | 413.363 | 9.63 | Dll3 | - | - | AAA (G) | - | 2.90% | - | Xrvohuiz | EIEX | 225-235 | 205 | LVNC+205 | - | 935.00000 |
| P-2 | NXM | 46.494 | 9.64 | L2 | - | - | U (Q) | - | 3.50% | - | Nuzuwhpk | YJPO | 400-425 | 425 | ZYHZ+425 | - | 644.00000 |
| F-1 | CNW | 31.460 | 2.68 | LF | - | - | N | - | 5.13% | - | Ywkxxbln | CJVW | 475-500 | 500 | AQSS+500 | - | 398.00000 |
| Z-1D | BRE | 319.450 | 5.90 | En2 | - | - | UU | - | 2.83% | - | Vjmhbjyu | AIAO | 350-360 | 345 | PCZA+345 | - | 129.00000 |
Tranche Comments
H-1T: Registration: 144B/Yzo O;
Q-1K: Registration: 144Z/Xqo K;
Z-1D: Registration: 144U/Ylt N;
P-2: Registration: 144V/Zmo W;
F-1: Registration: 144E/Pqw S;
Pricing Speed
10% MTT bnz 10% zqhbn-dg zbqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | EFI | 41.942 | 6.24 | N3 | - | - | HV | - | - | - | Adbvdqoz | UNVM | - | 625 | CPHL+625 | - | 289.00000 |
| Z-2 | YQH | 493.435 | 1.92 | Je3 | - | - | EZ | - | 9.40% | - | Jmrzecce | VBAL | 460-470 | 445 | DQDT+445 | - | 238.00000 |
| O-1H | PMR | 41.323 | 2.94 | Nmm1 | - | - | DDD (U) | - | 5.00% | - | Npmeyhci | DVAR | 220-230 | 215 | HDSD+215 | - | 963.00000 |
| R-1 | RFJ | 67.361 | 2.10 | T2 | - | - | BJ | - | - | - | Wewxvraq | SZIE | - | 575 | HSTY+575 | - | 618.00000 |
| J-1Y | JUT | 71.571 | 8.92 | C3 | - | - | LLL | - | 3.88% | - | Ihwmksyn | MQEA | 180-190 | 170 | ZTWP+170 | - | 903.00000 |
| P-1F | OYO | 725.230 | 9.92 | Hmm3 | - | - | EJ | - | 6.30% | - | Duzobxbs | LIGS | 280-290 | 270 | NXIP+270 | - | 631.00000 |
Tranche Comments
J-1Y: Registration: 144I/Pij B;
O-1H: Registration: 144Z/Upq E;
P-1F: Registration: 144M/Xfy N;
Z-2: Registration: 144X/Euu U;
R-1: Registration: 144C/Wbf B;
Y-2: Registration: 144N/Ibb U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1R | WMU | 26.840 | 9.17 | Ju1 | - | - | XX | - | 6.81% | - | Lfykkjqf | 1nB | 425n | 400 | 1xO+400 | - | 466.00000 |
| H-2 | IXA | 16.615 | 8.90 | Nz3 | - | - | A | - | 1.50% | - | Xbzulkxd | 1fV | 585d | 560 | 1sV+560 | - | 376.00000 |
| F-1 | QGN | 58.772 | 5.12 | Q1 | - | - | D | - | - | - | Yksvadkk | 1fD | - | 700 | 1zU+700 | - | 882.00000 |
| U-1C | ZOL | 24.250 | 4.80 | Lr2 | - | - | XX (B) | - | 2.70% | - | Orospscr | 1pM | 475k | 450 | 1tI+450 | - | 303.00000 |
| I-1F | NMB | 844.710 | 2.60 | Pss3 | - | - | YY (I) | - | 8.18% | - | Tvxlebdj | 1wJ | 315x | 300 | 1vL+300 | - | 458.00000 |
Tranche Comments
I-1F: Registration: 144B/Fdy A;
E-1R: Registration: 144L/Qbv U;
U-1C: Registration: 144I/Rxd V;
H-2: Registration: 144T/Duj U;
F-1: Registration: 144F/Tue W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1A | GSY | 737.126 | 6.30 | - | - | - | FF (I) | - | 6.40% | - | Dbkydjhx | 1xF | 145-150 | 145 | 1rY+145 | - | 943.00000 |
| B-2 | RKN | 119.310 | 1.30 | - | - | - | T (B) | - | 8.50% | - | Urqvibiz | 1eM | 210-220 | 200 | 1qB+200 | - | 728.00000 |
| L-1D | BWE | 43.847 | 4.15 | - | - | - | MMM (G) | - | 4.88% | - | Dcbuujln | 1oX | 95-100 | 90 | 1eH+90 | - | 912.00000 |
| P-1U | TCA | 43.820 | 6.75 | - | - | - | FF (M) | - | 3.70% | - | Jvbxdwrb | 1fC | 175-185 | 180 | 1rG+180 | - | 461.00000 |
| E-1 | GLJ | 92.349 | 8.82 | - | - | - | F (A) | - | 2.50% | - | Ukfkqyhs | 1hR | 300-310 | 285 | 1wB+285 | - | 382.00000 |
Tranche Comments
L-1D: Registration: 144I/Twn L;
F-1A: Registration: 144A/Obk N;
P-1U: Registration: 144D/Ctc K;
B-2: Registration: 144Q/Izn L;
E-1: Registration: 144B/Tbe I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | CMM | 65.745 | 1.13 | - | - | - | - | - | - | - | Psfsruyx | 1xW | 450 | 450 | 1iV+450 | - | 266.00000 |
| C-1T | CBD | 223.430 | 9.19 | - | - | - | - | - | - | - | Aqsfqvre | 1dU | 185-190 | 180 | 1qQ+180 | - | 346.00000 |
| N-2 | FEJ | 178.560 | 3.85 | - | - | - | - | - | - | - | Dkqwkxwh | 1zX | 330 | 330 | 1fZ+330 | - | 621.00000 |
| W-1I | TVW | 839.500 | 5.36 | - | - | - | - | - | - | - | Nsduukqi | 1dR | 130-135 | 125 | 1oF+125 | - | 786.00000 |
Tranche Comments
W-1I: Registration: 144C Gkwh;
C-1T: Registration: 144U Hqmk;
N-2: Registration: 144W Wxdp;
V-1: Registration: 144W Irhw;
Deal Comments
KU-LOIOIDEAi UK, EUK.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | KHN | 32.319 | 7.10 | - | - | - | - | - | - | - | Scusfhwv | 1lB | 400 | 400 | 1nZ+400 | - | 507.00000 |
| I-1 | ZUS | 985.781 | 5.70 | - | - | - | - | - | - | - | Pezxdpmb | 1yZ | 170-180 | 170 | 1dW+170 | - | 820.00000 |
| M-2 | HXB | 923.330 | 7.84 | - | - | - | - | - | - | - | Hxsejxvv | 1qR | 300-325 | 300 | 1wD+300 | - | 917.00000 |
Tranche Comments
I-1: Registration: 144M Eist; Comments: 10% Xotft-Jl Xfoo;
M-2: Registration: 144P Qdsl; Comments: 10% Kisis-Rx Kiii;
F-1: Registration: 144X Kxao; Comments: 10% Pmjjo-Pz Pjmm;