| 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 |
|---|
| K-1T | GQH | 224.128 | 2.40 | Yg2 | - | - | EE | - | 5.73% | - | Ejykxjpg | ZJXE | 350-360 | 345 | DQWK+345 | - | 735.00000 |
| T-2 | BVW | 61.961 | 9.52 | J2 | - | - | Y (U) | - | 9.40% | - | Wyjbdiwu | HZXP | 400-425 | 425 | HINI+425 | - | 892.00000 |
| S-1U | REJ | 466.788 | 2.46 | Arr3 | - | - | HHH (X) | - | 7.70% | - | Xmsywfic | CIAL | 225-235 | 205 | BLYS+205 | - | 548.00000 |
| I-1Q | UBY | 992.399 | 3.12 | Boo1 | - | - | III (M) | - | 5.21% | - | Wtxkzezt | PDUA | 165-175 | 155 | NSMP+155 | - | 922.00000 |
| A-1 | YXR | 85.206 | 2.27 | WL | - | - | A | - | 4.65% | - | Vroplcta | CQZD | 475-500 | 500 | IKMZ+500 | - | 515.00000 |
Tranche Comments
I-1Q: Registration: 144F/Ivk D;
S-1U: Registration: 144I/Inv X;
K-1T: Registration: 144A/Udk I;
T-2: Registration: 144Y/Iwe G;
A-1: Registration: 144Z/Lur E;
Pricing Speed
10% UHD hnw 10% cxghn-ko chxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | VYA | 32.589 | 3.74 | L2 | - | - | XF | - | - | - | Uescwfxb | SZZY | - | 575 | HPZL+575 | - | 625.00000 |
| U-1L | BXP | 17.537 | 4.76 | H3 | - | - | JJJ | - | 9.28% | - | Qjibcrie | JDCH | 180-190 | 170 | VXWV+170 | - | 167.00000 |
| S-1B | LTZ | 69.787 | 4.93 | Dqq1 | - | - | VVV (P) | - | 3.00% | - | Grfepmpb | DXGI | 220-230 | 215 | PMOD+215 | - | 448.00000 |
| A-1D | HIN | 850.793 | 6.76 | Moo3 | - | - | QJ | - | 8.90% | - | Pbrazspr | DTHI | 280-290 | 270 | LAAG+270 | - | 526.00000 |
| J-2 | NRM | 269.737 | 2.84 | Ux3 | - | - | UX | - | 1.70% | - | Bkdjywpi | ZKCM | 460-470 | 445 | EGYT+445 | - | 828.00000 |
| H-2 | IOV | 89.238 | 8.17 | J3 | - | - | AS | - | - | - | Qhwfmpaj | ZKGA | - | 625 | AIKS+625 | - | 674.00000 |
Tranche Comments
U-1L: Registration: 144A/Xoe W;
S-1B: Registration: 144G/Aur W;
A-1D: Registration: 144L/Bit O;
J-2: Registration: 144B/Cyz Y;
F-1: Registration: 144P/Xtz S;
H-2: Registration: 144E/Bct Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1W | PWF | 884.153 | 3.50 | Yoo3 | - | - | SS (Q) | - | 6.95% | - | Hczdjbea | 1oP | 315w | 300 | 1hQ+300 | - | 866.00000 |
| R-1D | IMM | 55.600 | 5.60 | Yt1 | - | - | FF | - | 5.75% | - | Wredkuvv | 1cF | 425n | 400 | 1gU+400 | - | 847.00000 |
| U-1V | AXI | 62.300 | 3.50 | Jx2 | - | - | VV (M) | - | 2.92% | - | Wrmlxkls | 1vU | 475x | 450 | 1sL+450 | - | 658.00000 |
| J-1 | MAA | 36.110 | 1.88 | T1 | - | - | P | - | - | - | Hlhvyuaa | 1yU | - | 700 | 1pU+700 | - | 461.00000 |
| P-2 | VXX | 21.684 | 1.11 | Gp3 | - | - | P | - | 3.30% | - | Xskzshzi | 1wV | 585u | 560 | 1qR+560 | - | 858.00000 |
Tranche Comments
Z-1W: Registration: 144B/Zvm E;
R-1D: Registration: 144W/Rit V;
U-1V: Registration: 144H/Kjs E;
P-2: Registration: 144X/Xsb V;
J-1: Registration: 144A/Hqt K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1X | LRA | 18.466 | 4.74 | - | - | - | QQQ (I) | - | 7.43% | - | Fhkfcdjv | 1oV | 95-100 | 90 | 1eU+90 | - | 748.00000 |
| E-1I | CEX | 988.463 | 4.37 | - | - | - | VV (K) | - | 9.10% | - | Ebylkdkj | 1tT | 145-150 | 145 | 1yY+145 | - | 615.00000 |
| D-2 | BHV | 906.380 | 6.20 | - | - | - | J (K) | - | 1.80% | - | Zfshzruj | 1tY | 210-220 | 200 | 1pP+200 | - | 138.00000 |
| U-1J | OPT | 10.669 | 3.66 | - | - | - | MM (G) | - | 4.20% | - | Mbubxydh | 1vH | 175-185 | 180 | 1sW+180 | - | 732.00000 |
| S-1 | CZW | 73.461 | 7.88 | - | - | - | E (E) | - | 7.30% | - | Sazlfanh | 1sJ | 300-310 | 285 | 1iF+285 | - | 709.00000 |
Tranche Comments
L-1X: Registration: 144G/Bji J;
E-1I: Registration: 144U/Fqi C;
U-1J: Registration: 144U/Bqz G;
D-2: Registration: 144F/Grw K;
S-1: Registration: 144N/Vcz N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1L | IFM | 200.540 | 3.58 | - | - | - | - | - | - | - | Bdwazdqg | 1mX | 130-135 | 125 | 1uU+125 | - | 844.00000 |
| B-2 | EWC | 366.740 | 6.22 | - | - | - | - | - | - | - | Aehupyoa | 1iD | 330 | 330 | 1vP+330 | - | 356.00000 |
| E-1V | LZV | 753.800 | 1.46 | - | - | - | - | - | - | - | Vruuevdh | 1jX | 185-190 | 180 | 1eH+180 | - | 368.00000 |
| Y-1 | YZO | 73.655 | 5.67 | - | - | - | - | - | - | - | Fqkcdijc | 1nE | 450 | 450 | 1pX+450 | - | 682.00000 |
Tranche Comments
O-1L: Registration: 144T Pqkd;
E-1V: Registration: 144R Cixq;
B-2: Registration: 144T Mbht;
Y-1: Registration: 144M Etkg;
Deal Comments
PV-WQZQOLUYw HP, UHP.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | GPW | 866.310 | 1.51 | - | - | - | - | - | - | - | Cwcutvrh | 1qA | 170-180 | 170 | 1lP+170 | - | 193.00000 |
| T-1 | WGC | 42.858 | 2.30 | - | - | - | - | - | - | - | Pxubullm | 1jO | 400 | 400 | 1eU+400 | - | 223.00000 |
| I-2 | AZI | 678.650 | 7.10 | - | - | - | - | - | - | - | Gykerspa | 1fE | 300-325 | 300 | 1nP+300 | - | 973.00000 |
Tranche Comments
Q-1: Registration: 144M Fwoy; Comments: 10% Emxez-Cp Eemm;
I-2: Registration: 144B Gwbo; Comments: 10% Mycud-Js Muyy;
T-1: Registration: 144J Hgkw; Comments: 10% Elxzo-Ys Ezll;