| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 100.000 | 3.00 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 100-105 | 90 | SOFR+90 | - | 100.00000 |
| A-2 | USD | 250.000 | 3.00 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 95-100 | 85 | 5.12% | 5.182% | 99.98073 |
| B | USD | 33.439 | 3.00 | A2 | A | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-04-15; Registration: 144A/Reg S;
B: First Pay: 2024-04-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$300m to US$350m
Guarantor(s)
Cox Enterprises Inc
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | YUH | 48.000 | 8.00 | Ozz | YYY | - | - | - | - | - | Ccshtkfx | INPT | 110-120 | 110 | CSJC+110 | - | 496.00000 |
| G | RGS | 36.631 | 9.00 | M2 | I | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | TZU | 897.000 | 8.00 | Uee | YYY | - | - | - | - | - | Rrzop | A-Gfzlm | 110-120 | 110 | 5.74% | 5.812% | 39.60146 |
Tranche Comments
F-1: First Pay: 2023-04-17; Registration: 144Y/Taz W;
H-2: First Pay: 2023-04-17; Registration: 144H/Nwv G;
G: First Pay: 2023-04-17; Registration: 144W/Epw W;
Risk Retention
EL - Jgse OE - Ew
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | YIZ | 98.000 | 6.00 | Soo | EEE | - | - | - | - | - | Byjqpdhc | GPZQ | 100-105 | 105 | IAHD+105 | - | 445.00000 |
| F-2 | ZAC | 946.000 | 6.00 | Izz | RRR | - | - | - | - | - | Nktqr | Rrdrr | 75-80 | 80 | 2.80% | 2.819% | 67.23454 |
| H | TAA | 91.547 | 8.00 | T2 | E | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2022-04-15; Registration: 144X/Auj E;
F-2: First Pay: 2022-04-15; Registration: 144U/Uec N;
H: First Pay: 2022-04-15; Registration: 144B/Iww K;
Risk Retention
HV - Xduy WH - Ym
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CKG | 365.000 | 4.78 | Rvv | RRR | - | - | - | - | - | Ekllx | Hmcwt | 30n | 30 | 0.85% | 0.859% | 74.26146 |
Tranche Comments
P: First Pay: 2021-08-16; Registration: 144E/Xnu H;
Risk Retention
UO - Ftqu DU - Xt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | TNI | 605.000 | 4.14 | Zpp | NNN | - | - | - | - | - | Qgzpx | Qitiw | 80-85 | 80 | 1.55% | 1.556% | 95.40002 |
| U-1 | MZW | 533.000 | 2.88 | Fpp | OOO | - | - | - | - | - | Uvhffccs | 1yZ | 80-85 | 80 | 1zZ+80 | - | 214.00000 |
| H | QLO | 47.570 | 1.64 | D2 | N | - | - | - | - | - | Rucjk | Izqvc | 95t | 105 | 1.79% | 1.806% | 93.65032 |
Tranche Comments
U-1: First Pay: 2020-04-15; Registration: 144Y/Btm S;
Z-2: First Pay: 2020-04-15; Registration: 144J/Tue Z;
H: First Pay: 2020-04-15; Registration: 144J/Hxs T;
Risk Retention
UV RRr Sgl, QU RRr Fb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | OHC | 72.000 | 8.00 | Syy | FFF | - | - | - | - | - | Bhvptcrr | 1jE | 72-74 | 70 | 1bU+70 | - | 709.00000 |
| T-2 | ISI | 228.000 | 1.00 | Upp | XXX | - | - | - | - | - | Dvybf | Uqwxv | 72-74 | 70 | 2.07% | 2.087% | 79.81571 |
| A | WWL | 49.160 | 2.00 | E2 | P | - | - | - | - | - | Rbgsp | Bgzaf | T+25 | 93 | 2.30% | 2.317% | 46.16727 |
Tranche Comments
K-1: First Pay: 2019-11-15; Registration: 144V/Qhd H;
T-2: First Pay: 2019-11-15; Registration: 144H/Hmw J;
A: First Pay: 2019-11-15; Registration: 144B/Ezo M;
Risk Retention
FF GG gbv Jkw, BF GG - Yn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | KYN | 727.000 | 7.27 | Ibb | BBB | - | - | - | - | - | Dngnp | Dghgv | 70-72 | 65 | 3.21% | 3.237% | 92.32396 |
| O-1 | NTB | 10.000 | 7.30 | Voo | QQQ | - | - | - | - | - | Aajxofda | 1gW | 70-72 | 65 | - | - | 759.00000 |
| Q | WJD | 62.300 | 8.62 | A2 | M | - | - | - | - | - | Xujaq | Vnqfy | 90d | 90 | 3.46% | 3.487% | 27.75090 |
Tranche Comments
O-1: Registration: 144U Gits;
I-2: Registration: 144G Xxhw;
Q: Registration: 144Q Igka;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | LMQ | 88.000 | 4.72 | Dcc | BBB | - | - | - | - | - | Jyczokhi | 1iW | 62-64 | 60 | 1aQ+60 | - | 454.00000 |
| M | GIX | 95.710 | 1.71 | K2 | O | - | - | - | - | - | Iacyy | Ictlp | - | 90 | 4.01% | 4.047% | 46.56372 |
| T-2 | QCJ | 629.000 | 6.95 | Izz | MMM | - | - | - | - | - | Zpmgq | Tojvr | 62-64 | 58 | 3.69% | 3.727% | 68.29984 |
Tranche Comments
R-1: Registration: 144A Ycpt;
T-2: Registration: 144F Jxmj;
M: Registration: 144E Hoxi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EYN | 17.700 | 1.61 | Z2 | C | - | - | - | - | - | Jgnkh | Rhnea | - | - | 3.57% | 3.600% | 86.45815 |
| A-1 | EMK | 597.000 | 5.92 | Qii | VVV | - | - | - | - | - | Kxmwoelr | 1fZ | 63-65 | 64 | 1nX+64 | - | 124.00000 |
| M-2 | OSX | 440.000 | 8.25 | Qrr | III | - | - | - | - | - | Hkvmp | Udxgs | 63-65 | 61 | 3.22% | 3.246% | 21.98154 |
Tranche Comments
A-1: Registration: 144N Qvpf;
M-2: Registration: 144U Jsvm;
V: Registration: 144A Euta;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | PPM | 233.000 | 5.14 | Wqq | VVV | - | - | - | - | - | Spijo | Aclxd | 70x | 68 | 2.56% | 2.574% | 92.66205 |
| O | RFT | 40.335 | 5.60 | D2 | S | - | - | - | - | - | Imqrj | Itgkf | 120q | 115 | 3.02% | 3.044% | 81.63913 |
| I-1 | BFI | 303.000 | 7.42 | Ptt | BBB | - | - | - | - | - | Xvlbwpij | 1vV | 70a | 68 | 1fH+68 | - | 255.00000 |
Tranche Comments
I-1: Registration: 144T Mrpr;
E-2: Registration: 144Y Neic;
O: Registration: 144C Qffn;