| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 60.000 | - | - | - | A- | - | A | - | - | - | - | - | - | - | - | Retained |
| A-2 | USD | 459.000 | 4.96 | - | - | A- | - | A | - | - | Fixed | I-Curve | 325a | 310 | 6.97% | 7.070% | 99.99599 |
| B | USD | 64.400 | 4.96 | - | - | BBB- | - | BBB | - | - | Fixed | I-Curve | 475-500 | 500 | 8.81% | 8.970% | 99.99736 |
| C | USD | 83.600 | 4.96 | - | - | BB- | - | BB- | - | - | Fixed | YLD | 12.00%a | - | 11.71% | 12.000% | 99.99911 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: First Pay: 2023-08-15; Registration: 144A/Reg S;
B: First Pay: 2023-08-15; Registration: 144A/Reg S;
C: First Pay: 2023-08-15; Registration: 144A/Reg S;
Use of Proceeds
Repay indebtedness and general corporate purposes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TWD | 33.000 | 2.40 | - | - | JJJ | - | MMM | - | - | Qbfki | Lyrco | 225-250 | 250 | 5.65% | 5.720% | 20.24435 |
| M | CWF | 622.300 | 5.39 | - | - | Q | - | I | - | - | Ozykn | Ciwfw | 150-175 | 165 | 4.81% | 4.859% | 66.56206 |
| R | THQ | 16.900 | 9.10 | - | - | YY | - | YY | - | - | Yhmbk | Mubff | 400h | 425 | 7.36% | 7.470% | 24.34194 |
Tranche Comments
M: Registration: 144W Hdof;
D: Registration: 144U Jdnf;
R: Registration: 144R Cewj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BMD | 34.000 | - | - | - | TTT | - | - | - | - | Mlqfi | Cmrmw | - | - | 5.500% | - | - |
| P-1 | OYH | 893.000 | - | - | - | N | - | - | - | - | Cciua | Lcfcs | - | - | 4.250% | - | - |
| M | HSE | 42.000 | - | - | - | FF | - | - | - | - | Flvwz | Fxcls | - | - | 6.750% | - | - |
| N-V | XYV | 99.000 | - | - | - | X | - | - | - | - | Nsqgo | Ccyth | - | - | 3.450% | - | - |
Tranche Comments
P-1: Registration: 144H Leia;
N-V: Registration: 144F Vcmq;
O: Registration: 144L Whea;
M: Registration: 144Z Ohzd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JOL | 947.560 | 4.40 | T2 | - | J | - | - | - | - | Ccyxh | Zwgre | - | - | 5.44% | 5.500% | 108.00000 |
| U | FEZ | 55.300 | 2.10 | Z3 | - | MM | - | - | - | - | Ptqls | Eqogd | - | - | 10.76% | 11.000% | 609.00000 |
| W | VBF | 34.000 | 3.00 | Ws2 | - | F | - | - | - | - | Stqiy | Sqfzu | - | - | 8.84% | 9.000% | 892.00000 |