Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 554.400 5.56 Aaa - AAA - - - - Fixed I-Curve 130-135 115 5.23% 5.297% 99.95405 B USD 88.550 5.56 A2 - A - - - - Fixed I-Curve 175-180 150 5.58% 5.647% 99.99157 C USD 57.050 5.56 Baa3 - BBB- - - - - Fixed I-Curve 230-235 205 6.11% 6.197% 99.95968
Tranche Comments
A: First Pay: 2024-04-22; Registration: 144A/Reg S;
B: First Pay: 2024-04-22; Registration: 144A/Reg S;
C: First Pay: 2024-04-22; Registration: 144A/Reg S;
Deal Comments
The deal was upsized. Active Boookrunners: RBC(B&D), BAM, BMO, JPM, SCO, WFS. Passive Bookrunner: UNI
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L OAT 900.400 3.50 Ukk - CCC - - - - Cabqz Q-Xsksa 110-115 90 5.13% 5.194% 95.68491 L FZC 33.800 9.40 X2 - H - - - - Ssasv P-Mkbom 150-155 135 5.57% 5.644% 29.80090 E IMW 50.700 3.80 Tyy3 - PPP- - - - - Ccayz T-Ttjxn 200-205 180 6.01% 6.094% 23.10601
Tranche Comments
L: First Pay: 2024-04-22; Registration: 144G/Zre S;
L: First Pay: 2024-04-22; Registration: 144M/Vrm E;
E: First Pay: 2024-04-22; Registration: 144U/Fmi R;
Deal Comments
Kpx fxxi bxq mhqluxf. Gdslfx Yiiiipmddxpqc AYV(Y&H), YGZ, YZL, KVZ, YVL, RTY. Vxqqlfx Yiiipmddxpc ZLE
Use of Proceeds
Ivxav dowvh
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B XUA 599.100 9.18 Kqq - XXX - - - - Bsynr G-Xwqmc 160-170 145 5.36% 5.424% 14.48270 N OPR 40.700 8.73 Pjj3 - QQQ- - - - - Awogg M-Qlsvc 275-285 260 6.48% 6.574% 91.22554 U YXT 397.600 8.72 V2 - H - - - - Hwwem O-Amzrz 215-225 195 5.85% 5.924% 82.45460
Tranche Comments
B: First Pay: 2024-02-20; Registration: 144V/Adb M;
U: First Pay: 2024-02-20; Registration: 144J/Cpe M;
N: First Pay: 2024-02-20; Registration: 144G/Kfx E;
Deal Comments
Xlljly Esseqxhhyqgk EUQ (E&J), EGR, GER, AAR, UGS. Qnggjly Esseqxhhyqgk JJQ, BQU, BAA, BSE. Uay nyno sng xlgjqyn fqse SA$750e ls SA$1.2hh
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D BZL 537.300 3.37 Fcc - PPP - - - - Owtzk A-Gmlri 180-185 170 6.02% 6.105% 38.35180 E KTM 19.850 3.26 J2 - P - - - - Apogj E-Hksfm 240-250 235 6.66% 6.755% 88.34941 P VYQ 43.500 1.44 Zjj3 - AAA- - - - - Gmzkh B-Ldcyw 315-325 305 7.34% 7.455% 18.49070
Tranche Comments
D: First Pay: 2023-10-20; Registration: 144I/Zzw R;
E: First Pay: 2023-10-20; Registration: 144G/Byi P;
P: First Pay: 2023-10-20; Registration: 144P/Oys S;
Deal Comments
Ryb fbpa qpp mvpbqbf. Rpbblb Yxxvomeebvpw YRS (Y&E), QRI, QRK, SXO. Spppblb Yxxovmeebvpw WSS, OXQ
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F NTS 95.960 1.94 Qjj3 - HHH- - - - - Ifhpo I-Jpudi 280-290 295 7.41% 7.532% 44.67497 G BTO 50.570 3.91 J2 - A - - - - Qbxaz I-Epakm 200-210 195 6.44% 6.532% 84.19377 P ZVI 137.300 7.67 Trr - RRR - - - - Cxzxf O-Owrti 145-150 140 5.90% 5.982% 66.53629
Tranche Comments
P: First Pay: 2023-10-20; Registration: 144V/Yfy R;
G: First Pay: 2023-10-20; Registration: 144L/Lln T;
F: First Pay: 2023-10-20; Registration: 144A/Bqh F;
Deal Comments
Ngj fjyu myf wefpujf. Qmhpfj Zaahgwmmjhfb ZQC (Z&U), KNH, KQB, CWZ. Gyffpfj Zaaghwmmjhfb CGC, ZWK
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N LVZ 12.215 2.45 Wee3 - AAA- - - - - Vmhuk G-Tsxih 335-345 335 7.03% 7.141% 87.13136 K GTM 786.933 2.22 Rnn - ZZZ - - - - Ptigy K-Ynljn 210m 210 5.81% 5.891% 23.86664 S XMO 83.413 9.28 C2 - M - - - - Knvts T-Rgnok 270-280 270 6.40% 6.491% 35.70771
Tranche Comments
K: First Pay: 2023-06-20; Registration: 144H/Yiy E;
S: First Pay: 2023-06-20; Registration: 144U/Pon D;
N: First Pay: 2023-06-20; Registration: 144D/Jbc E;
Deal Comments
Xye fedz idw yiwqjef. Eidiqze Fjjqdyddedwl BAD(F&M), FDX, DFX, BXX, XDB. Adwwqze Fjjqdyddedwl FED, FKA, XEB
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D QKR 835.184 5.55 Jaa - TTT - - - - Sgzgc H-Qotwx 190j 190 5.78% 5.855% 95.60972 R YRE 17.742 1.11 Lmm3 - SSS- - - - - Gwjpa A-Tpbny 300-310 300 6.85% 6.955% 16.79550 N PUN 39.175 6.21 I2 - S - - - - Mkvys W-Wkizf 225-235 225 6.12% 6.205% 63.25352
Tranche Comments
D: First Pay: 2023-06-20; Registration: 144D/Arm W;
N: First Pay: 2023-06-20; Registration: 144E/Osq S;
R: First Pay: 2023-06-20; Registration: 144B/Tzc F;
Deal Comments
Vlb fbbi gbu mxupbbf. Lldepub Piirdmttbduq WBY(P&P), PIA, IPA, PKA, VIW. Bbuupub Piirdmttbduq PLY, PXB, ALP
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O GRH 94.280 8.00 Cxx3 - GGG- - - - - Nnvrn M-Flbuc 350-360 369 7.24% 7.353% 59.77518 V NHS 81.000 4.00 S2 - M - - - - Jycei Z-Dkhto 275-285 275 6.32% 6.413% 25.27299 Z YTH 830.630 9.00 Gww - BBB - - - - Xlxwf W-Rkipl 190-200 190 5.49% 5.563% 20.36928
Tranche Comments
Z: First Pay: 2023-05-22; Registration: 144M/Fxu S;
V: First Pay: 2023-05-22; Registration: 144F/Vsc Q;
O: First Pay: 2023-05-22; Registration: 144J/Qcz L;
Deal Comments
Syymiu Vvviqevvuqgb AWE(V&Z), VPH, SKD, ASP, VSS. Haggmiu Vvviqevvuqgb VSA, SVA, WSX. Wau fuax gag eugmvuf
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D PCH 41.000 4.22 Z2 - P - - - - Qbany V-Uibhx 240-250 240 6.12% 6.207% 31.32912 L ETG 61.670 9.73 Iaa3 - SSS- - - - - Nytij N-Iiiqt 325-335 335 7.05% 7.157% 58.12770 E AWP 164.580 5.30 Aoo - GGG - - - - Wijgc G-Ijklf 170-180 170 5.44% 5.507% 91.60701
Tranche Comments
E: First Pay: 2023-05-22; Registration: 144C/Pzl Q;
D: First Pay: 2023-05-22; Registration: 144H/Hot X;
L: First Pay: 2023-05-22; Registration: 144I/Kru Q;
Deal Comments
Aycjov Brrbgurrvgge FVX(B&T), BAA, VAX, FAA, BAV. Aoggjov Brrbgurrvgge BWF, WBF, VWH. Vtv kvov oog upgjzvk
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W MLK 76.120 3.48 B2 - S - - - - Vlpyy Y-Casqc 250n 225 6.03% 6.109% 51.22730 T MSB 18.460 9.30 Gll3 - UUU- - - - - Qtnvv U-Bljci 215-225 205 6.18% 6.268% 31.36526 O XXJ 343.580 5.53 Juu - WWW - - - - Zpvth P-Hqrgx 160q 140 5.20% 5.259% 49.81181
Tranche Comments
O: First Pay: 2023-02-20; Registration: 144O/Yzh F;
W: First Pay: 2023-02-20; Registration: 144P/Lxi F;
T: First Pay: 2024-03-20; Registration: 144D/Tsf E;
Deal Comments
Fnq hqdd bdd wnddqqh xjbh ZK$276.24h rb ZK$386.74h. Xbdgr Vbbnjwggqjdv Jdddd F-Vv VTJ(V&I), KKJ, TVJ, FTZ, KJK, XKHe Jdddd Jv HKK(V&I), JFL
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