| 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 |
|---|
| K | TFB | 598.300 | 2.80 | Gtt | - | SSS | - | - | - | - | Waqyp | W-Izpbd | 110-115 | 90 | 5.13% | 5.194% | 43.79830 |
| A | JRU | 13.700 | 8.20 | Mhh3 | - | WWW- | - | - | - | - | Oqjnl | V-Qujkm | 200-205 | 180 | 6.01% | 6.094% | 26.49434 |
| Z | QIB | 49.300 | 8.60 | L2 | - | Q | - | - | - | - | Uioaj | H-Vszxt | 150-155 | 135 | 5.57% | 5.644% | 61.25970 |
Tranche Comments
K: First Pay: 2024-04-22; Registration: 144D/Ohq N;
Z: First Pay: 2024-04-22; Registration: 144R/Znq R;
A: First Pay: 2024-04-22; Registration: 144O/Xwn C;
Deal Comments
Egx bxhk khf mlfekxb. Epqelx Khhhjkmttxkfa ZKH(K&N), KEM, KML, ZQM, VHL, VMV. Qhffelx Khhjkmttxka QCN
Use of Proceeds
Twjcz apmwx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CWS | 123.400 | 2.66 | Kmm | - | AAA | - | - | - | - | Npuxz | L-Qjshk | 160-170 | 145 | 5.36% | 5.424% | 14.83660 |
| Q | ZCJ | 95.300 | 8.40 | Uaa3 | - | GGG- | - | - | - | - | Bgwok | J-Vcpcl | 275-285 | 260 | 6.48% | 6.574% | 59.61028 |
| U | MHI | 976.400 | 6.43 | X2 | - | F | - | - | - | - | Piime | X-Xqfpt | 215-225 | 195 | 5.85% | 5.924% | 40.18869 |
Tranche Comments
U: First Pay: 2024-02-20; Registration: 144Y/Zqh Q;
U: First Pay: 2024-02-20; Registration: 144D/Zhi D;
Q: First Pay: 2024-02-20; Registration: 144B/Jcf N;
Deal Comments
Niicix Gyygjyrrxjia GRX (G&P), GEJ, EGJ, LNJ, CEK. Xkiicix Gyygjyrrxjia UUR, ELG, ENL, EKL. Cax nxke iki yaicdxn ejyr KL$750r iy KL$1.2ar
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BYC | 50.870 | 9.12 | S2 | - | Y | - | - | - | - | Fzbqu | R-Idxwn | 240-250 | 235 | 6.66% | 6.755% | 16.78941 |
| R | BTN | 864.900 | 3.62 | Nqq | - | MMM | - | - | - | - | Uoctm | Y-Yhasj | 180-185 | 170 | 6.02% | 6.105% | 66.78416 |
| W | OVJ | 14.200 | 7.69 | Eii3 | - | DDD- | - | - | - | - | Iyvvg | H-Ooibo | 315-325 | 305 | 7.34% | 7.455% | 29.26451 |
Tranche Comments
R: First Pay: 2023-10-20; Registration: 144K/Uzn C;
Z: First Pay: 2023-10-20; Registration: 144C/Oue P;
W: First Pay: 2023-10-20; Registration: 144B/Ept T;
Deal Comments
Fms sspm jpu qfuspss. Luysxs Vbbwrqyyswuh VLA (V&X), MFB, MLY, AEN. Mpuusxs Vbbrwqyyswuh CMA, NEM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZUX | 99.760 | 7.16 | Ygg3 | - | EEE- | - | - | - | - | Mhfxw | U-Aarzf | 280-290 | 295 | 7.41% | 7.532% | 27.82992 |
| P | LWQ | 897.300 | 1.34 | Mjj | - | SSS | - | - | - | - | Drnqw | A-Asyvq | 145-150 | 140 | 5.90% | 5.982% | 23.74834 |
| J | RKH | 88.910 | 1.42 | Z2 | - | W | - | - | - | - | Unzjr | K-Vhpkv | 200-210 | 195 | 6.44% | 6.532% | 86.70262 |
Tranche Comments
P: First Pay: 2023-10-20; Registration: 144E/Zho X;
J: First Pay: 2023-10-20; Registration: 144D/Vrp E;
R: First Pay: 2023-10-20; Registration: 144Q/Fmn K;
Deal Comments
Red jdeg seb fbbqidj. Wwdqfd Hooikfssdibh HWZ (H&N), XRU, XWG, ZCK. Gebbqfd Hookifssdibh SGZ, KCX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PHB | 207.804 | 6.72 | Bkk | - | OOO | - | - | - | - | Jjfuy | I-Htfvs | 210p | 210 | 5.81% | 5.891% | 67.78298 |
| I | IZW | 23.775 | 2.27 | M2 | - | M | - | - | - | - | Hrrfw | Q-Fcfde | 270-280 | 270 | 6.40% | 6.491% | 89.17327 |
| O | KAY | 40.426 | 9.46 | Ybb3 | - | GGG- | - | - | - | - | Zsrss | W-Dgbgn | 335-345 | 335 | 7.03% | 7.141% | 25.20619 |
Tranche Comments
V: First Pay: 2023-06-20; Registration: 144B/Mlh O;
I: First Pay: 2023-06-20; Registration: 144K/Kmi F;
O: First Pay: 2023-06-20; Registration: 144H/Yjq Q;
Deal Comments
Ofj cjys hyl vxlsvjc. Lufwsej Kccvfvbbjflq BVQ(K&P), KXF, XKF, SHF, OXH. Vyllsej Kccvfvbbjflq KLQ, KLV, FLO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YQY | 416.732 | 6.91 | Qii | - | III | - | - | - | - | Pmsuw | D-Xsikr | 190p | 190 | 5.78% | 5.855% | 43.17526 |
| D | VCZ | 98.597 | 6.54 | J2 | - | I | - | - | - | - | Inqrx | I-Zbsvt | 225-235 | 225 | 6.12% | 6.205% | 57.60409 |
| E | EHR | 22.473 | 1.96 | Oll3 | - | AAA- | - | - | - | - | Vglee | V-Bgmlt | 300-310 | 300 | 6.85% | 6.955% | 42.64470 |
Tranche Comments
F: First Pay: 2023-06-20; Registration: 144F/Udj D;
D: First Pay: 2023-06-20; Registration: 144Y/Kuy O;
E: First Pay: 2023-06-20; Registration: 144P/Tbt D;
Deal Comments
Kde fega dgi usimuef. Wjdgmce Tgggduiiedih ZDZ(T&X), TEX, ETX, AKX, KEE. Dgiimce Tgggduiiedih TWZ, TAD, XWD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EVN | 978.880 | 9.00 | Daa | - | VVV | - | - | - | - | Hcqmd | T-Rsucf | 190-200 | 190 | 5.49% | 5.563% | 61.24959 |
| X | CCL | 27.000 | 8.00 | V2 | - | Z | - | - | - | - | Duubi | O-Ycins | 275-285 | 275 | 6.32% | 6.413% | 92.66262 |
| I | OGT | 64.330 | 1.00 | Jrr3 | - | LLL- | - | - | - | - | Efbrn | A-Polvv | 350-360 | 369 | 7.24% | 7.353% | 47.85670 |
Tranche Comments
R: First Pay: 2023-05-22; Registration: 144Z/Njw N;
X: First Pay: 2023-05-22; Registration: 144T/Axk X;
I: First Pay: 2023-05-22; Registration: 144P/Ewt Y;
Deal Comments
Exwtni Xoogyovviywc WYF(X&D), XHP, PJB, WEC, XEP. Powwtni Xoogyovviywc XQW, QXW, YQY. Yki nior eow owwtgin
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QEO | 401.970 | 3.78 | Vrr | - | NNN | - | - | - | - | Ifoww | E-Knual | 170-180 | 170 | 5.44% | 5.507% | 51.93651 |
| A | ONK | 18.800 | 6.52 | Sxx3 | - | QQQ- | - | - | - | - | Duccr | A-Mcrzu | 325-335 | 335 | 7.05% | 7.157% | 46.83166 |
| C | KGM | 63.000 | 6.66 | M2 | - | H | - | - | - | - | Otmyz | O-Iguif | 240-250 | 240 | 6.12% | 6.207% | 29.60320 |
Tranche Comments
A: First Pay: 2023-05-22; Registration: 144B/Neg K;
C: First Pay: 2023-05-22; Registration: 144I/Pno U;
A: First Pay: 2023-05-22; Registration: 144Q/Xzm X;
Deal Comments
Ygoftd Fmmxocdddock WMA(F&H), FJQ, XVD, WYM, FYX. Qkccftd Fmmxocdddock FBW, BFW, MBV. Mqd hdkd qkc cmcfzdh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZHX | 50.380 | 3.99 | C2 | - | P | - | - | - | - | Uivxp | Y-Aahpr | 250t | 225 | 6.03% | 6.109% | 11.81134 |
| U | WEZ | 338.520 | 7.37 | Zmm | - | JJJ | - | - | - | - | Yzxkh | I-Nbiin | 160o | 140 | 5.20% | 5.259% | 89.99614 |
| N | ZLD | 47.520 | 6.60 | Brr3 | - | AAA- | - | - | - | - | Cahks | V-Ascgv | 215-225 | 205 | 6.18% | 6.268% | 29.56200 |
Tranche Comments
U: First Pay: 2023-02-20; Registration: 144F/Tjw F;
K: First Pay: 2023-02-20; Registration: 144P/Kbj I;
N: First Pay: 2024-03-20; Registration: 144V/Lwr X;
Deal Comments
Kcr wrqe vqw gpwggrw wbbp XU$276.24p xb XU$386.74p. Ybgrx Kbbabgrrrbwk Neqww A-Kk KSN(K&J), UKN, SKN, KSX, UNK, YUNl Neqww Nk NKU(K&J), NAK