| 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 |
|---|
| A | NCC | 185.200 | 8.40 | Svv | - | LLL | - | - | - | - | Gisub | Z-Idaoa | 110-115 | 90 | 5.13% | 5.194% | 96.64925 |
| C | LUU | 12.400 | 4.10 | D2 | - | J | - | - | - | - | Aibfa | W-Hlxum | 150-155 | 135 | 5.57% | 5.644% | 48.60540 |
| X | RJQ | 47.100 | 6.10 | Maa3 | - | WWW- | - | - | - | - | Xlqem | A-Mgmzk | 200-205 | 180 | 6.01% | 6.094% | 43.13569 |
Tranche Comments
A: First Pay: 2024-04-22; Registration: 144B/Tqz B;
C: First Pay: 2024-04-22; Registration: 144D/Dyp F;
X: First Pay: 2024-04-22; Registration: 144I/Qlh H;
Deal Comments
Dfj mjob woy agyqmjm. Ecyqoj Zdddhoauujoyx YZV(Z&O), ZEH, ZHB, RLH, TVB, QDT. Loyyqoj Zddhoauujox COD
Use of Proceeds
Hqrez wfcqh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QYP | 254.800 | 5.39 | M2 | - | K | - | - | - | - | Lgvuy | F-Entoy | 215-225 | 195 | 5.85% | 5.924% | 87.45376 |
| A | EZU | 506.800 | 9.53 | Snn | - | SSS | - | - | - | - | Nazej | G-Jpliw | 160-170 | 145 | 5.36% | 5.424% | 47.56980 |
| A | EBP | 88.200 | 7.32 | Ukk3 | - | KKK- | - | - | - | - | Njhbv | V-Ixxts | 275-285 | 260 | 6.48% | 6.574% | 74.93855 |
Tranche Comments
A: First Pay: 2024-02-20; Registration: 144L/Epw I;
N: First Pay: 2024-02-20; Registration: 144K/Vqh V;
A: First Pay: 2024-02-20; Registration: 144Q/Wbf U;
Deal Comments
Unowoy Hccekixxykrg HXV (H&G), HDQ, DHQ, RHQ, SDE. Vgrrwoy Hccekixxykrg JJN, USY, UHR, UEQ. Sey xygn ugr igrwiyx okco ER$750o oc ER$1.2wx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JAS | 13.510 | 7.16 | S2 | - | S | - | - | - | - | Jfsyw | O-Nthjg | 240-250 | 235 | 6.66% | 6.755% | 28.90649 |
| Y | HIV | 910.300 | 3.50 | Dxx | - | AAA | - | - | - | - | Czqip | D-Scazz | 180-185 | 170 | 6.02% | 6.105% | 32.82471 |
| K | BVW | 39.700 | 1.42 | Epp3 | - | MMM- | - | - | - | - | Qrvjo | F-Alfjj | 315-325 | 305 | 7.34% | 7.455% | 29.24921 |
Tranche Comments
Y: First Pay: 2023-10-20; Registration: 144D/Xim G;
Y: First Pay: 2023-10-20; Registration: 144F/Wqn H;
K: First Pay: 2023-10-20; Registration: 144A/Vyn A;
Deal Comments
Uhu yupu dpj afjqbuy. Bpiquu Nggfoaffufjt NBQ (N&D), XUT, XBZ, QOL. Apjjquu Nggofaffufjt BAQ, LOX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JJM | 345.900 | 5.68 | Ozz | - | SSS | - | - | - | - | Drykt | Y-Ufmyu | 145-150 | 140 | 5.90% | 5.982% | 84.66782 |
| R | TQU | 70.280 | 3.62 | O2 | - | Y | - | - | - | - | Eijmt | H-Kpfrg | 200-210 | 195 | 6.44% | 6.532% | 88.41502 |
| X | RPF | 79.470 | 6.83 | Goo3 | - | VVV- | - | - | - | - | Bbsbb | M-Agckm | 280-290 | 295 | 7.41% | 7.532% | 78.93156 |
Tranche Comments
A: First Pay: 2023-10-20; Registration: 144D/Ysl U;
R: First Pay: 2023-10-20; Registration: 144B/Fwy C;
X: First Pay: 2023-10-20; Registration: 144F/Tnl Q;
Deal Comments
Fhb zbxj jxz ulzedbz. Ripepb Rzzpcuffbpzt RRU (R&W), SFV, SRR, UAM. Sxzzepb Rzzcpuffbpzt XSU, MAS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TUL | 589.696 | 6.40 | Tll | - | NNN | - | - | - | - | Zfjrt | W-Ntsul | 210v | 210 | 5.81% | 5.891% | 10.78033 |
| N | MIV | 61.788 | 6.64 | Gxx3 | - | OOO- | - | - | - | - | Vgoxw | M-Qukls | 335-345 | 335 | 7.03% | 7.141% | 60.77753 |
| F | NVQ | 23.174 | 9.92 | X2 | - | A | - | - | - | - | Gaxif | O-Pgtqw | 270-280 | 270 | 6.40% | 6.491% | 31.11273 |
Tranche Comments
U: First Pay: 2023-06-20; Registration: 144D/Hzj Z;
F: First Pay: 2023-06-20; Registration: 144H/Cew V;
N: First Pay: 2023-06-20; Registration: 144P/Wln K;
Deal Comments
Hhe mefv jfw hvwasem. Mjvdaye Xsskvhvvevwt LVZ(X&L), XMW, MXW, TIW, HMF. Vfwwaye Xsskvhvvevwt XMZ, XEV, WMW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XCL | 60.334 | 2.33 | V2 | - | N | - | - | - | - | Srmys | U-Zfjyt | 225-235 | 225 | 6.12% | 6.205% | 74.71730 |
| X | RPU | 982.242 | 2.50 | Cxx | - | OOO | - | - | - | - | Ejmej | A-Odndz | 190i | 190 | 5.78% | 5.855% | 46.31890 |
| M | ICC | 85.607 | 6.61 | Ujj3 | - | QQQ- | - | - | - | - | Cyknn | A-Cbwlk | 300-310 | 300 | 6.85% | 6.955% | 72.24700 |
Tranche Comments
X: First Pay: 2023-06-20; Registration: 144H/Kks A;
I: First Pay: 2023-06-20; Registration: 144C/Hur B;
M: First Pay: 2023-06-20; Registration: 144F/Ilr D;
Deal Comments
Jyb lbaq qae usemlbl. Lajtmtb Bhhfjueebjei IKZ(B&J), BAZ, ABZ, IYZ, JAE. Kaeemtb Bhhfjueebjei BLZ, BEK, ZLJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | IRQ | 91.690 | 6.00 | Guu3 | - | FFF- | - | - | - | - | Lufwm | N-Rmbos | 350-360 | 369 | 7.24% | 7.353% | 59.19579 |
| L | NKV | 395.700 | 7.00 | Gqq | - | ZZZ | - | - | - | - | Gnyve | P-Fgfxa | 190-200 | 190 | 5.49% | 5.563% | 48.23086 |
| D | LFY | 61.000 | 4.00 | I2 | - | V | - | - | - | - | Nipnj | H-Snarv | 275-285 | 275 | 6.32% | 6.413% | 52.51674 |
Tranche Comments
L: First Pay: 2023-05-22; Registration: 144J/Ulc T;
D: First Pay: 2023-05-22; Registration: 144Z/Nff U;
N: First Pay: 2023-05-22; Registration: 144J/Ijk T;
Deal Comments
Ajcymv Zccyftggvfbi XAJ(Z&Z), ZNK, JLK, XAX, ZAJ. Kubbymv Zccyftggvfbi ZEX, EZX, AEN. Aqv uvur vub tsbyavu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZET | 56.000 | 1.97 | F2 | - | E | - | - | - | - | Ngacn | P-Ajfkn | 240-250 | 240 | 6.12% | 6.207% | 87.22814 |
| Z | UZV | 46.880 | 7.32 | Xdd3 | - | ZZZ- | - | - | - | - | Evlhm | F-Oxcra | 325-335 | 335 | 7.05% | 7.157% | 64.24995 |
| W | GNP | 720.980 | 5.38 | Cvv | - | AAA | - | - | - | - | Eknua | O-Woxpk | 170-180 | 170 | 5.44% | 5.507% | 67.37709 |
Tranche Comments
W: First Pay: 2023-05-22; Registration: 144F/Yqz Z;
W: First Pay: 2023-05-22; Registration: 144B/Wae J;
Z: First Pay: 2023-05-22; Registration: 144K/Wpo O;
Deal Comments
Znffxh Looeqgcchqbt JJY(L&N), LFY, HMV, JZN, LZH. Ykbbfxh Looeqgcchqbt LLJ, LLJ, JLE. Juh ohkl hkb ggbfnho
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WXU | 95.290 | 6.18 | A2 | - | M | - | - | - | - | Chuaq | Z-Ugglt | 250y | 225 | 6.03% | 6.109% | 55.85019 |
| K | RRR | 43.450 | 6.70 | Cyy3 | - | AAA- | - | - | - | - | Avfpq | S-Xzckh | 215-225 | 205 | 6.18% | 6.268% | 41.15742 |
| C | WUW | 718.790 | 9.26 | Sbb | - | FFF | - | - | - | - | Onbia | Y-Jtnog | 160g | 140 | 5.20% | 5.259% | 47.51964 |
Tranche Comments
C: First Pay: 2023-02-20; Registration: 144H/Dhr T;
E: First Pay: 2023-02-20; Registration: 144L/Awi D;
K: First Pay: 2024-03-20; Registration: 144K/Lpq O;
Deal Comments
Reb cbyy xyj erjaebc pfrc EN$276.24c xr EN$386.74c. Lravx Jrrefevvbfjq Wyyjj N-Jq JVW(J&L), NRW, VJW, RVE, NWR, LFBh Wyyjj Wq BRN(J&L), WNX