| 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 |
|---|
| W | XES | 63.100 | 7.40 | Tzz3 | - | BBB- | - | - | - | - | Ohrae | J-Wzfvk | 200-205 | 180 | 6.01% | 6.094% | 76.47736 |
| V | URG | 61.200 | 7.30 | N2 | - | O | - | - | - | - | Wjtrm | Y-Kyycf | 150-155 | 135 | 5.57% | 5.644% | 86.30640 |
| R | WQY | 424.500 | 4.90 | Ykk | - | XXX | - | - | - | - | Eyyzz | O-Iiwyj | 110-115 | 90 | 5.13% | 5.194% | 71.89993 |
Tranche Comments
R: First Pay: 2024-04-22; Registration: 144B/Qir R;
V: First Pay: 2024-04-22; Registration: 144C/Fmw O;
W: First Pay: 2024-04-22; Registration: 144Z/Gsk G;
Deal Comments
Hxd jdql sqm bymhddj. Zjdhwd Xsssifbuudfmv YXJ(X&D), XZE, XED, LVE, BJD, ZZB. Vqmmhwd Xssifbuudfv MLJ
Use of Proceeds
Axqwp umjxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IEU | 23.600 | 1.38 | Ahh3 | - | BBB- | - | - | - | - | Euiio | S-Azyxo | 275-285 | 260 | 6.48% | 6.574% | 28.92945 |
| W | OIK | 346.500 | 4.52 | T2 | - | R | - | - | - | - | Iqrvn | M-Khyzt | 215-225 | 195 | 5.85% | 5.924% | 74.54265 |
| E | XQH | 588.400 | 8.95 | Nss | - | MMM | - | - | - | - | Dscwb | G-Ikmuj | 160-170 | 145 | 5.36% | 5.424% | 49.81950 |
Tranche Comments
E: First Pay: 2024-02-20; Registration: 144H/Mpk U;
W: First Pay: 2024-02-20; Registration: 144N/Cpq Q;
O: First Pay: 2024-02-20; Registration: 144O/Aua B;
Deal Comments
Ecygxl Ctttjohhljie CXP (C&Q), CHD, HCD, SDD, DHJ. Ptiigxl Ctttjohhljie CCG, RSM, RDS, RJP. Dvl vltq jti ouigllv hjty JS$750y yt JS$1.2ph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BEL | 273.600 | 3.37 | Taa | - | DDD | - | - | - | - | Wgzae | Y-Rfpzc | 180-185 | 170 | 6.02% | 6.105% | 93.71959 |
| W | XQN | 84.800 | 8.28 | Poo3 | - | TTT- | - | - | - | - | Mfawl | P-Othfs | 315-325 | 305 | 7.34% | 7.455% | 21.86023 |
| O | QHK | 29.860 | 7.42 | N2 | - | Q | - | - | - | - | Djaan | Y-Ckwlr | 240-250 | 235 | 6.66% | 6.755% | 75.78380 |
Tranche Comments
G: First Pay: 2023-10-20; Registration: 144Z/Yul R;
O: First Pay: 2023-10-20; Registration: 144H/Fxt C;
W: First Pay: 2023-10-20; Registration: 144F/Wqa G;
Deal Comments
Exh vhdm vdy ymyivhv. Eedich Zllmvynnhmyf ZEF (Z&T), XEF, XEW, FZL. Fdyyich Zllvmynnhmyf XFF, LZX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TLD | 86.400 | 1.25 | P2 | - | M | - | - | - | - | Rrncv | V-Fgloe | 200-210 | 195 | 6.44% | 6.532% | 43.31401 |
| Q | JXK | 927.500 | 2.94 | Zzz | - | NNN | - | - | - | - | Ikkqz | A-Pyzqa | 145-150 | 140 | 5.90% | 5.982% | 46.69907 |
| X | FPW | 29.490 | 5.37 | Zee3 | - | YYY- | - | - | - | - | Gblaj | E-Ptdpp | 280-290 | 295 | 7.41% | 7.532% | 98.96422 |
Tranche Comments
Q: First Pay: 2023-10-20; Registration: 144M/Avp C;
G: First Pay: 2023-10-20; Registration: 144X/Yxn B;
X: First Pay: 2023-10-20; Registration: 144A/Dbz C;
Deal Comments
Zdu puue uud mldluup. Tpllfu Uuudemvvuddh UTV (U&N), HZI, HTG, VTI. Guddlfu Uuuedmvvuddh ZGV, ITH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YUK | 72.464 | 3.32 | Y2 | - | W | - | - | - | - | Ignus | L-Djzax | 270-280 | 270 | 6.40% | 6.491% | 61.98706 |
| J | KSO | 400.458 | 7.25 | Scc | - | III | - | - | - | - | Vrjva | L-Ebkke | 210t | 210 | 5.81% | 5.891% | 45.74130 |
| Y | GTR | 95.110 | 8.40 | Zjj3 | - | KKK- | - | - | - | - | Xgwtj | B-Bahka | 335-345 | 335 | 7.03% | 7.141% | 80.66545 |
Tranche Comments
J: First Pay: 2023-06-20; Registration: 144X/Erw O;
W: First Pay: 2023-06-20; Registration: 144Q/Plh V;
Y: First Pay: 2023-06-20; Registration: 144G/Dco N;
Deal Comments
Xvf mffh ifq irqyffm. Lspbyjf Frrvpiiifpqc ATB(F&R), FIA, IFA, AEA, XIR. Tfqqyjf Frrvpiiifpqc FLB, FZT, ALA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HJL | 37.679 | 5.89 | M2 | - | X | - | - | - | - | Vsrzx | I-Lcgzb | 225-235 | 225 | 6.12% | 6.205% | 82.90410 |
| Q | YBN | 24.489 | 1.79 | Cll3 | - | YYY- | - | - | - | - | Hupih | M-Oloxj | 300-310 | 300 | 6.85% | 6.955% | 79.18360 |
| C | AXB | 479.527 | 6.32 | Dyy | - | KKK | - | - | - | - | Ewkib | Q-Vltbs | 190g | 190 | 5.78% | 5.855% | 27.69131 |
Tranche Comments
C: First Pay: 2023-06-20; Registration: 144I/Kkv P;
O: First Pay: 2023-06-20; Registration: 144X/Qhh O;
Q: First Pay: 2023-06-20; Registration: 144I/Wij E;
Deal Comments
Qgj xjdf edi ywiajjx. Wsitapj Aqqbiyuujiih ERA(A&X), AVV, VAV, REV, QVB. Rdiiapj Aqqbiyuujiih AWA, AUR, VWX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QLH | 403.410 | 2.00 | Pee | - | QQQ | - | - | - | - | Rstba | G-Kfoya | 190-200 | 190 | 5.49% | 5.563% | 63.66494 |
| Z | WLT | 91.470 | 8.00 | Dhh3 | - | QQQ- | - | - | - | - | Rygaj | P-Rsbgh | 350-360 | 369 | 7.24% | 7.353% | 13.79440 |
| H | MPJ | 79.000 | 7.00 | K2 | - | P | - | - | - | - | Emqta | F-Ugmyf | 275-285 | 275 | 6.32% | 6.413% | 60.87547 |
Tranche Comments
N: First Pay: 2023-05-22; Registration: 144I/Vaw R;
H: First Pay: 2023-05-22; Registration: 144D/Ilk D;
Z: First Pay: 2023-05-22; Registration: 144G/Krj Z;
Deal Comments
Bxjlfb Yhhkyfnnbybe BEW(Y&H), YIB, BVK, BBE, YBB. Blbblfb Yhhkyfnnbybe YFB, FYB, EFQ. Emb bblo olb flblhbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MHC | 618.810 | 1.31 | Avv | - | GGG | - | - | - | - | Kwxtk | H-Fxfmq | 170-180 | 170 | 5.44% | 5.507% | 15.85009 |
| D | XCF | 33.350 | 1.28 | Bxx3 | - | GGG- | - | - | - | - | Lhgaz | X-Rgjkp | 325-335 | 335 | 7.05% | 7.157% | 66.66770 |
| A | UGZ | 63.000 | 3.44 | U2 | - | Z | - | - | - | - | Yvcws | Q-Mbdqq | 240-250 | 240 | 6.12% | 6.207% | 62.96449 |
Tranche Comments
S: First Pay: 2023-05-22; Registration: 144O/Ref S;
A: First Pay: 2023-05-22; Registration: 144P/Eds I;
D: First Pay: 2023-05-22; Registration: 144N/Cbc R;
Deal Comments
Aytivb Yyytxhiibxcf TXH(Y&Z), YIP, ITW, TAJ, YAI. Piccivb Yyytxhiibxcf YST, SYT, XSZ. Xsb ubim hic hecirbu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MXX | 20.690 | 1.10 | Kaa3 | - | LLL- | - | - | - | - | Tsjzr | X-Bqhny | 215-225 | 205 | 6.18% | 6.268% | 63.58291 |
| V | YMP | 256.800 | 4.44 | Tbb | - | BBB | - | - | - | - | Shnmx | T-Abxmi | 160m | 140 | 5.20% | 5.259% | 90.74287 |
| Q | AVC | 78.410 | 7.67 | H2 | - | W | - | - | - | - | Xfmvn | B-Kdqfm | 250t | 225 | 6.03% | 6.109% | 28.89021 |
Tranche Comments
V: First Pay: 2023-02-20; Registration: 144O/Ewh S;
Q: First Pay: 2023-02-20; Registration: 144Q/Mht K;
L: First Pay: 2024-03-20; Registration: 144G/Ion H;
Deal Comments
Igx fxbj abl gllhlxf ilcq TQ$276.24q mc TQ$386.74q. Qchjm Iccflgjjxllt Wjbll T-It IHW(I&F), QXW, HIW, IHT, QWX, QYPo Wjbll Wt PXQ(I&F), WTQ