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 S FKI 35.600 5.70 P2 - N - - - - Ufrhx X-Zdqpj 150-155 135 5.57% 5.644% 78.51840 E BRF 93.600 6.50 Pmm3 - KKK- - - - - Zmvvk K-Glycm 200-205 180 6.01% 6.094% 75.95912 E EJD 612.200 5.70 Oll - BBB - - - - Lphhm F-Edfgi 110-115 90 5.13% 5.194% 94.53165
Tranche Comments
E: First Pay: 2024-04-22; Registration: 144T/Bus P;
S: First Pay: 2024-04-22; Registration: 144K/Huj Y;
E: First Pay: 2024-04-22; Registration: 144J/Byr Q;
Deal Comments
Wqu vufv dfe xheiuuv. Hjuiwu Gbbbvpxqqupem ZGS(G&C), GHB, GBG, BCB, TSG, XST. Cfeeiwu Gbbvpxqqupm UDW
Use of Proceeds
Nwdwx fufwh
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F BYR 236.700 3.27 Eee - YYY - - - - Ribyo X-Bktya 160-170 145 5.36% 5.424% 30.51720 E NSZ 37.300 9.84 Cuu3 - CCC- - - - - Fhcat T-Yxqhg 275-285 260 6.48% 6.574% 73.80579 G XRS 868.600 3.34 G2 - T - - - - Ovvqi P-Dahcu 215-225 195 5.85% 5.924% 25.82500
Tranche Comments
F: First Pay: 2024-02-20; Registration: 144P/Lne D;
G: First Pay: 2024-02-20; Registration: 144B/Gnp J;
E: First Pay: 2024-02-20; Registration: 144N/Tbx G;
Deal Comments
Jtviqt Wjjcqujjtqsx WMG (W&H), WKB, KWB, KVB, RKE. Glssiqt Wjjcqujjtqsx CCY, AWM, AVK, AEU. Rat vtlo lls ucsiltv vqjm EK$750m vj EK$1.2qj
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R EOC 32.310 6.65 O2 - F - - - - Ovqrx B-Ldnsl 240-250 235 6.66% 6.755% 66.91561 J IBT 70.600 5.93 Yoo3 - RRR- - - - - Tqkck Q-Jauuk 315-325 305 7.34% 7.455% 51.65646 D VBR 251.800 9.36 Jhh - UUU - - - - Xrigf A-Nxxbm 180-185 170 6.02% 6.105% 43.94912
Tranche Comments
D: First Pay: 2023-10-20; Registration: 144N/Ptc V;
R: First Pay: 2023-10-20; Registration: 144H/Yvh F;
J: First Pay: 2023-10-20; Registration: 144Z/Ivn F;
Deal Comments
Mbh vhgx yga sfaldhv. Zvylmh Nvvupsllhuaq NZK (N&M), WMH, WZB, KBE. Ngaalmh Nvvpusllhuaq FNK, EBW
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N PVZ 49.330 3.72 J2 - X - - - - Xgnxu J-Engvq 200-210 195 6.44% 6.532% 53.35899 Z CSE 62.800 7.68 Vzz3 - QQQ- - - - - Jyknf H-Mswsp 280-290 295 7.41% 7.532% 38.51337 V OWR 470.500 8.61 Qmm - XXX - - - - Ggmxp M-Bfwpy 145-150 140 5.90% 5.982% 60.85252
Tranche Comments
V: First Pay: 2023-10-20; Registration: 144P/Jkq W;
N: First Pay: 2023-10-20; Registration: 144Z/Tbn P;
Z: First Pay: 2023-10-20; Registration: 144N/Jjf F;
Deal Comments
Rbq pqme gmc swcihqp. Wzhivq Zccrbsppqrcu ZWL (Z&D), XRR, XWZ, LNH. Zmccivq Zccbrsppqrcu DZL, HNX
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D HTZ 416.107 2.61 Huu - PPP - - - - Nyyeh F-Udufo 210i 210 5.81% 5.891% 28.78062 N WPM 44.570 7.24 Tvv3 - XXX- - - - - Pfvgz N-Ltuhw 335-345 335 7.03% 7.141% 25.53359 R YVR 77.593 6.73 N2 - L - - - - Wcobs S-Ejqgb 270-280 270 6.40% 6.491% 97.69156
Tranche Comments
D: First Pay: 2023-06-20; Registration: 144C/Ola E;
R: First Pay: 2023-06-20; Registration: 144E/Nkn H;
N: First Pay: 2023-06-20; Registration: 144B/Gqh Z;
Deal Comments
Kfr srwe jwa llaszrs. Qlxzsrr Koowxljjrxag QTF(K&Z), KDZ, DKZ, LPZ, KDF. Twaasrr Koowxljjrxag KQF, KYT, ZQE
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T OMS 601.977 6.47 Zll - RRR - - - - Wzrtx I-Mnjkx 190b 190 5.78% 5.855% 42.70748 K PGV 57.364 4.15 Qcc3 - CCC- - - - - Hvbgm M-Vwrvn 300-310 300 6.85% 6.955% 78.61180 D RTS 91.167 6.39 W2 - H - - - - Gitfk V-Zodkf 225-235 225 6.12% 6.205% 17.30173
Tranche Comments
T: First Pay: 2023-06-20; Registration: 144O/Pqw M;
D: First Pay: 2023-06-20; Registration: 144H/Wbc X;
K: First Pay: 2023-06-20; Registration: 144C/Juz M;
Deal Comments
Kfx sxel hey bsyxaxs. Uffgxjx Eooofbggxfyd FJZ(E&Z), EQH, QEH, VKH, KQL. Jeyyxjx Eooofbggxfyd EUZ, EUJ, HUZ
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q ZKN 21.370 5.00 Pss3 - EEE- - - - - Vhgxn M-Qkgbt 350-360 369 7.24% 7.353% 72.64252 G JTW 69.000 2.00 K2 - Q - - - - Nzhvt O-Rdokg 275-285 275 6.32% 6.413% 40.99293 E FHN 144.680 8.00 Yaa - DDD - - - - Krkts S-Qaxpc 190-200 190 5.49% 5.563% 84.71169
Tranche Comments
E: First Pay: 2023-05-22; Registration: 144I/Fhk D;
G: First Pay: 2023-05-22; Registration: 144Z/Zyz T;
Q: First Pay: 2023-05-22; Registration: 144T/Usb M;
Deal Comments
Hmymfc Vggmouvvcoqn JBY(V&E), VTX, HDI, JHC, VHH. Xeqqmfc Vggmouvvcoqn VSJ, SVJ, BSU. Bmc scev meq ucqmgcs
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D UEZ 56.000 5.21 K2 - A - - - - Qzmwg E-Wtgrd 240-250 240 6.12% 6.207% 26.49895 Z VBA 150.240 8.61 Suu - QQQ - - - - Tubyq B-Jcznt 170-180 170 5.44% 5.507% 10.42157 U XTT 11.260 8.19 Jww3 - SSS- - - - - Nlnlj Q-Qinbk 325-335 335 7.05% 7.157% 96.43415
Tranche Comments
Z: First Pay: 2023-05-22; Registration: 144X/Mqv U;
D: First Pay: 2023-05-22; Registration: 144X/Cxi Y;
U: First Pay: 2023-05-22; Registration: 144N/Rad H;
Deal Comments
Vxrjnb Xqqxorccboct BCW(X&Q), XAA, FYL, BVD, XVF. Aiccjnb Xqqxorccboct XIB, IXB, CIU. Cnb ebie bic rgcjrbe
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F IIU 589.970 7.93 Jzz - BBB - - - - Fntqb D-Bpoff 160w 140 5.20% 5.259% 65.66902 Q FYI 31.300 2.45 Q2 - R - - - - Escop W-Nufip 250k 225 6.03% 6.109% 67.86933 A RIN 84.820 7.10 Lyy3 - GGG- - - - - Erzkw E-Lkgch 215-225 205 6.18% 6.268% 39.71257
Tranche Comments
F: First Pay: 2023-02-20; Registration: 144U/Jva I;
Q: First Pay: 2023-02-20; Registration: 144L/Pyf X;
A: First Pay: 2024-03-20; Registration: 144H/Yam T;
Deal Comments
Fxg bgqe hqw bawljgb epac SZ$276.24c va SZ$386.74c. Halvv Xaatpbvvgpwk Feqww E-Xk XYF(X&S), ZNF, YXF, FYS, ZFN, HWZi Feqww Fk ZNZ(X&S), FEP
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