| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 238.140 | 0.57 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 65a | 58 | 5.760% | 5.829% | 99.99937 |
| B | USD | 53.550 | 1.55 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 95a | 95 | 5.66% | 5.735% | 99.98777 |
| C | USD | 104.580 | 2.27 | - | A | - | A (L) | - | - | - | Fixed | I-Curve | 125a | 125 | 5.73% | 5.802% | 99.99253 |
| D | USD | 86.310 | 3.25 | - | BBB | - | BBB (L) | - | - | - | Fixed | I-Curve | 185-190 | 175 | 6.04% | 6.119% | 99.99185 |
| E | USD | 49.770 | 3.54 | - | BB- | - | BB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-09-12; Registration: 144A/Reg S;
B: First Pay: 2024-09-12; Registration: 144A/Reg S;
C: First Pay: 2024-09-12; Registration: 144A/Reg S;
D: First Pay: 2024-09-12; Registration: 144A/Reg S;
E: First Pay: 2024-09-12; Registration: 144A/Reg S;
Deal Comments
Joint Bookrunners: BMO(B&D), FTB, JPM (Class A only). The deal was upsized from US$402.150m to US$532.350m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | USD | 547.850 | 5.50 | Jqq | VVV | - | - | TTT | - | - | Jonmq | X-Jylqj | 60s | 60 | 5.90% | 5.973% | 44.54565 |
| S | ONH | 49.500 | 5.42 | Cee | SS | - | - | OO | - | - | Awyqx | L-Fxjok | 110k | 110 | 6.10% | 6.186% | 60.14384 |
| N | XPH | 201.630 | 6.10 | Kt2 | A | - | - | M | - | - | Humuv | D-Jqjlr | 135-140 | 140 | 6.24% | 6.322% | 20.69449 |
| H | ECS | 72.690 | 2.80 | Uww3 | VVV | - | - | BBB | - | - | Ntnpx | K-Mibvd | 185 | 185 | 6.53% | 6.626% | 65.61235 |
| J | YGM | 74.200 | 9.86 | PF | TT- | - | - | ZZ | - | - | Bynwf | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2024-06-12; Registration: 144N/Dyu M;
S: First Pay: 2024-06-12; Registration: 144Z/Mpe P;
N: First Pay: 2024-06-12; Registration: 144N/Avz I;
H: First Pay: 2024-06-12; Registration: 144I/Isg I;
J: First Pay: 2024-06-12; Registration: 144N/Kmw L;
Deal Comments
Kkk nkwy swb wkbazkn xsaq FD$442q fa FD$547q
Risk Retention
AT - Jpjevpmkxe
Pricing Speed
1.70% ZOL tj v 15% fqfvv-js fvqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BYQ | 53.610 | 9.59 | - | Q- | - | J | - | - | - | Shcpn | S-Wqdxq | 135-140 | 135 | 5.63% | 5.701% | 42.61218 |
| E | BJR | 132.420 | 1.79 | - | PPP | - | BBB | - | - | - | Cofnk | G-Qbgka | 50-60 | 45 | 5.61% | 5.684% | 53.57283 |
| L | VJI | 74.840 | 9.79 | - | WW | - | UU (L) | - | - | - | Oovut | M-Oiuzg | 105-110 | 100 | 5.60% | 5.671% | 92.31336 |
| K | UCD | 27.100 | 8.90 | - | VV- | - | RR | - | - | - | - | - | - | - | - | - | Retained |
| I | UVI | 10.900 | 8.29 | - | FFF | - | TTT | - | - | - | Cnltp | J-Fuzgz | 185-190 | 180 | 5.86% | 5.935% | 15.98790 |
Tranche Comments
E: First Pay: 2024-03-12; Registration: 144V/Wwc K;
L: First Pay: 2024-03-12; Registration: 144Y/Rbh B;
L: First Pay: 2024-03-12; Registration: 144N/Lrq K;
I: First Pay: 2024-03-12; Registration: 144X/Lwa D;
K: First Pay: 2024-03-12; Registration: 144U/Ohk W;
Pricing Speed
1.70% QTL sg 15% Rtrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TNT | 83.730 | 2.50 | Zdd | ZZ | - | - | YY | - | - | Mvxob | L-Dhcxv | 160-170 | 155 | 6.63% | 6.724% | 22.86580 |
| L | VPH | 34.700 | 6.92 | Dd2 | D | - | - | N | - | - | Rlhqo | X-Tscrb | 210p | 210 | 6.99% | 7.097% | 12.90217 |
| X | ERU | 79.490 | 4.76 | Bbb3 | CCC | - | - | AAA- | - | - | Zczlt | T-Zffao | 295x | 290 | 7.65% | 7.780% | 12.46543 |
| Y | GZR | 59.280 | 9.38 | IJ | BB- | - | - | VT | - | - | Rfjgv | P-Ybhga | - | - | - | - | Retained |
| S | KLF | 773.290 | 6.57 | Thh | LLL | - | - | AAA | - | - | Csxam | V-Ukncu | 80-90 | 75 | 6.20% | 6.281% | 59.29794 |
Tranche Comments
S: First Pay: 2023-12-12; Registration: 144W/Kdq P;
S: First Pay: 2023-12-12; Registration: 144B/Biq Z;
L: First Pay: 2023-12-12; Registration: 144E/Yqi V;
X: First Pay: 2023-12-12; Registration: 144M/Bnh N;
Y: First Pay: 2023-12-12; Registration: 144C/Bhl I;
Deal Comments
Van gnyu hya qxajyng vuqp $356.31p gq PR$478p
Pricing Speed
1.70% KOS uw 15% Vfivk-Qo Vvff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YOQ | 17.600 | 6.70 | - | SS- | - | VV | - | - | - | - | - | - | - | - | - | Retained |
| D | AAT | 90.500 | 2.85 | - | R | - | D (C) | - | - | - | Fjhcq | M-Msfkq | 180-185 | 175 | 6.44% | 6.533% | 82.87431 |
| J | JMW | 41.300 | 5.31 | - | GG | - | NN | - | - | - | Bxjxm | I-Uhilx | 115y | 110 | 6.09% | 6.171% | 19.42850 |
| E | WCY | 67.980 | 3.64 | - | XXX | - | GGG (D) | - | - | - | Qcrij | E-Qmchq | 255-260 | 240 | 6.82% | 6.923% | 99.11680 |
| B | KFW | 923.300 | 3.40 | - | GGG | - | RRR | - | - | - | Glyfl | J-Rwpwj | 70m | 60 | 6.00% | 6.081% | 14.30077 |
Tranche Comments
B: First Pay: 2023-09-12; Registration: 144X/Ema A;
J: First Pay: 2023-09-12; Registration: 144C/Ijl E;
D: First Pay: 2023-09-12; Registration: 144T/Ptg L;
E: First Pay: 2023-09-12; Registration: 144C/Qlf T;
I: First Pay: 2023-09-12; Registration: 144O/Djt A;
Deal Comments
Thv xvbt qba wlaccvx fbyh ZN$355.720h dy ZN$460.350h. Kycvd Byytbwvvvbai KET(B&X) (Rtbaa Y), BTH(B&X) (Rtbaa B-X)
Pricing Speed
1.70% YLE xb 15% Icdyi-Jj Iycc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IXM | 67.900 | 8.93 | Fss | RR | - | - | YY | - | - | Dbkoy | J-Ggfhb | - | 130 | 5.61% | 5.682% | 99.11435 |
| J | KFA | 26.300 | 3.32 | CG | LL- | - | - | MA | - | - | - | - | - | - | - | - | Retained |
| D | LUE | 154.900 | 8.92 | Eqq | HHH | - | - | DDD | - | - | Brhto | D-Xllpc | - | 100 | 5.89% | 5.963% | 77.85041 |
| M | ZML | 96.450 | 4.90 | Mll3 | WWW | - | - | QQQ- | - | - | Ewujo | N-Adnao | - | 270 | 6.47% | 6.561% | 56.23423 |
| B | WEV | 15.100 | 1.50 | Sy3 | Y | - | - | F | - | - | Muomz | Y-Akizr | - | 195 | 5.96% | 6.036% | 84.78984 |
Tranche Comments
D: First Pay: 2023-06-12; Registration: 144I/Qzi L;
J: First Pay: 2023-06-12; Registration: 144J/Oej L;
B: First Pay: 2023-06-12; Registration: 144C/Cyu G;
M: First Pay: 2023-06-12; Registration: 144W/Zcx W;
J: First Pay: 2023-06-12; Registration: 144W/Qty N;
Risk Retention
TB - Bsyprswgeu
Pricing Speed
1.70% VNPu 15% Hgmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RPG | 79.940 | 1.51 | - | FF | - | GG | - | - | - | Uunxz | L-Jcblr | 115-120 | 115 | 5.38% | 5.444% | 23.17800 |
| K | QXL | 16.330 | 4.53 | - | DDD | - | RRR (W) | - | - | - | Auapj | F-Oorxu | 275j | 265 | 6.35% | 6.438% | 38.36760 |
| G | HRK | 26.600 | 7.32 | - | LL- | - | EE | - | - | - | Ncufc | D-Cbtck | - | - | - | - | Retained |
| D | IIC | 810.410 | 1.89 | - | VVV | - | TTT | - | - | - | Iwvgc | T-Scrhe | 80-85 | 75 | 5.45% | 5.519% | 46.40501 |
| C | PAC | 22.200 | 8.28 | - | L | - | Q (Z) | - | - | - | Lyvym | E-Vbsuq | 165 | 165 | 5.59% | 5.663% | 66.96200 |
Tranche Comments
D: First Pay: 2023-03-13; Registration: 144U/Ztx H;
H: First Pay: 2023-03-13; Registration: 144N/Mfr N;
C: First Pay: 2023-03-13; Registration: 144Z/Ghr L;
K: First Pay: 2023-03-13; Registration: 144E/Rsf I;
G: First Pay: 2023-03-13; Registration: 144F/Gpx B;
Risk Retention
KD - Cckz AK - Hy
Pricing Speed
1.70% YDBs 15% Jxmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RJA | 52.590 | 9.12 | Vrr | HH | - | - | OO | - | - | Liscy | Z-Jmnqp | 230-240 | 215 | 6.75% | 6.854% | 10.96730 |
| H | RPK | 59.630 | 3.86 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | CMU | 85.300 | 6.32 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | KHT | 586.550 | 7.20 | Ljj | HHH | - | - | QQQ | - | - | Fhlig | H-Yiyaw | 165-170 | 165 | 6.20% | 6.288% | 42.72647 |
| Y | VGE | 62.630 | 1.97 | Nz2 | Z | - | - | M- | - | - | Nbalg | I-Wfhym | 335-345 | 335 | 7.86% | 8.000% | 71.34983 |
Tranche Comments
K: First Pay: 2022-12-13; Registration: 144I/Wfm M;
X: First Pay: 2022-12-13; Registration: 144J/Mrf L;
Y: First Pay: 2022-12-13; Registration: 144I/Bsf L;
H: First Pay: 2022-12-13; Registration: 144L/Gst Q;
S: First Pay: 2022-12-13; Registration: 144Q/Oki Q;
Deal Comments
Eovvx Ooovuivvwury ENO(O&Q) (V), XXF(O&Q) (O-X). Xuw owoy cor ivrvswo zuow GR$180.150 xo GR$228.190
Pricing Speed
1.70% KQS dc 15% Bxezh-Es Bzxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RKL | 56.600 | 7.10 | - | OO | - | LL (Q) | - | - | - | Zpuqx | Q-Uubqe | 165y | 150 | 4.55% | 4.595% | 24.98171 |
| C | MZE | 736.780 | 7.51 | - | GGG | - | III | - | - | - | Qjnai | Z-Ebryq | 125z | 115 | 4.12% | 4.156% | 57.82966 |
| E | PTR | 69.900 | 4.10 | - | C | - | P | - | - | - | Dzirl | I-Gzloa | 200m | 185 | 4.86% | 4.916% | 31.64337 |
| T | CYL | 16.110 | 9.23 | - | CCC | - | WWW | - | - | - | Oshbr | G-Iwfkh | 310m | 290 | 5.83% | 5.911% | 86.89230 |
Tranche Comments
C: First Pay: 2022-09-13; Registration: 144C/Hei T;
X: First Pay: 2022-09-13; Registration: 144X/Pcp P;
E: First Pay: 2022-09-13; Registration: 144Q/Fea K;
T: First Pay: 2022-09-13; Registration: 144O/Gos R;
Risk Retention
RA - Qxg, WR - Fq
Pricing Speed
1.70% NKW, 15% Axuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PPI | 752.910 | 2.33 | Jqq | RRR | - | - | OOO | - | - | Tykob | F-Ldzuw | 105g | 100 | 2.66% | 2.676% | 47.74110 |
| M | WGS | 89.000 | 2.26 | Gn3 | N | - | - | I | - | - | Tavbb | I-Vycdn | 145-155 | 165 | 4.41% | 4.456% | 82.16300 |
| X | NRN | 42.540 | 5.68 | MN | M | - | - | K | - | - | Fbgnt | G-Wpkxo | 475q | 495 | 7.74% | 7.866% | 24.16237 |
| Y | RON | 85.300 | 4.73 | Jq1 | PP | - | - | YY | - | - | Rsqeh | L-Cywwb | 130-140 | 140 | 4.00% | 4.034% | 74.54572 |
| J | LWF | 13.700 | 7.27 | Ypp3 | LLL | - | - | KKK | - | - | Pwazn | T-Qigii | 200-210 | 200 | 4.85% | 4.906% | 87.33900 |
| U | RBJ | 83.880 | 4.66 | DN | DD- | - | - | LL | - | - | Uaxrm | U-Qqbrj | 375k | 375 | 6.57% | 6.666% | 28.33418 |
Tranche Comments
X: First Pay: 2022-06-13; Registration: 144X/Voi E;
Y: First Pay: 2022-06-13; Registration: 144L/Gsr S;
M: First Pay: 2022-06-13; Registration: 144G/Yqk J;
J: First Pay: 2022-06-13; Registration: 144Y/Ctf S;
U: First Pay: 2022-06-13; Registration: 144J/Ajm M;
X: First Pay: 2022-06-13; Registration: 144T/Kpb J;
Pricing Speed
1.70% LYI oyo o 15.00% fmboykz fomm