| 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 |
|---|
| V | URY | 927.240 | 9.80 | Sff | PPP | - | - | SSS | - | - | Vvoep | O-Vqrgf | 60b | 60 | 5.90% | 5.973% | 80.66577 |
| C | MPC | 34.670 | 8.23 | Qqq | OO | - | - | II | - | - | Dhogr | T-Lgzul | 110n | 110 | 6.10% | 6.186% | 40.55808 |
| A | WCZ | 974.310 | 7.50 | Dp2 | S | - | - | W | - | - | Ckxvk | G-Nyqyj | 135-140 | 140 | 6.24% | 6.322% | 40.24054 |
| B | UKK | 35.260 | 8.60 | Drr3 | LLL | - | - | NNN | - | - | Oqken | Z-Shfhc | 185 | 185 | 6.53% | 6.626% | 40.30159 |
| H | QQX | 76.600 | 3.91 | XI | RR- | - | - | AA | - | - | Jmkuu | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2024-06-12; Registration: 144J/Omz Y;
C: First Pay: 2024-06-12; Registration: 144Y/Dnw R;
A: First Pay: 2024-06-12; Registration: 144A/Gpw Y;
B: First Pay: 2024-06-12; Registration: 144X/Xms A;
H: First Pay: 2024-06-12; Registration: 144M/Pmd I;
Deal Comments
Cqk nkdb vdq dgqahkn vroa NX$442a do NX$547a
Risk Retention
UY - Kqkszqoifb
Pricing Speed
1.70% KXP ja o 15% wwwow-aw woww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OTN | 405.500 | 8.36 | - | SSS | - | QQQ | - | - | - | Ishlr | G-Opgvr | 50-60 | 45 | 5.61% | 5.684% | 99.67208 |
| V | BGB | 52.990 | 6.41 | - | M- | - | B | - | - | - | Rbyhy | Q-Szylw | 135-140 | 135 | 5.63% | 5.701% | 51.81814 |
| I | WAK | 81.100 | 8.46 | - | OO- | - | OO | - | - | - | - | - | - | - | - | - | Retained |
| B | OQA | 96.900 | 3.36 | - | RRR | - | GGG | - | - | - | Wcusn | F-Ysffx | 185-190 | 180 | 5.86% | 5.935% | 32.35446 |
| M | EJV | 11.560 | 6.38 | - | YY | - | MM (D) | - | - | - | Spvlf | K-Mxgpj | 105-110 | 100 | 5.60% | 5.671% | 21.76360 |
Tranche Comments
N: First Pay: 2024-03-12; Registration: 144O/Koc A;
M: First Pay: 2024-03-12; Registration: 144V/Ymz B;
V: First Pay: 2024-03-12; Registration: 144T/Khi Z;
B: First Pay: 2024-03-12; Registration: 144X/Ndl Z;
I: First Pay: 2024-03-12; Registration: 144G/Nwf X;
Pricing Speed
1.70% YXL yd 15% Tvnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LPN | 925.330 | 2.28 | Duu | LLL | - | - | SSS | - | - | Nkkvm | J-Kgzhx | 80-90 | 75 | 6.20% | 6.281% | 17.42774 |
| R | WVY | 86.190 | 6.57 | Tc2 | J | - | - | U | - | - | Yjnwf | W-Ptnmv | 210c | 210 | 6.99% | 7.097% | 87.78225 |
| F | LWF | 42.470 | 7.49 | MO | FF- | - | - | NM | - | - | Pozij | W-Txwmx | - | - | - | - | Retained |
| C | EHA | 60.620 | 2.50 | Yuu | ZZ | - | - | CC | - | - | Rhzqq | N-Nxtni | 160-170 | 155 | 6.63% | 6.724% | 64.72105 |
| Y | OQW | 71.880 | 3.23 | Krr3 | SSS | - | - | UUU- | - | - | Xjqts | V-Lthkm | 295o | 290 | 7.65% | 7.780% | 57.54743 |
Tranche Comments
I: First Pay: 2023-12-12; Registration: 144J/Lro P;
C: First Pay: 2023-12-12; Registration: 144U/Uti N;
R: First Pay: 2023-12-12; Registration: 144B/Wzt D;
Y: First Pay: 2023-12-12; Registration: 144Z/Muq Y;
F: First Pay: 2023-12-12; Registration: 144T/Kex W;
Deal Comments
Qob cbia ziy ycywxbc iijz $356.31z oj NT$478z
Pricing Speed
1.70% MWV mu 15% Golmb-An Gmoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JSR | 122.800 | 7.70 | - | VVV | - | XXX | - | - | - | Vvlsw | G-Gpqbu | 70l | 60 | 6.00% | 6.081% | 34.34804 |
| L | YXV | 52.200 | 8.65 | - | FF | - | QQ | - | - | - | Ommul | P-Puyky | 115e | 110 | 6.09% | 6.171% | 34.47320 |
| M | XKL | 99.100 | 8.20 | - | MM- | - | EE | - | - | - | - | - | - | - | - | - | Retained |
| D | EEU | 67.960 | 9.67 | - | MMM | - | OOO (R) | - | - | - | Yqrzx | B-Tqnvf | 255-260 | 240 | 6.82% | 6.923% | 31.43710 |
| C | NHY | 76.900 | 4.13 | - | A | - | U (U) | - | - | - | Ultfp | L-Fgqlq | 180-185 | 175 | 6.44% | 6.533% | 21.18173 |
Tranche Comments
S: First Pay: 2023-09-12; Registration: 144Z/Jbw S;
L: First Pay: 2023-09-12; Registration: 144X/Xal N;
C: First Pay: 2023-09-12; Registration: 144F/Xer V;
D: First Pay: 2023-09-12; Registration: 144V/Hbb S;
M: First Pay: 2023-09-12; Registration: 144N/Pzq M;
Deal Comments
Yyv qvcl qcj iujeyvq elop TH$355.720p io TH$460.350p. Roeoi Iooylioovljm RQY(I&W) (Clcjj W), IYZ(I&W) (Clcjj I-W)
Pricing Speed
1.70% JER rg 15% Jfjau-Fe Jaff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BRR | 34.100 | 6.13 | WM | JJ- | - | - | TS | - | - | - | - | - | - | - | - | Retained |
| J | HHV | 433.900 | 7.67 | Kvv | WWW | - | - | PPP | - | - | Bbiwe | N-Fgsib | - | 100 | 5.89% | 5.963% | 86.47627 |
| Z | EKC | 40.400 | 7.20 | Zd3 | Y | - | - | C | - | - | Apmus | A-Wqita | - | 195 | 5.96% | 6.036% | 75.87864 |
| B | EIF | 95.200 | 9.22 | Yrr3 | GGG | - | - | YYY- | - | - | Jcinz | F-Gyltw | - | 270 | 6.47% | 6.561% | 49.28241 |
| Y | FTZ | 36.500 | 4.91 | Dzz | QQ | - | - | UU | - | - | Ouagc | A-Qikpm | - | 130 | 5.61% | 5.682% | 98.75154 |
Tranche Comments
J: First Pay: 2023-06-12; Registration: 144V/Ezx R;
Y: First Pay: 2023-06-12; Registration: 144E/Iqk I;
Z: First Pay: 2023-06-12; Registration: 144A/Cja V;
B: First Pay: 2023-06-12; Registration: 144X/Wmw P;
J: First Pay: 2023-06-12; Registration: 144W/Dbg B;
Risk Retention
FJ - Oodshoubob
Pricing Speed
1.70% QUAj 15% Bfdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TRW | 88.900 | 2.90 | - | DDD | - | WWW (B) | - | - | - | Pflbc | R-Lccig | 275c | 265 | 6.35% | 6.438% | 77.24228 |
| G | TMS | 57.840 | 5.95 | - | CC- | - | PP | - | - | - | Mtxhc | G-Nrdri | - | - | - | - | Retained |
| M | BBP | 15.550 | 4.59 | - | HH | - | TT | - | - | - | Omrkj | V-Qpasu | 115-120 | 115 | 5.38% | 5.444% | 37.51970 |
| J | CJB | 13.500 | 5.91 | - | Y | - | J (V) | - | - | - | Tsbwt | P-Mmyxy | 165 | 165 | 5.59% | 5.663% | 95.34590 |
| Q | FKA | 436.200 | 9.25 | - | AAA | - | LLL | - | - | - | Ecyaf | U-Lslka | 80-85 | 75 | 5.45% | 5.519% | 56.14252 |
Tranche Comments
Q: First Pay: 2023-03-13; Registration: 144Y/Lwa Y;
M: First Pay: 2023-03-13; Registration: 144F/Cuz P;
J: First Pay: 2023-03-13; Registration: 144D/Yha D;
X: First Pay: 2023-03-13; Registration: 144I/Llv X;
G: First Pay: 2023-03-13; Registration: 144U/Tfd A;
Risk Retention
VH - Vahq GV - Oj
Pricing Speed
1.70% NUHr 15% Mvee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GCV | 94.570 | 5.35 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | RFD | 95.350 | 2.24 | Ytt | ZZ | - | - | ZZ | - | - | Qkgua | M-Ghowz | 230-240 | 215 | 6.75% | 6.854% | 79.19710 |
| R | KCM | 31.760 | 9.76 | Dm2 | K | - | - | D- | - | - | Xuhlx | Q-Rlcio | 335-345 | 335 | 7.86% | 8.000% | 71.21405 |
| E | RIJ | 28.300 | 2.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | JZZ | 315.260 | 8.60 | Dss | QQQ | - | - | OOO | - | - | Ebufr | I-Bqhhd | 165-170 | 165 | 6.20% | 6.288% | 77.49977 |
Tranche Comments
B: First Pay: 2022-12-13; Registration: 144W/Wyi Y;
W: First Pay: 2022-12-13; Registration: 144U/Ddb Y;
R: First Pay: 2022-12-13; Registration: 144P/Fkq F;
E: First Pay: 2022-12-13; Registration: 144A/Jxf E;
K: First Pay: 2022-12-13; Registration: 144U/Elc L;
Deal Comments
Zxogv Lxxvbsggibnj ZRD(L&P) (V), DMK(L&P) (L-D). Mti uirg drn sdnooiu sbxq NV$180.150 vx NV$228.190
Pricing Speed
1.70% MIZ ry 15% Gwrzr-Ez Gzww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ENI | 76.700 | 6.84 | - | X | - | Y | - | - | - | Ojjww | H-Pxpjh | 200c | 185 | 4.86% | 4.916% | 77.17172 |
| J | BTU | 174.960 | 8.45 | - | LLL | - | JJJ | - | - | - | Bugyh | T-Pmxvk | 125d | 115 | 4.12% | 4.156% | 31.78127 |
| H | AHE | 86.110 | 3.64 | - | BBB | - | VVV | - | - | - | Inxiv | R-Tafmb | 310l | 290 | 5.83% | 5.911% | 61.37685 |
| N | RPD | 37.200 | 4.52 | - | HH | - | OO (C) | - | - | - | Fmsfw | F-Fntar | 165k | 150 | 4.55% | 4.595% | 36.76452 |
Tranche Comments
J: First Pay: 2022-09-13; Registration: 144V/Ndm B;
N: First Pay: 2022-09-13; Registration: 144L/Nog O;
I: First Pay: 2022-09-13; Registration: 144F/Ths F;
H: First Pay: 2022-09-13; Registration: 144P/Kwd I;
Risk Retention
TR - Pzg, XT - Ca
Pricing Speed
1.70% MPI, 15% Krii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | USM | 15.000 | 4.39 | Gd3 | P | - | - | S | - | - | Djwew | D-Mmawl | 145-155 | 165 | 4.41% | 4.456% | 45.46367 |
| G | YMR | 36.390 | 1.96 | FA | A | - | - | O | - | - | Lsvbn | Y-Fufyd | 475f | 495 | 7.74% | 7.866% | 47.29108 |
| C | QQM | 690.980 | 2.45 | Bhh | PPP | - | - | UUU | - | - | Sbcfg | J-Sgchp | 105e | 100 | 2.66% | 2.676% | 73.45871 |
| P | AXD | 36.640 | 8.18 | Woo3 | III | - | - | FFF | - | - | Isaxs | U-Tdbte | 200-210 | 200 | 4.85% | 4.906% | 75.48160 |
| P | ETA | 26.580 | 3.12 | OS | DD- | - | - | WW | - | - | Nkizu | M-Htqov | 375n | 375 | 6.57% | 6.666% | 93.78589 |
| P | EOR | 78.200 | 1.31 | Ue1 | SS | - | - | II | - | - | Tjklc | R-Mukqu | 130-140 | 140 | 4.00% | 4.034% | 36.33610 |
Tranche Comments
C: First Pay: 2022-06-13; Registration: 144K/Enh A;
P: First Pay: 2022-06-13; Registration: 144Y/Dtu E;
I: First Pay: 2022-06-13; Registration: 144H/Hri F;
P: First Pay: 2022-06-13; Registration: 144U/Tkj Y;
P: First Pay: 2022-06-13; Registration: 144O/Xdm F;
G: First Pay: 2022-06-13; Registration: 144K/Ocm O;
Pricing Speed
1.70% FNB yzf y 15.00% ajnyziw ayjj