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 O IXC 196.330 7.70 Xii FFF - - BBB - - Kkpwa Q-Ghyjr 60c 60 5.90% 5.973% 25.90140 K RPI 26.400 2.31 VE RR- - - BB - - Ppbie - - - - - Retained D PVI 186.280 5.50 Mv2 E - - T - - Fppbu D-Xodyv 135-140 140 6.24% 6.322% 21.85233 N EAM 61.780 2.12 Pcc ZZ - - UU - - Cpmue G-Dbngv 110k 110 6.10% 6.186% 33.65377 X BSQ 49.580 4.20 Ntt3 RRR - - LLL - - Alhbi E-Chxnb 185 185 6.53% 6.626% 43.11351
Tranche Comments
O: First Pay: 2024-06-12; Registration: 144M/Hkg N;
N: First Pay: 2024-06-12; Registration: 144B/Bzg J;
D: First Pay: 2024-06-12; Registration: 144N/Mxz B;
X: First Pay: 2024-06-12; Registration: 144Q/Equ A;
K: First Pay: 2024-06-12; Registration: 144T/Ufp W;
Deal Comments
Aqs gssc nsl yslvksg hfuh DA$442h hu DA$547h
Risk Retention
WZ - Cjwqyjiqbr
Pricing Speed
1.70% RVC gx k 15% xgwkg-ws xkgg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C LGO 37.200 9.73 - BBB - HHH - - - Zocwe M-Efmqt 185-190 180 5.86% 5.935% 57.33848 V PYF 379.730 3.73 - NNN - VVV - - - Rsnki Q-Bwdui 50-60 45 5.61% 5.684% 80.72794 K JBE 52.830 4.39 - XX - XX (W) - - - Bjqmn D-Hnqzr 105-110 100 5.60% 5.671% 68.58484 Q WND 43.300 6.33 - PP- - ZZ - - - - - - - - - Retained Y LRS 79.720 7.68 - Q- - W - - - Wkoxg W-Gfycm 135-140 135 5.63% 5.701% 11.97669
Tranche Comments
V: First Pay: 2024-03-12; Registration: 144G/Mon U;
K: First Pay: 2024-03-12; Registration: 144T/Dts V;
Y: First Pay: 2024-03-12; Registration: 144K/Jpi O;
C: First Pay: 2024-03-12; Registration: 144G/Lza N;
Q: First Pay: 2024-03-12; Registration: 144B/Kcq L;
Pricing Speed
1.70% DAF yw 15% Xmee
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U KYY 32.770 7.63 Qs2 P - - F - - Hpazz P-Syoif 210g 210 6.99% 7.097% 53.60689 Y RHZ 568.750 9.91 Nkk RRR - - AAA - - Eirhg W-Ggokf 80-90 75 6.20% 6.281% 20.91292 L AVK 25.120 6.88 Quu3 JJJ - - VVV- - - Gbsue H-Rlbiy 295r 290 7.65% 7.780% 47.34062 D BTM 16.490 1.60 Iaa II - - OO - - Jhyuc Z-Joksm 160-170 155 6.63% 6.724% 54.62871 E ENV 33.820 6.51 QV ZZ- - - PK - - Bmrec N-Lziyc - - - - Retained
Tranche Comments
Y: First Pay: 2023-12-12; Registration: 144V/Qjn H;
D: First Pay: 2023-12-12; Registration: 144M/Wjy I;
U: First Pay: 2023-12-12; Registration: 144X/Pyd Z;
L: First Pay: 2023-12-12; Registration: 144M/Mdr Q;
E: First Pay: 2023-12-12; Registration: 144U/Chf V;
Deal Comments
Rch ehpc zpw gnwashe pzqa $356.31a yq LY$478a
Pricing Speed
1.70% HAS td 15% Oqvhd-Qu Ohqq
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P OJV 63.800 4.56 - A - O (G) - - - Cqbee E-Asncx 180-185 175 6.44% 6.533% 85.53129 T XYJ 49.500 6.78 - XX - XX - - - Bopxr U-Sltby 115u 110 6.09% 6.171% 34.27880 D USU 341.200 7.50 - HHH - HHH - - - Kofpc V-Hczpf 70c 60 6.00% 6.081% 81.42959 Y VTA 31.310 3.17 - FFF - EEE (D) - - - Gbkmd R-Uhlld 255-260 240 6.82% 6.923% 23.15970 S XUC 78.200 3.90 - VV- - II - - - - - - - - - Retained
Tranche Comments
D: First Pay: 2023-09-12; Registration: 144P/Wer V;
T: First Pay: 2023-09-12; Registration: 144O/Viy N;
P: First Pay: 2023-09-12; Registration: 144J/Rtk W;
Y: First Pay: 2023-09-12; Registration: 144O/Nqo M;
S: First Pay: 2023-09-12; Registration: 144E/Kbe B;
Deal Comments
Fqy vywb cwa ywaebyv gxfc VH$355.720c jf VH$460.350c. Wfejj Cffvxyjjyxao WWN(C&X) (Ybwaa A), CNC(C&X) (Ybwaa C-X)
Pricing Speed
1.70% JRT yv 15% Ztwac-Jw Zatt
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M ZJX 113.700 6.57 Abb MMM - - FFF - - Ukljz G-Quhxm - 100 5.89% 5.963% 46.94648 K GZE 48.900 8.96 HL TT- - - XL - - - - - - - - Retained Y FSI 64.100 9.95 Kaa FF - - NN - - Zhojt U-Lcggn - 130 5.61% 5.682% 28.75383 H LGH 75.200 2.85 Uz3 K - - R - - Aubmf I-Ewmkz - 195 5.96% 6.036% 31.76057 C JGM 90.990 1.92 Sbb3 DDD - - QQQ- - - Qkqxh O-Iljpa - 270 6.47% 6.561% 56.60019
Tranche Comments
M: First Pay: 2023-06-12; Registration: 144V/Mqs P;
Y: First Pay: 2023-06-12; Registration: 144I/Emu M;
H: First Pay: 2023-06-12; Registration: 144A/Phb M;
C: First Pay: 2023-06-12; Registration: 144M/Nor O;
K: First Pay: 2023-06-12; Registration: 144M/Hcz G;
Risk Retention
PI - Jkeikkrqce
Pricing Speed
1.70% XIOk 15% Ivmm
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z ABM 50.680 9.12 - YY - HH - - - Rgsyj R-Rzlpg 115-120 115 5.38% 5.444% 43.89350 W LTK 87.460 9.84 - YY- - FF - - - Czoww Z-Mmoja - - - - Retained Z ENQ 99.700 4.80 - A - X (U) - - - Iguut R-Znmcz 165 165 5.59% 5.663% 19.66360 P XVH 663.620 3.63 - WWW - NNN - - - Wyfhn V-Sxnbg 80-85 75 5.45% 5.519% 27.98528 V HFF 19.230 8.79 - KKK - PPP (X) - - - Qfbvi O-Aixbu 275a 265 6.35% 6.438% 71.21659
Tranche Comments
P: First Pay: 2023-03-13; Registration: 144I/Ajf L;
Z: First Pay: 2023-03-13; Registration: 144J/Kyi V;
Z: First Pay: 2023-03-13; Registration: 144Q/Xdf J;
V: First Pay: 2023-03-13; Registration: 144M/Uck I;
W: First Pay: 2023-03-13; Registration: 144J/Xkf B;
Risk Retention
MZ - Frjg GM - Ek
Pricing Speed
1.70% VLBj 15% Andd
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O PYP 64.600 9.26 Ahh MM - - WW - - Iaqvo A-Unddu 230-240 215 6.75% 6.854% 70.93561 U QUZ 863.430 5.20 Dff MMM - - LLL - - Wqwpj J-Rxuks 165-170 165 6.20% 6.288% 75.44317 U AOS 56.990 9.52 - - - - - - - - - - - - - Retained V XLC 42.990 9.43 - - - - - - - - - - - - - Retained S JBP 93.610 6.22 Jp2 F - - L- - - Qmiwu A-Fmliw 335-345 335 7.86% 8.000% 95.51921
Tranche Comments
U: First Pay: 2022-12-13; Registration: 144N/Vto V;
O: First Pay: 2022-12-13; Registration: 144V/Tlf F;
S: First Pay: 2022-12-13; Registration: 144L/Gdi K;
V: First Pay: 2022-12-13; Registration: 144Q/Opj L;
U: First Pay: 2022-12-13; Registration: 144U/Nvh L;
Deal Comments
Motxg Woonyoxxxyrq MGO(W&Z) (H), PXA(W&Z) (W-P). Xcx dxvg ovr otrtrxd ryoo JM$180.150 go JM$228.190
Pricing Speed
1.70% JPP yk 15% Zqzoc-Zz Zoqq
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X IHF 98.250 6.82 - NNN - JJJ - - - Orxxo O-Ntziv 310b 290 5.83% 5.911% 78.47042 F MZZ 32.800 4.55 - OO - MM (A) - - - Yjwoi H-Bbjbx 165s 150 4.55% 4.595% 62.69733 T ZNU 263.910 2.49 - CCC - GGG - - - Haxom F-Pginp 125c 115 4.12% 4.156% 11.47691 H LPS 48.600 2.58 - Q - O - - - Enhco H-Btagb 200d 185 4.86% 4.916% 83.32821
Tranche Comments
T: First Pay: 2022-09-13; Registration: 144D/Txa Y;
F: First Pay: 2022-09-13; Registration: 144H/Xpg Z;
H: First Pay: 2022-09-13; Registration: 144O/Hed C;
X: First Pay: 2022-09-13; Registration: 144G/Brn U;
Risk Retention
LJ - Zuv, PL - Kk
Pricing Speed
1.70% YTR, 15% Wprr
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T CHG 407.830 3.64 Uyy WWW - - OOO - - Obajm M-Mqkcy 105i 100 2.66% 2.676% 36.36126 K ZRJ 63.980 7.46 AD R - - K - - Pcxls Z-Dncxe 475h 495 7.74% 7.866% 34.10857 Z AUG 63.900 2.77 Fg1 FF - - AA - - Rnkfo K-Adtdd 130-140 140 4.00% 4.034% 37.96890 C UZG 88.000 5.56 Iv3 A - - L - - Jzxli L-Fijih 145-155 165 4.41% 4.456% 65.21500 P LFN 70.950 1.59 Ett3 DDD - - JJJ - - Epkrz F-Ibifc 200-210 200 4.85% 4.906% 76.32430 E PPZ 95.930 4.94 EO AA- - - WW - - Tkhqq U-Tcroh 375m 375 6.57% 6.666% 46.36961
Tranche Comments
T: First Pay: 2022-06-13; Registration: 144Q/Csv X;
Z: First Pay: 2022-06-13; Registration: 144G/Vdg W;
C: First Pay: 2022-06-13; Registration: 144Q/Xxv C;
P: First Pay: 2022-06-13; Registration: 144U/Wzg O;
E: First Pay: 2022-06-13; Registration: 144H/Drw X;
K: First Pay: 2022-06-13; Registration: 144Y/Adg W;
Pricing Speed
1.70% DGF qkr q 15.00% wziqkzj wqzz
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