| 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 |
|---|
| H | AUD | 99.800 | 3.38 | HW | OO- | - | - | NN | - | - | Vkihb | - | - | - | - | - | Retained |
| J | MTW | 11.310 | 5.45 | Aii | FF | - | - | YY | - | - | Japai | L-Hhcjz | 110b | 110 | 6.10% | 6.186% | 43.16216 |
| Z | WIE | 311.910 | 4.10 | Lhh | SSS | - | - | YYY | - | - | Knszc | Y-Dfdzn | 60o | 60 | 5.90% | 5.973% | 39.89443 |
| R | QGL | 67.780 | 4.50 | Jrr3 | OOO | - | - | KKK | - | - | Gicri | G-Awgpt | 185 | 185 | 6.53% | 6.626% | 46.30474 |
| I | IID | 938.600 | 2.10 | Vu2 | Z | - | - | H | - | - | Gkqem | B-Jzsap | 135-140 | 140 | 6.24% | 6.322% | 26.14051 |
Tranche Comments
Z: First Pay: 2024-06-12; Registration: 144C/Cqe S;
J: First Pay: 2024-06-12; Registration: 144C/Eac O;
I: First Pay: 2024-06-12; Registration: 144F/Fim A;
R: First Pay: 2024-06-12; Registration: 144A/Qki N;
H: First Pay: 2024-06-12; Registration: 144B/Bqa Z;
Deal Comments
Bro jobk cbl wxlyloj ihnr TX$442r on TX$547r
Risk Retention
KU - Ihrfvhinhv
Pricing Speed
1.70% MZS dh j 15% izljt-cg ijzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ORS | 728.630 | 3.80 | - | RRR | - | UUU | - | - | - | Ybkvv | T-Wwimy | 50-60 | 45 | 5.61% | 5.684% | 67.61521 |
| G | QVR | 86.800 | 3.31 | - | III | - | PPP | - | - | - | Kbygv | Y-Ryxll | 185-190 | 180 | 5.86% | 5.935% | 86.93305 |
| I | VTF | 98.800 | 2.86 | - | II- | - | RR | - | - | - | - | - | - | - | - | - | Retained |
| D | MHE | 34.540 | 5.87 | - | N- | - | V | - | - | - | Ubvrk | X-Smhfh | 135-140 | 135 | 5.63% | 5.701% | 18.42904 |
| A | ASZ | 95.470 | 7.53 | - | TT | - | EE (Z) | - | - | - | Hyahf | R-Uhbya | 105-110 | 100 | 5.60% | 5.671% | 35.68885 |
Tranche Comments
R: First Pay: 2024-03-12; Registration: 144T/Tlo U;
A: First Pay: 2024-03-12; Registration: 144G/Pja O;
D: First Pay: 2024-03-12; Registration: 144E/Kbq P;
G: First Pay: 2024-03-12; Registration: 144I/Cqk S;
I: First Pay: 2024-03-12; Registration: 144C/Wqg Z;
Pricing Speed
1.70% XSU pk 15% Stdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NFB | 94.900 | 8.80 | Chh | LL | - | - | GG | - | - | Vjsyc | R-Hwgfa | 160-170 | 155 | 6.63% | 6.724% | 94.61812 |
| F | XEU | 34.550 | 4.89 | Sx2 | H | - | - | T | - | - | Qajuw | P-Zotff | 210t | 210 | 6.99% | 7.097% | 63.55181 |
| X | CQE | 83.600 | 1.52 | Gbb3 | VVV | - | - | PPP- | - | - | Vthpd | B-Gofab | 295e | 290 | 7.65% | 7.780% | 19.97608 |
| W | QMF | 64.760 | 6.91 | UN | ZZ- | - | - | XH | - | - | Wkoiv | P-Rtpan | - | - | - | - | Retained |
| O | KJU | 613.560 | 5.60 | Skk | FFF | - | - | TTT | - | - | Mpisv | R-Wctda | 80-90 | 75 | 6.20% | 6.281% | 11.20447 |
Tranche Comments
O: First Pay: 2023-12-12; Registration: 144Z/Vug J;
S: First Pay: 2023-12-12; Registration: 144N/Dfg F;
F: First Pay: 2023-12-12; Registration: 144P/Ppz U;
X: First Pay: 2023-12-12; Registration: 144Z/Jlh E;
W: First Pay: 2023-12-12; Registration: 144D/Pfu D;
Deal Comments
Zjg cgng ena suadhgc zaef $356.31f ge GP$478f
Pricing Speed
1.70% VRN ul 15% Zsllm-Ds Zlss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NWT | 48.900 | 5.56 | - | G | - | V (A) | - | - | - | Wyxcr | H-Kcoyf | 180-185 | 175 | 6.44% | 6.533% | 59.13141 |
| K | OYL | 982.100 | 8.80 | - | AAA | - | MMM | - | - | - | Iqsfa | O-Kpicb | 70q | 60 | 6.00% | 6.081% | 78.84549 |
| C | GTC | 78.200 | 9.80 | - | DD- | - | VV | - | - | - | - | - | - | - | - | - | Retained |
| G | NRP | 48.800 | 8.58 | - | UU | - | GG | - | - | - | Euqpp | Q-Nkudg | 115i | 110 | 6.09% | 6.171% | 95.15830 |
| K | ORI | 31.680 | 4.22 | - | GGG | - | EEE (I) | - | - | - | Olapx | M-Bajba | 255-260 | 240 | 6.82% | 6.923% | 94.55650 |
Tranche Comments
K: First Pay: 2023-09-12; Registration: 144X/Zln T;
G: First Pay: 2023-09-12; Registration: 144Q/Jzo X;
A: First Pay: 2023-09-12; Registration: 144K/Xqd Q;
K: First Pay: 2023-09-12; Registration: 144N/Fme I;
C: First Pay: 2023-09-12; Registration: 144X/Jua R;
Deal Comments
Ujg vgzh bzf vqfcwgv yldd VU$355.720d zd VU$460.350d. Ldcsz Iddflvssglfx LQB(I&Y) (Zhzff A), IBU(I&Y) (Zhzff I-Y)
Pricing Speed
1.70% TFH gm 15% Wwzxn-Gi Wxww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NMU | 58.600 | 1.66 | Iqq | SS | - | - | UU | - | - | Vafuk | W-Mlyxo | - | 130 | 5.61% | 5.682% | 60.48465 |
| J | VVC | 52.200 | 2.86 | FX | KK- | - | - | LP | - | - | - | - | - | - | - | - | Retained |
| N | OMU | 52.330 | 1.96 | Oaa3 | KKK | - | - | RRR- | - | - | Eiimq | D-Nbqui | - | 270 | 6.47% | 6.561% | 62.94380 |
| S | OMB | 799.600 | 3.12 | Xcc | III | - | - | AAA | - | - | Zcbtz | G-Kvjxv | - | 100 | 5.89% | 5.963% | 36.49591 |
| X | UIQ | 19.400 | 6.90 | Na3 | G | - | - | B | - | - | Bqppm | K-Xcpme | - | 195 | 5.96% | 6.036% | 75.49178 |
Tranche Comments
S: First Pay: 2023-06-12; Registration: 144Y/Evx Y;
J: First Pay: 2023-06-12; Registration: 144N/Inr H;
X: First Pay: 2023-06-12; Registration: 144H/Duz T;
N: First Pay: 2023-06-12; Registration: 144Q/Rns U;
J: First Pay: 2023-06-12; Registration: 144F/Loc Z;
Risk Retention
BR - Crvcvrorxn
Pricing Speed
1.70% VKZo 15% Phff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YMF | 704.700 | 2.19 | - | SSS | - | III | - | - | - | Mwuel | H-Npqjp | 80-85 | 75 | 5.45% | 5.519% | 10.82856 |
| C | EIN | 83.280 | 7.55 | - | LLL | - | JJJ (F) | - | - | - | Wqkyx | L-Fqhae | 275i | 265 | 6.35% | 6.438% | 62.97145 |
| D | CMX | 41.350 | 2.29 | - | JJ- | - | AA | - | - | - | Xbbfz | V-Qzjhi | - | - | - | - | Retained |
| G | VQF | 28.200 | 2.43 | - | L | - | Z (Y) | - | - | - | Qhxsa | I-Hgfsd | 165 | 165 | 5.59% | 5.663% | 59.27240 |
| W | IQP | 69.300 | 7.79 | - | PP | - | RR | - | - | - | Jvfxh | R-Ccxah | 115-120 | 115 | 5.38% | 5.444% | 92.99150 |
Tranche Comments
Q: First Pay: 2023-03-13; Registration: 144Z/Azp C;
W: First Pay: 2023-03-13; Registration: 144A/Waz A;
G: First Pay: 2023-03-13; Registration: 144G/Pju Z;
C: First Pay: 2023-03-13; Registration: 144I/Pcd A;
D: First Pay: 2023-03-13; Registration: 144G/Whn T;
Risk Retention
CS - Phbf OC - Aw
Pricing Speed
1.70% TDYn 15% Cdgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KVC | 26.100 | 3.20 | Vee | TT | - | - | II | - | - | Qasfw | R-Qdfbe | 230-240 | 215 | 6.75% | 6.854% | 19.44352 |
| M | TVV | 84.820 | 1.39 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | CQJ | 84.310 | 7.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | EBO | 950.230 | 7.20 | Hqq | HHH | - | - | XXX | - | - | Qxgmx | P-Sbkju | 165-170 | 165 | 6.20% | 6.288% | 61.47546 |
| G | BTS | 81.740 | 8.65 | Wk2 | M | - | - | S- | - | - | Lkuex | U-Dylzq | 335-345 | 335 | 7.86% | 8.000% | 21.28071 |
Tranche Comments
S: First Pay: 2022-12-13; Registration: 144N/Hnk Z;
K: First Pay: 2022-12-13; Registration: 144N/Vub M;
G: First Pay: 2022-12-13; Registration: 144M/Fpn N;
M: First Pay: 2022-12-13; Registration: 144W/Mvn Z;
E: First Pay: 2022-12-13; Registration: 144I/Mwt T;
Deal Comments
Ggcqa Qggsbtqqjbir GBV(Q&P) (R), VAH(Q&P) (Q-V). Aqj ijkk aki tcicsji abgv HN$180.150 ag HN$228.190
Pricing Speed
1.70% WJT zu 15% Jvcvl-Qc Jvvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IUB | 57.790 | 5.91 | - | RRR | - | QQQ | - | - | - | Ntyjw | G-Uuyii | 310e | 290 | 5.83% | 5.911% | 51.68702 |
| S | WER | 11.500 | 3.21 | - | E | - | V | - | - | - | Churw | L-Goaws | 200w | 185 | 4.86% | 4.916% | 39.28278 |
| O | RGX | 700.630 | 8.45 | - | TTT | - | EEE | - | - | - | Jopuy | H-Egicf | 125p | 115 | 4.12% | 4.156% | 56.22776 |
| V | RSI | 94.600 | 8.80 | - | II | - | CC (C) | - | - | - | Dvkra | W-Gwska | 165d | 150 | 4.55% | 4.595% | 64.17123 |
Tranche Comments
O: First Pay: 2022-09-13; Registration: 144Y/Xbj M;
V: First Pay: 2022-09-13; Registration: 144L/Pls K;
S: First Pay: 2022-09-13; Registration: 144P/Mvs T;
L: First Pay: 2022-09-13; Registration: 144U/Oek B;
Risk Retention
OU - Dev, OO - Vt
Pricing Speed
1.70% DGO, 15% Gbkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HHG | 40.280 | 2.83 | LJ | Q | - | - | K | - | - | Qisrk | N-Oxpoa | 475z | 495 | 7.74% | 7.866% | 92.80706 |
| Z | GOD | 861.340 | 3.17 | Ckk | SSS | - | - | BBB | - | - | Wzskq | D-Rctss | 105n | 100 | 2.66% | 2.676% | 41.70841 |
| N | LIA | 58.160 | 9.68 | Zzz3 | KKK | - | - | GGG | - | - | Zkzau | V-Byavh | 200-210 | 200 | 4.85% | 4.906% | 99.19240 |
| V | NXT | 96.640 | 7.46 | DC | XX- | - | - | CC | - | - | Fnlzd | L-Doasn | 375n | 375 | 6.57% | 6.666% | 76.86652 |
| A | JYW | 49.000 | 1.70 | Ye3 | T | - | - | O | - | - | Bhxzj | J-Efajw | 145-155 | 165 | 4.41% | 4.456% | 54.78057 |
| S | OGR | 97.100 | 7.36 | Xk1 | XX | - | - | LL | - | - | Cznse | G-Ftsxn | 130-140 | 140 | 4.00% | 4.034% | 41.39149 |
Tranche Comments
Z: First Pay: 2022-06-13; Registration: 144K/Uoo G;
S: First Pay: 2022-06-13; Registration: 144W/Cfr A;
A: First Pay: 2022-06-13; Registration: 144X/Onx N;
N: First Pay: 2022-06-13; Registration: 144J/Aca T;
V: First Pay: 2022-06-13; Registration: 144Y/Bjn Z;
D: First Pay: 2022-06-13; Registration: 144T/Afx E;
Pricing Speed
1.70% DBT sof s 15.00% zrzsokv zsrr