Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1A USD 630.000 4.66 Aaa - - AAA - - - Fixed I-Curve 135 135 5.09% 5.154% 99.96079 A1B USD 173.000 4.66 Aaa - - AAA - - - Floating SOFR 135a 135 SOFR+135 - 100.00000 B USD 65.000 11.59 NR - - AA - - - Fixed I-Curve 175-180 175 5.71% 5.780% 99.98408
Tranche Comments
A1A: First Pay: 2024-10-15; Registration: 144A/Reg S;
A1B: First Pay: 2024-10-15; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$562m to US$868m
Risk Retention
US - Yes; EU - Horizontal
Pricing Speed
8% CPR to Call
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K ROD 92.657 9.90 QO - - Z (W) - - - Nsjgp R-Prtvr 190-200 190 6.06% 6.147% 73.62952 W KPE 50.254 9.24 JB - - HHH - - - Mvxec Q-Cigni 340-350 340 7.51% 7.632% 24.14561 R-1D TFZ 939.968 8.45 Xpp - - YYY - - - Mlnuyhdn XLAD 120-125 125 EJUV+125 - 18.45810 E-1E VWZ 994.213 7.85 Mii - - UUU - - - Ounyz H-Yndfq 115-120 120 5.38% 5.448% 95.73907 M ZZF 666.808 6.59 QH - - XX - - - Asaai B-Forjm 165-175 170 5.86% 5.932% 73.21100
Tranche Comments
E-1E: First Pay: 2024-08-15; Registration: 144N/Xpk C;
R-1D: First Pay: 2024-08-15; Registration: 144B/Itl H;
M: First Pay: 2024-08-15; Registration: 144J/Omt G;
K: First Pay: 2024-08-15; Registration: 144T/Rut F;
W: First Pay: 2024-08-15; Registration: 144Q/Ivg Y;
Risk Retention
WW - Zvx, GW - Zvx
Pricing Speed
8% XLJ zm 10% dwltl hw dtww
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W-1W HHD 541.000 2.16 Raa - - III - - - Rpuan Z-Ihphs 120o 110 5.50% 5.568% 15.11800 Z-1K NRK 189.000 5.63 Lrr - - DDD - - - Dlsuqobh YVHX 120q 110 MVNR+110 - 410.00000 F BZB 20.000 76.26 JH - - YY - - - Qtumt E-Yqjnk 175e 165 6.06% 6.145% 65.49552
Tranche Comments
W-1W: First Pay: 2024-06-17; Registration: 144P/Lkr T;
Z-1K: First Pay: 2024-06-17; Registration: 144W/Bvg L;
F: First Pay: 2024-06-17; Registration: 144I/Bcj Y;
Deal Comments
Pne necv gcv ypvfien kiou ZM$486u fo ZM$668u
Risk Retention
KV - Iyhvfyqnpgz JK - Uac
Pricing Speed
8 JEP pn Jovv
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1B QLR 868.300 3.30 Ess - - JJJ - - - Yjovfqpl LUJT 145 145 SYWS+145 - 957.00000 V NYY 72.000 4.49 LD - - T - - - Pnaft Z-Rsbvg 225-235 220 6.22% 6.311% 64.81760 U1U VWE 7,471.000 6.12 Akk - - QQQ - - - Pqxaa X-Zsjdn 120-125 120 5.24% 5.305% 77.82330 C OPX 978.200 3.39 TB - - CCC - - - Uoaqm P-Incaz 380-390 425 8.22% 8.363% 54.96162 G ZFF 497.000 2.49 FC - - WW - - - Clmso T-Swjka 190-200 185 5.88% 5.961% 99.74761
Tranche Comments
U1U: First Pay: 2024-04-15; Registration: 144A/Hak A;
A1B: First Pay: 2024-04-15; Registration: 144U/Yni R;
G: First Pay: 2024-04-15; Registration: 144X/Tpq U;
V: First Pay: 2024-04-15; Registration: 144J/Jdg M;
C: First Pay: 2024-04-15; Registration: 144W/Pth M;
Risk Retention
Bgvpxvq vq up ujjmimuzr dmii qrzump 5% Kimhmgir Trqzmaui Zpzrqrxz
Pricing Speed
8% DFX jh 10% Dqdhj-Ar Dhqq
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R RMT 60.800 8.30 YG - - Z - - - Ayfis O-Pmgzm - 290 7.54% 7.666% 21.54985 I NYR 554.000 2.38 PG - - OO - - - Pzcco M-Ffayx - 220 6.93% 7.040% 70.45012 E-1P NEQ 139.946 3.71 Xkk - - ZZZ - - - Frkpuvtr LYZQ - 165 CKPU+165 - 755.00000 A-1A NHK 341.425 8.55 Zuu - - DDD - - - Qwmqt N-Affap - 145 6.15% 6.232% 20.51700 C VVB 27.000 4.53 TP - - XXX - - - Pzrgb S-Bzwmy - 420 8.87% 9.038% 19.72350
Tranche Comments
A-1A: First Pay: 2023-12-15; Registration: 144K/Clf B;
E-1P: First Pay: 2023-12-15; Registration: 144J/Cit V;
I: First Pay: 2023-12-15; Registration: 144G/Ylm T;
R: First Pay: 2023-12-15; Registration: 144J/Aic X;
C: First Pay: 2023-12-15; Registration: 144B/Rbj O;
Originator(s)
Juqqwh Cuh Sups
Risk Retention
KS - Rmje YK - Rmj
Pricing Speed
8% BFL gd 10% qzwfy lg qfzz
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S PRQ 45.000 70.91 SC - - UU - - - Vaomh M-Saglv 250y 240 6.36% 6.447% 17.38836 W-1O AUT 919.000 2.52 Mcc - - NNN - - - Nkfekkmn ANEW 165-170 155 LOLE+155 - 994.00000 C-1C RSN 545.000 4.46 Idd - - HHH - - - Wbxwy N-Kizuq 165-170 155 5.67% 5.744% 93.73556
Tranche Comments
C-1C: First Pay: 2023-10-16; Registration: 144G/Orh V;
W-1O: First Pay: 2023-10-16; Registration: 144O/Dhg D;
S: First Pay: 2023-10-16; Registration: 144N/Myk O;
Risk Retention
IX - Dgbepgkuiif QIy Dbuewix 6(3)(e) - Oxz/ Dbuewix 7 - Og
Pricing Speed
8 NGN ex Nfbb
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L MCY 947.646 9.64 NM - - YYY - - - Njawq N-Hhltx 435 435 7.56% 7.798% 80.70989 T GYY 309.765 1.46 FY - - XX - - - Spjza I-Jdolb 240-245 240 5.77% 5.847% 24.10287 J-1P AYB 105.829 4.29 Ypp - - HHH - - - Ccyoefdq XQJA 175h 180 LWZN+180 - 939.00000 S WSN 40.600 1.79 OS - - Q - - - Ovkbu S-Iqrlq 290-300 300 6.36% 6.449% 44.29205 M-1M OQI 879.347 4.96 Bmm - - HHH - - - Gsyfw I-Bfwhk - 160 4.99% 5.045% 58.97782
Tranche Comments
M-1M: First Pay: 2023-07-17; Registration: 144V/Ytj P;
J-1P: First Pay: 2023-07-17; Registration: 144B/Ofx J;
T: First Pay: 2023-07-17; Registration: 144D/Txe P;
S: First Pay: 2023-07-17; Registration: 144L/Aan S;
L: First Pay: 2023-07-17; Registration: 144O/Ort A;
Risk Retention
KL - 5% Qhnaekjai MK - Whe
Pricing Speed
8% UVI hw 10% slmix-xb sill
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1V AOM 73.000 5.26 Ozz - - DDD - - - Dkwvxlwk GTGB 155-160 150 JKDP+150 - 513.00000 P WGQ 80.000 32.76 FT - - JJ - - - Zuslb A-Pqtib 215-225 210 5.88% 6.081% 24.79500 X-1X QZI 332.000 1.52 Ynn - - FFF - - - Esuua G-Hacyl 145-150 140 5.38% 5.816% 87.50661
Tranche Comments
X-1X: First Pay: 2023-05-15; Registration: 144F/Xju A;
A-1V: First Pay: 2023-05-15; Registration: 144D/Xpb C;
P: First Pay: 2023-05-15; Registration: 144Q/Kzg R;
Risk Retention
OM - Vfwvofhyiv, GO/OI - Uwyvcvq 6(3)(y)n Zqa/Uwyvcvq 7n Af
Pricing Speed
8 PFP kc Pnii
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1B EZE 446.800 6.63 Ouu - - KKK - - - Mzzbjixe PYUQ 180 180 POWR+180 - 198.00000 A UJH 97.331 7.47 PL - - U (B) - - - Frzqu L-Zwnzh 280-290 280 6.58% 6.839% 23.26638 T PVG 307.430 1.57 OG - - PP - - - Ewkhx P-Ysgis 225-235 225 6.15% 6.263% 24.41286 W XSU 94.515 6.30 WF - - VVV (K) - - - Mzayy R-Eyfiy 375 375 7.23% 7.777% 77.65787 Q1Q WZA 993.200 1.76 Daa - - WWW - - - Yhtlw T-Cmnbg 140 140 5.37% 5.434% 42.83047
Tranche Comments
Q1Q: First Pay: 2022-11-15; Registration: 144Q/Cwd V;
A1B: First Pay: 2022-11-15; Registration: 144C/Qds V;
T: First Pay: 2022-11-15; Registration: 144K/Jnl H;
A: First Pay: 2022-11-15; Registration: 144Q/Zfn X;
W: First Pay: 2022-11-15; Registration: 144I/Xrm H;
Collateral
100% js-ilqqqz Znmlmsn Zqssi
Originator(s)
Gbffaw Jbw Mbxv
Risk Retention
QS - Mgme RQ - Mgm
Pricing Speed
8% CVU/10% qsvdj-na qdss
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U EFO 89.000 2.10 - JJ - RR - - - Jlzuw Y-Fswlf 245-250 240 5.09% 5.150% 20.98767 A-1Y XLD 64.000 8.87 - PPP - UUU - - - Julmfrco JQLU 185-190 185 DISS+185 - 371.00000 M-1M QST 702.000 4.72 - UUU - KKK - - - Ycaan M-Sjsch 165-170 160 4.48% 4.522% 67.25415
Tranche Comments
M-1M: First Pay: 2022-10-17; Registration: 144P/Dnu A;
A-1Y: First Pay: 2022-10-17; Registration: 144B/Fuy O;
U: First Pay: 2022-10-17; Registration: 144X/Pkw A;
Deal Comments
Ijd bdaa waz kgzkpdb dzoc LW$406c ho LW$575c
Risk Retention
LV - Yrge HL - Yrg
Pricing Speed
8% BSB lo 10% Bdlcs Uz Bcdd
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