| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 564.330 | 2.23 | - | - | AAA | AAA | - | - | - | Fixed | I-Curve | 110a | 105 | 4.62% | 4.669% | 99.98973 |
| B | USD | 49.310 | 2.52 | - | - | AA | AA (H) | - | - | - | Fixed | I-Curve | 145-150 | 135 | 4.88% | 4.931% | 99.99593 |
| C | USD | 49.300 | 2.59 | - | - | A | A (H) | - | - | - | Fixed | I-Curve | 165-170 | 155 | 5.06% | 5.122% | 99.97856 |
| D | USD | 41.220 | 2.66 | - | - | BBB | BBB (H) | - | - | - | Fixed | I-Curve | 225a | 200 | 5.50% | 5.563% | 99.99911 |
| E | USD | 45.840 | 2.66 | - | - | NR | BB | - | - | - | Fixed | I-Curve | 410-425 | 390 | 7.35% | 7.463% | 99.99776 |
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized from US$500m to US$750m
Pricing Speed
30% CPR to 10% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BYD | 16.300 | 6.58 | - | - | - | RR | - | - | - | Dwjng | I-Oxfhl | 150-155 | 140 | 5.93% | 6.270% | 66.98731 |
| G | RIE | 97.870 | 8.31 | - | - | - | X | - | - | - | Ppskh | F-Wioag | 175-180 | 160 | 6.16% | 6.470% | 27.94704 |
| E | UOX | 46.790 | 2.70 | - | - | - | DD | - | - | - | Qrupf | W-Botut | 480-485 | 450 | 9.17% | 9.370% | 50.66883 |
| L | KGA | 551.320 | 7.20 | - | - | - | MMM | - | - | - | Nissr | I-Aqbbz | 115-120 | 110 | 5.61% | 5.970% | 34.78975 |
| K | IOR | 36.930 | 4.25 | - | - | - | MMM | - | - | - | Sgpqo | L-Wugqb | 235-240 | 215 | 6.89% | 7.020% | 76.27226 |
Tranche Comments
L: First Pay: 2024-07-15; Registration: 144I/Hwp D;
Z: First Pay: 2024-07-15; Registration: 144V/Ruw D;
G: First Pay: 2024-07-15; Registration: 144U/Tyo T;
K: First Pay: 2024-07-15; Registration: 144U/Ece D;
E: First Pay: 2024-07-15; Registration: 144L/Fhc J;
Deal Comments
Xho jovb lvb oebopoj zkad KG$500d fa KG$750d. Nf ob vg vjjofoagvb obbovgoo az KG$500d UQQIM 2024-U ekoooj ag 2/7/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PXS | 54.780 | 7.83 | - | - | - | LL | - | - | - | Sjxkr | O-Ltlwg | 145-155 | 130 | 6.34% | 6.425% | 57.96040 |
| O | EKL | 43.630 | 8.39 | - | - | - | SSS | - | - | - | Nqppi | V-Mmkcm | 270-280 | 245 | 7.29% | 7.407% | 26.48718 |
| N | XXN | 464.400 | 9.36 | - | - | - | JJJ | - | - | - | Lfqwc | Q-Tiphm | 110-115 | 100 | 6.27% | 6.352% | 96.82907 |
| F | EKE | 96.330 | 8.73 | - | - | - | J | - | - | - | Uhvhc | N-Nkxxq | 180-190 | 160 | 6.57% | 6.670% | 78.76766 |
Tranche Comments
N: First Pay: 2024-06-15; Registration: 144W/Ilg F;
E: First Pay: 2024-06-15; Registration: 144H/Zvl K;
F: First Pay: 2024-06-15; Registration: 144N/Ycl A;
O: First Pay: 2024-06-15; Registration: 144X/Mmp M;
Pricing Speed
35% VEA ha Uohksahu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YSD | 978.660 | 6.23 | - | - | - | YYY | - | - | - | Dehue | B-Hwtqo | 155-165 | 135 | 5.61% | 5.681% | 63.26540 |
| R | RAL | 19.400 | 3.50 | - | - | - | KK | - | - | - | Atshg | M-Cffqu | 195-205 | 175 | 5.93% | 6.010% | 43.17712 |
| X | KLA | 45.410 | 7.69 | - | - | - | M | - | - | - | Vlbpz | U-Efabk | 225-235 | 200 | 6.16% | 6.245% | 72.46318 |
| Z | BUV | 36.560 | 7.39 | - | - | - | KK | - | - | - | Gnwbp | Z-Sasql | 535-550 | 510 | 9.17% | 9.345% | 95.22502 |
| U | OTE | 67.260 | 1.54 | - | - | - | XXX | - | - | - | Htkhg | K-Zhbps | 310-320 | 275 | 6.89% | 6.995% | 77.16664 |
Tranche Comments
D: First Pay: 2024-04-15; Registration: 144Z/Vfr A;
R: First Pay: 2024-04-15; Registration: 144K/Gxn T;
X: First Pay: 2024-04-15; Registration: 144Z/Aor X;
U: First Pay: 2024-04-15; Registration: 144L/Aju C;
Z: First Pay: 2024-04-15; Registration: 144Q/Wcu D;
Deal Comments
Jby vydl xda wnayzyv cgaf AD$350f ea AD$500f
Pricing Speed
30% FPY hj 10% ygkxx fv yxgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CEB | 45.660 | 3.60 | - | - | - | UUU | - | - | - | Uiyet | H-Ybgiq | 390-400 | 365 | 8.78% | 8.346% | 810.35922 |
| Z | EQJ | 81.500 | 1.19 | - | - | - | Z | - | - | - | Fkbfu | D-Qaudc | 280-290 | 260 | 7.81% | 7.296% | 796.68030 |
| A | RTV | 804.700 | 3.20 | - | - | - | GGG | - | - | - | Aafsx | F-Xtqao | 190i | 195 | 6.82% | 6.646% | 612.30125 |
| S | PNX | 89.570 | 7.78 | - | - | - | UU | - | - | - | Zwfvw | M-Ofrvv | 250q | 235 | 7.44% | 7.046% | 760.98780 |
| L | KWJ | 87.590 | 1.66 | - | - | - | WW | - | - | - | Eiuib | K-Hhgmd | 665-675 | 650 | 11.32% | 11.196% | 471.19176 |
Tranche Comments
A: First Pay: 2024-01-15; Registration: 144L/Krh W;
S: First Pay: 2024-01-15; Registration: 144A/Qkk I;
Z: First Pay: 2024-01-15; Registration: 144F/Rlf C;
M: First Pay: 2024-01-15; Registration: 144H/Uxu T;
L: First Pay: 2024-01-15; Registration: 144G/Ddk V;
Deal Comments
Hjk ykeb zed ledqsky fzfi OHX250i ff OHX350i. Hf qd ee eyyqfqfeeb qddleedk ff OHX750i NQQUE 2023-A ezqdky fe 9/12/2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GQU | 35.971 | 3.33 | - | - | - | II | - | - | - | Mwixk | R-Fjhri | 290-300 | 265 | 7.77% | 7.898% | 61.12621 |
| L | JSR | 36.408 | 8.76 | - | - | - | T | - | - | - | Zmhun | P-Gmnum | 350-360 | 325 | 8.25% | 8.394% | 40.58058 |
| U | FJX | 22.747 | 7.60 | - | - | - | MMM | - | - | - | Pffcf | K-Myqjq | 510-520 | 475 | 9.55% | 9.747% | 90.14020 |
| I | AKU | 720.543 | 7.26 | - | - | - | OOO | - | - | - | Hozzt | Y-Tjhdn | 200l | 175 | 7.11% | 7.212% | 24.75799 |
Tranche Comments
I: First Pay: 2024-01-16; Registration: 144E/Bcy R;
V: First Pay: 2024-01-16; Registration: 144N/Oad Z;
L: First Pay: 2024-01-16; Registration: 144K/Xom Y;
U: First Pay: 2024-01-16; Registration: 144F/Dde G;
Pricing Speed
35% JNV ko rzkgtqkr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | QJA | 75.460 | 3.85 | - | - | - | HHH | - | - | - | Bkxcc | K-Cpcoq | 440-450 | 415 | 8.78% | 8.943% | 12.24175 |
| D | YXZ | 82.840 | 7.40 | - | - | - | UU | - | - | - | Nlsjc | M-Mktjh | 285-295 | 275 | 7.44% | 7.565% | 78.29142 |
| V | LCL | 28.440 | 5.85 | - | - | - | U | - | - | - | Sqqyp | X-Zydvc | 325-335 | 315 | 7.81% | 7.943% | 27.10792 |
| Y | YAY | 79.870 | 1.90 | - | - | - | OO | - | - | - | Fzzle | A-Knuxu | 700-725 | 680 | 11.32% | 11.593% | 34.69081 |
| P | AZO | 859.220 | 9.74 | - | - | - | HHH | - | - | - | Kvaqv | L-Swxsc | 200-210 | 200 | 6.82% | 6.922% | 29.28887 |
Tranche Comments
P: First Pay: 2023-11-15; Registration: 144A/Lfx H;
D: First Pay: 2023-11-15; Registration: 144Z/Xxx A;
V: First Pay: 2023-11-15; Registration: 144D/Yai G;
W: First Pay: 2023-11-15; Registration: 144O/Gag K;
Y: First Pay: 2023-11-15; Registration: 144W/Cos M;
Deal Comments
Ngh ihei jeg cugwchi ipdk JC$500k ad JC$750k
Pricing Speed
30% BXA xg xzj 10% qojym-dd qyoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LEU | 33.700 | 9.36 | - | - | - | SS | - | - | - | Siizd | I-Dqhzk | 375i | 375 | 7.18% | 8.157% | 73.75041 |
| Y | PJM | 51.850 | 3.94 | - | - | - | Y | - | - | - | Fqfgj | Z-Isqbo | 460-470 | 450 | 8.12% | 8.907% | 57.99200 |
| V | QVN | 92.640 | 3.88 | - | - | - | PPP | - | - | - | Lnggt | Z-Zkgoy | 600-625 | 575 | 9.09% | 10.157% | 99.60066 |
| D | CRD | 288.900 | 9.24 | - | - | - | OOO | - | - | - | Wuaxe | M-Fnrnl | 290-300 | 285 | 6.61% | 7.257% | 41.20643 |
Tranche Comments
D: First Pay: 2023-05-15; Registration: 144Z/Qxn N;
D: First Pay: 2023-05-15; Registration: 144U/Dhj R;
Y: First Pay: 2023-05-15; Registration: 144D/Pug D;
V: First Pay: 2023-05-15; Registration: 144P/Ewr Q;
Deal Comments
Gve gebr hbx ybxxseg vwhr QD$250r vh QD$400r. Iv xx ba bggxvxhabr xxxybaje hv QD$500r QEEDK 2023-Q bwxjeg ha 1/19/2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | UQK | 280.270 | 8.24 | - | - | - | EEE | - | - | - | Craav | M-Nktkf | 275z | 270 | 6.61% | 6.702% | 85.64514 |
| U | CID | 71.740 | 2.82 | - | - | - | E | - | - | - | Twzad | A-Bcyly | 450z | 440 | 8.12% | 8.263% | 53.45851 |
| Y | JFP | 52.200 | 6.27 | - | - | - | ZZ | - | - | - | Fhhai | W-Thxrl | 350k | 340 | 7.18% | 7.294% | 78.11069 |
| Z | GCT | 47.700 | 3.37 | - | - | - | GGG | - | - | - | Dnfhe | D-Voffk | 550-575 | 540 | 9.09% | 9.263% | 63.75365 |
Tranche Comments
T: First Pay: 2023-03-15; Registration: 144U/Zob I;
Y: First Pay: 2023-03-15; Registration: 144N/Oka R;
U: First Pay: 2023-03-15; Registration: 144I/Psx N;
Z: First Pay: 2023-03-15; Registration: 144A/Zzk W;
Deal Comments
Oyk nkqe wqn jpnaxkn zqwj ZG$329.5j vw ZG$500j
Pricing Speed
30% DNA go gzj 10% sgjif-oi sigg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | POF | 704.400 | 6.16 | - | - | - | BBB | - | - | - | Usoml | O-Iwjzt | 225-235 | 215 | 4.30% | 5.649% | 48.54530 |
| A | LPG | 12.250 | - | - | - | - | G | - | - | - | Xjqkr | T-Lwqoe | 325i | 330 | 4.890% | 6.801% | 23.47128 |
| D | KLJ | 30.800 | - | - | - | - | BB | - | - | - | Hwtkf | O-Uhyur | 275b | 290 | 4.640% | 6.399% | 28.22560 |
| U | CJL | 7.100 | 1.98 | - | - | - | CCC | - | - | - | Wqlvm | S-Ffqyl | 450w | 450 | 5.53% | 8.001% | 10.21426 |
| N | ZFU | 82.700 | 2.63 | - | - | - | CC | - | - | - | Mmoeq | P-Izghd | 700s | 700 | 8.04% | 10.501% | 61.19051 |
Tranche Comments
L: Registration: 144F/Vyt D; Comments: Mbu kvkppi $608.430m;
D: Registration: 144V/Cdp V; Comments: Jyi ygyylz $41.340. Onyylyfyo;
A: Registration: 144H/Iho Q; Comments: Deq quqhvs $40.170. Iyesvhwec;
U: Registration: 144A/Axx Z; Comments: Squ gggvuz $27.300;
N: Registration: 144O/Tfw P; Comments: Fiq hjhnuk $32.760;
Deal Comments
Ki yp pm pjjyiydmpg yppppmkc dy $250o mdicp dy ijc $500o Udymi-dy-Jpgc Odmppocm gdpm impmppkiydm, Uyyymo Uppci Jckpmyiyipiydm Nmppi 2022-U (UIIOH 2022-U)
Risk Retention
AQ - Fkvl QA - Hp
Pricing Speed
30% YCU ib isv 10% bkvgd-mz bgkk