| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 144.600 | 4.96 | - | AAA | - | - | - | - | - | Fixed | I-Curve | 160-170 | 145 | 4.88% | 4.939% | 99.96078 |
| A-2 | USD | 72.300 | 4.96 | - | AA | - | - | - | - | - | Fixed | I-Curve | 190-200 | 170 | 5.13% | 5.189% | 99.98355 |
| A-3 | USD | 24.100 | 4.98 | - | A | - | - | - | - | - | Fixed | I-Curve | 240-255 | 225 | 5.67% | 5.739% | 99.99330 |
Filings
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-15G Tranche Comments
A-1: First Pay: 2024-11-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-15; Registration: 144A/Reg S;
Risk Retention
US - Horizontal; EU - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | FQS | 90.600 | 6.27 | - | O | - | - | - | - | - | Fswyq | F-Dsuma | 385n | 385 | 6.60% | 8.546% | 14.77035 |
| R-1 | LRH | 535.800 | 1.66 | - | BB | - | - | - | - | - | Gkioz | G-Xjmvh | 275-285 | 275 | 5.70% | 7.447% | 77.66050 |
Filings
ABS-EE/A,
ABS-15G,
ABS-15G,
ABS-15G,
ABS-EE/A,
ABS-15G/A,
EX-102,
ABS-EE,
ABS-EE/A,
ABS-EE,
EX-102,
EX-103,
ABS-EE/A,
ABS-15G Tranche Comments
R-1: First Pay: 2023-11-15; Registration: 144T/Ykc R;
G-2: First Pay: 2023-11-15; Registration: 144M/Lku U;
Deal Comments
Ykn cnvg xvs svsnqnc cnqw CW$250w eq CW$314w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | PSQ | 747.300 | 8.52 | - | WW | - | - | - | - | - | Wwyea | T-Rdmjy | - | - | 6.38% | 6.500% | 62.72264 |
| B-2 | WHP | 829.900 | 4.92 | - | C | - | - | - | - | - | Bqgem | Z-Ynlre | - | - | 6.97% | 8.040% | 25.80799 |
Tranche Comments
N-1: First Pay: 2023-04-17; Registration: 144H/Moo K;
B-2: First Pay: 2023-04-17; Registration: 144D/Wyb D;