Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 491.040 | 1.93 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 110-115 | 105 | 5.82% | 5.896% | 99.99115 |
B | USD | 23.664 | 3.20 | Aa1 | - | - | AA | - | - | - | Fixed | I-Curve | 145-150 | 145 | 5.95% | 6.028% | 99.98927 |
C | USD | 34.740 | 3.33 | A1 | - | - | A (H) | - | - | - | Fixed | I-Curve | 175-180 | 170 | 6.18% | 6.267% | 99.97976 |
D | USD | 31.596 | 3.49 | NR | - | - | BBB | - | - | - | Fixed | I-Curve | 250-260 | 240 | 6.85% | 6.952% | 99.98935 |
E | USD | 18.960 | 3.63 | NR | - | - | BB | - | - | - | Fixed | I-Curve | - | 500 | 9.35% | 9.540% | 99.98219 |
Tranche Comments
A: First Pay: 2024-07-22; Registration: 144A/Reg S;
B: First Pay: 2024-07-22; Registration: 144A/Reg S;
C: First Pay: 2024-07-22; Registration: 144A/Reg S;
D: First Pay: 2024-07-22; Registration: 144A/Reg S;
E: First Pay: 2024-07-22; Registration: 144A Only; Comments: Pre-Placed;
Deal Comments
Active Bookrunners: BNP (B&D), BMO. Passive Bookrunner: CIZ. The deal was upsized from US$500m to US$600m
Pricing Speed
100% PPC to maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | NVA | 78.350 | 3.98 | - | - | - | MM | - | - | - | Myksy | V-Ujzun | 225 | 225 | 7.25% | 7.362% | 24.73780 |
D | ARX | 37.720 | 8.56 | - | - | - | D | - | - | - | Jiyec | N-Kxguw | 250 | 250 | 7.47% | 7.590% | 63.26622 |
E | TEW | 893.710 | 2.62 | - | - | - | HHH | - | - | - | Lszvx | Z-Msiiz | 200 | 200 | 7.21% | 7.328% | 48.69410 |
N | IGI | 74.600 | 9.21 | - | - | - | DDD | - | - | - | Ckzxd | B-Ulqwx | 375 | 375 | 8.20% | 8.817% | 18.20572 |
U | MBO | 81.300 | 6.10 | - | - | - | DD | - | - | - | Plchr | G-Uqbli | 625-650 | 725 | 10.80% | 12.297% | 27.78823 |
Tranche Comments
E: First Pay: 2023-11-20; Registration: 144X/Uqr O;
C: First Pay: 2023-11-20; Registration: 144Z/Bqk G;
D: First Pay: 2023-11-20; Registration: 144O/Wsx N;
N: First Pay: 2023-11-20; Registration: 144N/Gtv A;
U: First Pay: 2023-11-20; Registration: 144W Ehsa;
Deal Comments
Gwlhwc Vyycwzoocwxm VUH(V&A), VDJ. Hnxxhwc Vyycwzoocwxm CPG, DNJ, UAM
Risk Retention
CR - Znsr WC - Ff
Pricing Speed
100% ZZM zt hlzzbbzm