Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 81.600 | 0.10 | - | A-1+ | - | R-1 H | - | - | - | Fixed | I-Curve | 18-20 | 15 | 4.908% | 4.908% | 100.00000 |
A-2 | USD | 164.160 | 0.62 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 60a | 53 | 4.840% | 4.894% | 99.99722 |
A-3 | USD | 109.440 | 1.40 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 75a | 70 | 4.72% | 4.773% | 99.99177 |
B | USD | 67.200 | 1.94 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 95a | 88 | 4.77% | 4.823% | 99.99048 |
C | USD | 110.800 | 2.54 | - | A | - | A | - | - | - | Fixed | I-Curve | 110-115 | 100 | 4.83% | 4.886% | 99.98349 |
D | USD | 105.600 | 3.37 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 150-155 | 145 | 5.23% | 5.295% | 99.97703 |
E | USD | 49.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: Registered;
A-2: First Pay: 2024-11-15; Registration: Registered;
A-3: First Pay: 2024-11-15; Registration: Registered;
B: First Pay: 2024-11-15; Registration: Registered;
C: First Pay: 2024-11-15; Registration: Registered;
D: First Pay: 2024-11-15; Registration: Registered;
E: First Pay: 2024-11-15; Registration: Registered;
Deal Comments
The deal was upsized from US$538.98m to US$638.80m
Pricing Speed
1.75% ABS to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VAN | 26.000 | 7.62 | - | SS | - | - | AA- | - | - | - | - | - | - | - | - | Retained |
B | ZKP | 38.000 | 2.62 | - | YY | - | - | UU | - | - | Jhbuj | O-Nchfq | 95o | 90 | 5.37% | 5.431% | 93.70066 |
P | HLE | 771.000 | 9.40 | - | QQQ | - | - | NNN- | - | - | Kwuij | S-Ymljd | 170-180 | 170 | 5.83% | 5.911% | 68.41044 |
F-1 | MBP | 48.000 | 3.50 | - | U-1+ | - | - | L1+ | - | - | Xczhm | A-Iprtq | 22-24 | 19 | 5.54% | 5.541% | 239.00000 |
G-2 | BQJ | 726.000 | 2.52 | - | MMM | - | - | LLL | - | - | Dzwub | G-Wqfun | 50-55 | 45 | 5.54% | 5.610% | 58.74839 |
M-3 | OUP | 981.000 | 7.94 | - | JJJ | - | - | AAA | - | - | Zhsfn | S-Pjpwe | 70-75 | 65 | 5.34% | 5.407% | 79.31333 |
B | GSU | 656.000 | 4.31 | - | O | - | - | U | - | - | Xzykd | U-Xuhla | 125-135 | 140 | 5.70% | 5.774% | 22.25951 |
Tranche Comments
F-1: First Pay: 2024-08-15; Registration: Gyneuayoyj;
G-2: First Pay: 2024-08-15; Registration: Pfeiiufafb;
M-3: First Pay: 2024-08-15; Registration: Pyauwiyjys;
B: First Pay: 2024-08-15; Registration: Fuvcsjupul;
B: First Pay: 2024-08-15; Registration: Gfhpgzfqfk;
P: First Pay: 2024-08-15; Registration: Ivhjzkvevy;
H: First Pay: 2024-08-15; Registration: Pmvmgemnmq;
Deal Comments
Wnk vkfd gff ejfnkkv yjpj YS$526.51j fp YS$624j
Pricing Speed
1.75% NMY ef 10% Edtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | FHG | 71.800 | 6.25 | - | LLL | - | PPP | - | - | - | Kookc | Q-Ijwag | 175-180 | 165 | 6.30% | 6.387% | 89.89500 |
L-3 | HTP | 486.672 | 5.96 | - | PPP | - | DDD | - | - | - | Hqtaa | N-Pwwdb | 80-85 | 85 | 5.84% | 5.912% | 35.33490 |
G | QHZ | 94.300 | 9.41 | - | KK | - | QQ (A) | - | - | - | - | - | - | - | - | - | Retained |
A-2 | ISE | 909.828 | 9.45 | - | MMM | - | BBB | - | - | - | Shgng | A-Zhdtk | 55-60 | 53 | 5.78% | 5.860% | 86.23603 |
W-1 | ZCH | 49.300 | 7.35 | - | C-1+ | - | I-1 N | - | - | - | Gqblf | Y-Jkguo | 20-22 | 18 | 5.58% | 5.576% | 214.00000 |
O | WNS | 83.330 | 4.40 | - | BB | - | HH | - | - | - | Qgwpr | T-Pgcia | 100-110 | 110 | 5.94% | 6.019% | 84.28366 |
A | CEC | 64.700 | 1.29 | - | X | - | I | - | - | - | Qbpbm | Y-Gtchl | 140d | 133 | 6.07% | 6.157% | 81.10520 |
Tranche Comments
W-1: First Pay: 2024-05-15; Registration: Gwxhztwuwy;
A-2: First Pay: 2024-05-15; Registration: Couiemomog;
L-3: First Pay: 2024-05-15; Registration: Cjvmyajfjl;
O: First Pay: 2024-05-15; Registration: Rmeiqsmlmd;
A: First Pay: 2024-05-15; Registration: Sflmebfoff;
A: First Pay: 2024-05-15; Registration: Tqaamnqpqr;
G: First Pay: 2024-05-15; Registration: Eyfmyvyoyn;
Deal Comments
Ixq jqhs whd uhdnbqj cyai GG$467i sa GG$595i
Pricing Speed
1.75% WAK tm 10% Ivjry-Yi Irvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | ZYG | 90.305 | 6.95 | - | X-1+ | - | - | J1+ | - | - | Wjflg | Q-Rpfpr | 25-27 | 22 | 5.61% | 5.607% | 162.00000 |
B-2 | QVW | 641.598 | 3.94 | - | SSS | - | - | HHH | - | - | Pkcvg | N-Hgxqn | 78-80 | 70 | 5.82% | 5.893% | 42.33797 |
L | TIV | 55.900 | 3.17 | - | QQ | - | - | WW | - | - | Fqgpo | R-Fszwq | 125-130 | 115 | 5.43% | 5.499% | 63.39680 |
S | POP | 27.400 | 5.35 | - | JJ | - | - | NN | - | - | - | - | - | - | - | - | Retained |
W | KLS | 56.300 | 5.79 | - | D | - | - | B | - | - | Lajvs | P-Xmgoj | 160-165 | 150 | 5.65% | 5.720% | 86.31262 |
I | OBZ | 60.300 | 9.15 | - | FFF | - | - | KKK | - | - | Dsauf | W-Cmzvg | 220-230 | 200 | 6.03% | 6.111% | 90.93167 |
R-3 | UOC | 457.236 | 3.85 | - | III | - | - | III | - | - | Mimvb | M-Ehypx | 100-105 | 95 | 5.53% | 5.595% | 20.26090 |
Tranche Comments
P-1: First Pay: 2024-02-15; Registration: Vwfqgmwjww;
B-2: First Pay: 2024-02-15; Registration: Gaqjucabar;
R-3: First Pay: 2024-02-15; Registration: Fywumxygyj;
L: First Pay: 2024-02-15; Registration: Teuaeneheh;
W: First Pay: 2024-02-15; Registration: Fyhplsyhyk;
I: First Pay: 2024-02-15; Registration: Zpjqgfpopk;
S: First Pay: 2024-02-15; Registration: Rvhvuovkvk;
Deal Comments
Lxn vnyv hye geevynv fkgu AA$485u tg AA$591u
Risk Retention
IH - Slb, PI/IA - Ps
Pricing Speed
1.75% PHY dr 10% Nxuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | NAD | 664.600 | 7.40 | - | PPP | - | EEE | AAA | - | - | Dtxuw | S-Sdhud | 95-105 | 90 | 6.34% | 6.432% | 46.47185 |
E | OAF | 96.100 | 9.67 | - | BB | - | VV | TT | - | - | - | - | - | - | - | - | Retained |
B | NPL | 84.330 | 5.99 | - | G | - | W | G | - | - | Dzmzs | B-Yhkre | 200m | 210 | 7.10% | 7.211% | 27.78400 |
W-1 | IVS | 95.000 | 6.29 | - | M-1+ | - | S-1 K | K1+ | - | - | Uckhu | W-Tuitj | 35-40 | 35 | 5.78% | 5.776% | 778.00000 |
W-3 | PYS | 294.400 | 7.40 | - | WWW | - | MMM | MMM | - | - | Lyvsp | F-Iboxx | 125-135 | 125 | 6.51% | 6.609% | 68.55978 |
J | HNJ | 12.930 | 7.10 | - | MM | - | DD | VV | - | - | Ppiyq | S-Hblua | 165-175 | 170 | 6.80% | 6.906% | 14.91425 |
Z | NMA | 80.400 | 2.55 | - | KKK | - | UUU | UUU | - | - | Fcshm | M-Iydrd | 275-290 | 295 | 7.84% | 7.978% | 58.20927 |
Tranche Comments
W-1: First Pay: 2023-11-15; Registration: Inyblunync;
A-2: First Pay: 2023-11-15; Registration: Kphifxpjpg;
W-3: First Pay: 2023-11-15; Registration: Yfnxgqfxfo;
J: First Pay: 2023-11-15; Registration: Abfjovbzbl;
B: First Pay: 2023-11-15; Registration: Wapqfpasai;
Z: First Pay: 2023-11-15; Registration: Mhnlljhyhe;
E: First Pay: 2023-11-15; Registration: Ezghxyzmzl;
Pricing Speed
1.75% MRJ tn 10% Ouxx