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 |
---|
Z | EXU | 61.000 | 6.51 | - | DD | - | - | KK | - | - | Bftoz | O-Tilhb | 95u | 90 | 5.37% | 5.431% | 19.99943 |
G | CSC | 79.000 | 5.70 | - | WW | - | - | II- | - | - | - | - | - | - | - | - | Retained |
L | ZJI | 931.000 | 7.99 | - | D | - | - | E | - | - | Ffcws | F-Kojam | 125-135 | 140 | 5.70% | 5.774% | 92.49788 |
S | UPV | 373.000 | 4.10 | - | HHH | - | - | VVV- | - | - | Ihrec | F-Xpquo | 170-180 | 170 | 5.83% | 5.911% | 84.10203 |
T-3 | YLJ | 268.000 | 3.14 | - | EEE | - | - | JJJ | - | - | Apxjl | A-Ytdth | 70-75 | 65 | 5.34% | 5.407% | 67.24266 |
D-1 | XQJ | 65.000 | 2.50 | - | G-1+ | - | - | O1+ | - | - | Vamsy | S-Gqtjg | 22-24 | 19 | 5.54% | 5.541% | 551.00000 |
N-2 | FUW | 473.000 | 8.74 | - | SSS | - | - | AAA | - | - | Abugb | H-Aqppb | 50-55 | 45 | 5.54% | 5.610% | 71.52410 |
Tranche Comments
D-1: First Pay: 2024-08-15; Registration: Uaycnlavac;
N-2: First Pay: 2024-08-15; Registration: Dlfqyxlzlh;
T-3: First Pay: 2024-08-15; Registration: Teujtyelet;
Z: First Pay: 2024-08-15; Registration: Kyelycyjyu;
L: First Pay: 2024-08-15; Registration: Lwehvswfwp;
S: First Pay: 2024-08-15; Registration: Oqebzlqbqs;
G: First Pay: 2024-08-15; Registration: Wtlxeitrtt;
Deal Comments
Hsg ggaq saj ykjhxgg bsui NZ$526.51i ou NZ$624i
Pricing Speed
1.75% ZRR qe 10% Usnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | HKJ | 45.300 | 5.34 | - | W-1+ | - | O-1 P | - | - | - | Kfsro | K-Ylaki | 20-22 | 18 | 5.58% | 5.576% | 138.00000 |
K-3 | RAL | 553.257 | 3.50 | - | LLL | - | LLL | - | - | - | Poomo | L-Pwlrj | 80-85 | 85 | 5.84% | 5.912% | 51.56090 |
F | UQK | 13.400 | 8.40 | - | CC | - | FF | - | - | - | Hsacy | Y-Tjakk | 100-110 | 110 | 5.94% | 6.019% | 17.69121 |
J | HRJ | 15.500 | 8.76 | - | GGG | - | OOO | - | - | - | Bybxa | W-Ssuvp | 175-180 | 165 | 6.30% | 6.387% | 79.41004 |
H | CLO | 22.800 | 9.36 | - | MM | - | DD (W) | - | - | - | - | - | - | - | - | - | Retained |
R-2 | XUO | 471.369 | 9.47 | - | BBB | - | BBB | - | - | - | Jmslb | U-Rbofu | 55-60 | 53 | 5.78% | 5.860% | 53.44026 |
Z | GXT | 24.500 | 7.93 | - | V | - | J | - | - | - | Tgnvp | P-Cbsyj | 140n | 133 | 6.07% | 6.157% | 35.17970 |
Tranche Comments
F-1: First Pay: 2024-05-15; Registration: Nwbxguwxwj;
R-2: First Pay: 2024-05-15; Registration: Kmnpqwmmmg;
K-3: First Pay: 2024-05-15; Registration: Vmcyhfmamg;
F: First Pay: 2024-05-15; Registration: Djmmfxjljz;
Z: First Pay: 2024-05-15; Registration: Yxqcqxxuxx;
J: First Pay: 2024-05-15; Registration: Cfqaqqfafw;
H: First Pay: 2024-05-15; Registration: Xoqznaowox;
Deal Comments
Njj vjga cgv bdvqzjv kmox RD$467x mo RD$595x
Pricing Speed
1.75% RBB wj 10% Bfruh-Ng Buff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LJQ | 72.600 | 9.60 | - | XXX | - | - | UUU | - | - | Jpguh | E-Aawhi | 220-230 | 200 | 6.03% | 6.111% | 13.20875 |
H-1 | RXB | 42.360 | 3.23 | - | G-1+ | - | - | I1+ | - | - | Zqota | U-Roxqf | 25-27 | 22 | 5.61% | 5.607% | 127.00000 |
O-3 | YSN | 354.864 | 4.66 | - | PPP | - | - | JJJ | - | - | Epyzu | L-Xoknv | 100-105 | 95 | 5.53% | 5.595% | 20.41540 |
D-2 | VGG | 514.706 | 1.78 | - | EEE | - | - | JJJ | - | - | Pfsra | Q-Fzoml | 78-80 | 70 | 5.82% | 5.893% | 87.78532 |
T | NIZ | 47.500 | 4.56 | - | O | - | - | B | - | - | Autad | H-Umndh | 160-165 | 150 | 5.65% | 5.720% | 57.15096 |
B | NJG | 35.600 | 1.84 | - | CC | - | - | II | - | - | Jgkwj | A-Bfkma | 125-130 | 115 | 5.43% | 5.499% | 58.12262 |
Z | ZWS | 94.300 | 6.86 | - | XX | - | - | MM | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2024-02-15; Registration: Ieokyoehem;
D-2: First Pay: 2024-02-15; Registration: Pzqxcuzuzc;
O-3: First Pay: 2024-02-15; Registration: Mhfhxghaha;
B: First Pay: 2024-02-15; Registration: Bnlefvnnnz;
T: First Pay: 2024-02-15; Registration: Jmgihfmzmx;
Z: First Pay: 2024-02-15; Registration: Zqhgmvqiqq;
Z: First Pay: 2024-02-15; Registration: Coyuiwosoa;
Deal Comments
Mxj njip hiv ukvsjjn wipf FB$485f ip FB$591f
Risk Retention
XO - Hdr, XX/XB - Iv
Pricing Speed
1.75% XXH np 10% Xyxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | XJH | 68.000 | 1.63 | - | X-1+ | - | Q-1 T | Y1+ | - | - | Ucmye | F-Zbmbh | 35-40 | 35 | 5.78% | 5.776% | 795.00000 |
O | YWN | 40.620 | 7.10 | - | NN | - | HH | JJ | - | - | Elhuo | W-Yzdsh | 165-175 | 170 | 6.80% | 6.906% | 31.87824 |
B | KQP | 72.800 | 9.68 | - | AA | - | FF | QQ | - | - | - | - | - | - | - | - | Retained |
N | XYB | 57.570 | 8.35 | - | H | - | S | R | - | - | Rkjwf | Z-Ruzuc | 200b | 210 | 7.10% | 7.211% | 35.45179 |
F-3 | ILS | 215.100 | 1.70 | - | OOO | - | OOO | NNN | - | - | Iyjod | E-Opbnp | 125-135 | 125 | 6.51% | 6.609% | 44.79253 |
H | VCP | 28.900 | 3.37 | - | GGG | - | JJJ | XXX | - | - | Xylvd | B-Hcfks | 275-290 | 295 | 7.84% | 7.978% | 19.27014 |
N-2 | JHP | 611.300 | 3.50 | - | UUU | - | MMM | AAA | - | - | Kyvca | X-Ykbqn | 95-105 | 90 | 6.34% | 6.432% | 62.73582 |
Tranche Comments
F-1: First Pay: 2023-11-15; Registration: Bbpcfkbhbr;
N-2: First Pay: 2023-11-15; Registration: Jwbocmwiww;
F-3: First Pay: 2023-11-15; Registration: Hlguvflrll;
O: First Pay: 2023-11-15; Registration: Mbwnjkblbu;
N: First Pay: 2023-11-15; Registration: Ieenbkeneq;
H: First Pay: 2023-11-15; Registration: Jfunycfifm;
B: First Pay: 2023-11-15; Registration: Bhlhsvhrhn;
Pricing Speed
1.75% GWX tk 10% Iwdd