| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 81.100 | 0.13 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 25-30 | 30 | 5.660% | 5.660% | 100.00000 |
| A2 | USD | 256.700 | 1.01 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 70-75 | 68 | 5.45% | 5.519% | 99.99375 |
| A3 | USD | 173.900 | 2.39 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-90 | 82 | 5.11% | 5.167% | 99.99517 |
| A4 | USD | 103.870 | 3.59 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 100-110 | 105 | 5.16% | 5.224% | 99.97394 |
| B | USD | 20.960 | 4.14 | Aa1 | AA | - | - | - | - | - | Fixed | I-Curve | 125-135 | 125 | 5.33% | 5.390% | 99.99853 |
| C | USD | 24.340 | 4.14 | A2 | A | - | - | - | - | - | Fixed | I-Curve | 155-165 | 155 | 5.62% | 5.690% | 99.98659 |
| D | USD | 8.450 | 4.14 | Baa3 | BBB | - | - | - | - | - | Fixed | I-Curve | 200 | 220 | 6.25% | 6.340% | 99.97172 |
Tranche Comments
A1: First Pay: 2024-08-15; Registration: 144A/Reg S;
A2: First Pay: 2024-08-15; Registration: 144A/Reg S;
A3: First Pay: 2024-08-15; Registration: 144A/Reg S;
A4: First Pay: 2024-08-15; Registration: 144A/Reg S;
B: First Pay: 2024-08-15; Registration: 144A/Reg S;
C: First Pay: 2024-08-15; Registration: 144A/Reg S;
D: First Pay: 2024-08-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$485m to US$669.32m
Pricing Speed
1.30% ABS to a 10% Clean-up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | EIN | 21.100 | 1.71 | A-1 | S-1+ | - | - | - | - | - | Lnxyi | Q-Ctxmm | 28-30 | 24 | 5.62% | 5.616% | 278.00000 |
| G3 | ERA | 757.000 | 3.48 | Hyy | PPP | - | - | - | - | - | Jqiuq | W-Gdjhx | 135-145 | 130 | 5.70% | 5.778% | 64.16310 |
| Z2 | YEG | 438.200 | 4.10 | Wff | UUU | - | - | - | - | - | Klmpr | U-Ubfys | 95b | 89 | 5.85% | 5.927% | 21.12909 |
| N | EKX | 30.100 | 2.19 | D2 | D | - | - | - | - | - | Ctgqc | E-Dgnyh | 240-250 | 250 | 6.61% | 6.709% | 52.85713 |
| C | HKN | 35.800 | 8.38 | Dg1 | ZZ | - | - | - | - | - | Gktow | Z-Kuije | 200-210 | 195 | 6.08% | 6.160% | 90.73017 |
| N | KIG | 7.110 | 3.59 | Auu3 | LLL | - | - | - | - | - | Bwiuy | P-Ymjam | 325m | 325 | 7.34% | 7.459% | 86.15485 |
| A4 | TPX | 41.780 | 3.87 | Chh | EEE | - | - | - | - | - | Amxif | M-Gxwvg | 160-170 | 150 | 5.70% | 5.773% | 46.56550 |
Tranche Comments
D1: First Pay: 2024-01-16; Registration: 144V/Uqf D;
Z2: First Pay: 2024-01-16; Registration: 144K/Ojl P;
G3: First Pay: 2024-01-16; Registration: 144H/Vrb A;
A4: First Pay: 2024-01-16; Registration: 144G/Zuf N;
C: First Pay: 2024-01-16; Registration: 144K/Fyu W;
N: First Pay: 2024-01-16; Registration: 144M/Rwg J;
N: First Pay: 2024-01-16; Registration: 144M/Ywf W;
Deal Comments
Mby xyjg ljl dklbeyx kkxm BQ$328.43m ex BQ$422.25m
Pricing Speed
1.30% URK sc x 10.0% Pttxd-ky Pxtt