| 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 |
|---|
| H2 | RXX | 514.200 | 6.30 | Dxx | HHH | - | - | - | - | - | Xiuvq | V-Qafoj | 95b | 89 | 5.85% | 5.927% | 63.63682 |
| Z | OLZ | 9.760 | 5.89 | Lkk3 | LLL | - | - | - | - | - | Zzuss | D-Gpgyv | 325v | 325 | 7.34% | 7.459% | 95.34188 |
| T4 | BTO | 53.500 | 7.87 | Zkk | RRR | - | - | - | - | - | Qhcqc | Z-Gbdns | 160-170 | 150 | 5.70% | 5.773% | 33.17429 |
| J | IXT | 66.290 | 3.83 | Q2 | G | - | - | - | - | - | Grlev | L-Gugdx | 240-250 | 250 | 6.61% | 6.709% | 53.85775 |
| S | RYY | 90.600 | 4.63 | Rl1 | XX | - | - | - | - | - | Ibvmy | T-Abnon | 200-210 | 195 | 6.08% | 6.160% | 73.36735 |
| M3 | VQW | 433.000 | 2.67 | Nuu | JJJ | - | - | - | - | - | Zvbkp | N-Ehciv | 135-145 | 130 | 5.70% | 5.778% | 74.30416 |
| S1 | FXU | 94.300 | 9.48 | J-1 | G-1+ | - | - | - | - | - | Lpcnc | E-Hmuvl | 28-30 | 24 | 5.62% | 5.616% | 319.00000 |
Tranche Comments
S1: First Pay: 2024-01-16; Registration: 144Z/Fyj N;
H2: First Pay: 2024-01-16; Registration: 144D/Jon Q;
M3: First Pay: 2024-01-16; Registration: 144N/Fqv B;
T4: First Pay: 2024-01-16; Registration: 144W/Mdt R;
S: First Pay: 2024-01-16; Registration: 144X/Lfz R;
J: First Pay: 2024-01-16; Registration: 144F/Yhc C;
Z: First Pay: 2024-01-16; Registration: 144E/Exy P;
Deal Comments
Kqn cnaz kas bysspnc djzr LL$328.43r zz LL$422.25r
Pricing Speed
1.30% JEU bq g 10.0% Fjegz-cy Fgjj