| 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 |
|---|
| K1 | JSC | 23.500 | 4.24 | U-1 | H-1+ | - | - | - | - | - | Vfqzg | J-Rimxp | 28-30 | 24 | 5.62% | 5.616% | 255.00000 |
| N | YPT | 6.960 | 9.21 | Drr3 | FFF | - | - | - | - | - | Thwvj | G-Xtlmy | 325r | 325 | 7.34% | 7.459% | 55.55757 |
| Q4 | EHV | 57.820 | 2.72 | Jdd | RRR | - | - | - | - | - | Vzvcc | R-Fhale | 160-170 | 150 | 5.70% | 5.773% | 53.42263 |
| T | EGX | 36.600 | 9.55 | Xh1 | MM | - | - | - | - | - | Zbxwo | R-Anxms | 200-210 | 195 | 6.08% | 6.160% | 99.76536 |
| E | OND | 93.150 | 5.93 | Q2 | I | - | - | - | - | - | Tmusk | V-Ujljg | 240-250 | 250 | 6.61% | 6.709% | 57.40039 |
| A2 | CMZ | 390.600 | 5.90 | Xrr | DDD | - | - | - | - | - | Vtfen | B-Pcmdu | 95u | 89 | 5.85% | 5.927% | 62.60488 |
| Q3 | AQD | 774.000 | 2.71 | Bhh | QQQ | - | - | - | - | - | Iylgx | W-Arnrf | 135-145 | 130 | 5.70% | 5.778% | 65.25710 |
Tranche Comments
K1: First Pay: 2024-01-16; Registration: 144W/Asx O;
A2: First Pay: 2024-01-16; Registration: 144Z/Kjk F;
Q3: First Pay: 2024-01-16; Registration: 144L/Ulp Y;
Q4: First Pay: 2024-01-16; Registration: 144J/Zqw M;
T: First Pay: 2024-01-16; Registration: 144J/Kpu S;
E: First Pay: 2024-01-16; Registration: 144C/Izs H;
N: First Pay: 2024-01-16; Registration: 144A/Vpr U;
Deal Comments
Bxn nnmj qma ymaihnn bzcs QU$328.43s mc QU$422.25s
Pricing Speed
1.30% WDZ gf c 10.0% Nbrcz-af Ncbb