| 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 | ILF | 608.100 | 3.20 | Evv | VVV | - | - | - | - | - | Naypx | N-Wozab | 95a | 89 | 5.85% | 5.927% | 27.54872 |
| Q4 | MSI | 85.580 | 3.97 | Lgg | EEE | - | - | - | - | - | Khvyb | F-Uinbf | 160-170 | 150 | 5.70% | 5.773% | 67.69529 |
| Z3 | IVV | 128.000 | 9.78 | Kmm | XXX | - | - | - | - | - | Bonuh | M-Fhwyl | 135-145 | 130 | 5.70% | 5.778% | 55.13741 |
| C | TVA | 1.820 | 1.42 | Dkk3 | AAA | - | - | - | - | - | Uxpxm | U-Hnkab | 325k | 325 | 7.34% | 7.459% | 34.83748 |
| C1 | URT | 13.600 | 3.32 | Q-1 | W-1+ | - | - | - | - | - | Sfxrp | U-Aiuwj | 28-30 | 24 | 5.62% | 5.616% | 827.00000 |
| X | OYP | 21.120 | 1.98 | W2 | C | - | - | - | - | - | Pkbsy | D-Qogfj | 240-250 | 250 | 6.61% | 6.709% | 31.58059 |
| L | YFQ | 28.300 | 8.81 | Qu1 | JJ | - | - | - | - | - | Bngok | M-Olgkb | 200-210 | 195 | 6.08% | 6.160% | 53.81430 |
Tranche Comments
C1: First Pay: 2024-01-16; Registration: 144F/Uyb B;
H2: First Pay: 2024-01-16; Registration: 144X/Hcg V;
Z3: First Pay: 2024-01-16; Registration: 144D/Qet N;
Q4: First Pay: 2024-01-16; Registration: 144N/Zkf S;
L: First Pay: 2024-01-16; Registration: 144B/Udf S;
X: First Pay: 2024-01-16; Registration: 144U/Kpi L;
C: First Pay: 2024-01-16; Registration: 144O/Qib H;
Deal Comments
Xlh whcq jci ckigehw lwij XJ$328.43j ai XJ$422.25j
Pricing Speed
1.30% YFM dv h 10.0% Nyghj-iv Nhyy