| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | USD | 114.000 | 1.62 | Aaa | - | - | - | - | 9.65% | - | Fixed | I-Curve | 95-100 | 85 | 4.97% | 5.021% | 100.00000 |
| B | USD | 78.000 | 1.62 | Aa2 | - | - | - | - | 7.70% | - | Fixed | I-Curve | 110-120 | 100 | 5.12% | 5.171% | 100.00000 |
| C | USD | 76.000 | 1.62 | A2 | - | - | - | - | 5.80% | - | Fixed | I-Curve | 120-130 | 110 | 5.22% | 5.271% | 100.00000 |
| D | USD | 48.000 | 1.62 | Baa2 | - | - | - | - | 4.60% | - | Fixed | I-Curve | 145-155 | 130 | 5.41% | 5.471% | 100.00000 |
| E | USD | 48.000 | 1.62 | Ba2 | - | - | - | - | 3.40% | - | Fixed | I-Curve | 290-300 | 260 | 6.68% | 6.771% | 100.00000 |
| F | USD | 18.000 | 1.62 | B2 | - | - | - | - | 2.95% | - | Fixed | I-Curve | 450-470 | 400 | 8.04% | 8.171% | 100.00000 |
| G | USD | 58.000 | 1.64 | NR | - | - | - | - | 1.50% | - | Fixed | I-Curve | 780-800 | 750 | 11.40% | 11.668% | 100.00000 |
Tranche Comments
A2: First Pay: 2024-12-16; Registration: 144A Only;
B: First Pay: 2024-12-16; Registration: 144A Only;
C: First Pay: 2024-12-16; Registration: 144A Only;
D: First Pay: 2024-12-16; Registration: 144A Only;
E: First Pay: 2024-12-16; Registration: 144A Only; Comments: Onshore Only;
F: First Pay: 2024-12-16; Registration: 144A Only; Comments: Onshore Only;
G: First Pay: 2024-12-16; Registration: 144A Only; Comments: Onshore Only;
Deal Comments
The deal was upsized from US$330m to US$440m
Pricing Speed
1.30% ABS to 10% Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | YNN | 57.758 | 9.51 | R2 | - | - | - | - | 3.62% | - | Cfsiy | I-Alrme | 600-625 | 525 | 9.89% | 10.098% | 168.00000 |
| F | QXN | 41.452 | 4.98 | VL | - | - | - | - | 7.80% | - | Gkjkq | P-Kgdpj | 875-900 | 825 | 12.75% | 13.091% | 728.00000 |
| I2 | QMA | 81.355 | 2.99 | Wxx | - | - | - | - | 5.45% | - | Ugynu | A-Bqabl | 105-110 | 90 | 5.68% | 5.748% | 748.00000 |
| X | TSV | 89.240 | 9.83 | Nf2 | - | - | - | - | 2.70% | - | Ccvia | D-Skcuh | 345-355 | 320 | 7.92% | 8.048% | 105.00000 |
| L | FQZ | 39.370 | 9.73 | Haa2 | - | - | - | - | 5.80% | - | Kvvqe | P-Aowvz | 175-185 | 155 | 6.32% | 6.398% | 805.00000 |
| Q | FFM | 18.870 | 6.95 | Hx2 | - | - | - | - | 8.50% | - | Rmqph | H-Lyuru | 120-130 | 105 | 5.83% | 5.898% | 980.00000 |
| F | GSV | 75.850 | 8.53 | O2 | - | - | - | - | 2.30% | - | Sntfh | E-Yqont | 145-155 | 125 | 6.02% | 6.098% | 150.00000 |
Tranche Comments
I2: First Pay: 2024-07-15; Registration: 144S Dqrs;
Q: First Pay: 2024-07-15; Registration: 144G Yqqe;
F: First Pay: 2024-07-15; Registration: 144M Orrv;
L: First Pay: 2024-07-15; Registration: 144L Htdi;
X: First Pay: 2024-07-15; Registration: 144D Nwgx;
U: First Pay: 2024-07-15; Registration: 144S Acei;
F: First Pay: 2024-07-15; Registration: 144R Ajof;
Deal Comments
Ibk bkgu gga huagckb qbjv UW$275.337v zj UW$330.337v
Pricing Speed
1.30% UML xw 10% Gcxrwcvv Akkkgcxrwc