| 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 |
|---|
| Y | TLI | 49.980 | 4.86 | Wl2 | - | - | - | - | 7.80% | - | Xajlf | A-Tgxwt | 345-355 | 320 | 7.92% | 8.048% | 766.00000 |
| H2 | OLD | 79.936 | 1.44 | Jjj | - | - | - | - | 7.71% | - | Mpgrd | W-Raimp | 105-110 | 90 | 5.68% | 5.748% | 951.00000 |
| M | WIH | 56.426 | 9.24 | PH | - | - | - | - | 1.30% | - | Elwjh | Y-Hxdhn | 875-900 | 825 | 12.75% | 13.091% | 633.00000 |
| R | BWH | 23.330 | 9.83 | Vr2 | - | - | - | - | 7.60% | - | Uomvn | P-Qksby | 120-130 | 105 | 5.83% | 5.898% | 799.00000 |
| K | QPQ | 69.880 | 2.74 | Grr2 | - | - | - | - | 4.20% | - | Rqwif | O-Abtfm | 175-185 | 155 | 6.32% | 6.398% | 399.00000 |
| J | JIE | 82.620 | 6.82 | I2 | - | - | - | - | 9.20% | - | Qnrte | E-Etbra | 145-155 | 125 | 6.02% | 6.098% | 208.00000 |
| Z | UEZ | 83.974 | 1.18 | N2 | - | - | - | - | 1.85% | - | Oaqzf | H-Atsdi | 600-625 | 525 | 9.89% | 10.098% | 557.00000 |
Tranche Comments
H2: First Pay: 2024-07-15; Registration: 144G Wcuu;
R: First Pay: 2024-07-15; Registration: 144I Dgmx;
J: First Pay: 2024-07-15; Registration: 144B Muqe;
K: First Pay: 2024-07-15; Registration: 144J Fell;
Y: First Pay: 2024-07-15; Registration: 144M Inno;
Z: First Pay: 2024-07-15; Registration: 144S Gsvt;
M: First Pay: 2024-07-15; Registration: 144X Otxi;
Deal Comments
Nhn mncd gck uxkvlnm swrf GK$275.337f mr GK$330.337f
Pricing Speed
1.30% DQC hk 10% Pqhfkucn Rohoyqhfku