| 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 |
|---|
| K | LOP | 87.950 | 1.78 | Y2 | - | - | - | - | 3.80% | - | Ksqpv | G-Ywjhx | 145-155 | 125 | 6.02% | 6.098% | 433.00000 |
| S | USP | 12.650 | 8.75 | Vt2 | - | - | - | - | 5.90% | - | Ufloe | K-Sdltw | 345-355 | 320 | 7.92% | 8.048% | 968.00000 |
| F | GVK | 56.432 | 5.41 | Z2 | - | - | - | - | 5.37% | - | Pnjie | Z-Qobhg | 600-625 | 525 | 9.89% | 10.098% | 750.00000 |
| I2 | NZD | 76.777 | 8.43 | Cmm | - | - | - | - | 8.67% | - | Mbsup | F-Sqnih | 105-110 | 90 | 5.68% | 5.748% | 902.00000 |
| T | WEQ | 58.170 | 2.44 | Bkk2 | - | - | - | - | 7.80% | - | Smnuv | L-Giqop | 175-185 | 155 | 6.32% | 6.398% | 938.00000 |
| E | NAH | 67.430 | 4.55 | Js2 | - | - | - | - | 1.50% | - | Gllvo | I-Bbxky | 120-130 | 105 | 5.83% | 5.898% | 184.00000 |
| R | NXZ | 55.549 | 6.67 | JI | - | - | - | - | 4.90% | - | Ozcsk | U-Rslun | 875-900 | 825 | 12.75% | 13.091% | 538.00000 |
Tranche Comments
I2: First Pay: 2024-07-15; Registration: 144W Ifmu;
E: First Pay: 2024-07-15; Registration: 144B Wwrn;
K: First Pay: 2024-07-15; Registration: 144P Ianb;
T: First Pay: 2024-07-15; Registration: 144R Umpd;
S: First Pay: 2024-07-15; Registration: 144F Zqsh;
F: First Pay: 2024-07-15; Registration: 144V Wjab;
R: First Pay: 2024-07-15; Registration: 144Z Jaju;
Deal Comments
Jnh dhsh dsr dsrvrhd gcjx RI$275.337x rj RI$330.337x
Pricing Speed
1.30% TBI nu 10% Lynjufbs Ygnglynjuf