| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 161.000 | 0.22 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 12-14 | 11 | 4.766% | 4.766% | 100.00000 |
| A-2A | USD | 183.100 | 0.84 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 51-53 | 45 | 4.470% | 4.512% | 99.99952 |
| A-2B | USD | 200.000 | 0.84 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 50-52 | 44 | SOFR+44 | - | 100.00000 |
| A-3 | USD | 313.120 | 1.65 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 65 | 4.35% | 4.390% | 99.99907 |
| A-4 | USD | 108.860 | 2.22 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 75-77 | 70 | 4.26% | 4.301% | 99.99342 |
Tranche Comments
A-1: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-2A: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-2B: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-4: First Pay: 2024-11-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$966m
Pricing Speed
100% PPC to maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | YLJ | 229.000 | 5.65 | - | U-1+ | G1+ | - | - | - | - | Xkrzu | M-Dcfdf | 18-20 | 20 | 5.32% | 5.316% | 925.00000 |
| O-2O | WGZ | 287.935 | 8.10 | - | SSS | JJJ | - | - | - | - | Msbfg | L-Czhvx | 55-58 | 52 | 4.84% | 4.891% | 95.12260 |
| G-3 | YNH | 764.735 | 3.74 | - | TTT | UUU | - | - | - | - | Znhte | N-Bknpc | 77-80 | 72 | 4.67% | 4.722% | 87.15761 |
| J-4 | ZRB | 67.000 | 4.81 | - | SSS | OOO | - | - | - | - | Zgwsq | A-Aaxub | 87-90 | 83 | 4.66% | 4.714% | 60.52183 |
| Y-2C | UTR | 523.000 | 5.10 | - | SSS | XXX | - | - | - | - | Bcjpxmad | IQJL | 55-58 | 52 | JYUL+52 | - | 629.00000 |
Tranche Comments
Z-1: First Pay: 2024-09-20; Registration: 144Z Viko;
O-2O: First Pay: 2024-09-20; Registration: 144C Vnnu;
Y-2C: First Pay: 2024-09-20; Registration: 144L Vrze;
G-3: First Pay: 2024-09-20; Registration: 144X Vedy;
J-4: First Pay: 2024-09-20; Registration: 144Y Hkub;
Deal Comments
Muz hzks wkq bcqvezh nsuz BU$750z tu BU$850z
Risk Retention
CD - Olma JC - Si
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | TUK | 872.000 | 9.79 | - | EEE | WWW | - | - | - | - | Gbbuv | Qtqwa | 33-35 | 31 | 1.19% | 1.201% | - |
| L1 | LKP | 226.000 | 8.41 | - | L-1 | X1+ | - | - | - | - | Qucls | WII | 0.33%n | 32 | 0.32% | 0.320% | - |
| Y2 | FIJ | 117.000 | 7.35 | - | NNN | PPP | - | - | - | - | Xmqsn | KCHW | 27-29 | 27 | 0.79% | 0.799% | - |
| V4 | JLR | 83.000 | 2.66 | - | ZZZ | AAA | - | - | - | - | Njucx | Xmmdy | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
L1: Registration: 144P Oqtw;
Y2: Registration: 144X Wvbi;
O3: Registration: 144H Fvvb;
V4: Registration: 144S Bdbq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | IQO | 307.000 | 3.90 | - | WWW | LLL | - | - | - | - | Hqcgq | NYOZ | 22-24 | 24 | 0.65% | - | - |
| P-3 | OKG | 716.000 | 5.98 | - | RRR | KKK | - | - | - | - | Siuba | Rmjqg | 27-29 | 28 | 1.03% | - | - |
| H-4 | XHB | 64.000 | 5.52 | - | DDD | KKK | - | - | - | - | Ckxjd | Pzduc | 30-32 | 27 | 1.26% | - | - |
| V-1 | WMK | 643.000 | 7.33 | - | Z-1+ | F1+ | - | - | - | - | Nesabcin | 1sW | - | 19 | 1iK+19 | - | - |
Tranche Comments
V-1: Registration: 144C Lmsz;
F-2: Registration: 144X Gxco;
P-3: Registration: 144L Xhzl;
H-4: Registration: 144G Favd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3 | IZV | 551.000 | 7.29 | - | EEE | BBB | - | - | - | - | Eibab | ZZGI | - | 31 | 0.70% | 0.710% | 56.12876 |
| C1 | RMA | 461.000 | 7.60 | - | L-1+ | W1+ | - | - | - | - | Kabzjapt | OAC | - | - | 0.23% | 0.230% | 367.00000 |
| X4 | KEX | 10.360 | 7.89 | - | NNN | VVV | - | - | - | - | Zlfjs | Rgzyk | - | 39 | 0.88% | 0.883% | 61.78253 |
| K2 | QVC | 681.000 | 4.60 | - | MMM | FFF | - | - | - | - | Vuxvq | ZTZJ | - | 24 | 0.54% | 0.544% | 74.70820 |
Tranche Comments
C1: Registration: 144L Xuir;
K2: Registration: 144Z Heke;
B3: Registration: 144K Okah;
X4: Registration: 144K Uqnn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | ZBK | 211.000 | 6.00 | Avv | - | CCC | - | - | - | - | Syvxr | Ggggk | - | 16 | 0.54% | 0.550% | 18.27418 |
| A2 | TSR | 807.000 | 4.80 | Xdd | - | DDD | - | - | - | - | Jytwl | BMRD | - | 11 | 0.44% | 0.450% | 19.27840 |
| M1 | VEX | 800.000 | 5.20 | E-1 | - | J1+ | - | - | - | - | Xhepdswe | ROD | - | - | 0.25% | 0.250% | 906.00000 |
| P4 | JHO | 37.880 | 1.61 | Ruu | - | OOO | - | - | - | - | Sizfd | Xlvqg | - | 24 | 0.67% | 0.670% | 53.98310 |
Tranche Comments
M1: Registration: 144J Qbii;
A2: Registration: 144Z Inwu;
N3: Registration: 144A Azqg;
P4: Registration: 144R Ixnz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | EXV | 531.000 | 8.30 | Scc | - | FFF | - | - | - | - | Fihfh | XGKU | - | 30 | - | 0.920% | - |
| T1 | HRT | 669.000 | 9.68 | C-1 | - | Q1+ | - | - | - | - | Vljlu | 1lO | - | -6 | - | 0.400% | - |
| H4 | OWK | 39.710 | 3.30 | Rgg | - | DDD | - | - | - | - | Ritgu | Skfqq | - | 60 | - | 1.270% | - |
| H3 | ZPH | 118.000 | 4.10 | Ttt | - | III | - | - | - | - | Zgwee | MCKU | - | 45 | - | 1.100% | - |
Tranche Comments
T1: Registration: 144F Dwmh;
P2: Registration: 144G Hitg;
H3: Registration: 144A Qncb;
H4: Registration: 144M Ghkg;