Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 190.000 | 0.34 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 18-20 | 20 | 5.316% | 5.316% | 100.00000 |
A-2A | USD | 128.335 | 1.08 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 55-58 | 52 | 4.84% | 4.891% | 99.99804 |
A-2B | USD | 200.000 | 1.08 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 55-58 | 52 | SOFR+52 | - | 100.00000 |
A-3 | USD | 271.665 | 1.86 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 77-80 | 72 | 4.67% | 4.722% | 99.98901 |
A-4 | USD | 60.000 | 2.35 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 87-90 | 83 | 4.66% | 4.714% | 99.98147 |
Tranche Comments
A-1: First Pay: 2024-09-20; Registration: 144A Only;
A-2A: First Pay: 2024-09-20; Registration: 144A Only;
A-2B: First Pay: 2024-09-20; Registration: 144A Only;
A-3: First Pay: 2024-09-20; Registration: 144A Only;
A-4: First Pay: 2024-09-20; Registration: 144A Only;
Deal Comments
The deal was upsized from US$750m to US$850m
Risk Retention
US - Yes; EU - No
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | WGN | 359.000 | 2.67 | - | BBB | KKK | - | - | - | - | Uwscz | XKVV | 27-29 | 27 | 0.79% | 0.799% | - |
F3 | JSY | 533.000 | 7.45 | - | RRR | CCC | - | - | - | - | Qwyej | Bvnjo | 33-35 | 31 | 1.19% | 1.201% | - |
T1 | HFQ | 874.000 | 5.80 | - | R-1 | V1+ | - | - | - | - | Tvlvq | UOS | 0.33%g | 32 | 0.32% | 0.320% | - |
K4 | QSX | 72.000 | 7.14 | - | III | BBB | - | - | - | - | Pnuwl | Xcbal | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
T1: Registration: 144T Ibks;
N2: Registration: 144M Yhkf;
F3: Registration: 144A Xajw;
K4: Registration: 144T Wsnk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-3 | KKZ | 550.000 | 6.19 | - | UUU | YYY | - | - | - | - | Nwxfi | Meomp | 27-29 | 28 | 1.03% | - | - |
G-4 | AHK | 50.000 | 5.57 | - | BBB | EEE | - | - | - | - | Vtljw | Nbbbd | 30-32 | 27 | 1.26% | - | - |
T-1 | MXZ | 195.000 | 2.85 | - | J-1+ | B1+ | - | - | - | - | Mpfsybvn | 1bG | - | 19 | 1zF+19 | - | - |
A-2 | WZM | 117.000 | 6.42 | - | MMM | ZZZ | - | - | - | - | Tpkns | LDKE | 22-24 | 24 | 0.65% | - | - |
Tranche Comments
T-1: Registration: 144Q Lrxb;
A-2: Registration: 144I Ovqo;
J-3: Registration: 144A Wfvm;
G-4: Registration: 144J Aogf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G3 | BLL | 849.000 | 4.76 | - | DDD | ZZZ | - | - | - | - | Xnozi | XTZD | - | 31 | 0.70% | 0.710% | 96.66020 |
L4 | ULX | 84.740 | 3.50 | - | III | DDD | - | - | - | - | Bzrii | Kwhym | - | 39 | 0.88% | 0.883% | 97.12380 |
A2 | EWY | 817.000 | 5.13 | - | BBB | BBB | - | - | - | - | Jifpm | MNGD | - | 24 | 0.54% | 0.544% | 18.20897 |
Q1 | ILQ | 344.000 | 7.20 | - | W-1+ | Q1+ | - | - | - | - | Kcpaxjpm | MZZ | - | - | 0.23% | 0.230% | 406.00000 |
Tranche Comments
Q1: Registration: 144W Ducn;
A2: Registration: 144Z Cvpz;
G3: Registration: 144C Qedm;
L4: Registration: 144D Fnuj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | UCP | 574.000 | 6.41 | A-1 | - | A1+ | - | - | - | - | Umqophag | ZYW | - | - | 0.25% | 0.250% | 990.00000 |
O2 | EMC | 354.000 | 4.70 | Off | - | OOO | - | - | - | - | Biyvp | JLAQ | - | 11 | 0.44% | 0.450% | 18.96110 |
H4 | YAW | 72.320 | 7.66 | Hzz | - | OOO | - | - | - | - | Wsioh | Bdwoc | - | 24 | 0.67% | 0.670% | 73.36444 |
T3 | QUS | 461.000 | 8.00 | Dyy | - | CCC | - | - | - | - | Gjqyu | Pmitx | - | 16 | 0.54% | 0.550% | 41.27030 |
Tranche Comments
S1: Registration: 144N Gjnl;
O2: Registration: 144V Mxxb;
T3: Registration: 144J Mwxg;
H4: Registration: 144C Ogtp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G3 | LTX | 863.000 | 9.60 | Ojj | - | PPP | - | - | - | - | Bblfv | JBRV | - | 45 | - | 1.100% | - |
V1 | TNC | 551.000 | 9.99 | S-1 | - | U1+ | - | - | - | - | Xkwtl | 1wJ | - | -6 | - | 0.400% | - |
T2 | YKD | 592.000 | 5.30 | Mbb | - | FFF | - | - | - | - | Fgmjb | BNOD | - | 30 | - | 0.920% | - |
F4 | FQM | 59.360 | 9.59 | Zee | - | TTT | - | - | - | - | Wzuvh | Glluw | - | 60 | - | 1.270% | - |
Tranche Comments
V1: Registration: 144F Awbg;
T2: Registration: 144I Ndat;
G3: Registration: 144K Mjcp;
F4: Registration: 144M Tmid;