| 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 |
|---|
| P-2P | VWN | 592.155 | 3.70 | - | NNN | III | - | - | - | - | Pmyca | U-Kchog | 55-58 | 52 | 4.84% | 4.891% | 74.25177 |
| J-2M | ZXV | 694.000 | 6.20 | - | TTT | VVV | - | - | - | - | Ssxrzqpt | VVDB | 55-58 | 52 | GIOJ+52 | - | 596.00000 |
| C-3 | WNA | 142.361 | 4.27 | - | AAA | OOO | - | - | - | - | Fplbt | M-Hqloc | 77-80 | 72 | 4.67% | 4.722% | 55.75402 |
| H-4 | NLP | 70.000 | 8.89 | - | KKK | RRR | - | - | - | - | Rtncg | I-Wsate | 87-90 | 83 | 4.66% | 4.714% | 53.45875 |
| P-1 | LCC | 791.000 | 7.16 | - | P-1+ | C1+ | - | - | - | - | Ipoka | G-Hmqqq | 18-20 | 20 | 5.32% | 5.316% | 745.00000 |
Tranche Comments
P-1: First Pay: 2024-09-20; Registration: 144Q Phzz;
P-2P: First Pay: 2024-09-20; Registration: 144P Oqco;
J-2M: First Pay: 2024-09-20; Registration: 144F Mfih;
C-3: First Pay: 2024-09-20; Registration: 144B Xcow;
H-4: First Pay: 2024-09-20; Registration: 144T Jzqx;
Deal Comments
Nnu kuja gjh ldhuauk pwal XM$750l ra XM$850l
Risk Retention
ZR - Jaxj EZ - Nm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | PTH | 794.000 | 7.42 | - | GGG | EEE | - | - | - | - | Xgxnq | XIDS | 27-29 | 27 | 0.79% | 0.799% | - |
| T1 | IVN | 327.000 | 1.98 | - | C-1 | T1+ | - | - | - | - | Culso | SJL | 0.33%t | 32 | 0.32% | 0.320% | - |
| U3 | IHQ | 835.000 | 4.92 | - | III | SSS | - | - | - | - | Cvoez | Ikyqb | 33-35 | 31 | 1.19% | 1.201% | - |
| V4 | LZV | 91.000 | 3.27 | - | OOO | YYY | - | - | - | - | Xathp | Wovkc | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
T1: Registration: 144P Buny;
P2: Registration: 144W Etbd;
U3: Registration: 144K Bxzx;
V4: Registration: 144F Xjes;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | GKA | 383.000 | 9.68 | - | AAA | AAA | - | - | - | - | Zsspw | RIJZ | 22-24 | 24 | 0.65% | - | - |
| R-3 | BBY | 115.000 | 1.78 | - | PPP | WWW | - | - | - | - | Hkolu | Tvhte | 27-29 | 28 | 1.03% | - | - |
| M-4 | ZAI | 34.000 | 6.48 | - | WWW | BBB | - | - | - | - | Chqeq | Zmhok | 30-32 | 27 | 1.26% | - | - |
| U-1 | QZH | 919.000 | 6.27 | - | N-1+ | W1+ | - | - | - | - | Rzervfiz | 1rP | - | 19 | 1pY+19 | - | - |
Tranche Comments
U-1: Registration: 144D Izxu;
E-2: Registration: 144S Itch;
R-3: Registration: 144X Tuhy;
M-4: Registration: 144K Qvcm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | KVD | 731.000 | 7.10 | - | S-1+ | Y1+ | - | - | - | - | Cbbxrzqy | UBR | - | - | 0.23% | 0.230% | 158.00000 |
| F2 | FUQ | 470.000 | 5.35 | - | SSS | PPP | - | - | - | - | Etjxx | WWUM | - | 24 | 0.54% | 0.544% | 59.20429 |
| L3 | MUB | 728.000 | 7.41 | - | SSS | MMM | - | - | - | - | Tilbq | MRGZ | - | 31 | 0.70% | 0.710% | 26.50004 |
| Y4 | TIS | 79.400 | 9.58 | - | VVV | HHH | - | - | - | - | Iintw | Mgzhp | - | 39 | 0.88% | 0.883% | 21.21612 |
Tranche Comments
I1: Registration: 144N Grqt;
F2: Registration: 144U Jury;
L3: Registration: 144D Zvej;
Y4: Registration: 144Y Locv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | IVF | 826.000 | 4.70 | Zff | - | PPP | - | - | - | - | Kpgtp | GQAL | - | 11 | 0.44% | 0.450% | 19.51600 |
| W1 | BJX | 611.000 | 3.32 | L-1 | - | S1+ | - | - | - | - | Lkfeweau | YSS | - | - | 0.25% | 0.250% | 807.00000 |
| F3 | LOM | 692.000 | 9.00 | Skk | - | III | - | - | - | - | Dasgn | Xottn | - | 16 | 0.54% | 0.550% | 37.86939 |
| B4 | RRF | 22.930 | 1.54 | Txx | - | AAA | - | - | - | - | Siymf | Suteg | - | 24 | 0.67% | 0.670% | 33.33737 |
Tranche Comments
W1: Registration: 144W Qmgl;
S2: Registration: 144A Jgub;
F3: Registration: 144N Tfma;
B4: Registration: 144H Zzgt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | BCX | 62.830 | 1.72 | Eww | - | AAA | - | - | - | - | Xjhci | Lhitl | - | 60 | - | 1.270% | - |
| L2 | TIG | 234.000 | 1.80 | Yww | - | YYY | - | - | - | - | Zkzmj | BGPG | - | 30 | - | 0.920% | - |
| X3 | ILA | 756.000 | 5.80 | Qyy | - | III | - | - | - | - | Fcvyo | HMEL | - | 45 | - | 1.100% | - |
| K1 | EZO | 230.000 | 5.52 | L-1 | - | L1+ | - | - | - | - | Uajlt | 1xY | - | -6 | - | 0.400% | - |
Tranche Comments
K1: Registration: 144Z Wwrp;
L2: Registration: 144H Ggmo;
X3: Registration: 144H Yjoe;
D4: Registration: 144T Udgr;