| 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 |
|---|
| I1 | XTX | 195.000 | 1.52 | - | R-1 | P1+ | - | - | - | - | Cwayz | JGX | 0.33%j | 32 | 0.32% | 0.320% | - |
| B2 | XPO | 511.000 | 3.38 | - | VVV | GGG | - | - | - | - | Glngh | HIZQ | 27-29 | 27 | 0.79% | 0.799% | - |
| N3 | PVG | 920.000 | 6.37 | - | YYY | YYY | - | - | - | - | Xmsgi | Jfzut | 33-35 | 31 | 1.19% | 1.201% | - |
| I4 | IWW | 82.000 | 7.84 | - | YYY | LLL | - | - | - | - | Ugtpx | Adrdw | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
I1: Registration: 144E Djsy;
B2: Registration: 144E Sfju;
N3: Registration: 144P Lfpp;
I4: Registration: 144N Wcni;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | YOH | 856.000 | 2.25 | - | A-1+ | Z1+ | - | - | - | - | Mcuaydbx | 1gM | - | 19 | 1yQ+19 | - | - |
| Y-2 | VIG | 415.000 | 9.58 | - | BBB | RRR | - | - | - | - | Tinqx | KUJJ | 22-24 | 24 | 0.65% | - | - |
| B-3 | GCX | 193.000 | 1.46 | - | QQQ | III | - | - | - | - | Ncsxh | Vzuok | 27-29 | 28 | 1.03% | - | - |
| W-4 | ZMS | 95.000 | 5.93 | - | HHH | HHH | - | - | - | - | Nmqem | Zluxg | 30-32 | 27 | 1.26% | - | - |
Tranche Comments
K-1: Registration: 144P Tfwx;
Y-2: Registration: 144V Ihiq;
B-3: Registration: 144S Jzqi;
W-4: Registration: 144H Zqux;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | RCI | 233.000 | 2.94 | - | ZZZ | ZZZ | - | - | - | - | Htvsr | OHZB | - | 24 | 0.54% | 0.544% | 30.93881 |
| D3 | HCE | 948.000 | 9.85 | - | RRR | OOO | - | - | - | - | Lrutd | KPMZ | - | 31 | 0.70% | 0.710% | 18.13431 |
| X4 | VLK | 99.600 | 3.22 | - | XXX | YYY | - | - | - | - | Mvvgh | Efvdl | - | 39 | 0.88% | 0.883% | 73.24669 |
| Q1 | MUR | 880.000 | 3.10 | - | G-1+ | O1+ | - | - | - | - | Uekxekjn | PPQ | - | - | 0.23% | 0.230% | 809.00000 |
Tranche Comments
Q1: Registration: 144L Oxbd;
C2: Registration: 144G Kvid;
D3: Registration: 144K Ixwc;
X4: Registration: 144D Ifvq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | EXT | 198.000 | 7.00 | Zoo | - | PPP | - | - | - | - | Ghuoo | Witml | - | 16 | 0.54% | 0.550% | 67.24218 |
| L4 | NEN | 94.100 | 9.89 | Wll | - | GGG | - | - | - | - | Mlxgt | Viufn | - | 24 | 0.67% | 0.670% | 12.24637 |
| N1 | FOG | 854.000 | 5.12 | R-1 | - | T1+ | - | - | - | - | Yvyhqxiq | VHQ | - | - | 0.25% | 0.250% | 364.00000 |
| O2 | ZAA | 806.000 | 4.80 | Dtt | - | OOO | - | - | - | - | Gfcpu | EOZU | - | 11 | 0.44% | 0.450% | 52.82640 |
Tranche Comments
N1: Registration: 144E Yimh;
O2: Registration: 144E Rrch;
T3: Registration: 144Q Mqux;
L4: Registration: 144D Nkhf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | NMJ | 949.000 | 6.30 | Cmm | - | III | - | - | - | - | Eqpmj | EHWP | - | 45 | - | 1.100% | - |
| W4 | JHE | 60.180 | 5.41 | Icc | - | EEE | - | - | - | - | Csxoo | Jnxmg | - | 60 | - | 1.270% | - |
| D2 | WVF | 182.000 | 8.80 | Ukk | - | WWW | - | - | - | - | Myazf | LMLN | - | 30 | - | 0.920% | - |
| I1 | UGF | 488.000 | 9.68 | X-1 | - | H1+ | - | - | - | - | Uewie | 1yS | - | -6 | - | 0.400% | - |
Tranche Comments
I1: Registration: 144U Skvy;
D2: Registration: 144R Kofy;
G3: Registration: 144M Sskr;
W4: Registration: 144S Leve;