| 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 |
|---|
| H2 | NVK | 606.000 | 4.35 | - | ZZZ | HHH | - | - | - | - | Rostv | VBGI | 27-29 | 27 | 0.79% | 0.799% | - |
| C4 | ZVD | 30.000 | 2.46 | - | VVV | DDD | - | - | - | - | Vngom | Fiozx | 40-42 | 38 | 1.43% | 1.444% | - |
| U1 | GUK | 238.000 | 5.10 | - | H-1 | M1+ | - | - | - | - | Dufmi | WFQ | 0.33%d | 32 | 0.32% | 0.320% | - |
| S3 | UWI | 876.000 | 8.13 | - | YYY | QQQ | - | - | - | - | Wyfxa | Jxacb | 33-35 | 31 | 1.19% | 1.201% | - |
Tranche Comments
U1: Registration: 144H Rnqz;
H2: Registration: 144K Dgfa;
S3: Registration: 144R Hotb;
C4: Registration: 144H Ifqz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | NWM | 23.000 | 9.56 | - | OOO | FFF | - | - | - | - | Bklju | Qygam | 30-32 | 27 | 1.26% | - | - |
| P-1 | KBS | 324.000 | 6.19 | - | T-1+ | R1+ | - | - | - | - | Wfqrfran | 1hA | - | 19 | 1jC+19 | - | - |
| K-2 | YCX | 443.000 | 7.61 | - | RRR | PPP | - | - | - | - | Lqqwn | XRQM | 22-24 | 24 | 0.65% | - | - |
| Z-3 | JOM | 177.000 | 2.99 | - | SSS | JJJ | - | - | - | - | Iocjb | Koulp | 27-29 | 28 | 1.03% | - | - |
Tranche Comments
P-1: Registration: 144Q Gbmk;
K-2: Registration: 144B Ddni;
Z-3: Registration: 144R Iepw;
Y-4: Registration: 144P Apgd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | TNK | 627.000 | 5.90 | - | I-1+ | K1+ | - | - | - | - | Arbodbdc | JTD | - | - | 0.23% | 0.230% | 869.00000 |
| C2 | RGJ | 556.000 | 5.54 | - | TTT | YYY | - | - | - | - | Uiqci | LXAE | - | 24 | 0.54% | 0.544% | 77.52240 |
| W3 | TAM | 889.000 | 2.69 | - | FFF | WWW | - | - | - | - | Ocohg | YJGZ | - | 31 | 0.70% | 0.710% | 62.75549 |
| D4 | CCA | 40.890 | 7.40 | - | YYY | MMM | - | - | - | - | Uvced | Pxfvv | - | 39 | 0.88% | 0.883% | 61.83361 |
Tranche Comments
G1: Registration: 144L Yhex;
C2: Registration: 144G Yvlx;
W3: Registration: 144D Vvkw;
D4: Registration: 144X Pqnh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | WMR | 156.000 | 1.16 | I-1 | - | Q1+ | - | - | - | - | Ykrvzfzf | CHS | - | - | 0.25% | 0.250% | 105.00000 |
| G4 | CYS | 93.790 | 5.78 | Cee | - | TTT | - | - | - | - | Lzjbm | Ailkn | - | 24 | 0.67% | 0.670% | 12.98646 |
| B2 | NMG | 417.000 | 8.60 | Kbb | - | TTT | - | - | - | - | Mtjjz | GRAW | - | 11 | 0.44% | 0.450% | 63.67060 |
| B3 | FHN | 798.000 | 7.00 | Qnn | - | LLL | - | - | - | - | Fpwvm | Glrcp | - | 16 | 0.54% | 0.550% | 96.16361 |
Tranche Comments
O1: Registration: 144C Ltdm;
B2: Registration: 144M Jqfb;
B3: Registration: 144C Xgbq;
G4: Registration: 144Z Pxzv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | KZT | 768.000 | 5.58 | S-1 | - | R1+ | - | - | - | - | Uhkxr | 1sC | - | -6 | - | 0.400% | - |
| X3 | QZH | 117.000 | 1.50 | Myy | - | TTT | - | - | - | - | Zghld | UOPE | - | 45 | - | 1.100% | - |
| Y2 | FXG | 789.000 | 1.90 | Cjj | - | TTT | - | - | - | - | Sktki | AMGV | - | 30 | - | 0.920% | - |
| E4 | MOZ | 50.460 | 6.17 | Dhh | - | III | - | - | - | - | Jonrg | Ydcvk | - | 60 | - | 1.270% | - |
Tranche Comments
L1: Registration: 144I Qjjg;
Y2: Registration: 144Z Qqkm;
X3: Registration: 144R Mhof;
E4: Registration: 144Z Uqer;