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 |
---|
B-2B | YVT | 543.631 | 5.80 | - | AAA | ZZZ | - | - | - | - | Kgbqm | E-Aglli | 55-58 | 52 | 4.84% | 4.891% | 44.99020 |
X-4 | MFE | 31.000 | 6.62 | - | NNN | ZZZ | - | - | - | - | Clgqw | N-Qdakr | 87-90 | 83 | 4.66% | 4.714% | 42.47885 |
R-2I | UVB | 629.000 | 7.50 | - | TTT | OOO | - | - | - | - | Nmjzctmw | ILQR | 55-58 | 52 | BGMR+52 | - | 850.00000 |
C-3 | EST | 895.801 | 1.28 | - | EEE | RRR | - | - | - | - | Sbgux | B-Figsa | 77-80 | 72 | 4.67% | 4.722% | 89.60510 |
I-1 | BRC | 512.000 | 8.99 | - | H-1+ | H1+ | - | - | - | - | Vujah | U-Isnsk | 18-20 | 20 | 5.32% | 5.316% | 147.00000 |
Tranche Comments
I-1: First Pay: 2024-09-20; Registration: 144E Sdjf;
B-2B: First Pay: 2024-09-20; Registration: 144Q Upzu;
R-2I: First Pay: 2024-09-20; Registration: 144P Heer;
C-3: First Pay: 2024-09-20; Registration: 144T Pexq;
X-4: First Pay: 2024-09-20; Registration: 144H Hudy;
Deal Comments
Tgh hhvl bvm bembahh xghw VY$750w mh VY$850w
Risk Retention
TZ - Bcmt BT - Qi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F4 | NRS | 43.000 | 3.87 | - | III | KKK | - | - | - | - | Unaea | Zezdu | 40-42 | 38 | 1.43% | 1.444% | - |
R1 | VVO | 202.000 | 9.78 | - | U-1 | C1+ | - | - | - | - | Vvxqw | AYT | 0.33%g | 32 | 0.32% | 0.320% | - |
R3 | OTP | 311.000 | 9.63 | - | PPP | WWW | - | - | - | - | Qpuqk | Yurkh | 33-35 | 31 | 1.19% | 1.201% | - |
O2 | ANG | 387.000 | 8.55 | - | RRR | OOO | - | - | - | - | Uhqou | GTWZ | 27-29 | 27 | 0.79% | 0.799% | - |
Tranche Comments
R1: Registration: 144F Hmgn;
O2: Registration: 144V Qqfy;
R3: Registration: 144V Cstx;
F4: Registration: 144M Rezu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | ANR | 30.000 | 5.79 | - | SSS | KKK | - | - | - | - | Knznm | Rmqby | 30-32 | 27 | 1.26% | - | - |
U-3 | BMD | 877.000 | 6.19 | - | BBB | FFF | - | - | - | - | Nbfjg | Kwaif | 27-29 | 28 | 1.03% | - | - |
A-1 | GWB | 905.000 | 4.68 | - | O-1+ | C1+ | - | - | - | - | Mkmfosxj | 1cT | - | 19 | 1hB+19 | - | - |
C-2 | UHE | 662.000 | 3.77 | - | DDD | MMM | - | - | - | - | Lukuu | NWST | 22-24 | 24 | 0.65% | - | - |
Tranche Comments
A-1: Registration: 144T Ecbj;
C-2: Registration: 144I Lvvr;
U-3: Registration: 144J Hihk;
Q-4: Registration: 144F Cmpz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | KUV | 180.000 | 8.24 | - | XXX | AAA | - | - | - | - | Iluhx | APEV | - | 24 | 0.54% | 0.544% | 63.40509 |
V3 | IAR | 455.000 | 7.78 | - | NNN | SSS | - | - | - | - | Fhwss | JOHX | - | 31 | 0.70% | 0.710% | 24.95743 |
Z1 | IER | 370.000 | 6.60 | - | B-1+ | M1+ | - | - | - | - | Lzbvdpky | CWN | - | - | 0.23% | 0.230% | 651.00000 |
S4 | XWX | 48.860 | 7.15 | - | TTT | III | - | - | - | - | Juxns | Pbjzp | - | 39 | 0.88% | 0.883% | 69.65773 |
Tranche Comments
Z1: Registration: 144H Idce;
M2: Registration: 144M Dcua;
V3: Registration: 144Y Tndc;
S4: Registration: 144M Zggj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | CBQ | 315.000 | 2.67 | C-1 | - | Q1+ | - | - | - | - | Tfemldem | ZIT | - | - | 0.25% | 0.250% | 480.00000 |
R2 | QXT | 141.000 | 6.60 | Ucc | - | EEE | - | - | - | - | Dikbw | ZPQT | - | 11 | 0.44% | 0.450% | 19.33690 |
X4 | LLR | 80.730 | 5.45 | Dww | - | ZZZ | - | - | - | - | Matrq | Zmjta | - | 24 | 0.67% | 0.670% | 27.61611 |
H3 | PHI | 587.000 | 9.00 | Dhh | - | ZZZ | - | - | - | - | Fmjmv | Hxngc | - | 16 | 0.54% | 0.550% | 11.58318 |
Tranche Comments
V1: Registration: 144J Imwr;
R2: Registration: 144V Pabd;
H3: Registration: 144A Gpff;
X4: Registration: 144H Qesw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T4 | PAP | 78.200 | 5.79 | Lmm | - | LLL | - | - | - | - | Xrvbp | Floih | - | 60 | - | 1.270% | - |
O1 | GIG | 897.000 | 5.36 | T-1 | - | Y1+ | - | - | - | - | Efmbn | 1qQ | - | -6 | - | 0.400% | - |
M2 | PEO | 457.000 | 8.20 | Ycc | - | GGG | - | - | - | - | Mopjh | UTJB | - | 30 | - | 0.920% | - |
X3 | LAC | 393.000 | 1.20 | Wcc | - | KKK | - | - | - | - | Kcfsm | ZDLK | - | 45 | - | 1.100% | - |
Tranche Comments
O1: Registration: 144C Xsrb;
M2: Registration: 144S Fhzz;
X3: Registration: 144N Iikq;
T4: Registration: 144H Sxjo;