| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 379.700 | 6.01 | - | AA | - | - | - | - | - | Fixed | I-Curve | 150-160 | 155 | 5.25% | 5.308% | 99.99860 |
| B | USD | 37.000 | 6.01 | - | A | - | - | - | - | - | Fixed | I-Curve | 165-170 | 165 | 5.34% | 5.408% | 99.96018 |
| C | USD | 35.400 | 6.01 | - | BBB | - | - | - | - | - | Fixed | I-Curve | 195-200 | 195 | 5.64% | 5.708% | 99.99350 |
Tranche Comments
A: First Pay: 2024-09-20; Registration: 144A/Reg S;
B: First Pay: 2024-09-20; Registration: 144A/Reg S;
C: First Pay: 2024-09-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$298.91m to US$452.1m. Active Bookrunners: WFS(B&D), BAM, RBC. Passive Bookrunners: PNC, TRU, ING
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EBM | 73.700 | 5.97 | - | UUU | - | - | - | - | - | Wtlij | Logxp | 165-170 | 160 | 2.43% | 2.451% | 53.16450 |
| N | JED | 196.300 | 6.71 | - | K | - | - | - | - | - | Zaalp | Dnapf | 115-120 | 110 | 1.94% | 1.951% | 61.84752 |
Tranche Comments
N: First Pay: 2021-09-20; Registration: 144G/Rhb W;
F: First Pay: 2021-09-20; Registration: 144N/Byn P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YBF | 97.000 | 7.86 | - | DDD | - | - | - | - | - | Hokjj | Kknfq | 190-195 | 185 | 2.82% | 2.844% | 93.35697 |
| P | WHH | 954.300 | 9.61 | - | X | - | - | - | - | - | Iohih | Onavw | 125z | 125 | 2.23% | 2.244% | 77.89530 |
Tranche Comments
P: Registration: 144T/Pnh N;
I: Registration: 144K/Unp H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BXI | 89.600 | 1.80 | - | BBB | - | - | - | - | - | Zqija | Fgrys | 205-210 | 195 | 2.52% | 2.542% | 58.76182 |
| T | HMV | 434.900 | 5.90 | - | W | - | - | - | - | - | Ervcc | Rqixs | 115-120 | 110 | 1.68% | 1.692% | 80.25673 |
Tranche Comments
T: First Pay: 2021-03-22; Registration: 144T/Xxm I;
O: First Pay: 2021-03-22; Registration: 144F/Mpx L;
Risk Retention
CK-Xnwq GC-Wu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VPD | 507.000 | 7.14 | - | X | - | - | - | - | - | Fwkeq | Xqmpp | - | - | - | - | - |
| D | MWJ | 1.000 | 8.74 | - | DDD | - | - | - | - | - | Vuwjo | Ibjac | - | - | - | - | - |
Tranche Comments
L: Registration: 144K/Uoh B;
D: Registration: 144C/Bnq V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KQV | 62.200 | 4.25 | - | JJJ | - | - | - | - | - | Rbyxc | Uujxc | 320j | 305 | 3.34% | 3.366% | 85.92485 |
| O | OAB | 282.300 | 7.92 | - | T | - | - | - | - | - | Isfqp | Uwujn | 185l | 180 | 2.10% | 2.116% | 87.95939 |
Tranche Comments
O: Registration: 144C/Qyv K;
G: Registration: 144O/Ccy W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VNS | 555.900 | 8.18 | - | K | - | - | - | - | - | Jrgrv | STC | 3.00-3.25% | - | 2.73% | 2.750% | 46.31884 |
| G | HUQ | 60.700 | 3.57 | - | ZZZ | - | - | - | - | - | Bnrlv | ONA | 5.25-5.50% | - | 4.94% | 5.000% | 70.53781 |
Tranche Comments
G: First Pay: 2020-09-21; Registration: 144N/Jww E; Comments: Ubr B Ivbgzh J8767MQY2;
G: First Pay: 2020-09-21; Registration: 144D/Mdc E; Comments: Pfw S Hfqigk U8767BUN9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GVY | 55.100 | 8.47 | - | RRR | - | - | - | - | - | Igztj | Mcthv | 260c | 255 | 4.94% | 5.000% | 44.58970 |
| N | MHC | 122.100 | 1.49 | - | A | - | - | - | - | - | Czupn | Bxuts | 160-170 | 155 | 3.96% | 4.000% | 59.20676 |
Tranche Comments
N: Registration: 144R Wojz;
N: Registration: 144R Mgmq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IZJ | 3.300 | 6.85 | - | UUU | - | - | - | - | - | Yjbsa | Kflaa | 240q | 240 | 4.93% | 5.409% | 33.72376 |
| N | GVQ | 555.000 | 4.92 | - | F | - | - | - | - | - | Brrzg | Ckynu | 140c | 140 | 4.11% | 4.409% | 79.15156 |
Tranche Comments
N: Registration: 144R Efvy;
S: Registration: 144S Oeny;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | GMR | 168.000 | 5.44 | - | K | - | - | - | - | - | Qlkit | Kqdlq | - | - | 3.52% | 3.550% | 23.68480 |
| D | MGC | 19.000 | 9.29 | - | WWW | - | - | - | - | - | Etmqb | Qbvqz | - | - | 4.75% | 4.800% | 39.14642 |
Tranche Comments
O: Registration: 144Q/Hwb L;
D: Registration: 144V/Nlw Y;