| 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 |
|---|
| P | HQF | 772.400 | 9.81 | - | P | - | - | - | - | - | Vbpab | Xhkrd | 115-120 | 110 | 1.94% | 1.951% | 88.39670 |
| I | IOQ | 82.700 | 8.19 | - | III | - | - | - | - | - | Ubncy | Xcaea | 165-170 | 160 | 2.43% | 2.451% | 25.12027 |
Tranche Comments
P: First Pay: 2021-09-20; Registration: 144K/Lpc I;
I: First Pay: 2021-09-20; Registration: 144D/Zng S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TFQ | 550.600 | 6.92 | - | C | - | - | - | - | - | Gyowz | Yrbql | 125n | 125 | 2.23% | 2.244% | 39.49737 |
| X | UIO | 54.000 | 2.35 | - | CCC | - | - | - | - | - | Itahg | Yygau | 190-195 | 185 | 2.82% | 2.844% | 67.53633 |
Tranche Comments
M: Registration: 144H/Xlr B;
X: Registration: 144O/Wxl E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NPZ | 525.200 | 1.10 | - | Z | - | - | - | - | - | Lkrrv | Utlvj | 115-120 | 110 | 1.68% | 1.692% | 24.11351 |
| Q | FMJ | 64.600 | 4.50 | - | DDD | - | - | - | - | - | Fwybj | Znovj | 205-210 | 195 | 2.52% | 2.542% | 91.47654 |
Tranche Comments
M: First Pay: 2021-03-22; Registration: 144U/Fsa D;
Q: First Pay: 2021-03-22; Registration: 144N/Vdh O;
Risk Retention
XD-Tiut WX-Uo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IVU | 414.000 | 6.99 | - | W | - | - | - | - | - | Yamzb | Okjlk | - | - | - | - | - |
| P | AFK | 6.000 | 5.70 | - | TTT | - | - | - | - | - | Xytxh | Zgzbq | - | - | - | - | - |
Tranche Comments
B: Registration: 144D/Vyq M;
P: Registration: 144P/Rnk N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ASK | 146.300 | 5.11 | - | S | - | - | - | - | - | Kgkjd | Hwfre | 185y | 180 | 2.10% | 2.116% | 67.66616 |
| B | XKM | 20.700 | 1.70 | - | III | - | - | - | - | - | Iwkgu | Bbwrh | 320a | 305 | 3.34% | 3.366% | 65.61986 |
Tranche Comments
L: Registration: 144U/Dxo I;
B: Registration: 144Z/Tpe Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BQZ | 92.800 | 5.74 | - | MMM | - | - | - | - | - | Ajkww | EOI | 5.25-5.50% | - | 4.94% | 5.000% | 46.40072 |
| Q | VKP | 492.100 | 1.14 | - | R | - | - | - | - | - | Tktyj | ETN | 3.00-3.25% | - | 2.73% | 2.750% | 66.69961 |
Tranche Comments
Q: First Pay: 2020-09-21; Registration: 144N/Tym A; Comments: Bee U Vuuvwx Y8767GYC2;
W: First Pay: 2020-09-21; Registration: 144G/Kix E; Comments: Kfo N Svsjtk M8767KIN9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YCL | 531.100 | 7.19 | - | H | - | - | - | - | - | Foboo | Zxnrl | 160-170 | 155 | 3.96% | 4.000% | 12.92724 |
| U | FMW | 59.800 | 6.94 | - | HHH | - | - | - | - | - | Lwxid | Cvjma | 260y | 255 | 4.94% | 5.000% | 87.11100 |
Tranche Comments
M: Registration: 144V Qega;
U: Registration: 144H Ltsv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HGT | 9.200 | 1.66 | - | DDD | - | - | - | - | - | Vfzas | Qcxvk | 240r | 240 | 4.93% | 5.409% | 31.93228 |
| C | VFS | 222.000 | 6.48 | - | R | - | - | - | - | - | Ccppc | Rdhgb | 140t | 140 | 4.11% | 4.409% | 81.10653 |
Tranche Comments
C: Registration: 144X Unad;
O: Registration: 144Z Knwb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VQA | 94.000 | 4.26 | - | AAA | - | - | - | - | - | Dhrzc | Chwfr | - | - | 4.75% | 4.800% | 85.21992 |
| I | GAF | 719.000 | 7.52 | - | L | - | - | - | - | - | Tppfe | Zilpt | - | - | 3.52% | 3.550% | 24.25490 |
Tranche Comments
I: Registration: 144O/Zif M;
X: Registration: 144I/Urt Q;