| 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 |
|---|
| L | ROQ | 11.300 | 9.43 | - | XXX | - | - | - | - | - | Wyyps | Pmlyo | 165-170 | 160 | 2.43% | 2.451% | 33.77397 |
| W | QRU | 866.700 | 3.77 | - | S | - | - | - | - | - | Wnuij | Hrvuu | 115-120 | 110 | 1.94% | 1.951% | 40.39111 |
Tranche Comments
W: First Pay: 2021-09-20; Registration: 144C/Vrw T;
L: First Pay: 2021-09-20; Registration: 144W/Gch T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EIH | 820.500 | 3.26 | - | Z | - | - | - | - | - | Crsit | Lkhxh | 125y | 125 | 2.23% | 2.244% | 99.26144 |
| R | HSF | 29.000 | 9.58 | - | CCC | - | - | - | - | - | Zzxbh | Kftdm | 190-195 | 185 | 2.82% | 2.844% | 13.85773 |
Tranche Comments
U: Registration: 144T/Uxf H;
R: Registration: 144C/Zsj D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | XHO | 624.600 | 2.20 | - | D | - | - | - | - | - | Zokgh | Gvwgp | 115-120 | 110 | 1.68% | 1.692% | 63.33697 |
| O | OWZ | 72.400 | 1.70 | - | ZZZ | - | - | - | - | - | Htpnw | Zckct | 205-210 | 195 | 2.52% | 2.542% | 53.94193 |
Tranche Comments
V: First Pay: 2021-03-22; Registration: 144W/Epx A;
O: First Pay: 2021-03-22; Registration: 144E/Yhk H;
Risk Retention
AK-Xffi UA-Ih
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WCU | 9.000 | 7.22 | - | BBB | - | - | - | - | - | Kzvio | Umjpe | - | - | - | - | - |
| S | JHJ | 271.000 | 1.25 | - | U | - | - | - | - | - | Wpmgo | Kryph | - | - | - | - | - |
Tranche Comments
S: Registration: 144O/Ioo B;
B: Registration: 144J/Qdq X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KOP | 33.900 | 9.57 | - | MMM | - | - | - | - | - | Xouxp | Mzoup | 320d | 305 | 3.34% | 3.366% | 97.21819 |
| K | JTJ | 117.200 | 5.32 | - | U | - | - | - | - | - | Ichim | Evklc | 185s | 180 | 2.10% | 2.116% | 31.81920 |
Tranche Comments
K: Registration: 144Q/Yji D;
U: Registration: 144Q/Eor Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IRV | 346.300 | 6.85 | - | Z | - | - | - | - | - | Thjen | ZHR | 3.00-3.25% | - | 2.73% | 2.750% | 23.36330 |
| O | ENJ | 38.200 | 4.37 | - | VVV | - | - | - | - | - | Ibfbi | VWE | 5.25-5.50% | - | 4.94% | 5.000% | 79.78704 |
Tranche Comments
J: First Pay: 2020-09-21; Registration: 144P/Mfq E; Comments: Rbk X Mkkero U8767BUV2;
O: First Pay: 2020-09-21; Registration: 144E/Lfh H; Comments: Jkz I Vvcwbe W8767VHF9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QZO | 145.900 | 7.16 | - | T | - | - | - | - | - | Jotbb | Bmldd | 160-170 | 155 | 3.96% | 4.000% | 11.59173 |
| N | JQG | 47.800 | 8.94 | - | III | - | - | - | - | - | Llhug | Lhump | 260w | 255 | 4.94% | 5.000% | 22.83450 |
Tranche Comments
Y: Registration: 144F Evcr;
N: Registration: 144N Wwfv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IJE | 9.900 | 5.12 | - | QQQ | - | - | - | - | - | Asmlk | Wvnqp | 240n | 240 | 4.93% | 5.409% | 36.64238 |
| A | VRS | 912.000 | 1.32 | - | A | - | - | - | - | - | Bmits | Kkjkb | 140m | 140 | 4.11% | 4.409% | 77.82716 |
Tranche Comments
A: Registration: 144D Cejp;
I: Registration: 144X Rqiu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UTM | 545.000 | 2.21 | - | X | - | - | - | - | - | Dyvbq | Gizno | - | - | 3.52% | 3.550% | 72.78380 |
| O | ZLM | 65.000 | 1.51 | - | DDD | - | - | - | - | - | Tfzzw | Uieam | - | - | 4.75% | 4.800% | 75.83792 |
Tranche Comments
F: Registration: 144H/Dxp W;
O: Registration: 144E/Vpm L;