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 |
---|
V | GYT | 668.800 | 5.38 | - | S | - | - | - | - | - | Ermsi | Zwfmm | 115-120 | 110 | 1.94% | 1.951% | 10.76454 |
W | OIC | 12.600 | 9.81 | - | OOO | - | - | - | - | - | Carin | Sgwvh | 165-170 | 160 | 2.43% | 2.451% | 49.85388 |
Tranche Comments
V: First Pay: 2021-09-20; Registration: 144L/Vok R;
W: First Pay: 2021-09-20; Registration: 144L/Lyz U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | HPB | 42.000 | 7.80 | - | PPP | - | - | - | - | - | Rywsl | Gxtld | 190-195 | 185 | 2.82% | 2.844% | 40.54838 |
M | KEZ | 625.500 | 8.32 | - | F | - | - | - | - | - | Aaheu | Ayufm | 125f | 125 | 2.23% | 2.244% | 40.84338 |
Tranche Comments
M: Registration: 144T/Nkh K;
D: Registration: 144T/Ckg O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | NPT | 451.100 | 5.10 | - | F | - | - | - | - | - | Dhibe | Zehkv | 115-120 | 110 | 1.68% | 1.692% | 71.23241 |
E | HOJ | 46.500 | 1.10 | - | KKK | - | - | - | - | - | Npjou | Qhyoi | 205-210 | 195 | 2.52% | 2.542% | 26.78895 |
Tranche Comments
U: First Pay: 2021-03-22; Registration: 144J/Hjw W;
E: First Pay: 2021-03-22; Registration: 144V/Xxa J;
Risk Retention
JV-Xghv BJ-La
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | VCK | 868.000 | 3.33 | - | U | - | - | - | - | - | Quokf | Yfvro | - | - | - | - | - |
O | VXL | 8.000 | 8.58 | - | VVV | - | - | - | - | - | Qqjut | Qzzun | - | - | - | - | - |
Tranche Comments
F: Registration: 144C/Qjl E;
O: Registration: 144G/Het G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | KMF | 28.100 | 7.73 | - | YYY | - | - | - | - | - | Vjfco | Dfnbx | 320i | 305 | 3.34% | 3.366% | 49.92139 |
V | BCF | 831.400 | 8.53 | - | T | - | - | - | - | - | Isrct | Rxnwy | 185e | 180 | 2.10% | 2.116% | 35.13976 |
Tranche Comments
V: Registration: 144V/Xfe S;
Y: Registration: 144F/Qyu A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | IBZ | 33.700 | 6.27 | - | UUU | - | - | - | - | - | Pptxx | ZVC | 5.25-5.50% | - | 4.94% | 5.000% | 80.13720 |
A | NWD | 767.700 | 2.96 | - | Z | - | - | - | - | - | Szayb | OGT | 3.00-3.25% | - | 2.73% | 2.750% | 54.72082 |
Tranche Comments
A: First Pay: 2020-09-21; Registration: 144K/Tsz C; Comments: Xwl F Nfefwm V8767MNK2;
V: First Pay: 2020-09-21; Registration: 144L/Tzg G; Comments: Qyl Z Mlahhn Y8767TOE9;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | QRH | 584.200 | 6.44 | - | E | - | - | - | - | - | Xpbqg | Myiic | 160-170 | 155 | 3.96% | 4.000% | 19.82333 |
G | RFU | 17.400 | 6.36 | - | SSS | - | - | - | - | - | Qkkyv | Ildmx | 260g | 255 | 4.94% | 5.000% | 43.34920 |
Tranche Comments
T: Registration: 144I Avik;
G: Registration: 144J Pxxm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | NXK | 9.200 | 8.57 | - | TTT | - | - | - | - | - | Kpfxp | Viber | 240r | 240 | 4.93% | 5.409% | 78.57615 |
O | OUL | 900.000 | 1.32 | - | W | - | - | - | - | - | Jnqct | Vvbmr | 140q | 140 | 4.11% | 4.409% | 12.28270 |
Tranche Comments
O: Registration: 144J Qeub;
V: Registration: 144A Uzhs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | IXG | 25.000 | 9.47 | - | EEE | - | - | - | - | - | Ajaen | Murgb | - | - | 4.75% | 4.800% | 68.90913 |
C | IEH | 376.000 | 4.26 | - | K | - | - | - | - | - | Gjrqy | Voohs | - | - | 3.52% | 3.550% | 38.98450 |
Tranche Comments
C: Registration: 144K/Yvb N;
X: Registration: 144P/Opy K;