| 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 |
|---|
| N | WPH | 851.600 | 9.41 | - | L | - | - | - | - | - | Msxke | Afugr | 115-120 | 110 | 1.94% | 1.951% | 19.36017 |
| I | MFA | 68.400 | 5.11 | - | ZZZ | - | - | - | - | - | Tzckv | Nrnoe | 165-170 | 160 | 2.43% | 2.451% | 98.72881 |
Tranche Comments
N: First Pay: 2021-09-20; Registration: 144N/Hvx V;
I: First Pay: 2021-09-20; Registration: 144G/Usu W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FEI | 590.300 | 6.75 | - | K | - | - | - | - | - | Vrzos | Vwytn | 125q | 125 | 2.23% | 2.244% | 66.74381 |
| M | AOK | 36.000 | 8.46 | - | JJJ | - | - | - | - | - | Ubcxw | Geiwe | 190-195 | 185 | 2.82% | 2.844% | 72.22299 |
Tranche Comments
W: Registration: 144F/Toj L;
M: Registration: 144A/Uzs H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FYG | 721.900 | 4.50 | - | J | - | - | - | - | - | Ywuia | Myiov | 115-120 | 110 | 1.68% | 1.692% | 98.45707 |
| J | JRB | 70.200 | 4.10 | - | JJJ | - | - | - | - | - | Hlaid | Mxgyu | 205-210 | 195 | 2.52% | 2.542% | 53.45047 |
Tranche Comments
S: First Pay: 2021-03-22; Registration: 144Z/Qjm Y;
J: First Pay: 2021-03-22; Registration: 144V/Mqu N;
Risk Retention
BI-Meew JB-Mu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QFR | 514.000 | 1.71 | - | K | - | - | - | - | - | Abmco | Mvgts | - | - | - | - | - |
| C | JIH | 9.000 | 1.47 | - | PPP | - | - | - | - | - | Ovnwn | Zhclf | - | - | - | - | - |
Tranche Comments
N: Registration: 144U/Lrq O;
C: Registration: 144V/Bqb M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CRI | 534.300 | 5.66 | - | Y | - | - | - | - | - | Oywxh | Uuxlb | 185u | 180 | 2.10% | 2.116% | 57.71044 |
| N | WNL | 31.500 | 3.25 | - | HHH | - | - | - | - | - | Jzgwu | Trbne | 320p | 305 | 3.34% | 3.366% | 21.58442 |
Tranche Comments
K: Registration: 144A/Lsi Q;
N: Registration: 144D/Inn N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MLQ | 992.100 | 6.31 | - | A | - | - | - | - | - | Uclpb | WJY | 3.00-3.25% | - | 2.73% | 2.750% | 67.49908 |
| W | RLA | 25.400 | 7.96 | - | SSS | - | - | - | - | - | Wclno | EMK | 5.25-5.50% | - | 4.94% | 5.000% | 91.30801 |
Tranche Comments
N: First Pay: 2020-09-21; Registration: 144N/Fun V; Comments: Umn H Uybimw Y8767IME2;
W: First Pay: 2020-09-21; Registration: 144M/Phr L; Comments: Oht V Vahcvo E8767TEU9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MJA | 401.900 | 8.55 | - | S | - | - | - | - | - | Skizp | Zzqal | 160-170 | 155 | 3.96% | 4.000% | 80.72547 |
| F | OWX | 47.600 | 4.44 | - | RRR | - | - | - | - | - | Ftuhf | Pfbki | 260l | 255 | 4.94% | 5.000% | 42.93190 |
Tranche Comments
V: Registration: 144U Wthm;
F: Registration: 144J Jtfg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RNI | 932.000 | 9.65 | - | J | - | - | - | - | - | Wtmkj | Bnehl | 140n | 140 | 4.11% | 4.409% | 86.79291 |
| K | LJA | 8.500 | 2.19 | - | VVV | - | - | - | - | - | Ucxbr | Wclia | 240f | 240 | 4.93% | 5.409% | 50.40547 |
Tranche Comments
I: Registration: 144P Nely;
K: Registration: 144Z Qsum;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BLF | 806.000 | 3.18 | - | U | - | - | - | - | - | Jabvm | Rghxl | - | - | 3.52% | 3.550% | 68.11790 |
| W | CGS | 99.000 | 6.96 | - | AAA | - | - | - | - | - | Krvee | Sfzde | - | - | 4.75% | 4.800% | 10.69284 |
Tranche Comments
V: Registration: 144N/Nvh S;
W: Registration: 144F/Ocv S;