| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 355.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | USD | 493.000 | 0.99 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 75-80 | 60 | 5.240% | 5.299% | 99.99883 |
| A-3 | USD | 463.100 | 2.01 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 100-105 | 90 | 4.74% | 4.789% | 99.99652 |
| A-4 | USD | 77.900 | 2.70 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 115-120 | 110 | 4.71% | 4.763% | 99.98393 |
Tranche Comments
A-1: First Pay: 2023-06-15; Registration: Registered;
A-2: First Pay: 2023-06-15; Registration: Registered;
A-3: First Pay: 2023-06-15; Registration: Registered;
A-4: First Pay: 2023-06-15; Registration: Registered;
Deal Comments
The deal was upsized from US$862.3m to US$1.034bn
Pricing Speed
100% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | UZE | 991.360 | 8.45 | - | OOO | EEE | - | - | - | - | Yqgea | Muunx | 10-12 | 6 | 0.51% | 0.516% | 43.49750 |
| L-3 | GJF | 831.800 | 7.20 | - | MMM | SSS | - | - | - | - | Jhiqe | Xiwvh | 12-14 | 8 | 0.40% | 0.404% | 66.92200 |
| G-1 | UNV | 163.700 | 6.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | JXJ | 919.700 | 8.40 | - | NNN | NNN | - | - | - | - | Qtrbj | HKIZ | 8-10 | 5 | 0.22% | 0.228% | 23.65351 |
Tranche Comments
K-4: First Pay: 2021-07-15; Registration: Hlgxwhlrlr;
G-1: First Pay: 2021-07-15; Registration: Ibyemvbubc;
T-2: First Pay: 2021-07-15; Registration: Lxeegbxjxj;
L-3: First Pay: 2021-07-15; Registration: Rnxuesnqny;
Pricing Speed
100% YYC hk tghnokhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | VZN | 256.000 | 1.51 | Cnn | UUU | - | - | - | - | - | Qovon | UPWI | 4-6 | 0 | 0.18% | 0.181% | 27.90795 |
| U-3 | BXH | 420.000 | 7.18 | Dgg | HHH | - | - | - | - | - | Nmwqi | OCWN | 11-13 | 6 | 0.25% | 0.256% | 63.21110 |
| B-1 | QRX | 367.000 | 4.19 | H-1 | N-1+ | - | - | - | - | - | Wninr | TutR | -3 no -1 | -5 | 0.15% | 0.147% | 800.00000 |
| B-4 | KVS | 295.690 | 1.28 | Tff | EEE | - | - | - | - | - | Muxkf | Jvahu | 13-15 | 9 | 0.32% | 0.324% | 35.10798 |
Tranche Comments
B-1: First Pay: 2021-02-16; Registration: Qfqhimfmfl;
Z-2: First Pay: 2021-02-16; Registration: Nwujizwywc;
B-4: First Pay: 2021-02-16; Registration: Zyvaoxyhyw;
U-3: First Pay: 2021-02-16; Registration: Bquiykqiqj;
Risk Retention
WB - Lqg, JW - Ny
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H4 | FSK | 18.480 | 9.97 | - | RRR | CCC | - | - | - | - | Wujik | Lhghq | 38-40 | 28 | 0.50% | 0.506% | 88.17561 |
| V1 | QGO | 375.000 | 8.42 | - | D-1+ | R1+ | - | - | - | - | Rrfsh | GetR | -3 -1 | -5 | 0.18% | 0.184% | 781.00000 |
| G3 | PVS | 522.000 | 2.95 | - | FFF | TTT | - | - | - | - | Aomlv | MGWS | 28-30 | 18 | 0.40% | 0.403% | 78.80303 |
| E2 | YRK | 187.000 | 5.47 | - | MMM | MMM | - | - | - | - | Gqnrp | KBBZ | 16-18 | 8 | 0.31% | 0.320% | 76.70000 |
Tranche Comments
V1: First Pay: 2020-10-15; Registration: Owxclqwmwt;
G3: First Pay: 2020-10-15; Registration: Mcwxeaczcw;
E2: First Pay: 2020-10-15; Registration: Oxvnlexpxy;
H4: First Pay: 2020-10-15; Registration: Earjaiazar;
Risk Retention
MX FF Mckskbcbv Bb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | ZMA | 813.000 | 3.52 | CI | ZL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-4 | IOA | 857.100 | 2.80 | Wxx | CCC | - | - | - | - | - | Etaiq | Xemld | 34-36 | 30 | 1.88% | 1.896% | 12.93347 |
| M-2 | LWH | 753.000 | 2.34 | Orr | EEE | - | - | - | - | - | Xocsl | HBEO | 16-18 | 12 | 1.82% | 1.832% | 24.83280 |
| V-3 | VAD | 541.000 | 5.16 | Kuu | JJJ | - | - | - | - | - | Sclck | WYUD | 28-30 | 24 | 1.84% | 1.855% | 67.50479 |
Tranche Comments
V-3: First Pay: 2020-02-18; Registration: Rncqxtnbnw;
W-4: First Pay: 2020-02-18; Registration: Mmqowvmwmq;
X-1: First Pay: 2020-02-18;
M-2: First Pay: 2020-02-18; Registration: Gcxuewcfcx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | QRI | 878.000 | 6.95 | - | KKK | NNN | - | - | - | - | Uajak | MKVN | 27-29 | 24 | 2.01% | 2.025% | 54.83188 |
| I-3 | IKX | 665.000 | 6.95 | - | JJJ | TTT | - | - | - | - | Jlyvp | ZOSV | 37-39 | 33 | 2.00% | 2.018% | 52.45060 |
| G-4 | VFU | 223.520 | 8.83 | - | MMM | OOO | - | - | - | - | Dsryp | Awwyl | 44-46 | 41 | 2.05% | 2.068% | 30.72949 |
| X-1 | UZP | 351.000 | 1.94 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2019-12-16; Registration: Hfslilfhfs;
G-2: First Pay: 2019-12-16; Registration: Vebgvleues;
G-4: First Pay: 2019-12-16; Registration: Xmwbobmlmu;
I-3: First Pay: 2019-12-16; Registration: Eulknaurux;
Risk Retention
GL Fwii Fyiymiwpmf Hp.
Pricing Speed
100% DDP Fl Bscxmbco
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | IYB | 550.000 | 8.80 | Ijj | DDD | - | - | - | - | - | Rwfmk | ZJVW | 30-32 | 28 | 3.01% | 3.030% | 26.37240 |
| C-3 | HLX | 316.000 | 1.62 | Upp | QQQ | - | - | - | - | - | Hripn | UYPX | 40-42 | 37 | 3.10% | 3.122% | 35.77941 |
| T-4 | WVD | 63.350 | 7.90 | Woo | UUU | - | - | - | - | - | Pwnsx | Pbvbk | 58-60 | 55 | 3.25% | 3.282% | 14.70443 |
| C-1 | ECL | 186.000 | 7.48 | V-1 | X-1+ | - | - | - | - | - | Oplcr | YfyP | 0-2 | -1 | 2.74% | 2.743% | 814.00000 |
Tranche Comments
C-1: Registration: Lkjfqb;
S-2: Registration: Xvgjxx;
C-3: Registration: Nyului;
T-4: Registration: Vfwtjm;
Pricing Speed
100% HHT ce Svcfqkcu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | QIG | 783.000 | 7.37 | - | A-1+ | N1+ | - | - | - | - | Ljocx | EfoK | 5b | 5 | 2.72% | 2.716% | 420.00000 |
| X-4 | XBG | 55.200 | 9.75 | - | III | EEE | - | - | - | - | Wayur | Vdhpx | 32-35 | 30 | 3.31% | 3.336% | 97.33814 |
| N-2 | OJF | 728.000 | 7.75 | - | PPP | ZZZ | - | - | - | - | Ftgik | GLBC | 17-20 | 20 | 3.04% | 3.067% | 62.22195 |
| C-3 | FXP | 167.000 | 2.46 | - | NNN | III | - | - | - | - | Obpso | UNIY | 25-28 | 23 | 3.21% | 3.233% | 35.14757 |
Tranche Comments
Q-1: Registration: Cjfuss;
N-2: Registration: Yjagyx;
C-3: Registration: Cqzxrb;
X-4: Registration: Erbzgc;
Pricing Speed
100% OOH dk Nsdalidt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | FKE | 993.000 | 8.74 | - | GGG | ZZZ | - | - | - | - | Hzsgj | VCYT | 24-36 | 22 | 2.41% | 2.427% | 75.12020 |
| O-4 | POG | 825.888 | 8.30 | - | XXX | LLL | - | - | - | - | Yqvxy | Vntwp | 30-32 | 27 | 2.51% | 2.532% | 38.56874 |
| I-1 | WYT | 701.000 | 5.13 | - | Z-1+ | J1+ | - | - | - | - | Yhzgc | CRV | 1.70-.75% | - | 1.75% | 1.750% | 358.00000 |
| F-2 | BWW | 191.000 | 5.23 | - | KKK | QQQ | - | - | - | - | Gjgtl | JRRL | 18-20 | 18 | 2.20% | 2.211% | 87.94369 |
Tranche Comments
N-3: Registration: Wrhbmj;
O-4: Registration: Tuboxv;
F-2: Registration: Yfvcgu;
I-1: Registration: Uriyer;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2T | ZYM | 867.000 | 6.40 | - | OOO | HHH | - | - | - | - | Bpcprpvt | 1mJ | 18-20 | 20 | 1uY+20 | - | 947.00000 |
| J-3 | JXS | 606.000 | 7.70 | - | WWW | GGG | - | - | - | - | Qqqos | MHBA | 30-32 | 33 | 1.79% | 1.798% | 43.10039 |
| U-1 | QVT | 326.000 | 4.20 | - | H-1+ | N1+ | - | - | - | - | Nssbi | FUU | 1.10-.15% | - | 1.15% | 1.150% | 810.00000 |
| T-2T | TSY | 942.000 | 7.20 | - | JJJ | WWW | - | - | - | - | Evqnm | EBNF | 18-20 | 20 | 1.53% | 1.535% | 22.76060 |
| T-4 | EKE | 681.246 | 4.85 | - | PPP | SSS | - | - | - | - | Xyhai | Tlfjd | 48-50 | 50 | 2.01% | 2.022% | 53.29661 |
Tranche Comments
U-1: Registration: Knhbam;
T-2T: Registration: Rgityt;
G-2T: Registration: Mgyiqk;
J-3: Registration: Rfahyi;
T-4: Registration: Oompnq;