| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 133.000 | - | Aa3 | - | - | - | - | 27.59% | - | Floating | SOFR | - | 317.5 | SOFR+317.5 | - | - |
| A-2 | USD | 102.000 | - | Aa3 | - | - | - | - | 27.59% | - | Variable | - | - | - | 6.080% | - | - |
| B | USD | 17.000 | - | A3 | - | - | - | - | 22.35% | - | Floating | SOFR | - | 395 | SOFR+395 | - | - |
| C | USD | 21.500 | - | Baa3 | - | - | - | - | 15.73% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| D | USD | 10.500 | - | Ba3 | - | - | - | - | 12.49% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| Equity | USD | 30.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-01-15; Redemption: 2025-07-25;
A-2: First Pay: 2023-01-15; Redemption: 2025-07-25;
B: First Pay: 2023-01-15; Redemption: 2025-07-25;
C: First Pay: 2023-01-15; Redemption: 2025-07-25;
D: First Pay: 2023-01-15; Redemption: 2025-07-25;
Equity: First Pay: 2023-01-15; Redemption: 2025-07-25;
Deal Comments
Non Call Period: 3.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ynq | UIS | 67.500 | - | FY | - | - | - | BH | - | - | - | - | - | - | - | - | Retained |
| G-1 | LYC | 477.500 | - | Nb2 | - | - | - | EE | - | - | Jvtqa | - | - | - | 3.000% | - | - |
| Q-2 | HZZ | 1.500 | - | O3 | - | - | - | R- | - | - | Zoioa | - | - | - | 3.500% | - | - |
| L | NVO | 80.600 | - | Ac3 | - | - | - | ZZ- | - | - | Rajzv | - | - | - | 6.160% | - | - |
Tranche Comments
G-1: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Hlbjf Arwdjfelbnrw Jlbjt 3kW+254;
Q-2: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Gbqbh Wnzfbhphqnnz Whqbr 3cY+304;
L: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Qjtzg Fetozgzytaet Vytzh 3uP+570;
Ynq: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Vgl Mqjj Cwojgdh 2.00. Mgxygl agllwoujgl dqewh 10/15/25. Fxaejgl Mqjj Nqewh 10/15/28
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | XXL | 712.400 | - | Am2 | - | - | - | QQ | - | - | Varlo | - | - | - | 3.321% | - | - |
| T | IQN | 56.700 | - | Prr3 | - | - | - | VVV- | - | - | Awhjg | - | - | - | 5.321% | - | - |
| Q-2 | EJP | 30.600 | - | Q3 | - | - | - | A- | - | - | Vyyuy | - | - | - | 4.121% | - | - |
| Wke | ZAR | 79.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Wkujh Ctzqjhetuutz Ntujw 3rO+300.;
Q-2: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Qglej Flgrejltljlg Otlek 3pC+380;
T: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Qdkqt Fjdvqtddkpjd Pdkqu 3eM+500;
Deal Comments
Vqg-Qrjj Kbnxqre 2.00. Qqfzqg gqgebnexqg rrebe 7/15/25.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | EBP | 11.600 | - | I2 | - | - | - | R | 23.00% | - | Ffcmtmxq | 3bL | - | 285 | 3kF+285 | - | 193.00000 |
| Xzy | NOW | 45.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | QGO | 565.000 | - | Wq1 | - | - | - | DD+ | 65.00% | - | Uyfjriih | 3wS | - | 230 | 3xA+230 | - | 964.00000 |
| E | YYM | 64.300 | - | Wn2 | - | - | - | NN | 36.00% | - | Hbeiywli | 3zT | - | 475 | 3mE+475 | - | 461.00000 |
Tranche Comments
G-1: First Pay: 2020-05-28; Redemption: 2023-01-15; Registration: 144O/Yqg U;
A-2: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144X/Wzg T;
E: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144Y/Emp J;
Xzy: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144X/Xlz L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NOQ | 11.200 | - | Iw2 | - | - | - | ZZ | - | - | Cksmyods | 3aZ | - | 425 | 3hB+425 | - | - |
| E-2 | WUA | 39.100 | - | M3 | - | - | - | V | - | - | Nvwxsvfy | 3zG | - | 270 | 3pR+270 | - | - |
| Dns | XNT | 46.800 | - | VB | - | - | - | LE | - | - | - | - | - | - | - | - | Retained |
| Y-1 | RHZ | 531.600 | - | Jr2 | - | - | - | DD | - | - | Mmpuocfy | 3cD | - | 205 | 3cT+205 | - | - |
Tranche Comments
Y-1: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144Y/Enu Z;
E-2: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144W/Etc W;
R: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144D/Btc E;
Dns: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144U/Zun L;
Deal Comments
Fzf Zjmm Nhouzzc 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | UUT | 296.300 | - | Mu1 | - | - | - | BB+ | - | - | Ozjbqang | 3hL | - | 180 | 3sQ+180 | - | - |
| D | LKV | 84.300 | - | Gk3 | - | - | - | MM- | - | - | Smhqztxe | 3gN | - | 500 | 3bE+500 | - | - |
| Xzu | VTC | 28.800 | - | OO | - | - | - | XZ | - | - | - | - | - | - | - | - | Retained |
| A-2 | ZXD | 91.000 | - | H3 | - | - | - | N- | - | - | Uuylpkjj | 3gF | - | 225 | 3hM+225 | - | - |
Tranche Comments
T-1: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144V/Pam G;
A-2: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144X/Ieg O;
D: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144P/Dva I;
Xzu: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144K/Hmt A;
Deal Comments
Hvx Omgg Epjyvwa 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KBQ | 30.800 | - | X3 | - | - | - | Q | - | - | Ycmey | - | - | - | 4.750% | - | - |
| K-1 | RUJ | 127.270 | - | Ay3 | - | - | - | TT- | - | - | Vbjyhpyd | 3lA | - | 117 | 3yZ+117 | - | - |
| R-2 | FBC | 11.400 | - | Hx3 | - | - | - | LL- | - | - | Ygbtz | - | - | - | 4.050% | - | - |
| Sck | UTF | 41.300 | - | VN | - | - | - | ZD | - | - | - | - | - | - | - | - | Retained |
| P | VJR | 80.450 | - | Re3 | - | - | - | WW- | - | - | Lvubovze | 3wD | - | 464 | 3fQ+464 | - | - |
Tranche Comments
K-1: First Pay: 2018-09-30; Redemption: 2020-03-30;
R-2: First Pay: 2018-09-30; Redemption: 2020-03-30;
X: First Pay: 2018-09-30; Redemption: 2020-03-30;
P: First Pay: 2018-09-30; Redemption: 2020-03-30;
Sck: First Pay: 2018-09-30; Redemption: 2020-03-30;
Deal Comments
Kml Evkk Qqrumlt 2.00
Risk Retention
YB - Yjwzqjzebe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | EXP | 115.000 | - | Zd3 | - | - | - | - | - | - | Mcsssqpk | 3rB | - | 157 | 3vR+157 | - | - |
| Mxe | AVW | 61.800 | - | GF | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | YCZ | 28.000 | - | Ej3 | - | - | - | - | - | - | Rlgzu | - | - | - | 3.580% | - | - |
| D | RJX | 39.500 | - | Hb2 | - | - | - | - | - | - | Jhoqbjwa | 3hU | - | 468 | 3qR+468 | - | - |
Tranche Comments
U-1: First Pay: 2018-03-20; Redemption: 2019-09-20;
A-2: First Pay: 2018-03-20; Redemption: 2019-09-20;
D: First Pay: 2018-03-20; Redemption: 2019-09-20;
Mxe: First Pay: 2018-03-20; Redemption: 2019-09-20;
Deal Comments
Dgq Sngg Qwxrgxa 2.00