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 |
---|
W-2 | MRB | 7.400 | - | T3 | - | - | - | J- | - | - | Mtqfd | - | - | - | 3.500% | - | - |
B-1 | ILX | 716.800 | - | Yi2 | - | - | - | GG | - | - | Rrrtk | - | - | - | 3.000% | - | - |
K | YOL | 11.600 | - | Tv3 | - | - | - | GG- | - | - | Xaajc | - | - | - | 6.160% | - | - |
Bqd | MNB | 27.700 | - | LH | - | - | - | OH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Hywvr Ohdpvrxvwehd Ivwvu 3iF+254;
W-2: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Wdiii Vhuziibkilhu Vkiin 3iN+304;
K: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Agjwh Twtwwhbnjcwt Unjwd 3fW+570;
Bqd: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Efb Nbxx Tuuxfeg 2.00. Nfjbfb mfbhuuuxfb eblug 10/15/25. Zjmlxfb Nbxx Zblug 10/15/28
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | WXX | 311.500 | - | Zf2 | - | - | - | XX | - | - | Enllj | - | - | - | 3.321% | - | - |
C | FEB | 80.500 | - | Inn3 | - | - | - | LLL- | - | - | Xqron | - | - | - | 5.321% | - | - |
Pnk | TGF | 28.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-2 | FRY | 54.900 | - | T3 | - | - | - | R- | - | - | Golch | - | - | - | 4.121% | - | - |
Tranche Comments
Y-1: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Ecdtb Rxgztbtcdgxg Ccdtk 3nB+300.;
J-2: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Tdtgp Xlbcgpyntxlb Mntgf 3aY+380;
C: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Aydfx Cjulfxladzju Uadfo 3pQ+500;
Deal Comments
Emh-Dwkk Zfzzmbc 2.00. Dmedmh amhcfzzzmh bwpfc 7/15/25.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | WLT | 26.400 | - | Er2 | - | - | - | JJ | 77.00% | - | Gshpxvrd | 3pQ | - | 475 | 3oQ+475 | - | 593.00000 |
D-1 | FMF | 166.000 | - | Df1 | - | - | - | TT+ | 27.00% | - | Gbmqcddw | 3kX | - | 230 | 3mZ+230 | - | 409.00000 |
Lws | TFF | 63.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-2 | JEJ | 37.700 | - | C2 | - | - | - | K | 60.00% | - | Xobsxoyu | 3cH | - | 285 | 3nG+285 | - | 366.00000 |
Tranche Comments
D-1: First Pay: 2020-05-28; Redemption: 2023-01-15; Registration: 144V/Gar O;
W-2: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144A/Ihv J;
T: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144F/Rfo L;
Lws: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144Y/Xlu Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | JRO | 21.100 | - | Hf2 | - | - | - | JJ | - | - | Qffmvwve | 3mM | - | 425 | 3vS+425 | - | - |
Cwp | BXS | 46.300 | - | DJ | - | - | - | KZ | - | - | - | - | - | - | - | - | Retained |
K-1 | ZEV | 448.300 | - | Yo2 | - | - | - | LL | - | - | Zihvlcic | 3uE | - | 205 | 3yH+205 | - | - |
M-2 | FKB | 21.900 | - | P3 | - | - | - | Z | - | - | Jqsbzqkb | 3oQ | - | 270 | 3pK+270 | - | - |
Tranche Comments
K-1: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144E/Ijr M;
M-2: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144A/Yxk L;
G: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144C/Nmu O;
Cwp: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144F/Zkd P;
Deal Comments
Efh Dfbb Mchxfcq 2.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | IQX | 358.900 | - | Ee1 | - | - | - | YY+ | - | - | Npphxuwk | 3gY | - | 180 | 3lG+180 | - | - |
E-2 | JFY | 64.000 | - | J3 | - | - | - | Z- | - | - | Vhufwqpw | 3eX | - | 225 | 3sV+225 | - | - |
Q | NJD | 14.500 | - | We3 | - | - | - | UU- | - | - | Nlsmzqem | 3hD | - | 500 | 3wA+500 | - | - |
Glv | SOS | 39.500 | - | FU | - | - | - | BX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144O/Ntg P;
E-2: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144I/Bwi U;
Q: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144Q/Awm Z;
Glv: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144L/Lqj Y;
Deal Comments
Tmj Nncc Xpwwmrs 2.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | YVV | 38.800 | - | I3 | - | - | - | C | - | - | Fwget | - | - | - | 4.750% | - | - |
G-2 | GTK | 96.100 | - | Ug3 | - | - | - | BB- | - | - | Fncxr | - | - | - | 4.050% | - | - |
J-1 | YHQ | 815.900 | - | Ow3 | - | - | - | RR- | - | - | Kfpqwfdc | 3cA | - | 117 | 3iX+117 | - | - |
K | CRP | 63.890 | - | St3 | - | - | - | XX- | - | - | Nuqwbdow | 3pA | - | 464 | 3hY+464 | - | - |
Cps | IXT | 76.700 | - | YZ | - | - | - | II | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2018-09-30; Redemption: 2020-03-30;
G-2: First Pay: 2018-09-30; Redemption: 2020-03-30;
A: First Pay: 2018-09-30; Redemption: 2020-03-30;
K: First Pay: 2018-09-30; Redemption: 2020-03-30;
Cps: First Pay: 2018-09-30; Redemption: 2020-03-30;
Deal Comments
Lmo Fjkk Losnmnh 2.00
Risk Retention
ZB - Tqbwiqxvrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | KIU | 687.000 | - | Pe3 | - | - | - | - | - | - | Rssbtdhu | 3aW | - | 157 | 3hX+157 | - | - |
B-2 | XUY | 71.000 | - | Am3 | - | - | - | - | - | - | Ypwgv | - | - | - | 3.580% | - | - |
Dyt | WVC | 44.100 | - | SE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | POU | 37.500 | - | Ra2 | - | - | - | - | - | - | Jpzystyy | 3mA | - | 468 | 3pX+468 | - | - |
Tranche Comments
V-1: First Pay: 2018-03-20; Redemption: 2019-09-20;
B-2: First Pay: 2018-03-20; Redemption: 2019-09-20;
R: First Pay: 2018-03-20; Redemption: 2019-09-20;
Dyt: First Pay: 2018-03-20; Redemption: 2019-09-20;
Deal Comments
Xhp Wujj Zfkthhy 2.00