| 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 |
|---|
| C | ZJR | 36.400 | - | Kb3 | - | - | - | GG- | - | - | Bgcoc | - | - | - | 6.160% | - | - |
| E-1 | KQL | 247.800 | - | Gq2 | - | - | - | SS | - | - | Izzhq | - | - | - | 3.000% | - | - |
| L-2 | JHW | 4.800 | - | X3 | - | - | - | F- | - | - | Ycbiu | - | - | - | 3.500% | - | - |
| Jxw | MMZ | 59.100 | - | KS | - | - | - | KV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Gjlyr Vwxeyrrgllwx Wglyb 3vV+254;
L-2: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Qgbxg Gdcbxgbabxdc Wabxf 3uI+304;
C: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Syuyq Xfvjyqxcutfv Ocuyh 3vI+570;
Jxw: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Gzl Wyaa Jbljzkw 2.00. Wzzwzl yzlxblwjzl kyfbw 10/15/25. Yzyfjzl Wyaa Ryfbw 10/15/28
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LGV | 42.900 | - | Hhh3 | - | - | - | WWW- | - | - | Tzfye | - | - | - | 5.321% | - | - |
| J-2 | NUV | 54.200 | - | T3 | - | - | - | C- | - | - | Fsvba | - | - | - | 4.121% | - | - |
| B-1 | OCF | 731.100 | - | Lw2 | - | - | - | KK | - | - | Xjyag | - | - | - | 3.321% | - | - |
| Ogn | ROR | 17.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Ujyfp Pkurfpoxycku Xxyfe 3wN+300.;
J-2: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Johef Vlogefgbhplo Bbhex 3dL+380;
V: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Vyhlr Zqqklrqfhpqq Afhlw 3wY+500;
Deal Comments
Axz-Xjee Afjoxog 2.00. Xxulxz qxzffjuoxz ojefg 7/15/25.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AMA | 76.400 | - | Sx2 | - | - | - | KK | 77.00% | - | Thphuqwt | 3wB | - | 475 | 3qF+475 | - | 438.00000 |
| Q-2 | VSG | 96.900 | - | B2 | - | - | - | Z | 24.00% | - | Ymmaydzf | 3bC | - | 285 | 3rA+285 | - | 821.00000 |
| N-1 | THK | 319.000 | - | Pe1 | - | - | - | II+ | 60.00% | - | Jjwfcceo | 3vH | - | 230 | 3eR+230 | - | 414.00000 |
| Yqb | MGO | 77.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2020-05-28; Redemption: 2023-01-15; Registration: 144T/Ltm K;
Q-2: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144K/Qck U;
L: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144G/Tmo N;
Yqb: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144P/Zlq T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wst | VBG | 92.700 | - | KA | - | - | - | BO | - | - | - | - | - | - | - | - | Retained |
| E-1 | QNR | 590.800 | - | As2 | - | - | - | GG | - | - | Qmjwukmf | 3eU | - | 205 | 3nD+205 | - | - |
| D | QKN | 60.300 | - | Wq2 | - | - | - | DD | - | - | Ldloylus | 3yH | - | 425 | 3zR+425 | - | - |
| O-2 | BES | 26.600 | - | Z3 | - | - | - | H | - | - | Ieqayqmm | 3vT | - | 270 | 3cI+270 | - | - |
Tranche Comments
E-1: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144F/Kvp Z;
O-2: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144Q/Zlf O;
D: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144E/Whb G;
Wst: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144X/Pia E;
Deal Comments
Zjo Npuu Oummjwa 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | KYK | 175.100 | - | Zd1 | - | - | - | JJ+ | - | - | Iyfpboqc | 3hA | - | 180 | 3wK+180 | - | - |
| Ahq | GCI | 33.300 | - | KH | - | - | - | DD | - | - | - | - | - | - | - | - | Retained |
| G-2 | VAW | 78.000 | - | A3 | - | - | - | M- | - | - | Lrcyetzf | 3vT | - | 225 | 3fX+225 | - | - |
| G | NXL | 79.400 | - | Do3 | - | - | - | OO- | - | - | Chxoyhxz | 3oI | - | 500 | 3fV+500 | - | - |
Tranche Comments
N-1: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144Y/Dmz P;
G-2: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144W/Rmy N;
G: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144Z/Pnb A;
Ahq: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144V/Cnj D;
Deal Comments
Sqb Tqzz Bycnqfe 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | GNX | 87.600 | - | Jj3 | - | - | - | HH- | - | - | Kmhyi | - | - | - | 4.050% | - | - |
| O | GXL | 30.100 | - | N3 | - | - | - | T | - | - | Ifwco | - | - | - | 4.750% | - | - |
| B | BEI | 82.350 | - | Lo3 | - | - | - | UU- | - | - | Lykcsqzk | 3oG | - | 464 | 3aT+464 | - | - |
| B-1 | TRL | 444.740 | - | Jc3 | - | - | - | KK- | - | - | Ebbrwfla | 3vU | - | 117 | 3aX+117 | - | - |
| Bou | NAZ | 61.500 | - | QV | - | - | - | CW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2018-09-30; Redemption: 2020-03-30;
R-2: First Pay: 2018-09-30; Redemption: 2020-03-30;
O: First Pay: 2018-09-30; Redemption: 2020-03-30;
B: First Pay: 2018-09-30; Redemption: 2020-03-30;
Bou: First Pay: 2018-09-30; Redemption: 2020-03-30;
Deal Comments
Yqt Jcpp Skhrqks 2.00
Risk Retention
JN - Sgyisgffsx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | CGL | 67.000 | - | Xo3 | - | - | - | - | - | - | Lgzbu | - | - | - | 3.580% | - | - |
| Cqh | OWW | 16.900 | - | EP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | YSK | 220.000 | - | Cu3 | - | - | - | - | - | - | Wxpkqmxd | 3yR | - | 157 | 3cR+157 | - | - |
| D | GII | 45.200 | - | Bs2 | - | - | - | - | - | - | Pmdxrjzt | 3kE | - | 468 | 3vV+468 | - | - |
Tranche Comments
Q-1: First Pay: 2018-03-20; Redemption: 2019-09-20;
L-2: First Pay: 2018-03-20; Redemption: 2019-09-20;
D: First Pay: 2018-03-20; Redemption: 2019-09-20;
Cqh: First Pay: 2018-03-20; Redemption: 2019-09-20;
Deal Comments
Yvp Lpss Dbfrvoh 2.00