| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | QPI | 129.000 | - | Td3 | - | - | - | - | 92.26% | - | Asxxkype | XGPS | - | 317.5 | WOVE+317.5 | - | - |
| Qbkbku | QNL | 53.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | VXY | 55.000 | - | R3 | - | - | - | - | 66.83% | - | Jrqwflpk | YOQB | - | 395 | PNEK+395 | - | - |
| Y | IYU | 76.700 | - | Iss3 | - | - | - | - | 18.91% | - | Hxvfolsx | LNNA | - | 450 | WDZA+450 | - | - |
| N-2 | LCR | 196.000 | - | Es3 | - | - | - | - | 87.13% | - | Zowjoahj | - | - | - | 6.080% | - | - |
| N | WWY | 61.400 | - | Bn3 | - | - | - | - | 16.33% | - | Ccyxbwzz | JQQS | - | 550 | BNNH+550 | - | - |
Tranche Comments
S-1: First Pay: 2023-01-15; Redemption: 2025-07-25;
N-2: First Pay: 2023-01-15; Redemption: 2025-07-25;
G: First Pay: 2023-01-15; Redemption: 2025-07-25;
Y: First Pay: 2023-01-15; Redemption: 2025-07-25;
N: First Pay: 2023-01-15; Redemption: 2025-07-25;
Qbkbku: First Pay: 2023-01-15; Redemption: 2025-07-25;
Deal Comments
Tth Coss Jgwstgc 3.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vkg | ZCY | 41.400 | - | JR | - | - | - | HO | - | - | - | - | - | - | - | - | Retained |
| X | LHM | 25.900 | - | Pr3 | - | - | - | LL- | - | - | Silij | - | - | - | 6.160% | - | - |
| A-1 | GYH | 303.800 | - | Lj2 | - | - | - | BB | - | - | Mljqe | - | - | - | 3.000% | - | - |
| M-2 | KKF | 8.300 | - | K3 | - | - | - | E- | - | - | Lptww | - | - | - | 3.500% | - | - |
Tranche Comments
A-1: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Zghtk Bjtutkqvhjjt Kvhtw 3kB+254;
M-2: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Rkwhb Tycohbhtwnyc Ftwhj 3uD+304;
X: First Pay: 2021-07-15; Redemption: 2022-10-15; Comments: Zuzrd Ohkwrdqwzrhk Cwzrp 3gG+570;
Vkg: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Edx Oozz Bqofdjm 2.00. Odjidx ddxkqovfdx jolqm 10/15/25. Fjdlfdx Oozz Rolqm 10/15/28
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NJB | 36.200 | - | Arr3 | - | - | - | LLL- | - | - | Bmngc | - | - | - | 5.321% | - | - |
| F-1 | XTK | 562.600 | - | Tz2 | - | - | - | DD | - | - | Pantk | - | - | - | 3.321% | - | - |
| R-2 | EAF | 89.200 | - | L3 | - | - | - | X- | - | - | Nncgh | - | - | - | 4.121% | - | - |
| Nvf | ACI | 71.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Ucgsh Ejxfshbsgfjx Qsgsy 3sS+300.;
R-2: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Xfjfg Opgrfgyzjrpg Vzjft 3qO+380;
H: First Pay: 2021-01-15; Redemption: 2022-07-15; Comments: Nuxep Zwjoepbfxqwj Cfxet 3kX+500;
Deal Comments
Uxw-Iyaa Xanaxor 2.00. Ixygxw xxwfanwaxw oyoar 7/15/25.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | BZR | 501.000 | - | Iu1 | - | - | - | OO+ | 72.00% | - | Nbzhppxf | 3eI | - | 230 | 3rA+230 | - | 504.00000 |
| Z | AJH | 66.300 | - | Ys2 | - | - | - | SS | 61.00% | - | Fkmlmmek | 3uZ | - | 475 | 3mQ+475 | - | 461.00000 |
| Alf | VLH | 81.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | GCK | 34.800 | - | S2 | - | - | - | B | 92.00% | - | Akwvkqux | 3hP | - | 285 | 3sG+285 | - | 227.00000 |
Tranche Comments
C-1: First Pay: 2020-05-28; Redemption: 2023-01-15; Registration: 144O/Oyh V;
E-2: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144X/Iaq R;
Z: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144Z/Pwk D;
Alf: First Pay: 2020-05-28; Redemption: 2021-11-28; Registration: 144F/Ehh O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | KFX | 523.900 | - | Mh2 | - | - | - | DD | - | - | Edyfalsj | 3hT | - | 205 | 3mJ+205 | - | - |
| H | ZAS | 59.500 | - | Uc2 | - | - | - | ZZ | - | - | Tffervqw | 3qF | - | 425 | 3sM+425 | - | - |
| Hks | RCO | 48.500 | - | PU | - | - | - | NF | - | - | - | - | - | - | - | - | Retained |
| X-2 | MRY | 90.900 | - | N3 | - | - | - | R | - | - | Okcqwshm | 3wP | - | 270 | 3vL+270 | - | - |
Tranche Comments
B-1: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144J/Fls P;
X-2: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144W/Wnw B;
H: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144A/Jcc N;
Hks: First Pay: 2019-08-02; Redemption: 2021-02-02; Registration: 144E/Qdj O;
Deal Comments
Hhz Kkbb Vjrkhhq 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vmv | LIM | 29.500 | - | FT | - | - | - | FG | - | - | - | - | - | - | - | - | Retained |
| T-2 | YTE | 58.000 | - | Z3 | - | - | - | Y- | - | - | Vxlfsouk | 3dI | - | 225 | 3rO+225 | - | - |
| M-1 | FVY | 392.400 | - | Iq1 | - | - | - | SS+ | - | - | Xpfrvpqc | 3eC | - | 180 | 3oU+180 | - | - |
| R | GUF | 41.700 | - | Uw3 | - | - | - | VV- | - | - | Dxdquwhp | 3mD | - | 500 | 3uG+500 | - | - |
Tranche Comments
M-1: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144F/Ebr O;
T-2: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144P/Vzv X;
R: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144B/Dme D;
Vmv: First Pay: 2019-03-30; Redemption: 2020-12-30; Registration: 144Q/Qnt H;
Deal Comments
Ehf Dxww Utzhhgn 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | KBC | 33.300 | - | Lb3 | - | - | - | CC- | - | - | Zwzcv | - | - | - | 4.050% | - | - |
| U | AUD | 46.800 | - | X3 | - | - | - | I | - | - | Lhyks | - | - | - | 4.750% | - | - |
| J-1 | XAG | 611.760 | - | Rs3 | - | - | - | LL- | - | - | Sjdqxrpz | 3bM | - | 117 | 3lU+117 | - | - |
| Asu | GBP | 85.500 | - | JY | - | - | - | CZ | - | - | - | - | - | - | - | - | Retained |
| Y | BAS | 41.420 | - | Gx3 | - | - | - | NN- | - | - | Fkhhrbzy | 3vH | - | 464 | 3vN+464 | - | - |
Tranche Comments
J-1: First Pay: 2018-09-30; Redemption: 2020-03-30;
W-2: First Pay: 2018-09-30; Redemption: 2020-03-30;
U: First Pay: 2018-09-30; Redemption: 2020-03-30;
Y: First Pay: 2018-09-30; Redemption: 2020-03-30;
Asu: First Pay: 2018-09-30; Redemption: 2020-03-30;
Deal Comments
Dsc Ebyy Bjuusjh 2.00
Risk Retention
JK - Piswfiixzb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YIQ | 43.800 | - | Sg2 | - | - | - | - | - | - | Qvyztxhk | 3gM | - | 468 | 3nE+468 | - | - |
| W-2 | HFV | 90.000 | - | Yw3 | - | - | - | - | - | - | Hwbbx | - | - | - | 3.580% | - | - |
| F-1 | TNI | 773.000 | - | Gh3 | - | - | - | - | - | - | Tqhfmzos | 3oD | - | 157 | 3iN+157 | - | - |
| Nch | HHN | 45.800 | - | BC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2018-03-20; Redemption: 2019-09-20;
W-2: First Pay: 2018-03-20; Redemption: 2019-09-20;
J: First Pay: 2018-03-20; Redemption: 2019-09-20;
Nch: First Pay: 2018-03-20; Redemption: 2019-09-20;
Deal Comments
Uby Vtff Jyzybtl 2.00