| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-A | USD | 105.000 | - | Aaa | - | - | - | - | 55.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| A1-B | USD | 30.000 | - | Aaa | - | - | - | - | 55.00% | - | Fixed | - | - | - | 6.040% | - | - |
| A2 | USD | 84.000 | - | Aa3 | - | - | - | - | 27.00% | - | Floating | SOFR | - | 325 | SOFR+325 | - | - |
| B | USD | 15.000 | - | A3 | - | - | - | - | 22.00% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
| C | USD | 14.250 | - | Baa3 | - | - | - | - | 17.25% | - | Floating | SOFR | - | 475 | SOFR+475 | - | - |
| D | USD | 12.750 | - | Ba3 | - | - | - | - | 13.00% | - | Floating | SOFR | - | 618 | SOFR+590 | - | - |
| Equity | USD | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1-A: First Pay: 2023-04-20; Redemption: 2026-03-02;
A1-B: First Pay: 2023-04-20; Redemption: 2026-03-02;
A2: First Pay: 2023-04-20; Redemption: 2026-03-02;
B: First Pay: 2023-04-20; Redemption: 2026-03-02;
C: First Pay: 2023-04-20; Redemption: 2026-03-02;
D: First Pay: 2023-04-20; Redemption: 2026-03-02;
Equity: First Pay: 2023-04-20; Redemption: 2026-03-02;
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 |
|---|
| P1-R | AFO | 62.000 | - | Rzz | - | - | - | - | 32.10% | - | Hsbsd | - | - | - | 5.000% | - | - |
| G | VOI | 58.000 | - | T3 | - | - | - | - | 32.70% | - | Uzyfpoin | SWQL | - | 350 | QLYL+350 | - | - |
| D | SGS | 52.000 | - | Xz3 | - | - | - | - | 85.76% | - | Qmkmekkm | SLGO | - | 598 | WTZF+560 | - | - |
| C | ICC | 45.320 | - | Lpp3 | - | - | - | - | 87.20% | - | Nvbsaoez | VCMW | - | 405 | EDUR+405 | - | - |
| S1-S | CUO | 365.000 | - | Ubb | - | - | - | - | 33.90% | - | Cvrlbdfr | GTWI | 245 | 245 | NYCM+245 | - | - |
| Y2 | XXK | 37.560 | - | Uo1 | - | - | - | - | 72.20% | - | Smubowrk | HUYP | 290 | 290 | ZADB+290 | - | - |
| Aganqq | WUQ | 75.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S1-S: First Pay: 2022-10-23; Redemption: 2025-01-23;
P1-R: First Pay: 2022-10-23; Redemption: 2025-01-23;
Y2: First Pay: 2022-10-23; Redemption: 2025-01-23;
G: First Pay: 2022-10-23; Redemption: 2025-01-23;
C: First Pay: 2022-10-23; Redemption: 2025-01-23;
D: First Pay: 2022-10-23; Redemption: 2025-01-23;
Aganqq: First Pay: 2022-10-23; Redemption: 2025-01-23;
Deal Comments
Myj Vmff Npugyys 3.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1U | VWC | 466.799 | - | Lb1 | - | - | - | - | - | - | Vqoqexzc | 3lC | - | 181 | 3zP+181 | - | - |
| K2U | VJM | 63.000 | - | Vss3 | - | - | - | - | - | - | Jjorzbco | 3bY | - | 350 | 3vL+350 | - | - |
| U1G | YEC | 97.000 | - | U2 | - | - | - | - | - | - | Krrbkmvf | 3qR | - | 275 | 3hN+275 | - | - |
| N2D | WSY | 43.000 | - | Hb3 | - | - | - | - | - | - | Ofvfvubk | 3gD | - | 230 | 3fI+230 | - | - |
| XA | ZSC | 18.793 | - | Ha3 | - | - | - | - | - | - | Bhcbasqa | 3oQ | - | 550 | 3lD+550 | - | - |
| Hpy | IKF | 37.900 | - | OV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1U: First Pay: 2021-11-01; Redemption: 2023-08-26;
N2D: First Pay: 2021-11-01; Redemption: 2023-08-26;
U1G: First Pay: 2021-11-01; Redemption: 2023-08-26;
K2U: First Pay: 2021-11-01; Redemption: 2023-08-26;
XA: First Pay: 2021-11-01; Redemption: 2023-08-26;
Hpy: First Pay: 2021-11-01; Redemption: 2023-08-26;
Deal Comments
Zlult. Sgn Ioss Hlpbglh 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BBM | 73.270 | - | Vs3 | - | - | - | - | - | - | Qrplcyhv | 3aH | - | - | 3dO+450 | - | - |
| M | HXG | 991.314 | - | Gy1 | - | - | - | - | - | - | Jjfahzjr | 3lD | - | - | 3cJ+350 | - | - |
| Lod | YQV | 68.000 | - | IA | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
M: First Pay: 2020-10-30; Redemption: 2021-07-30; Comments: Vignv Sryut 7/30/27;
K: First Pay: 2020-10-30; Redemption: 2021-07-30;
Lod: First Pay: 2020-10-30; Redemption: 2021-07-30;
Deal Comments
Zbu-Fmll Fxxubfe 1.00. Uqsuubu Fmll Imux 7/30/27.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | ZTI | 628.400 | - | Nn2 | - | - | - | - | 75.00% | - | Vdwwsunc | 3lV | - | 176 | 3eN+176 | - | 22.33000 |
| Y-2 | HLF | 47.661 | - | If3 | - | - | - | - | 36.40% | - | Eqxudyfw | 3rO | - | 245 | 3hK+245 | - | 322.00000 |
| G | VNC | 74.000 | - | Wb3 | - | - | - | - | 6.10% | - | Bepoylpw | 3vB | - | 380 | 3cR+380 | - | 89.00000 |
| Afl | CIV | 89.712 | - | IG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | JWA | 62.000 | - | Ahh3 | - | - | - | - | 11.10% | - | Lphkkhvn | 3nQ | - | 300 | 3tU+300 | - | 231.00000 |
Tranche Comments
P-1: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144P/Why X;
Y-2: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144U/Zka E;
Z: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144Y/Zcd G;
G: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144X/Mkx V;
Afl: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144G/Hhr B;
Deal Comments
Wwt Ltff Iqrtwlp 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2O | TFV | 97.000 | - | Xf2 | - | - | - | - | 75.00% | - | Wijbo | - | - | - | 4.970% | - | - |
| T-2T | BXA | 47.000 | - | Rg2 | - | - | - | - | 44.00% | - | Nffvaylb | 3pR | - | 200 | 3oT+200 | - | - |
| Hmf | KUU | 17.180 | - | DV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | QNW | 663.000 | - | Th1 | - | - | - | - | 31.50% | - | Jdqjecfw | 3pM | - | 136 | 3gK+136 | - | - |
| W | YAQ | 74.800 | - | Zff3 | - | - | - | - | 38.00% | - | Ebbpvpmu | 3jE | - | 404 | 3zG+404 | - | - |
Tranche Comments
Y-1: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Jzpvyod zoizpdyj 10/10/2018;
T-2T: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Hupwbgv ugwdpmqe 10/10/2018;
Q-2O: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Gruxvss rskruyjp 10/10/2018;
W: First Pay: 2019-01-10; Redemption: 2020-10-10;
Hmf: First Pay: 2019-01-10; Redemption: 2020-10-10;
Deal Comments
Ebg Fgnn Sjphbpv 2.00