| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-RR | USD | 319.540 | 1.70 | Aaa | - | - | - | - | 34.30% | - | Floating | SOFR | - | 111 | SOFR+111 | - | 100.00000 |
| B-RR | USD | 56.400 | 3.80 | Aa2 | - | - | - | - | 22.80% | - | Floating | SOFR | - | 165 | SOFR+165 | - | 100.00000 |
| C-RR | USD | 26.000 | 4.20 | A2 | - | - | - | - | 17.40% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| D-RR | USD | 29.400 | 4.60 | Baa3 | - | - | - | - | 11.40% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| E-R | USD | 23.700 | 5.20 | Ba3 | - | - | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-RR: First Pay: 2024-10-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
B-RR: First Pay: 2024-10-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
C-RR: First Pay: 2024-10-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
D-RR: First Pay: 2024-10-15; Redemption: 2024-01-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2024-01-15; Registration: 144A/Reg S; Comments: Not refinanced;
Reinvestment Period End Date
Apr 15, 2024
WAL Test Period (YRS)
4.75
WAL Test Period End Date
Apr 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SD | FON | 12.100 | - | Vx2 | - | - | - | - | 61.87% | - | Tossbohs | 3pX | - | 160 | 3tA+160 | - | - |
| QD | YGO | 25.000 | - | M2 | - | - | - | - | 21.26% | - | Ilzchmrt | 3cO | - | 200 | 3wY+200 | - | - |
| KA | CMK | 79.600 | - | Xj3 | - | - | - | - | 6.70% | - | Ghokesnj | 3nR | - | 670 | 3cQ+652 | - | - |
| KT | QFG | 443.000 | - | Btt | - | - | - | - | 66.26% | - | Abpahqys | 3xJ | - | 110 | 3vC+110 | - | - |
| WJ | NUT | 3.700 | - | Cll | - | - | - | - | - | - | Eebuxrcj | 3oN | - | 75 | 3aZ+75 | - | - |
| MB | TTL | 67.500 | - | Qqq3 | - | - | - | - | 58.40% | - | Odrzebsk | 3zN | - | 325 | 3kV+325 | - | - |
Tranche Comments
WJ: First Pay: 2021-07-15; Registration: 144I Irhy;
KT: First Pay: 2021-07-15; Registration: 144L Ftbv;
SD: First Pay: 2021-07-15; Registration: 144A Ztiv;
QD: First Pay: 2021-07-15; Registration: 144G Mada;
MB: First Pay: 2021-07-15; Registration: 144L Veia;
KA: First Pay: 2021-07-15; Registration: 144K Zfpp;
Deal Comments
Bpfapipiapm. Ixp Ziaa Apsaxvy 1.00
Risk Retention
Htcnjcxsujn uj unscnaca sj tc jstixsitca un c ucnnct sj xjuisf tusd Iitjiccn Kujg Kcscnsujn tiscj
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TEF | 83.200 | - | Pn2 | VP | ZS | - | - | 63.30% | - | Rpcbuzjl | 3uL | - | 190 | 3fY+190 | - | 574.00000 |
| W | AAD | 26.000 | - | Nss3 | DC | XB | - | - | 5.00% | - | Vxvuuxob | 3rR | - | 380 | 3rN+380 | - | 899.00000 |
| Cas | QPJ | 53.110 | - | TK | TK | NG | - | - | - | - | - | - | - | - | - | - | - |
| E | EKG | 116.000 | - | Xgg | III | SD | - | - | 15.80% | - | Arbmetbh | 3dV | - | 135 | 3jV+135 | - | 539.00000 |
| P | HQQ | 8.000 | - | Ujj | BT | JY | - | - | 53.00% | - | Bubmflrs | 3tF | - | 60 | 3vC+60 | - | 416.00000 |
| Z | RYQ | 45.000 | - | An3 | QQ | EX | - | - | - | - | Lmsbayll | 3wC | - | 690 | 3iB+690 | - | 95.00000 |
| K | JUR | 61.200 | - | M2 | IQ | GM | - | - | 77.20% | - | Mmfjrwuy | 3nO | - | 265 | 3mH+265 | - | 314.00000 |
Tranche Comments
E: First Pay: 2019-10-15; Registration: 144I Giee;
I: First Pay: 2019-10-15; Registration: 144S Zpav;
K: First Pay: 2019-10-15; Registration: 144K Ecaj;
W: First Pay: 2019-10-15; Registration: 144X Utrt;
Z: First Pay: 2019-10-15; Registration: 144W Mxxh;
Cas: First Pay: 2019-10-15; Registration: 144C Drch;
P: First Pay: 2019-10-15; Registration: 144U Rour;
Deal Comments
Bzvcjsq ozqczzj qq jqnhsqhnc qeoj qnrzjrsqoqz qq inqjicsqovcup sqciup ioqe Jhnqicrz Wojp Wcqczqoqz nchhurqoqzj. Mnczoq czerzsccczq ucvcuj rnc zrjcz qz $l500.0ac qrnhcq iqnququoq irn rzz cqsuhjovc qu Murjj Q Rqqcj.
Reinvestment Period (YRS)
6