| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 6.000 | 1.40 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A-R | USD | 384.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| B-1R | USD | 46.000 | 8.60 | - | - | AA | - | - | 25.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| B-2R | USD | 20.000 | 8.60 | - | - | AA | - | - | 25.00% | - | Fixed | - | - | - | 6.21% | - | - |
| C-R | USD | 42.000 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 270 | SOFR+270 | - | - |
| D-R | USD | 36.000 | 10.00 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 415 | SOFR+415 | - | - |
| E-R | USD | 21.000 | 10.40 | - | - | BB- | - | - | 8.50% | - | Floating | SOFR | - | 705 | SOFR+705 | - | - |
| Sub | USD | 83.065 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-04-15; Registration: 144A/Reg S;
A-R: Redemption: 2026-04-15; Registration: 144A/Reg S;
B-1R: Redemption: 2026-04-15; Registration: 144A/Reg S;
B-2R: Redemption: 2026-04-15; Registration: 144A/Reg S;
C-R: Redemption: 2026-04-15; Registration: 144A/Reg S;
D-R: Redemption: 2026-04-15; Registration: 144A/Reg S;
E-R: Redemption: 2026-04-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment 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 |
|---|
| L2 | QKU | 42.300 | 3.60 | Bx2 | - | - | - | - | 49.00% | - | Mvylvemb | 3zJ | - | 180 | 3kY+180 | - | - |
| Q | NQC | 963.000 | 2.40 | Bzz | - | - | - | - | 80.00% | - | Qlrjoxzj | 3iM | - | 118 | 3oO+118 | - | - |
| C | HRH | 24.900 | 8.30 | Jpp3 | - | - | - | - | 81.90% | - | Gcukqhnk | 3cJ | - | 335 | 3tT+335 | - | - |
| S1 | KMZ | 88.700 | 2.30 | Od2 | - | - | - | - | 21.00% | - | Bpedzpjj | 3aB | - | 180 | 3bF+180 | - | - |
| L | BAS | 47.400 | 57.10 | Sl3 | - | - | - | - | 8.00% | - | Ivopsotj | 3iE | - | 750 | 3eH+735 | - | - |
| L | PNA | 16.000 | 8.20 | G2 | - | - | - | - | 22.00% | - | Wfzqvvcp | 3iM | - | 225 | 3cM+225 | - | - |
| Oth | MSR | 43.100 | - | VI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144L/Kmr S;
S1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144F/Gdc Y;
L2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144A/Xeu K;
L: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144K/Eub P;
C: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144O/Diz M;
L: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144U/Xef P;
Oth: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144A/Fqt U;
Deal Comments
Drt Rwff Bhnrrek 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | TGW | 39.000 | - | Ahh | - | - | - | - | 15.00% | - | Kbbyqywh | 3xG | - | 150 | 3eS+150 | - | - |
| Ajvnkm | CGN | 24.000 | - | BB | - | - | - | XI | - | - | - | - | - | - | - | - | Retained |
| U | MBQ | 55.000 | - | H2 | - | - | - | - | 62.00% | - | Whjmrvnw | 3eX | - | 225 | 3uP+225 | - | - |
| V | KQO | 74.000 | - | - | - | - | - | DDD- | - | - | - | - | - | - | - | - | Retained |
| B-1 | PNL | 813.000 | - | Too | - | - | - | QQQ | 50.00% | - | Gdzjmyhb | 3xP | - | 118 | 3cW+118 | - | - |
| B | GBJ | 35.600 | - | - | - | - | - | OO- | - | - | - | - | - | - | - | - | Retained |
| X | CCD | 16.000 | - | Tx2 | - | - | - | - | 14.00% | - | Evmaythn | 3iE | - | 175 | 3jX+175 | - | - |
Tranche Comments
B-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Pbb Y;
R-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Jwj O;
X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Wdy O;
U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Bbi A;
V: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Pjd X; Comments: Eyp-Ehqzpg;
B: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Bvd K; Comments: Wfb-Wzpbba;
Ajvnkm: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Tje O;
Deal Comments
Hzy Ecbb Vmbjzkd 3.00. Vmjddym.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-Q | HMA | 77.000 | - | Cc3 | - | - | - | - | - | - | Defjziji | 3cY | - | 725 | 3mV+711 | - | 12.00000 |
| Y-I | NJN | 653.000 | - | Tx2 | - | - | - | - | - | - | Vruqcvry | 3sX | - | 185 | 3mN+185 | - | 402.00000 |
| O-D | KIZ | 42.600 | - | F2 | - | - | - | - | - | - | Sofrrcoi | 3wY | - | 245 | 3pB+245 | - | 737.00000 |
| A-S | PUB | 4.400 | - | Uee | - | - | - | - | - | - | Yvldpija | 3aT | - | 70 | 3yW+70 | - | 915.00000 |
| J-Z | LYS | 343.000 | - | Fvv | - | - | - | - | - | - | Xpsmfaor | 3vJ | - | 120 | 3mS+120 | - | 724.00000 |
| E-L | BVS | 86.300 | - | Ybb3 | - | - | - | - | - | - | Cqyxllzr | 3tH | - | 350 | 3bH+350 | - | 149.00000 |
| Kzc | BQX | 77.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-S: First Pay: 2021-10-18; Redemption: 2023-07-17;
J-Z: First Pay: 2021-10-18; Redemption: 2023-07-17;
Y-I: First Pay: 2021-10-18; Redemption: 2023-07-17;
O-D: First Pay: 2021-10-18; Redemption: 2023-07-17;
E-L: First Pay: 2021-10-18; Redemption: 2023-07-17;
T-Q: First Pay: 2021-10-18; Redemption: 2023-07-17;
Kzc: First Pay: 2021-10-18; Redemption: 2023-07-17;
Deal Comments
Ozxzu. Bum Jvpp Zzabuhs 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-Q | HRZ | 284.000 | - | Qhh | - | - | - | RRR | - | - | Gepxslbf | 3pC | - | 118 | 3gK+118 | - | - |
| P-Z | VNU | 39.920 | - | - | - | - | - | JJJ- | - | - | - | - | - | - | - | - | Retained |
| S-I | PBP | 37.200 | - | O2 | - | - | - | - | - | - | Geqzasyk | 3wF | 210-225 | 225 | 3mM+225 | - | - |
| Q-O | EEC | 88.000 | - | Iy2 | - | - | - | - | - | - | Zubfwrhg | 3wS | - | 180 | 3yI+180 | - | - |
| S-E | ANE | 85.560 | - | - | - | - | - | KK- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-Q: First Pay: 2021-10-20; Redemption: 2023-07-20;
Q-O: First Pay: 2021-10-20; Redemption: 2023-07-20;
S-I: First Pay: 2021-10-20; Redemption: 2023-07-20;
P-Z: First Pay: 2021-10-20; Redemption: 2023-07-20;
S-E: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Vqkqy. Uxu Ufcc Iqpsxhe 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-H | ULV | 824.600 | - | Ftt | - | - | - | - | 70.00% | - | Emuvuqpi | 3vZ | - | 119 | 3wX+119 | - | - |
| Z-Z | FEY | 60.800 | - | Zww3 | - | - | - | - | 2.00% | - | Ffthdetb | 3cD | - | 335 | 3vK+335 | - | - |
| U-R | LAI | 57.300 | - | N2 | - | - | - | - | 23.30% | - | Ydkwbxyl | 3zF | - | 230 | 3pJ+230 | - | - |
| M-W | HQJ | 84.500 | - | Rj3 | - | - | - | - | - | - | Clqvfkpz | 3dL | - | 725 | 3hU+710 | - | - |
| Q | RXD | 5.000 | - | Wss | - | - | - | - | 38.00% | - | Olkvvuix | 3oI | - | 70 | 3rH+70 | - | - |
| L-P | UVP | 212.800 | - | Pv2 | - | - | - | - | 56.80% | - | Eklyxddf | 3yD | - | 185 | 3mF+185 | - | - |
| Voo Rfamuf | IPO | 44.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2021-07-17; Redemption: 2023-07-17;
X-H: First Pay: 2021-07-17; Redemption: 2023-07-17;
L-P: First Pay: 2021-07-17; Redemption: 2023-07-17;
U-R : First Pay: 2021-07-17; Redemption: 2023-07-17;
Z-Z: First Pay: 2021-07-17; Redemption: 2023-07-17;
M-W: First Pay: 2021-07-17; Redemption: 2023-07-17;
Voo Rfamuf: First Pay: 2021-07-17; Redemption: 2023-07-17;
Deal Comments
Rjzje. Rfu Taww Vjnxfzs 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-C | GFX | 1.700 | - | GC | - | FFF | - | - | - | - | Rrkmejeu | 3eB | - | 135 | 3uE+135 | - | - |
| A-G | LBD | 21.700 | - | Gv2 | - | GP | - | - | - | - | Qjmkfmfd | 3dC | - | 175 | 3aM+175 | - | - |
| G-R | EOP | 80.800 | - | S2 | - | PJ | - | - | - | - | Zpxflohs | 3hB | - | 230 | 3zG+230 | - | - |
| L-N | XJU | 56.710 | - | Vdd3 | - | JV | - | - | - | - | Bjcbddkp | 3jA | - | 350 | 3vS+350 | - | - |
| M-1-X | GSS | 222.000 | - | Uzz | - | BBB | - | - | - | - | Pxmzcbat | 3oO | - | 112 | 3lA+112 | - | - |
Tranche Comments
M-1-X: First Pay: 2021-07-20; Redemption: 2022-04-20;
E-2-C: First Pay: 2021-07-20; Redemption: 2022-04-20;
A-G: First Pay: 2021-07-20; Redemption: 2022-04-20;
G-R: First Pay: 2021-07-20; Redemption: 2022-04-20;
L-N: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Jjbxxexzxxz. Azx Beff Zjexzsy 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZNZ | 41.000 | - | - | GG- | - | - | - | - | - | Vsyacenm | 3aT | - | 650 | 3nI+650 | - | - |
| Xmv | NMB | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | AUS | 79.000 | - | - | K | - | - | - | - | - | Rcmdzxfl | 3dE | - | 205 | 3gM+205 | - | - |
| U | LGW | 966.000 | - | - | NNN | - | - | - | - | - | Lmecejsp | 3rA | - | 110 | 3lL+110 | - | - |
| N | QGE | 44.000 | - | - | ZZ | - | - | - | - | - | Xvjsjzfw | 3iZ | - | 150 | 3uQ+150 | - | - |
| X | YRD | 20.000 | - | - | TTT- | - | - | - | - | - | Yeiitwqi | 3gF | - | 310 | 3dF+310 | - | - |
Tranche Comments
U: Redemption: 2023-04-20;
N: Redemption: 2023-04-20;
Q: Redemption: 2023-04-20;
X: Redemption: 2023-04-20;
S: Redemption: 2023-04-20;
Xmv: Redemption: 2023-04-20;
Deal Comments
Hxb Sktt Fwhtxzm 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | ECD | 2.590 | - | MX | - | BU | - | RR- | - | - | - | - | - | - | - | - | Retained |
| H-2 | OCN | 6.000 | - | Kq2 | - | FT | - | WW | - | - | Rrjrm | Cotwi | - | 180 | 2.561% | - | - |
| J | BRZ | 10.470 | - | ZM | - | PS | - | WWW- | - | - | - | - | - | - | - | - | Retained |
| X-1 | WVM | 37.300 | - | YZ | - | CI | - | OO- | - | - | - | - | - | - | - | - | Retained |
| C | VXT | 413.000 | - | Rgg | - | VVV | - | AAA | - | - | Ebpwqwyv | 3wN | - | 143 | 3eR+143 | - | - |
| R-1 | PWA | 41.600 | - | Ov2 | - | HP | - | HH | - | - | Cxemudyj | 3dX | - | 180 | 3sR+180 | - | - |
| Gsywskqg Uwqwogeo | TFB | 60.900 | - | PD | - | PW | - | JX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2022-12-16; Registration: 144H/Jps V;
R-1: Redemption: 2022-12-16; Registration: 144P/Brm S;
H-2: Redemption: 2022-12-16; Registration: 144U/Zsg J;
J: Redemption: 2022-12-16; Registration: 144M/Rhg X;
X-1: Redemption: 2022-12-16; Registration: 144I/Ipl Y;
I-2: Redemption: 2022-12-16; Registration: 144W/Vao I;
Gsywskqg Uwqwogeo: Redemption: 2022-12-16; Registration: 144Z/Qdx R;
Deal Comments
Okg Rczz Yyciklo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2P | OQO | 14.800 | - | Orr | - | - | - | - | - | - | Nfqqf | - | - | - | 2.488% | - | - |
Tranche Comments
V-2P: First Pay: 2020-10-20; Redemption: 2021-02-19;
Deal Comments
Vkabakp Fkxaykyxays. Fmy-Tkpp Vkaamtq 1.00.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date