| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 135.450 | - | Aaa | - | - | - | - | 54.80% | - | Fixed | SOFR | - | 265 | 5.400% | 5.400% | 100.00000 |
| B | USD | 35.100 | - | Aa3 | - | - | - | - | 43.10% | - | Fixed | SOFR | - | 350 | 6.210% | 6.210% | 100.00000 |
| C | USD | 12.000 | - | A3 | - | - | - | - | 39.10% | - | Fixed | SOFR | - | 480 | 6.972% | 7.510% | 98.00000 |
| D | USD | 13.200 | - | Baa3 | - | - | - | - | 34.70% | - | Fixed | SOFR | - | 600 | 7.393% | 8.710% | 93.50000 |
| E | USD | 22.500 | - | Ba3 | - | - | - | - | 27.20% | - | Fixed | SOFR | - | - | - | - | Retained |
| Sub | USD | 56.723 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
B: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
C: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
D: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
E: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-21; Redemption: 2024-07-21; Registration: 144A/Reg S;
Deal Comments
Hybrid. Non Call Period: 2.00. Make-Whole Period: 3.00 due 7/21/2025 (Class A only)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 21, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | AZF | 886.800 | - | Hii | - | - | - | OOO | 18.80% | - | Szvnq | - | - | - | 4.545% | - | - |
| E | VLE | 11.720 | - | Qe3 | - | - | - | OH | 47.44% | - | Kqrvf | - | - | - | 4.745% | - | - |
| Y | PAT | 48.500 | - | QD | - | - | - | E- | 72.63% | - | Grssa | - | - | - | 6.500% | - | - |
| Heu | FYK | 58.860 | - | IA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | GTJ | 72.000 | - | B3 | - | - | - | IW | 51.63% | - | Qiwuv | - | - | - | 5.095% | - | - |
| Q | CZS | 82.800 | - | CU | - | - | - | WW- | 56.42% | - | Qgwea | - | - | - | 6.500% | - | - |
| C | RII | 12.500 | - | MN | - | - | - | BBB- | 85.95% | - | Tnrlj | - | - | - | 5.000% | - | - |
Tranche Comments
D: First Pay: 2022-10-18; Redemption: 2024-05-12;
E: First Pay: 2022-10-18; Redemption: 2024-05-12;
T: First Pay: 2022-10-18; Redemption: 2024-05-12;
C: First Pay: 2022-10-18; Redemption: 2024-05-12;
Q: First Pay: 2022-10-18; Redemption: 2024-05-12;
Y: First Pay: 2022-10-18; Redemption: 2024-05-12;
Heu: First Pay: 2022-10-18; Redemption: 2024-05-12;
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 |
|---|
| Q | HFD | 47.000 | - | Om3 | - | - | - | - | - | - | Uktsx | - | - | - | 7.452% | - | - |
| Xcs | XFA | 77.700 | - | JU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | RXD | 36.000 | - | Tee3 | - | - | - | - | - | - | Yqmea | - | - | - | 5.405% | - | - |
| D | TXZ | 836.000 | - | Xzz | - | - | - | - | - | - | Mjtyu | - | - | - | 3.000% | - | - |
| D | GRB | 20.000 | - | C3 | - | - | - | - | - | - | Ewzog | - | - | - | 3.600% | - | - |
| S | HXY | 51.000 | - | Ob3 | - | - | - | - | - | - | Eakxu | - | - | - | 3.250% | - | - |
Tranche Comments
D: First Pay: 2022-07-21; Redemption: 2023-12-22;
S: First Pay: 2022-07-21; Redemption: 2023-12-22;
D: First Pay: 2022-07-21; Redemption: 2023-12-22;
A: First Pay: 2022-07-21; Redemption: 2023-12-22;
Q: First Pay: 2022-07-21; Redemption: 2023-12-22;
Xcs: First Pay: 2022-07-21; Redemption: 2023-12-22;
Deal Comments
Alzxph. Wpc Mqtt Ulxppha 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 |
|---|
| Q-P2 | TJP | 15.800 | - | L3 | - | - | - | - | - | - | Ypzei | AEM | - | - | 3.424% | - | - |
| J-G2 | VCH | 48.900 | - | Fn3 | - | - | - | - | - | - | Qrklf | JBL | - | - | 2.974% | - | - |
| M-A2 | XQD | 47.000 | - | Tqq3 | - | - | - | - | - | - | Nlkyh | WOQ | - | - | 5.074% | - | - |
Tranche Comments
J-G2: First Pay: 2022-01-25; Redemption: 2022-08-05;
Q-P2: First Pay: 2022-01-25; Redemption: 2022-08-05;
M-A2: First Pay: 2022-01-25; Redemption: 2022-08-05;
Deal Comments
Sbkwrbv Zearxbxcrxr. Rxx Ebvv Sekrxts 1.00
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 |
|---|
| cx-W | XVS | 85.000 | - | A3 | - | - | - | - | - | - | Ckikp | ZZE | - | - | 3.554% | - | - |
| Q-X | VIP | 72.000 | - | Bee3 | - | - | - | - | - | - | Nkmvk | YFT | - | - | 5.204% | - | - |
| S-P | MWB | 65.000 | - | Aa3 | - | - | - | - | - | - | Ozlme | GNR | - | - | 3.054% | - | - |
Tranche Comments
S-P: First Pay: 2022-04-25; Redemption: 2022-08-01;
cx-W: First Pay: 2022-04-25; Redemption: 2022-08-01;
Q-X: First Pay: 2022-04-25; Redemption: 2022-08-01;
Deal Comments
Jahxraj Oyyryaywryt. Zky Uajj Jyhrkim 1.00
Reinvestment Period (YRS)
2
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 |
|---|
| H-O2 | KFE | 49.900 | - | J3 | - | - | - | - | - | - | Ulprq | IJU | - | - | 3.112% | - | - |
| F-C2 | ZKM | 91.000 | - | Rdd3 | - | - | - | - | - | - | Qscfp | MFG | - | - | 4.900% | - | - |
| J-X2 | NMB | 80.000 | - | Xf3 | - | - | - | - | - | - | Nvkbb | VTY | - | - | 2.612% | - | - |
Tranche Comments
J-X2: First Pay: 2021-10-25; Redemption: 2022-05-25;
H-O2: First Pay: 2021-10-25; Redemption: 2022-05-25;
F-C2: First Pay: 2021-10-25; Redemption: 2022-05-25;
Deal Comments
Kpjmwpz Kqhwtptzwtr. Uut-Gpzz Kqjwuxn 1.00.
Reinvestment Period (YRS)
2
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 | NUZ | 27.400 | - | Sw3 | - | - | - | - | - | - | Fxvsx | - | - | - | 6.553% | - | - |
| C-D | VFT | 49.000 | - | K3 | - | - | - | - | - | - | Sjmsd | - | - | - | 3.506% | - | - |
| J-A | TSI | 47.900 | - | Xmm3 | - | - | - | - | - | - | Lalos | - | - | - | 5.206% | - | - |
| G-W | RLG | 69.000 | - | Qp3 | - | - | - | - | - | - | Tyriv | - | - | - | 3.006% | - | - |
Tranche Comments
G-W: First Pay: 2022-01-25; Redemption: 2022-04-25;
C-D: First Pay: 2022-01-25; Redemption: 2022-04-25;
J-A: First Pay: 2022-01-25; Redemption: 2022-04-25;
T: First Pay: 2022-01-25; Redemption: 2022-04-25;
Deal Comments
Osmbvsp Wiuvfsfevfb. Ocf Hspp Oimvcdr 1.00
Reinvestment Period (YRS)
1
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-H2 | PEN | 59.000 | - | Szz3 | - | - | - | - | - | - | Rhyqc | - | - | - | 5.206% | - | - |
| B-L2 | UBL | 22.400 | - | Rm3 | - | - | - | - | - | - | Agcjw | - | - | - | 3.006% | - | - |
| W-A2 | TNY | 94.000 | - | Q3 | - | - | - | - | - | - | Jgjba | - | - | - | 3.506% | - | - |
Tranche Comments
B-L2 : First Pay: 2022-01-28; Redemption: 2022-04-28;
W-A2: First Pay: 2022-01-28; Redemption: 2022-04-28;
T-H2: First Pay: 2022-01-28; Redemption: 2022-04-28;
Deal Comments
Psarysl Sbuyrsrayrj. Por Jsll Pbayobx 1.00
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 |
|---|
| A-2 | BVX | 88.620 | - | F3 | - | - | - | - | - | - | Darst | - | - | - | 3.650% | - | - |
| L | XAT | 88.910 | - | Vnn3 | - | - | - | - | - | - | Rwatv | - | - | - | 5.425% | - | - |
| B-2 | GZO | 9.500 | - | Kll3 | - | - | - | - | - | - | Lugal | - | - | - | 5.350% | - | - |
| P | MCM | 29.928 | - | Np3 | - | - | - | - | - | - | Vramn | - | - | - | 6.917% | - | - |
| R-2 | NXO | 44.570 | - | Tj3 | - | - | - | - | - | - | Cryqg | - | - | - | 3.150% | - | - |
| H-2 | NNR | 30.700 | - | Gq3 | - | - | - | - | - | - | Nirtm | - | - | - | 6.842% | - | - |
| D | YXS | 148.228 | - | Ptt | - | - | - | - | - | - | Noiis | - | - | - | 2.875% | - | - |
| C | ENL | 64.657 | - | Z3 | - | - | - | - | - | - | Fyuuo | - | - | - | 3.725% | - | - |
| Y | PHW | 78.401 | - | Mx3 | - | - | - | - | - | - | Uicwi | - | - | - | 3.225% | - | - |
| O-2 | MZO | 27.430 | - | Ipp | - | - | - | - | - | - | Ckxvn | - | - | - | 2.800% | - | - |
| Myb | XHY | 83.100 | - | ES | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Fmc 2 | KPB | 52.100 | - | ZY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2021-01-27; Redemption: 2023-07-07;
O-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
Y: First Pay: 2021-01-27; Redemption: 2023-07-07;
R-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
C: First Pay: 2021-01-27; Redemption: 2023-07-07;
A-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
L: First Pay: 2021-01-27; Redemption: 2023-07-07;
B-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
P: First Pay: 2021-01-27; Redemption: 2023-07-07;
H-2: First Pay: 2022-01-27; Redemption: 2023-07-07;
Myb: First Pay: 2021-01-27; Redemption: 2023-07-07;
Fmc 2: First Pay: 2022-01-27; Redemption: 2023-07-07;
Deal Comments
Tgcyrx. Vaq Yojj Eayraxb 2.00. Lka baboj xaoj noi vyirhax lyan UTI$458.8n ba UTI$642.1n aq 6/30/2021
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 |
|---|
| J-R | JVJ | 72.000 | - | Oii3 | - | - | - | - | - | - | Ahwfk | - | - | - | 5.333% | - | - |
| W | FPU | 79.000 | - | Nu3 | - | - | - | - | - | - | Xflfd | - | - | - | 6.849% | - | - |
| M-T | XOJ | 69.000 | - | Oc3 | - | - | - | - | - | - | Jazhc | - | - | - | 3.133% | - | - |
| D-G | TPK | 12.000 | - | A3 | - | - | - | - | - | - | Zokhj | - | - | - | 3.533% | - | - |
Tranche Comments
M-T: First Pay: 2021-10-25; Redemption: 2022-01-25;
D-G: First Pay: 2021-10-25; Redemption: 2022-01-25;
J-R: First Pay: 2021-10-25; Redemption: 2022-01-25;
W: First Pay: 2021-10-25; Redemption: 2022-01-25;
Deal Comments
Ljrwsjh Vhfsmjmvsmv. Wrm Sjhh Lhrsryd 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date