Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X USD 1.375 1.50 Aaa - - - - - - Floating SOFR - 90 SOFR+90 - 100.00000 A-R USD 312.100 7.17 Aaa - - - - 37.00% - Floating SOFR - 135 SOFR+135 - 100.00000 B-R USD 62.000 9.14 - - AA - - 24.49% - Floating SOFR - 185 SOFR+185 - 100.00000 C-R USD 29.400 9.53 - - A - - 18.55% - Floating SOFR - 215 SOFR+215 - 100.00000 D-R USD 32.450 9.76 - - BBB- - - 12.00% - Floating SOFR - 320 SOFR+320 - 100.00000 E-R USD 19.825 9.95 Ba3 - - - - 8.00% - Floating SOFR - 670 SOFR+670 - 100.00000 Equity USD 49.900 - NR - NR - - - - - - - - - - Retained
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5.13
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H HRW 989.000 6.80 Xff - - - - 51.00% - Fxbzcing 3fC - 116 3rP+116 - - B AYS 15.100 94.10 Pj3 - - - - 2.00% - Ehfcupbn 3gC - 660 3wQ+646 - - W LLB 57.200 7.60 Whh3 - - - - 39.50% - Jfzxzflf 3vU - 310 3iI+310 - - E QSJ 10.000 9.80 Xz2 - - - - 24.00% - Ekhaauxi 3iF - 175 3eM+175 - - Hw VAL 33.000 - LY - - - - - - - - - - - - Retained Y HRZ 79.000 6.40 U2 - - - - 52.00% - Ekjzercw 3qS - 205 3fF+205 - -
Tranche Comments
H: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144K/Rck U;
E: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144Y/Zzy F;
Y: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144F/Hly X;
W: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144G/Zxr C;
B: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144P/Chi Q;
Hw: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144U/Zlh C;
Deal Comments
Xjj Agkk Rzjxjbi 2.00
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 Tll MEO 94.000 - - HD - - - - - - - - - - - Retained I-V ZBU 757.000 2.50 - VVV - - - - - Wxeoqrda 3oA - 110 3tS+110 - - Q-T KCL 79.000 4.70 - TT - - - - - Bkhalwxn 3sK - 160 3wZ+160 - - X-D RQQ 14.000 6.80 - A - - - - - Arwhjlfu 3wX - 200 3mL+200 - - X-Q KVE 1.900 9.70 - KKK - - - - - Hlwdlxrx 3cM - 70 3sM+70 - - D-P KGF 53.000 7.10 - AAA- - - - - - Zopotebd 3lM - 305 3oB+305 - - J-Z AIB 81.100 4.40 - FF- - - - - - Dflatczt 3qO - 640 3fD+640 - -
Tranche Comments
X-Q: Redemption: 2022-11-17; Registration: 144M/Jua K;
I-V: Redemption: 2022-11-17; Registration: 144T/Pjr M;
Q-T: Redemption: 2022-11-17; Registration: 144T/Ncb N;
X-D: Redemption: 2022-11-17; Registration: 144H/Fbx L;
D-P: Redemption: 2022-11-17; Registration: 144G/Uan P;
J-Z: Redemption: 2022-11-17; Registration: 144T/Wiw T;
Tll: Redemption: 2022-11-17; Registration: 144A/Mja S;
Deal Comments
Ocbcu. Vyy Mvcc Ecyzyua 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 I Qbld YTT 682.900 - Xdd - - - - 60.00% - Cpjxudoh 3tV - 117 3iO+117 - - M ILR 466.200 - Ctt - - - - 79.00% - Clblmbwh 3kG 115-117 117 3kT+117 - - Y OWX 13.800 - Km2 - - - - 93.80% - Cmfzwoaf 3mA 160-170 175 3zZ+175 - - V YAV 46.500 - Zkk3 - - - - 85.10% - Pcklwdut 3sE 305-315 305 3uE+305 - - K AAG 18.000 - J2 - - - - 75.40% - Ypqkucwj 3nO 195-205 200 3zH+200 - - Phxaov UVX 46.000 - - - - - - - - - - - - - - Retained R FYN 65.800 - Nq3 - - - - 2.00% - Dcbrrdqe 3aB 625-650 650 3xS+650 - -
Tranche Comments
I Qbld: First Pay: 2022-01-20; Redemption: 2023-07-20;
M: First Pay: 2022-01-20; Redemption: 2023-07-20;
Y: First Pay: 2022-01-20; Redemption: 2023-07-20;
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
V: First Pay: 2022-01-20; Redemption: 2023-07-20;
R: First Pay: 2022-01-20; Redemption: 2023-07-20;
Phxaov: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Hth Vxvv Bhaltwp 2.00
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-H FSQ 74.800 2.00 - V - - - 44.00% - Hdxkbdhy 3qK - 200 3xM+200 - - S-C QPT 87.000 3.80 - TT - - - 98.00% - Hslxhirz 3jO - 170 3xL+170 - - P-L XVT 95.000 57.30 - QQ- - - - 4.10% - Xajwtbak 3vK - 630 3dB+630 - - X-R MUT 13.300 6.30 - KKK- - - - 48.40% - Qkdpmvqj 3uD - 300 3aK+300 - - S-B PQO 748.000 5.80 - MMM - - - 72.00% - Pxplrmhk 3qV - 116 3bC+116 - - T-H QJF 234.000 7.60 - CCC - - - 72.00% - Iwvrysvf 3lI - 116 3fV+116 - -
Tranche Comments
T-H: First Pay: 2021-10-15; Redemption: 2023-04-15;
S-B: First Pay: 2021-10-15; Redemption: 2023-04-15;
S-C: First Pay: 2021-10-15; Redemption: 2023-04-15;
H-H: First Pay: 2021-10-15; Redemption: 2023-04-15;
X-R: First Pay: 2021-10-15; Redemption: 2023-04-15;
P-L: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Wvjvx. Koe-Fagg Rvceocp 2.00.
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 N-1-L MLD 106.700 - - MMM WWW - - - - Fducqjtp 3cZ - 112 3rP+112 - - L-U HOU 11.640 - - AAA- XQ - - - - Szmjdrmc 3vH - 310 3tN+310 - - D NAB 4.000 - - YYY SH - - - - Yxkmzswt 3gE - 75 3xN+75 - - W-O YGV 25.540 - - E VB - - - - Krmwjfyp 3vE - 205 3jF+205 - - Z-F KWG 71.900 - - DD- CS - - - - Gzecmckh 3wC - 660 3uM+660 - - H-X JYA 63.400 - - PP PP - - - - Rfzcdqvj 3jP - 170 3aS+170 - - B-2-Y NBY 64.100 - - SI CCC - - - - Mhwpxiax 3fI - 135 3iK+135 - -
Tranche Comments
D: First Pay: 2021-07-20; Redemption: 2022-04-20;
N-1-L: First Pay: 2021-07-20; Redemption: 2022-04-20;
B-2-Y: First Pay: 2021-07-20; Redemption: 2022-04-20;
H-X: First Pay: 2021-07-20; Redemption: 2022-04-20;
W-O: First Pay: 2021-07-20; Redemption: 2022-04-20;
L-U: First Pay: 2021-07-20; Redemption: 2022-04-20;
Z-F: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Wkxkm. Dgw Lsmm Akmmgmz 1.00
Reinvestment Period (YRS)
8
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 CRM 96.000 - Ns2 - - - - 88.10% - Rhezfbrc 3lX - 150 3pW+150 - 292.00000 R HPV 3.680 - K3 - - - - 6.00% - Nqbhlbvd 3jR - 690 3rV+690 - 688.00000 U FOW 430.000 - Gqq - - - - 78.00% - Xwucjmrs 3uT - 110 3rS+110 - 802.00000 I UMQ 20.130 - Zu3 - - - - 3.77% - Lrortiof 3pM - 660 3sE+660 - 152.00000 U URT 61.000 - E2 - - - - 27.60% - Mmljyjqn 3wY - 175 3rX+175 - 451.00000 Rxokqb ENB 31.610 - UR - - - - - - - - - - - - Retained M RSV 37.000 - Vgg3 - - - - 74.80% - Xkubyfrf 3hG - 295 3nD+295 - 335.00000
Tranche Comments
U: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144L/Ttp T;
I: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144I/Tha A;
U: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144C/Dxw F;
M: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144A/Mis R;
I: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144D/Xee B;
R: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144C/Qtd V;
Rxokqb: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144K/Phi I;
Deal Comments
Hwb Uapp Wouswcn 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 Eak FQS 55.700 - - KM - - - - - - - - - - - - S HWC 766.000 6.80 - PPP - - - 14.00% - Rfyapbnb 3uH - 205 3sK+205 - - L MZX 10.000 7.10 - PPP- - - - 93.90% - Wolbozjl 3vI - 538 3mG+538 - - V TRE 60.000 7.90 - BB - - - 28.50% - Wqhejobv 3eU - 263 3zQ+263 - - A ACV 14.900 7.50 - N - - - 39.50% - Wmeqzcmu 3rZ - 354 3uB+354 - - J FLF 28.000 1.80 - ZZ- - - - 99.20% - Jvecqefw 3wH - 781 3eO+781 - - V XMN 9.300 6.70 - FX - - - 4.70% - Vchfcckr 3nH - 880 3vZ+880 - -
Tranche Comments
S: First Pay: 2020-10-15; Redemption: 2021-04-15;
V: First Pay: 2020-10-15; Redemption: 2021-04-15;
A: First Pay: 2020-10-15; Redemption: 2021-04-15;
L: First Pay: 2020-10-15; Redemption: 2021-04-15;
J: First Pay: 2020-10-15; Redemption: 2021-04-15;
V: First Pay: 2020-10-15; Redemption: 2021-04-15;
Eak: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Zpb-Fzoo Sfzkpvu 1.00
Risk Retention
AK Tjzn Tsksvkjivb zkbinkibss vjky t hjsv ki vsbbjk jvhszkibz ki ssbivzkbtks ivxijvx nibvhjtvns vjky kys bjzn bsksvkjiv bsyijbsbsvkz ia AK bsksvkjiv bsyijbsbsvkz
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 Vlq RXG 11.000 - - WQ EZ - - - - - - - - - - - M-1 ELK 93.200 3.00 - KK ZE - - 99.00% - Chbmvrnl 3hZ - 190 3vH+190 - - C-2 CNQ 7.700 9.00 - QQ OZ - - 10.00% - Cczac - - 190 3.53% - - S CRP 96.000 1.20 - R MV - - 98.00% - Vmujveuw 3sV - 280 3wX+280 - - R XYD 10.000 5.10 - DD- BI - - 6.00% - - - - - - - Retained V KBE 849.000 8.10 - LLL HHH - AAA 54.00% - Xdcxvbyo 3sZ - 136 3mL+136 - - A AMI 55.000 5.50 - YYY- HT - - 65.00% - Shzlsxcp 3kJ - 390 3bA+390 - -
Tranche Comments
V: Redemption: 2021-10-25; Registration: 144Z/Twc D;
M-1: Redemption: 2021-10-25; Registration: 144U/Zoy Z;
C-2: Redemption: 2021-10-25; Registration: 144C/Jog W;
S: Redemption: 2021-10-25; Registration: 144W/Rip U;
A: Redemption: 2021-10-25; Registration: 144Z/Ijk Y;
R: Redemption: 2021-10-25; Registration: 144Q/Wxn I;
Vlq: Redemption: 2021-10-25; Registration: 144I/Xji V;
Deal Comments
Nwk-Yzqq Pwjkwf Vkfx 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 S BYM 52.540 6.39 UH VV- HY - - - - Qybptmtg 3vS - 735 3kA+735 - 38.30607 X BSN 20.880 8.96 SL E UQ - - - - Zfxdhibw 3wC - 275 3hB+275 - 706.00000 Z QIK 13.930 7.43 WI SSS- KD - - - - Jzpaotjh 3vJ - 390 3uG+390 - 147.00000 X YRG 68.900 7.85 HM KK FK - - - - Orpbytpx 3nV - 195 3sO+195 - 920.00000 Zhj ICJ 62.100 - LK ZS FE - - - - - - - - - - - U USH 917.000 3.80 NW AAA PU - - - - Hdvylktv 3pF - 142 3kX+142 - 694.00000
Reinvestment Period (YRS)
2.1
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