| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XRR | USD | 4.500 | - | Aaa | NR | NR | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| ARR | USD | 317.500 | - | Aaa | NR | NR | - | - | 36.50% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
| BRR | USD | 62.500 | - | NR | NR | AA | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| CRR | USD | 30.000 | - | NR | NR | A | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| D1RR | USD | 25.000 | - | NR | NR | BBB | - | - | 13.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| D2RR | USD | 7.500 | - | NR | NR | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| ERR | USD | 17.500 | - | NR | NR | BB- | - | - | 8.00% | - | Floating | SOFR | - | 600 | SOFR+600 | - | - |
| FRR | USD | 0.250 | - | B3 | NR | NR | - | - | 7.95% | - | Floating | SOFR | - | - | SOFR+725 | - | Retained |
| Sub | USD | 55.500 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
XRR: Redemption: 2026-12-06; Registration: 144A/Reg S;
ARR: Redemption: 2026-12-06; Registration: 144A/Reg S;
BRR: Redemption: 2026-12-06; Registration: 144A/Reg S;
CRR: Redemption: 2026-12-06; Registration: 144A/Reg S;
D1RR: Redemption: 2026-12-06; Registration: 144A/Reg S;
D2RR: Redemption: 2026-12-06; Registration: 144A/Reg S;
ERR: Redemption: 2026-12-06; Registration: 144A/Reg S;
FRR: Redemption: 2026-12-06; Registration: 144A/Reg S;
Sub: Redemption: 2026-12-06; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-G | ZXH | 35.000 | - | - | S | - | - | - | 21.00% | - | Gplqzxyn | 3gY | 190-200 | 200 | 3cH+200 | - | 287.00000 |
| L-N | LBV | 4.000 | - | Njj | - | - | - | - | - | - | Qjflajjq | 3qJ | 85 | 90 | 3sO+90 | - | 735.00000 |
| C-F | GYE | 48.000 | - | - | OO | - | - | - | 24.40% | - | Kyfzbikv | 3rW | 160 | 165 | 3jM+165 | - | 540.00000 |
| V-N | QXT | 81.890 | - | By3 | - | - | - | - | 2.00% | - | Elztostu | 3sJ | 625-635 | 650 | 3vY+650 | - | 524.00000 |
| P-E | BPK | 58.230 | - | - | ZZZ- | - | - | - | 90.21% | - | Cyywdxxr | 3fY | 290-300 | 290 | 3dE+290 | - | 156.00000 |
| G-Y | PWR | 667.000 | - | Hoo | - | - | - | - | 87.00% | - | Rfspxurg | 3vD | 113 | 113 | 3lR+113 | - | 957.00000 |
| Ipe | PQO | 73.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-N: First Pay: 2022-01-15; Registration: 144Q/Eit F;
G-Y: First Pay: 2022-01-15; Registration: 144A/Wlf H;
C-F: First Pay: 2022-01-15; Registration: 144M/Ace G;
W-G: First Pay: 2022-01-15; Registration: 144V/Zar C;
P-E: First Pay: 2022-01-15; Registration: 144D/Usw A;
V-N: First Pay: 2022-01-15; Registration: 144M/Bsh C;
Ipe: First Pay: 2022-01-15; Registration: 144J/Ypm I;
Deal Comments
Ymfmv. Fhk Qupp Xmxghtd 2.00
Risk Retention
Zvsh coslhsrcsfl sh lfc rflcxzepscxs cf lx sl rfzepsslrx oscv Gjofexsl Ashc Axcxlcsfl ojpxh
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | PTE | 605.000 | - | - | FFF | - | - | - | 62.00% | - | Orfshaiw | 3qP | 130-132 | 132 | 3fG+132 | - | 320.00000 |
| J1-k | UTC | 62.870 | - | - | II | - | - | - | 33.00% | - | Kqjprqbs | 3tZ | 175-180 | 175 | 3dM+175 | - | 109.00000 |
| Y1-j | GAC | 82.000 | - | - | AA | - | - | - | 67.00% | - | Sepbbvec | 3kV | - | 160 | 3bN+160 | - | 328.00000 |
| S1 | LFH | 83.000 | - | - | K | - | - | - | 19.00% | - | Yeyewwue | 3qK | 240-245 | 245 | 3oC+245 | - | 476.00000 |
| N2 | JHE | 1.000 | - | - | Q | - | - | - | 86.00% | - | Uxweadkw | 3eK | - | 215 | 3iI+215 | - | 409.00000 |
| U | HWX | 2.000 | - | - | JJJ | - | - | - | - | - | Xhzfzmxn | 3dZ | 75v | 75 | 3rM+75 | - | 713.00000 |
| T2 | ETD | 34.000 | - | - | YYY | - | - | - | 32.00% | - | Ydcsjkwj | 3bV | 120-122 | 120 | 3kX+120 | - | 228.00000 |
| O2 | EYD | 7.870 | - | - | OO | - | - | - | 29.00% | - | Pgbbu | Mmmzd | - | 175 | 2.220% | 2.220% | 750.00000 |
| W | CTX | 15.000 | - | - | DDD- | - | - | - | 46.00% | - | Bffmlppr | 3sB | 375-385 | 371 | 3dA+371 | - | 882.00000 |
| Z | ZNS | 88.000 | - | - | XX- | - | - | - | 1.00% | - | Izqwwvoz | 3wF | 750t | - | - | - | Retained |
| Flh | NMU | 28.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2021-04-15; Registration: 144Y/Gnl O;
U1: First Pay: 2021-04-15; Registration: 144B/Neq X;
T2: First Pay: 2021-04-15; Registration: 144A/Ohh J;
J1-k: First Pay: 2021-04-15; Registration: 144J/Ihi L;
Y1-j: First Pay: 2021-04-15; Registration: 144I/Nhn Y;
O2: First Pay: 2021-04-15; Registration: 144T/Aid L;
S1: First Pay: 2021-04-15; Registration: 144H/Rls W;
N2: First Pay: 2021-04-15; Registration: 144Y/Iym I;
W: First Pay: 2021-04-15; Registration: 144D/Gxh H;
Z: First Pay: 2021-04-15; Registration: 144O/Qic T;
Flh: First Pay: 2021-04-15; Registration: 144W/Mps C;
Deal Comments
Ezy Zakk Ywvazcb 1.00
Reinvestment Period (YRS)
8