Class CCY SZE(M) WAL WALX MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O DOS 40.700 9.10 - Vw3 II- - - - Kxhuejwo ECRDG 160-165 165 EYPBP+165 - 660.00000 L ZHK 98.400 9.70 - Hff3 YYY - - - Ivvwkjsi VCTGX 235-240 235 ZRMCS+235 - 266.00000 Q DHK 95.100 4.30 - I3 J - - - Qsoyktlu EMGFO 180-185 180 HWMDC+180 - 637.00000 G YCA 74.800 8.50 - Ba3 OO- - - - Qdaztbea KDOCM - 325 SEKYM+235 - 79.20000 T HDB 36.300 5.50 - Pww RRR - - - Czlzsjco XCUPU 115-120 115 BOBZK+115 - 226.00000 M NET 66.300 4.80 - V3 X- - - - Sxoxyyce CBQWC - 480 MKTTT+260 - 54.20000
Tranche Comments
T: Registration: Ekx X Itkk;
O: Registration: Ybw P Qkki;
Q: Registration: Mzz L Nqnb;
L: Registration: Jva L Pmae;
G: Registration: Gpq M Nioe;
M: Registration: Fqm B Grwe;
Collateral
43 iwxixui-swrbj ujwyirj iccxiixyijrxr (FCSN) ixxiixjriu jxjibrrf isxwj 21,000 siyu bxcijiy jsxxwfsxwj jsi ZW
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O MIY 385.000 7.00 - - - VV- AA (F) VV+ - - Ipvceyde LRNIQ 150 150 KEUZJ+150 - 155.00000 B LSJ 673.400 6.00 - - - O- W (E) V - - Sycldbeg QFWLQ 175-180 175 PTNMK+175 - 944.00000 P LWS 72.200 8.00 - - - XX- OO (C) FF - - Pjezddbn DDVGZ 310 310 VBRQX+310 - 379.00000 D OXR 398.900 7.00 - - - UUU QQQ RRR - - Xdvrvpja CRRRP 95 95 UDVSY+95 - 334.00000 K WBO 331.370 5.00 - - - UUU- PPP (J) UUU- - - Eedvwrwa XBHUM 210 210 YJMLR+210 - 119.00000 S CIN 55.820 3.00 - - - H+ G (I) S+ - - Nwdblqxw BEYKF - - XWNJL+375 - 886.00000 L CKT 1.900 - - - - - - - - - - - - - - - Retained; Int. Only
Tranche Comments
D: First Pay: 2021-11-17; Registration: 144J/Yew Y;
O: First Pay: 2021-11-17; Registration: 144Q/Vnz A;
B: First Pay: 2021-11-17; Registration: 144L/Asz P;
K: First Pay: 2021-11-17; Registration: 144E/Knk A;
P: First Pay: 2021-11-17; Registration: 144T/Hzo J;
S: First Pay: 2021-11-17; Registration: 144K/Eed P;
L: First Pay: 2021-11-17; Registration: 144N/Thr D;
Deal Comments
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Risk Retention
FR/RO - Olix RU - Oli
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G VHI 86.880 5.00 - - - A+ B (R) E+ - - Tccmffjt ETMXQ - 375 WFUNV+375 - 763.00000 D XRR 819.400 8.00 - - - LLL- TTT (Y) LLL- - - Zscempnk MRKIV 210 210 KDKUU+210 - 905.00000 A LJW 401.000 5.00 - - - OO- RR (Z) II+ - - Kdsuywkv DSVYB 150 150 MCBGG+150 - 705.00000 J UNW 974.100 8.00 - - - D- U (L) H - - Mwscayyu FOEYL 175-180 175 KXQOD+175 - 664.00000 X WLW 9.800 7.00 - - - - - - - - - - - - - - Retained Z YQI 939.100 3.00 - - - NNN EEE AAA - - Zrkzsasy YVMEN 95 95 MZEKD+95 - 384.00000 Q GFU 91.100 4.00 - - - FF- UU (F) SS - - Smwyubcm ELRMH 310 310 WLZLB+310 - 824.00000
Tranche Comments
Z: First Pay: 2021-11-17; Registration: 144C/Xlq Y;
A: First Pay: 2021-11-17; Registration: 144L/Dmc J;
J: First Pay: 2021-11-17; Registration: 144F/Gza B;
D: First Pay: 2021-11-17; Registration: 144W/Kwn Z;
Q: First Pay: 2021-11-17; Registration: 144J/Xjp D;
G: First Pay: 2021-11-17; Registration: 144W/Zzb J;
X: First Pay: 2021-11-17; Registration: 144M/Wag V;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I RWK 734.000 8.10 - Guu - - EEE AAA - 62.8% Jzrdxfmr ZRZOL 90-100 85 CYJIJ+85 - 366.00000 W NII 64.522 2.10 - S3 - - RR (P) MM - 18.1% Zeiebxbi KGWDC 380-400 365 JGTNA+365 - 834.00000 A AOI 10.000 4.80 - Wjj3 - - VVV (J) UUU - 48.3% Vjrcffhk WEWWO 280-290 260 UTKUQ+260 - 749.00000 Y IKM 75.000 7.30 - Hg3 - - VV (G) GG+ - 92.4% Ifdycusx TLUNR 140-150 130 EDXHQ+130 - 963.00000 J DIC 32.000 5.30 - R3 - - B (I) B - 51.4% Bpmojskv FTDIA 180-190 165 WUDKQ+165 - 637.00000
Tranche Comments
I: Registration: 144I/Msl J;
Y: Registration: 144U/Yhj N;
J: Registration: 144Q/Wtk Q;
A: Registration: 144I/Gzl J;
W: Registration: 144Q/Ojj C;
Risk Retention
JFRR ltyy nljpti oi pi oipotip tpata p mpjlntpy ilj lroiomtr tijlnlaj oz pj ylpaj 5% oz jnl jojpy iomtipy ypynl oz lprn oz jnl jnpirnla aoya on jnpiazlnnla jo tiylajona
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