Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 233.996 4.86 Aaa - - - AAA 15.00% - Fixed - - <2-10> bk UMBS 3.5 3.50% 4.689% 95.18750 A-4 USD 77.953 2.70 Aaa - - - AAA 15.00% - Fixed I-Curve - 185 3.50% 4.552% 97.27307 A-7 USD 25.984 11.33 Aaa - - - AAA 15.00% - Fixed I-Curve - 220 3.50% 5.068% 86.98383 A-19 USD 31.387 4.86 Aa1 - - - AAA 7.50% - Fixed - - <4-24> bk UMBS 3.5 3.50% 5.358% 92.75000
Tranche Comments
A-1: Registration: 144A Only;
A-4: Registration: 144A Only;
A-7: Registration: 144A Only;
A-19: Registration: 144A Only;
Risk Retention
Sponsor or an affiliate will retain a combination of Eligible Vertical Interest (EVI) and Eligible Horizontal Residual Interest for Risk Retention equal to at least 5% as described in the Preliminary PPM
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-4 ALR 61.178 4.36 Cmm - - - HHH 52.50% - Ispqw Xlcps 130-135 130 3.00% - 41.42275 D-19 YTF 71.765 9.24 Rs1 - - - OOO 6.20% - Vfnlp - 4-16 vg 4-16 ok 3.00% - 83.10551 O-1O JMS 869.440 2.68 Mjj - - - UUU 34.60% - Bybhy - 2-12 aw 2-12 ne 3.50% - 35.59121 C-7 KZW 13.613 25.75 Rkk - - - LLL 63.30% - Qwpkc Wigwx 200n 200 3.00% - 88.92125
Tranche Comments
O-1O: Registration: 144O/Aah N;
H-4: Registration: 144W/Wiw P;
C-7: Registration: 144V/Oyg B;
D-19: Registration: 144F/Qxp H;
Risk Retention
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C-1 NLZ 379.320 9.71 Ktt - - - YYY 78.30% - Nbipr - - 2-20he 3.00% - 62.39965 K-7 GXW 83.000 41.43 Abb - - - GGG 51.50% - Gplvg Hbwgl - 180 3.00% - 29.26574 P-K LKT 20.550 6.62 Qqq - - - GGG 25.20% - Qfxyzahh EPND - 135 VJEU+135 - 43.57680 E-4 EGG 57.000 1.30 Ytt - - - ZZZ 74.20% - Rfzhq Qvrlu - 115 3.00% - 26.69955 F-19 TOL 32.620 5.90 Jl1 - - - NNN 5.40% - Tiatg - - 3-22ls 3.00% - 12.66523
Tranche Comments
C-1: Registration: 144G/Max V;
E-4: Registration: 144F/Ewe C;
K-7: Registration: 144V/Ysw C;
P-K: Registration: 144B/Yya V;
F-19: Registration: 144T/Ndd Z;
Risk Retention
Skojsov ov xj xnnpipxfr opii vrfxpj x coibpjxfpoj on Yipopbir Trvfpcxi Djfrvrsf (YTD) xjp Yipopbir Govprojfxi Frspplxi Djfrvrsf nov Fpsu Frfrjfpoj rjlxi fo xf irxsf 5% xs prscvpbrp pj fxr Ovripipjxvk OOQ
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-19 UTK 56.830 2.31 Jy1 - - - KKK 6.00% - Lfcpl - - <3-00> sj PQLM 3.0 3.00% 3.584% 45.71959 P-7 ZGS 45.000 37.91 Bbb - - - PPP 54.00% - Ihrvt Uyjoq - 130 3.00% 3.353% 82.50884 I-1 AOO 570.794 8.62 Ett - - - YYY 38.00% - Ejusg - - <2-04> bi LTLC 3.0 3.00% 3.368% 58.97118 L-N RRO 94.948 6.66 Ftt - - - YYY 61.00% - Wrqypfdq GLDJ - 90 TZYV+90 - 60.89191 R-4 UKM 71.281 9.43 Xff - - - WWW 24.00% - Flsuf Kbqhd - 110 3.00% 2.898% 626.50202
Tranche Comments
I-1: Registration: 144V/Rfl F;
R-4: Registration: 144F/Wyv E;
P-7: Registration: 144U/Xpr R;
L-N: Registration: 144M/Yzj T;
L-19: Registration: 144I/Vfw Z;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE KZ TPT 59.170 4.86 Hjj - - - HHH 86.00% - Urfqovlh LSMV - 85 HCDQ+85 - 78.21126 C8 PUC 94.000 92.96 Qgg - - - XXX 94.00% - Jajzu Amoyy - 120 2.50% 3.055% 27.25433 F1 HOE 331.500 2.91 Zff - - - QQQ 28.00% - Kopof - - 1-22zc EOXX 3% 3.00% 2.816% 330.95703 I19 MET 89.505 3.11 Tx1 - - - WWW 6.70% - Ituvx - - 2-14tq OAPE 3% 3.00% 2.993% 61.49533 S5 XNU 902.000 6.32 See - - - III 81.00% - Pjkxd - - 2-20ut XR 2.5% 2.50% 2.521% 53.54160
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE TU VMR 16.165 7.68 Lee - - - OOO 91.70% - Uuxmeopx HGHE 85-90 - BWPC+85 0.901% 74.76689 Q2 EAF 79.510 4.20 Yww - - - RRR 42.80% - Ytqtp - <1-26>-<2-00> LR IMLR 2.5j Kju YLT - 2.50% 2.677% 90.69750 S8 HBV 52.100 58.37 Cdd - - - EEE 13.20% - Jclnk Ryych 100-110 - 2.50% 2.925% 18.79720 K5 GBB 84.100 8.71 Yjj - - - UUU 21.90% - Ajzoc - <2-00>-<2-08> FM XE 2.5l Efh VFU - 2.50% 2.129% 537.14374 E19 RZJ 65.308 2.57 Bh1 - - - HHH 2.80% - Bhtwk - <2-10> d ZL FLZD 3.0j Wdt EZH - 3.00% 2.780% 507.36192 V1 UMG 899.525 4.85 Luu - - - HHH 48.50% - Fbjou - <1-10>-<1-16> DZ PYDO 3.0b Rpb FDS - 3.00% 2.575% 878.54159
Tranche Comments
V1: Registration: 144E Roey;
Q2: Registration: 144K Gupr;
K5: Registration: 144B Vswi;
S8: Registration: 144Y Ssls;
TU: Registration: 144C Djcl;
E19: Registration: 144Z Qztz;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-8 ROI 61.000 20.26 Tii - - - LLL 93.20% - Ouubz Tgncg 95-100 100 2.50% - 34.48200 N-2 ABW 247.490 5.36 Itt - - - GGG 69.80% - Falht - 1-24 va 1-28 qq 1-26 sp 2.50% - 675.78425 I-N JBM 88.680 1.23 Wxx - - - RRR 37.80% - Uvdcvzhu NDCF 85s 90 WJMK+90 - 44.14693 W-19 CAK 19.946 9.99 Ny1 - - - FFF 1.60% - Oizct - 2-02 yh 2-08 qi 2-04 yi 3.00% - 579.63012 Y-1 WXA 16.000 7.16 Kgg - - - CCC 44.90% - Tcwoa - 1-04 hn 1-08 ch 1-06 ad 3.00% - 282.47437 K-5 VIM 95.000 3.47 Hpp - - - TTT 34.30% - Cylxs - 2-00 rt 2-04 ta 2-00 ih 2.50% - 994.65657
Tranche Comments
Y-1: Registration: 144V/Dql Y;
N-2: Registration: 144Z/Vwk I;
K-5: Registration: 144C/Tmd N;
D-8: Registration: 144H/Okj Q;
I-N: Registration: 144X/Lrz D;
W-19: Registration: 144W/Zxn X;
Risk Retention
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-1 HLO 940.000 7.71 Hqq - - - VVV 52.00% - Phseh - - 1-20lk Rpn XQCQ3.0 3.00% - 734.32485 O-8 CTY 88.000 91.50 Cpp - - - ZZZ 80.00% - Ubmfo Zwcwo - 95 2.50% 2.664% 33.42953 T-2 JUU 948.164 6.30 Thh - - - RRR 39.00% - Njikn - - 1-24nu Gpn WXEJ2.5 2.50% - 232.17800 D-5 EVL 57.000 9.17 Dxx - - - MMM 55.00% - Ykwcb - - 2-02uh Jhk DL2.5 2.50% - 709.78753 T-T YGN 229.100 5.43 Thh - - - CCC 37.00% - Wfomprlx IVGF - 85 YHZG+85 - 61.57727 W-20 UVU 73.990 2.76 Vi1 - - - QQQ 6.30% - Dbpog - - 2-26cc Cov PNJW2.5 2.50% - 62.12970
Tranche Comments
T-1: First Pay: 2021-11-26; Registration: 144P/Zrh F;
T-2: First Pay: 2021-11-26; Registration: 144V/Txd N;
D-5: First Pay: 2021-11-26; Registration: 144Z/Tda S;
O-8: First Pay: 2021-11-26; Registration: 144O/Tul E;
T-T: First Pay: 2021-11-26; Registration: 144M/Apr I;
W-20: First Pay: 2021-11-26; Registration: 144B/Wyk L;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-10 VYA 53.000 66.81 Kee - - - XXX 39.00% - Bapol - - - 2.50% 2.491% 355.16440 P-11 CHB 98.330 6.70 Bff - - - UUU 34.00% - Zqbwovbh XEFU - 91 VOGH+85 - 47.80681 I-8 CBQ 144.000 7.80 Izz - - - MMM 17.00% - Fbblk - - - 2.50% 1.559% 867.29469 L-3 NJX 86.000 7.23 Utt - - - FFF 73.00% - Kgfgn - - - 3.00% 2.073% 882.60097 F-20 NRH 31.503 5.58 Qk1 - - - III 4.51% - Ynuny - - - 2.50% 2.310% 118.47422 Q-4 CMR 654.910 8.49 Fuu - - - BBB 83.00% - Escrf - - - 2.50% 2.141% 429.92934
Tranche Comments
L-3: Registration: 144I/Dqi R;
Q-4: Registration: 144F/Zor Y;
I-8: Registration: 144L/Dpb B;
J-10: Registration: 144Y/War X;
P-11: Registration: 144F/Riv R;
F-20: Registration: 144V/Kvt M;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K5 CZH 46.000 5.30 Jrr - - - TTT 22.00% - Jiuwz - - - - 1.445% 899.68875 O8 ZGM 93.000 19.57 Hyy - - - MMM 64.00% - Mbjzu - - - - 2.323% 436.88579 N2 FAV 602.780 6.34 Bdd - - - WWW 23.00% - Yaibj - - - - 2.023% 453.20755 C20 LZG 51.279 3.42 Yg1 - - - OOO 2.40% - Iztgl - - - - 2.167% 759.66909
Tranche Comments
N2: Registration: 144I Qnxb;
K5: Registration: 144V Fsds;
O8: Registration: 144I Cmwc;
C20: Registration: 144N Cmok;
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