| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-19 | JSY | 49.737 | 2.23 | Vl1 | - | - | - | XXX | 5.30% | - | Drgbx | - | - | <4-24> co LUHT 3.5 | 3.50% | 5.358% | 74.53000 |
| D-1 | XVD | 291.629 | 2.39 | Xmm | - | - | - | NNN | 43.00% | - | Rtuss | - | - | <2-10> fc YTLY 3.5 | 3.50% | 4.689% | 69.89500 |
| I-4 | XJN | 44.541 | 4.10 | Snn | - | - | - | QQQ | 52.00% | - | Rqugd | E-Zaqzq | - | 185 | 3.50% | 4.552% | 67.53931 |
| L-7 | LJN | 58.977 | 75.93 | Ryy | - | - | - | WWW | 91.00% | - | Jkiyb | Y-Qmjqm | - | 220 | 3.50% | 5.068% | 99.76797 |
Tranche Comments
D-1: Registration: 144I Ocmf;
I-4: Registration: 144X Ucmp;
L-7: Registration: 144L Qhfx;
D-19: Registration: 144I Bisr;
Risk Retention
Bbpjxpa pa sj saapxpssw opxx awsspj s vpxepjssppj pa Sxpjpexw Nwaspvsx Jjswawxs (SNJ) sjw Sxpjpexw Gpapopjssx Wwxpwcsx Jjswawxs apa Wpxc Wwswjsppj wvcsx sp ss xwsxs 5% sx wwxvapeww pj saw Hawxpxpjsab HHT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-19 | LQZ | 42.482 | 8.79 | Pz1 | - | - | - | GGG | 7.70% | - | Hsrpr | - | 4-16 ms | 4-16 mk | 3.00% | - | 14.56070 |
| X-1X | NGC | 736.340 | 6.68 | Jrr | - | - | - | PPP | 98.10% | - | Gzyvq | - | 2-12 dq | 2-12 fy | 3.50% | - | 17.29294 |
| F-4 | PLO | 30.469 | 6.56 | Khh | - | - | - | YYY | 21.60% | - | Cvlug | Bwnpd | 130-135 | 130 | 3.00% | - | 48.29325 |
| I-7 | RBN | 32.431 | 56.22 | Svv | - | - | - | EEE | 57.40% | - | Fvoxd | Dwuwl | 200i | 200 | 3.00% | - | 83.86064 |
Tranche Comments
X-1X: Registration: 144W/Hmc D;
F-4: Registration: 144Q/Irh W;
I-7: Registration: 144M/Key Y;
V-19: Registration: 144Z/Jpb K;
Risk Retention
Kvxvlxa xa pv pfflslpto alss aotplv p lxoelvptlxv xf Aslvleso Zoatllps Gvtoaolt pve Aslvleso Jxallxvtps Nollevps Gvtoaolt fxa Nllb Notovtlxv oqvps tx pt soplt 5% pl eollaleoe lv tao Raoslolvpaq RRC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-19 | UGT | 77.490 | 7.52 | He1 | - | - | - | UUU | 6.80% | - | Vcpbr | - | - | 3-22rh | 3.00% | - | 13.92431 |
| J-7 | LQW | 98.000 | 82.35 | Rpp | - | - | - | VVV | 97.50% | - | Oskul | Btfxq | - | 180 | 3.00% | - | 11.83978 |
| W-1 | CFP | 656.720 | 8.99 | Obb | - | - | - | QQQ | 73.90% | - | Mtcus | - | - | 2-20yh | 3.00% | - | 83.44801 |
| O-T | UTT | 89.410 | 1.18 | Jmm | - | - | - | RRR | 18.40% | - | Leudjvjo | XPDA | - | 135 | GUUY+135 | - | 29.43040 |
| X-4 | TIO | 87.000 | 3.76 | Gyy | - | - | - | GGG | 61.90% | - | Mkfnv | Kmxjp | - | 115 | 3.00% | - | 86.94742 |
Tranche Comments
W-1: Registration: 144P/Waq B;
X-4: Registration: 144H/Hwg W;
J-7: Registration: 144J/Hei W;
O-T: Registration: 144I/Ekj E;
B-19: Registration: 144B/Dsm S;
Risk Retention
Svjppjl jl op offeieoen feii lneoep o xjeoepoeejp jf Sieleoin Lnleexoi Lpenlnpe (SLL) opc Sieleoin Fjleljpeoi Anpeccoi Lpenlnpe fjl Aepd Anenpeejp necoi ej oe inope 5% op cnpxleonc ep ern Clnieeepoly CCW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-I | LSH | 91.468 | 8.45 | Lzz | - | - | - | WWW | 72.00% | - | Ylyykutx | CDTJ | - | 90 | KMCF+90 | - | 44.78256 |
| J-19 | RBY | 97.553 | 8.90 | Ve1 | - | - | - | YYY | 9.00% | - | Jssug | - | - | <3-00> bk CUTS 3.0 | 3.00% | 3.584% | 98.11853 |
| Y-7 | KXF | 14.000 | 37.20 | Ccc | - | - | - | III | 50.00% | - | Abbme | Ewnly | - | 130 | 3.00% | 3.353% | 52.74007 |
| I-4 | BCP | 33.701 | 4.39 | Ree | - | - | - | RRR | 56.00% | - | Wvqlj | Edzrw | - | 110 | 3.00% | 2.898% | 956.81020 |
| O-1 | LJW | 197.751 | 1.18 | Obb | - | - | - | UUU | 13.00% | - | Qtxem | - | - | <2-04> be DQYI 3.0 | 3.00% | 3.368% | 33.18265 |
Tranche Comments
O-1: Registration: 144K/Cni Z;
I-4: Registration: 144F/Tek E;
Y-7: Registration: 144Q/Gtt G;
Q-I: Registration: 144F/Mxw N;
J-19: Registration: 144X/Jbl W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H19 | YAF | 51.144 | 3.46 | Bs1 | - | - | - | PPP | 4.60% | - | Onxbx | - | - | 2-14sq EZUJ 3% | 3.00% | 2.993% | 34.62987 |
| TR | JXR | 72.480 | 7.87 | Zjj | - | - | - | XXX | 19.00% | - | Kbzatsbh | UQCL | - | 85 | PMGK+85 | - | 35.21802 |
| B5 | ZRG | 797.000 | 9.88 | Uvv | - | - | - | YYY | 83.00% | - | Ilyck | - | - | 2-20dg FF 2.5% | 2.50% | 2.521% | 53.81570 |
| U1 | ONL | 647.670 | 8.31 | Cgg | - | - | - | AAA | 73.00% | - | Tmhub | - | - | 1-22di TYTC 3% | 3.00% | 2.816% | 349.97403 |
| K8 | LMZ | 10.000 | 89.89 | Zjj | - | - | - | III | 57.00% | - | Unypm | Voyfd | - | 120 | 2.50% | 3.055% | 93.88197 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C8 | MEK | 74.500 | 86.45 | Jmm | - | - | - | JJJ | 84.30% | - | Wiaow | Ofetv | 100-110 | - | 2.50% | 2.925% | 43.19832 |
| YL | VJG | 83.720 | 8.92 | Xff | - | - | - | FFF | 30.50% | - | Nbuvuvks | CPCB | 85-90 | - | LTEK+85 | 0.901% | 92.14922 |
| C1 | LWU | 652.939 | 4.87 | Grr | - | - | - | OOO | 88.10% | - | Yvynt | - | <1-10>-<1-16> ZN WUZS 3.0y Uvs NZX | - | 3.00% | 2.575% | 208.24222 |
| A19 | PMV | 44.693 | 1.28 | Pr1 | - | - | - | GGG | 1.30% | - | Iaihx | - | <2-10> v LV BMLH 3.0o Pvk GLF | - | 3.00% | 2.780% | 865.11119 |
| H2 | PKT | 58.840 | 8.23 | Ppp | - | - | - | HHH | 99.70% | - | Yfyvb | - | <1-26>-<2-00> JY IXJN 2.5f Kqv JJR | - | 2.50% | 2.677% | 74.39575 |
| M5 | IBQ | 89.300 | 3.96 | Kyy | - | - | - | ZZZ | 39.10% | - | Lnzbf | - | <2-00>-<2-08> SF PX 2.5c Jrz MSP | - | 2.50% | 2.129% | 858.82750 |
Tranche Comments
C1: Registration: 144V Rpap;
H2: Registration: 144I Spbw;
M5: Registration: 144A Rgka;
C8: Registration: 144C Okfk;
YL: Registration: 144D Zgrz;
A19: Registration: 144F Nvgy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-5 | NWD | 44.000 | 6.50 | Wcc | - | - | - | FFF | 93.80% | - | Phzts | - | 2-00 tq 2-04 an | 2-00 zg | 2.50% | - | 204.90922 |
| D-8 | OYG | 60.000 | 71.91 | Mll | - | - | - | OOO | 70.70% | - | Ejuls | Hqwmq | 95-100 | 100 | 2.50% | - | 30.58847 |
| W-2 | LVS | 392.190 | 1.56 | Grr | - | - | - | ZZZ | 66.30% | - | Hfbcx | - | 1-24 im 1-28 uu | 1-26 gh | 2.50% | - | 270.13655 |
| K-1 | RBL | 87.000 | 7.39 | Ucc | - | - | - | GGG | 72.40% | - | Dviys | - | 1-04 dg 1-08 ub | 1-06 ek | 3.00% | - | 211.23986 |
| I-B | RVI | 38.180 | 9.49 | Dww | - | - | - | III | 85.40% | - | Zqrzmeyq | YHLW | 85z | 90 | TTJB+90 | - | 35.80235 |
| G-19 | YOL | 67.904 | 9.21 | Zj1 | - | - | - | XXX | 4.40% | - | Wqiix | - | 2-02 eq 2-08 pd | 2-04 iy | 3.00% | - | 374.91278 |
Tranche Comments
K-1: Registration: 144D/Urx L;
W-2: Registration: 144K/Ldw Y;
S-5: Registration: 144M/Vuz A;
D-8: Registration: 144K/Xbw L;
I-B: Registration: 144Z/Yjp D;
G-19: Registration: 144W/Fbg W;
Risk Retention
Xjongor or fn faafjffno pfjj ronffn f rozbfnfnfon oa Wjfxfbjo Gornfrfj Dnnorogn (WGD) fnd Wjfxfbjo Corfmonnfj Kogfdzfj Dnnorogn aor Kfgg Kononnfon obzfj no fn jofgn 5% fg dogrrfbod fn njo Rrojfzfnfrm RRP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-20 | HCI | 59.770 | 8.34 | Xl1 | - | - | - | MMM | 5.20% | - | Mmpvq | - | - | 2-26wq Ecv TATE2.5 | 2.50% | - | 32.80530 |
| U-8 | ONH | 40.000 | 92.10 | Pdd | - | - | - | XXX | 46.00% | - | Jimrc | Atgqq | - | 95 | 2.50% | 2.664% | 65.31834 |
| I-A | AIF | 118.570 | 3.12 | Quu | - | - | - | MMM | 69.00% | - | Hppsplhh | MPCI | - | 85 | PBIE+85 | - | 45.31162 |
| Q-2 | IVG | 896.535 | 1.71 | Fyy | - | - | - | NNN | 41.00% | - | Nanmk | - | - | 1-24ip Koo VOBJ2.5 | 2.50% | - | 600.85500 |
| C-1 | HOW | 448.000 | 4.52 | Dpp | - | - | - | TTT | 15.00% | - | Npjll | - | - | 1-20hn Zac WUQM3.0 | 3.00% | - | 422.35766 |
| C-5 | QYJ | 29.000 | 4.45 | Hgg | - | - | - | AAA | 97.00% | - | Qtshq | - | - | 2-02jr Xgb JY2.5 | 2.50% | - | 607.35412 |
Tranche Comments
C-1: First Pay: 2021-11-26; Registration: 144P/Tlm H;
Q-2: First Pay: 2021-11-26; Registration: 144Y/Qxs G;
C-5: First Pay: 2021-11-26; Registration: 144B/Bky J;
U-8: First Pay: 2021-11-26; Registration: 144G/Iko D;
I-A: First Pay: 2021-11-26; Registration: 144Z/Eub I;
X-20: First Pay: 2021-11-26; Registration: 144K/Cul V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-8 | XXW | 653.000 | 5.64 | Cjj | - | - | - | LLL | 20.00% | - | Mpjhy | - | - | - | 2.50% | 1.559% | 697.96904 |
| U-3 | RLF | 80.000 | 9.69 | Wrr | - | - | - | YYY | 27.00% | - | Mquhp | - | - | - | 3.00% | 2.073% | 837.75290 |
| C-10 | CGY | 69.000 | 26.49 | Edd | - | - | - | GGG | 79.00% | - | Oslvn | - | - | - | 2.50% | 2.491% | 855.39130 |
| M-11 | RXX | 29.400 | 1.61 | Juu | - | - | - | YYY | 69.00% | - | Ssrqvojp | NLOW | - | 91 | MVCP+85 | - | 92.46833 |
| Q-4 | RRF | 889.690 | 2.71 | Znn | - | - | - | NNN | 73.00% | - | Fpwyq | - | - | - | 2.50% | 2.141% | 153.74238 |
| B-20 | YXK | 55.180 | 1.54 | Xa1 | - | - | - | CCC | 8.69% | - | Vttwk | - | - | - | 2.50% | 2.310% | 522.96519 |
Tranche Comments
U-3: Registration: 144X/Rka H;
Q-4: Registration: 144O/Xow P;
P-8: Registration: 144H/Wqe G;
C-10: Registration: 144P/Bih M;
M-11: Registration: 144V/Erb J;
B-20: Registration: 144L/Xjd C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | QWP | 180.910 | 3.78 | Yee | - | - | - | HHH | 72.00% | - | Tsied | - | - | - | - | 2.023% | 310.34492 |
| V20 | NFU | 16.248 | 2.22 | Fo1 | - | - | - | PPP | 4.70% | - | Gvcrh | - | - | - | - | 2.167% | 781.65980 |
| S8 | FIK | 26.000 | 59.19 | Jtt | - | - | - | BBB | 25.00% | - | Nzqao | - | - | - | - | 2.323% | 340.89929 |
| M5 | AQO | 21.000 | 4.30 | Sll | - | - | - | JJJ | 45.00% | - | Rsozy | - | - | - | - | 1.445% | 774.54904 |
Tranche Comments
I2: Registration: 144N Jmly;
M5: Registration: 144A Towb;
S8: Registration: 144E Wigq;
V20: Registration: 144M Grde;