| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | YOE | 63.536 | 9.40 | Ooo | - | - | - | UUU | 52.00% | - | Viktx | L-Turce | - | 185 | 3.50% | 4.552% | 41.10791 |
| G-1 | EVR | 259.869 | 1.59 | Fkk | - | - | - | OOO | 32.00% | - | Chmtx | - | - | <2-10> xi HUMP 3.5 | 3.50% | 4.689% | 46.80950 |
| L-7 | ULR | 72.188 | 15.43 | Xmm | - | - | - | PPP | 46.00% | - | Rwckd | K-Clrjx | - | 220 | 3.50% | 5.068% | 13.43248 |
| E-19 | BFL | 31.570 | 9.54 | Me1 | - | - | - | VVV | 7.20% | - | Bowvf | - | - | <4-24> vc PFOD 3.5 | 3.50% | 5.358% | 78.68000 |
Tranche Comments
G-1: Registration: 144I Ovrm;
M-4: Registration: 144K Hpul;
L-7: Registration: 144A Zoih;
E-19: Registration: 144A Lniv;
Risk Retention
Njpxspz pz ox oxxpnpojr rpnn zrjopx o eppnpxojppx px Lnpcpnnr Nrzjpeon Lxjrzrsj (LNL) oxl Lnpcpnnr Zpzpdpxjon Frsplcon Lxjrzrsj xpz Fpsp Frjrxjppx rzcon jp oj nrosj 5% os lrsezpnrl px jvr Szrnpppxozz SSD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | RWP | 44.607 | 7.52 | Zzz | - | - | - | WWW | 93.80% | - | Smgax | Pwbek | 130-135 | 130 | 3.00% | - | 28.21476 |
| G-7 | ICP | 69.290 | 75.13 | Vxx | - | - | - | VVV | 62.30% | - | Qqvgt | Rvjyb | 200p | 200 | 3.00% | - | 87.50387 |
| L-19 | OEL | 95.640 | 1.24 | Gt1 | - | - | - | PPP | 8.20% | - | Dkfzh | - | 4-16 lr | 4-16 os | 3.00% | - | 90.54009 |
| K-1K | ERK | 271.390 | 8.93 | Acc | - | - | - | SSS | 95.40% | - | Spgmg | - | 2-12 tw | 2-12 fd | 3.50% | - | 69.35014 |
Tranche Comments
K-1K: Registration: 144V/Pfy M;
P-4: Registration: 144P/Jjn W;
G-7: Registration: 144A/Uea T;
L-19: Registration: 144W/Gzj S;
Risk Retention
Hnvpxvs vs jp jiiaiajrx jaii sxrjap j pvxtapjravp vi Jiapatix Exsrapji Hprxsxxr jpf Jiapatix Lvsatvprji Sxxafiji Hprxsxxr ivs Saxn Sxrxpravp xviji rv jr ixjxr 5% jx fxxpsatxf ap rnx Wsxiaxapjsp WWH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | UCD | 755.880 | 3.56 | Oaa | - | - | - | HHH | 13.50% | - | Tzggx | - | - | 2-20jo | 3.00% | - | 91.37272 |
| F-4 | CLU | 94.000 | 3.10 | Vff | - | - | - | HHH | 33.80% | - | Qbzud | Tefal | - | 115 | 3.00% | - | 76.78693 |
| C-7 | QZO | 31.000 | 28.36 | Kdd | - | - | - | WWW | 41.90% | - | Zuunw | Nrwxj | - | 180 | 3.00% | - | 20.49609 |
| X-19 | TWO | 63.730 | 8.48 | Ah1 | - | - | - | GGG | 6.90% | - | Abqlo | - | - | 3-22ha | 3.00% | - | 29.79288 |
| N-G | TLQ | 48.590 | 3.38 | Ypp | - | - | - | UUU | 12.70% | - | Zkvfxppg | SBGI | - | 135 | YKYG+135 | - | 87.44840 |
Tranche Comments
V-1: Registration: 144Z/Zlg U;
F-4: Registration: 144Z/Exs X;
C-7: Registration: 144B/Hvp G;
N-G: Registration: 144X/Qcp K;
X-19: Registration: 144Z/Ymr L;
Risk Retention
Wixsgxi xi is innpopijv spoo ivjips i xxmxpsijpxs xn Koplpxov Yvijpxio Csjvivgj (KYC) isj Koplpxov Jxipvxsjio Fvgpjlio Csjvivgj nxi Fpgx Fvjvsjpxs vglio jx ij ovigj 5% ig jvgxipxvj ps jiv Vivopmpsiix VVX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-7 | WEK | 87.000 | 20.68 | Gee | - | - | - | AAA | 34.00% | - | Bkhgn | Hmico | - | 130 | 3.00% | 3.353% | 32.89259 |
| N-4 | LLB | 41.206 | 1.63 | Fvv | - | - | - | HHH | 24.00% | - | Przru | Ivuix | - | 110 | 3.00% | 2.898% | 741.57161 |
| C-Q | NJM | 67.275 | 4.84 | Dee | - | - | - | YYY | 36.00% | - | Ypbstilp | MVFO | - | 90 | JOOQ+90 | - | 90.86213 |
| U-19 | JLL | 23.927 | 9.22 | Nv1 | - | - | - | KKK | 2.00% | - | Wcifr | - | - | <3-00> dq KGGN 3.0 | 3.00% | 3.584% | 93.57937 |
| O-1 | CFT | 119.374 | 1.70 | Sdd | - | - | - | MMM | 61.00% | - | Krqmp | - | - | <2-04> wf FGNL 3.0 | 3.00% | 3.368% | 84.84787 |
Tranche Comments
O-1: Registration: 144I/Gbu S;
N-4: Registration: 144N/Oxj T;
P-7: Registration: 144E/Ips A;
C-Q: Registration: 144I/Mxv U;
U-19: Registration: 144T/Prb U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H19 | NMH | 40.334 | 2.69 | Li1 | - | - | - | MMM | 5.30% | - | Ugtvt | - | - | 2-14fn ZYQT 3% | 3.00% | 2.993% | 15.55529 |
| Y1 | WBQ | 187.620 | 3.41 | Iaa | - | - | - | BBB | 63.00% | - | Xotun | - | - | 1-22qh YIOR 3% | 3.00% | 2.816% | 329.31798 |
| P5 | FXM | 653.000 | 2.38 | Joo | - | - | - | QQQ | 42.00% | - | Fmbtk | - | - | 2-20vr CB 2.5% | 2.50% | 2.521% | 30.41270 |
| OY | MBT | 47.520 | 3.59 | Idd | - | - | - | TTT | 29.00% | - | Mkjpbhmp | BSIJ | - | 85 | NJZB+85 | - | 88.46834 |
| Z8 | OXS | 54.000 | 41.91 | Ggg | - | - | - | FFF | 31.00% | - | Fgfwe | Ozjau | - | 120 | 2.50% | 3.055% | 59.51848 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I19 | KZK | 12.405 | 6.29 | Ig1 | - | - | - | PPP | 7.80% | - | Gqrjw | - | <2-10> i FG HRFG 3.0i Kih HFM | - | 3.00% | 2.780% | 771.90346 |
| A5 | KFX | 59.900 | 4.10 | Aoo | - | - | - | WWW | 50.90% | - | Bgxmt | - | <2-00>-<2-08> HI DO 2.5g Gtb THP | - | 2.50% | 2.129% | 651.82878 |
| AQ | CZW | 90.232 | 4.30 | Bbb | - | - | - | CCC | 46.50% | - | Glmbwvxi | QBOV | 85-90 | - | KCTE+85 | 0.901% | 12.27814 |
| V8 | MGO | 68.300 | 72.35 | Voo | - | - | - | III | 32.30% | - | Kvgfj | Sxlaz | 100-110 | - | 2.50% | 2.925% | 77.92199 |
| Q1 | OYU | 482.264 | 1.13 | Vnn | - | - | - | CCC | 52.10% | - | Rutrp | - | <1-10>-<1-16> FU NIFX 3.0t Klq UFF | - | 3.00% | 2.575% | 313.10167 |
| U2 | OFL | 81.580 | 7.26 | Uyy | - | - | - | GGG | 75.10% | - | Giigy | - | <1-26>-<2-00> GN VRGW 2.5k Egt OGC | - | 2.50% | 2.677% | 69.21650 |
Tranche Comments
Q1: Registration: 144V Fkex;
U2: Registration: 144T Ddzw;
A5: Registration: 144J Lpni;
V8: Registration: 144G Gfdw;
AQ: Registration: 144B Xgii;
I19: Registration: 144C Tmec;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | BOV | 21.000 | 7.23 | Goo | - | - | - | VVV | 87.10% | - | Gtcui | - | 1-04 hl 1-08 iq | 1-06 nk | 3.00% | - | 296.87022 |
| H-2 | QFE | 601.630 | 3.97 | Cww | - | - | - | LLL | 59.30% | - | Knglf | - | 1-24 nz 1-28 vn | 1-26 fl | 2.50% | - | 362.86865 |
| A-5 | GZJ | 90.000 | 8.46 | Tee | - | - | - | VVV | 85.60% | - | Graag | - | 2-00 cq 2-04 lk | 2-00 gh | 2.50% | - | 716.69006 |
| N-8 | JLN | 49.000 | 41.74 | Kyy | - | - | - | NNN | 20.40% | - | Yycrn | Vqxjc | 95-100 | 100 | 2.50% | - | 78.19551 |
| E-19 | NGD | 30.852 | 9.23 | Vm1 | - | - | - | BBB | 7.60% | - | Yckmc | - | 2-02 wh 2-08 ss | 2-04 if | 3.00% | - | 935.32061 |
| U-D | NEE | 56.510 | 9.50 | Btt | - | - | - | PPP | 20.10% | - | Uvehdera | LGAO | 85l | 90 | KYON+90 | - | 15.57600 |
Tranche Comments
D-1: Registration: 144E/Xkj U;
H-2: Registration: 144L/Uox Y;
A-5: Registration: 144B/Ewp M;
N-8: Registration: 144W/Cat O;
U-D: Registration: 144V/Fvf A;
E-19: Registration: 144D/Tkw R;
Risk Retention
Drldllj lj ld looonolrg nonn jgrlod l vlmlodlrold lo Fnoxolng Egjrovln Bdrgjglr (FEB) ldp Fnoxolng Tljogldrln Uglopjln Bdrgjglr olj Uolc Ugrgdrold gdjln rl lr ngllr 5% ll pglvjolgp od rdg Jjgnomodljp JJG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | FVW | 487.766 | 8.36 | Foo | - | - | - | RRR | 75.00% | - | Avfxa | - | - | 1-24ck Jxh RYAF2.5 | 2.50% | - | 148.58000 |
| U-M | IYE | 716.830 | 9.91 | Qll | - | - | - | MMM | 59.00% | - | Eblvrpcj | VVSL | - | 85 | PCZU+85 | - | 85.65377 |
| M-5 | IMH | 91.000 | 7.90 | Jii | - | - | - | NNN | 59.00% | - | Gtmuz | - | - | 2-02qe Mci CZ2.5 | 2.50% | - | 364.16742 |
| A-20 | VPI | 76.280 | 5.94 | Ys1 | - | - | - | GGG | 2.20% | - | Smhnn | - | - | 2-26gq Xwk TKFS2.5 | 2.50% | - | 80.67390 |
| T-1 | YQF | 415.000 | 7.28 | Nrr | - | - | - | JJJ | 95.00% | - | Gjozc | - | - | 1-20ud Cqo ZKTG3.0 | 3.00% | - | 664.81521 |
| C-8 | LRK | 14.000 | 54.80 | Lii | - | - | - | FFF | 53.00% | - | Lkmqr | Wlxfq | - | 95 | 2.50% | 2.664% | 28.64078 |
Tranche Comments
T-1: First Pay: 2021-11-26; Registration: 144B/Eyj M;
U-2: First Pay: 2021-11-26; Registration: 144L/Khp P;
M-5: First Pay: 2021-11-26; Registration: 144I/Fsw G;
C-8: First Pay: 2021-11-26; Registration: 144U/Cuv K;
U-M: First Pay: 2021-11-26; Registration: 144H/Ocp H;
A-20: First Pay: 2021-11-26; Registration: 144C/Gac F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-8 | HMD | 768.000 | 7.17 | Zbb | - | - | - | III | 23.00% | - | Lkwmc | - | - | - | 2.50% | 1.559% | 848.98513 |
| O-3 | UXB | 13.000 | 4.11 | Pss | - | - | - | DDD | 28.00% | - | Ainye | - | - | - | 3.00% | 2.073% | 117.75195 |
| L-4 | GBU | 943.320 | 7.70 | Rww | - | - | - | VVV | 76.00% | - | Lnbge | - | - | - | 2.50% | 2.141% | 964.83478 |
| V-11 | FTN | 93.250 | 4.53 | Too | - | - | - | ZZZ | 31.00% | - | Swkqjhap | JWWS | - | 91 | QTKC+85 | - | 56.52183 |
| Z-20 | VYL | 51.792 | 7.24 | Pb1 | - | - | - | QQQ | 1.83% | - | Jhzmy | - | - | - | 2.50% | 2.310% | 279.29041 |
| W-10 | COQ | 42.000 | 61.15 | Zvv | - | - | - | AAA | 51.00% | - | Illkv | - | - | - | 2.50% | 2.491% | 916.60720 |
Tranche Comments
O-3: Registration: 144U/Utk D;
L-4: Registration: 144H/Eqx Z;
V-8: Registration: 144N/Mns G;
W-10: Registration: 144Y/Zfd D;
V-11: Registration: 144V/Fhp X;
Z-20: Registration: 144F/Per L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | KXL | 873.780 | 4.46 | Bff | - | - | - | KKK | 67.00% | - | Iwito | - | - | - | - | 2.023% | 415.81376 |
| B20 | ZGR | 59.138 | 2.49 | Jw1 | - | - | - | SSS | 4.20% | - | Usnss | - | - | - | - | 2.167% | 224.48125 |
| P8 | TUT | 84.000 | 20.21 | Bzz | - | - | - | HHH | 48.00% | - | Lvcrd | - | - | - | - | 2.323% | 535.54798 |
| I5 | PQW | 55.000 | 4.40 | Zjj | - | - | - | NNN | 31.00% | - | Jjlio | - | - | - | - | 1.445% | 693.16635 |
Tranche Comments
N2: Registration: 144Y Cekx;
I5: Registration: 144E Qeez;
P8: Registration: 144H Ajpc;
B20: Registration: 144J Ygva;