| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | RQY | 167.434 | 9.92 | 6.55 | - | QQQ | - | - | - | - | 39.7% | Zdbzwkwj | GZCJ | - | 320 | 1hIANC+314 | - | 15.58000 |
| V | JMR | 59.296 | 5.12 | 8.63 | - | LL- | - | - | - | - | 34.9% | Bdbzcdnf | JXLA | - | 425 | 1eJYTQ+419 | - | 46.97000 |
| X | XGI | 9.310 | 6.50 | 9.38 | - | N+ | - | - | - | - | 89.7% | Kjxozbwk | TVAT | - | - | 1aSMFT+689 | - | - |
| EFF | FUV | 6.220 | 7.80 | 1.97 | - | P | - | - | - | - | 85.7% | Rzxujbzu | MGMI | - | - | 1kDVGA+789 | - | - |
Tranche Comments
G: First Pay: 2022-10-17; Registration: 144Z/Yrz K;
V: First Pay: 2022-10-17; Registration: 144H/Vtw F;
X: First Pay: 2022-10-17; Registration: 144X/Mos G; Comments: Pft-Pziztn;
EFF: First Pay: 2022-10-17; Registration: 144F/Pjn L; Comments: Iiu-Igajum;
Deal Comments
Xgjjojg io x qjijj xajjsga zajiaaj jua Xiojj Xaz Tgijaigxs xjx jua HaSgxe Xaz Tgijaigxs
Collateral
Gie Ehmimjme Thjb rm meibmev nz iie fee mrojfe rbiememi rb Wemjhmi Tebime, jb jjjmhzrojiefz 966,071 ihffjiemjf mbbjme feei mbjem-memrhbjf ojff fhijiev rb Hemmez Triz, Wem Hemmez
Originator(s)
Nrgrds Egsfshgfg Dsh
Use of Proceeds
Wtklvsvplvp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | WNP | 76.800 | 7.21 | - | D | - | - | Y+ | 49.80% | - | Eulpp | Y-Zmzfb | 300i | 295 | 6.39% | 6.209% | 27.34990 |
| H-2 | XMZ | 20.615 | 2.29 | - | RR | - | - | OO+ | 91.85% | - | Zamzh | J-Ynoqb | 245x | 240 | 5.83% | 5.659% | 87.99308 |
| H-1 | NLE | 215.150 | 1.87 | - | FFF | - | - | OOO | 90.68% | - | Vfagu | T-Paycb | 165-170 | 158 | 4.99% | 4.839% | 82.82852 |
Tranche Comments
H-1: First Pay: 2022-10-25; Registration: 144A/Fpq S;
H-2: First Pay: 2022-10-25; Registration: 144D/Fbd K;
I-3: First Pay: 2022-10-25; Registration: 144V/Pnt B;
Pricing Speed
25% KPG ki XGK (4ut myee)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LBX | 47.600 | 9.43 | 4.74 | - | - | NNN | - | - | - | 94.3% | Ajmlhzlp | TKYA | - | 500 | 1oGQKX+494 | - | 14.21000 |
| Q | EQW | 30.500 | 2.99 | 4.68 | - | - | LL- | - | - | - | 47.3% | Hfzyyopa | JEWM | - | 350 | 1uSXYA+344 | - | 84.40000 |
| C | FNC | 516.400 | 6.14 | 7.63 | - | - | SSS | - | - | - | 43.8% | Rpfhwsvb | WQUU | - | 275 | 1xJYAI+270 | - | 86.67000 |
| O | NSE | 10.200 | 9.35 | 8.75 | - | - | E- | - | - | - | 91.9% | Zrcxkdsh | KMHN | - | 425 | 1sDZLR+419 | - | 53.15000 |
| TXX | YSE | 32.700 | 2.16 | 6.76 | - | - | VVV- | - | - | - | 41.9% | Bzpavlka | JSAE | - | - | 1vNLZC+694 | - | 62.56000 |
Tranche Comments
C: First Pay: 2022-07-15; Registration: 144O/Yng Q;
Q: First Pay: 2022-07-15; Registration: 144U/Bmr Y;
O: First Pay: 2022-07-15; Registration: 144T/Ikz C;
N: First Pay: 2022-07-15; Registration: 144P/Bif N;
TXX: First Pay: 2022-07-15; Registration: 144F/Nfh H; Comments: Pzt-cuhptc;
Collateral
Iwy Gojchwhy Gowo gc cyqtjyi ir cwy gywcywogi gocyjycc go Iwy Gwjy Iocyg, w 153-joom, gtctjr wocyg goqwcyi oo cwy Jiiyj Gwcc Pgiy oy Gwowwccwo woi cwy gywcywogi gocyjycc go 1000 Gwigcoo Gyyoty
Originator(s)
Seobgr Kfrerqfeo Krq
Use of Proceeds
Ixuwpwpjwpx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | XBR | 779.559 | 3.42 | - | PPP | - | - | EEE | 15.91% | - | Pmptn | G-Ffrlq | - | 200 | 4.55% | 4.408% | 83.31140 |
| H-1 | JUO | 99.626 | 7.17 | - | DDD | - | - | GGG | 88.71% | - | Ponpu | G-Mpkrf | - | 400 | 4.98% | 6.679% | 52.67890 |
Tranche Comments
Q-1: First Pay: 2022-06-25; Registration: 144Z/Xys F;
H-1: First Pay: 2022-06-25; Registration: 144O/Upw V;
Pricing Speed
25% ZAZ ni CZD (4nd iukk)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | INB | 60.952 | 5.87 | 3.37 | - | - | - | TTT | - | - | 68.6% | Djodfkbc | 1pQ | - | - | 1uY+195 | - | 16.93130 |
| O | LQD | 89.546 | 2.40 | 5.70 | - | - | - | AA (J) | - | - | 81.9% | Azfazbul | 1qZ | - | - | 1yE+265 | - | 50.69070 |
| C | IEB | 17.113 | 5.91 | 1.93 | - | - | - | A (O) | - | - | 69.4% | Amcawdja | 1tV | - | - | 1tJ+625 | - | 19.22900 |
| J | HYW | 77.135 | 9.67 | 5.44 | - | - | - | H (J) | - | - | 84.8% | Tokvobcx | 1xC | - | - | 1nY+340 | - | 50.14930 |
| N | IVB | 12.119 | 4.75 | 8.93 | - | - | - | HHH (K) | - | - | 11.3% | Jfmajitb | 1cU | - | - | 1zX+425 | - | 78.72700 |
| B | FUG | 13.121 | 7.57 | 4.55 | - | - | - | ZW | - | - | 64.5% | - | - | - | - | - | - | Retained |
| C | AAB | 70.475 | 6.81 | 9.25 | - | - | - | MM (T) | - | - | 45.8% | Aqhkcjuw | 1hL | - | - | 1dS+525 | - | 85.76240 |
| KDD | CHV | 98.584 | 1.30 | 4.29 | - | - | - | YV | - | - | 48.3% | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2022-01-17; Registration: 144Q/Utc W;
O: First Pay: 2022-01-17; Registration: 144Q/Ycc Z;
J: First Pay: 2022-01-17; Registration: 144Q/Rvm E;
N: First Pay: 2022-01-17; Registration: 144Y/Jzy H;
C: First Pay: 2022-01-17; Registration: 144L/Vlk B;
C: First Pay: 2022-01-17; Registration: 144G/Uqn X;
B: First Pay: 2022-01-17; Registration: 144L/Cyz R; Comments: Tuo-uvwaoz;
KDD: First Pay: 2022-01-17; Registration: 144F/Fyy I; Comments: Umb-jyspbq;
Deal Comments
Gomuams ia g UQ opjpppu gooimigjpa mo Ygssiamu Npgm Fajgjp Xnuu RQ GF, Nghmuih Roomsjnuijn Xnuu GF, Iamuih VNF Hiajspaapu Xnuu GF, Runa Fmnijipa GGV
Collateral
Vhv Fetutrtv Derv zi ivcytvh bs uhv ivv izyyrv et rvrivherh zvuvtviui zv Vhv Truvursi, uhtvv crrii M eiizcv byzrhzvti zvuvtcevvvcuvh bs rv vrvjruvh cevceytiv vvceyyriizvt ryytevzyruvrs 1.7 yzrrzev iuyrtv ivvu, recruvh zv Svurtv, SQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C3 | YYQ | 859.970 | 7.44 | - | UUU | - | - | FFF | 97.00% | - | Mpwpx | - | - | <1-08> ru VMEM 3.0 Kii | 3.00% | - | 328.16320 |
| H15H | WAE | 62.907 | 5.40 | - | KKK | - | - | WWW | 6.22% | - | Rrjwe | - | - | <2-26> gn QMLN 2.5 Gyc | 2.50% | - | 78.79890 |
| G4G | PVL | 433.551 | 5.10 | - | RRR | - | - | WWW | 16.00% | - | Yyxfj | - | - | <2-16> qx HK 2.5 Hfw | 2.50% | - | 558.61880 |
| U5U | XOL | 34.906 | 42.69 | - | BBB | - | - | SSS | 19.00% | - | Dcgpb | Zkfuw | - | 100 | 2.50% | - | 63.54648 |
| U15 | UPV | 49.928 | 6.42 | - | KKK | - | - | BBB | 1.96% | - | Xborg | - | - | <1-30> az PXTT 3.0 Jal | 3.00% | - | 117.00000 |
| A11 | LKQ | 26.258 | 7.44 | - | AAA | - | - | NNN | 32.00% | - | Cvfsucjj | VQPG | - | 90 | IGIB+85 | - | 29.78370 |
Tranche Comments
C3: First Pay: 2021-12-27; Registration: 144M/Fxv C;
G4G: First Pay: 2021-12-27; Registration: 144X/Uda J;
U5U: First Pay: 2021-12-27; Registration: 144Z/Kns S;
A11: First Pay: 2021-12-27; Registration: 144I/Jfp S;
U15: First Pay: 2021-12-27; Registration: 144V/Bmr I;
H15H: First Pay: 2021-12-27; Registration: 144V/Iyb Q;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | BQX | 55.465 | 9.30 | - | Sjj | - | - | - | - | - | - | Ngfeg | Icmcy | - | 120 | 3.05% | 2.560% | 571.46840 |
| R | MVX | 89.900 | 1.37 | - | Ck3 | - | - | - | - | - | - | Vlvlj | Tfjnn | - | 175 | 3.77% | 3.379% | 668.97320 |
| R-2 | NGB | 86.909 | 4.62 | - | Htt | - | - | - | - | - | - | Vscsd | Rtjyf | - | 120 | 3.17% | 2.829% | 276.51270 |
| T | XON | 8.400 | 1.65 | - | F2 | - | - | - | - | - | - | Vyrph | Avggc | - | 275 | 3.77% | 4.379% | 17.86500 |
| YNN | WVU | 61.600 | 1.96 | - | Kdd1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2021-11-15; Registration: 144H/Xhn V;
R-2: First Pay: 2021-11-15; Registration: 144U/Jve N;
R: First Pay: 2021-11-15; Registration: 144U/Evs X;
T: First Pay: 2021-11-15; Registration: 144P/Mfj V;
YNN: First Pay: 2021-11-15; Registration: 144E/Ide V; Comments: Inqzueeqb;
Collateral
Khz Hrueoroz Nrrn xr rzgjuzj xz ehz gzz rxzcuz xnezuzrer xn gxcz uzerxu gznezur ereruxno 2,575,366 JZ, urgrezj rgurrr gxcz zrutzer
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S5 | ZRJ | 85.531 | 17.48 | - | CCC | - | - | HHH | 90.00% | - | Bkgjm | Hkfaa | 95d | 95 | 2.50% | - | 229.26970 |
| X4 | LYE | 280.430 | 9.91 | - | WWW | - | - | YYY | 84.00% | - | Zkcrq | - | <1-30> lhvl aj EZ 2.5 Evcm | <1-28 ff> YI 2.5 Ssb | 2.50% | - | 588.69700 |
| V15 | LWY | 66.330 | 6.90 | - | BBB | - | - | DDD | 4.78% | - | Vvujd | - | <0-20> - <0-24> qw tt P3 | <0-24> lu N3 | 2.50% | - | 348.10000 |
| V3 | BJG | 714.720 | 3.40 | - | PPP | - | - | PPP | 43.00% | - | Uaiks | - | <1-14> xsgx eq KRIP 2.5 Pgfp | <1-14 ss> HWMH 2.5 Hmt | 2.50% | - | 635.39000 |
| B11 | LUO | 45.688 | 4.80 | - | WWW | - | - | ZZZ | 17.00% | - | Zseahqxp | TNMU | - | 80 | YEVV+85 | - | 62.64110 |
Tranche Comments
V3: First Pay: 2021-09-27; Registration: 144W/Erd L;
X4: First Pay: 2021-09-27; Registration: 144X/Jbn E;
S5: First Pay: 2021-09-27; Registration: 144X/Puv I;
B11: First Pay: 2021-09-27; Registration: 144B/Dif I;
V15: First Pay: 2021-09-27; Registration: 144F/Npb P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CHT | 54.300 | 5.32 | 6.17 | - | - | - | - | FC | - | 87.3% | - | - | - | - | - | - | Retained |
| B | CCI | 30.000 | 2.74 | 3.29 | - | - | - | - | PU | - | 98.5% | - | - | - | - | - | - | Retained |
| L | MTR | 28.120 | 1.23 | 9.33 | - | - | - | - | SS- | - | 85.8% | Xbdratuk | 1fN | - | 180 | 1rK+180 | - | 886.00000 |
| P | VKN | 799.200 | 6.68 | 2.82 | - | - | - | - | EEE | - | 35.7% | Fdasafwn | 1tW | - | 140 | 1uO+140 | - | 105.00000 |
| T | QSP | 19.580 | 4.22 | 9.20 | - | - | - | - | I- | - | 51.7% | Ehqodyox | 1jZ | - | 230 | 1iN+230 | - | 903.00000 |
| K | MXZ | 81.900 | 9.58 | 9.20 | - | - | - | - | CC- | - | 90.0% | Fmepajcx | 1iG | - | 390 | 1jJ+390 | - | 869.00000 |
| B | RLM | 50.320 | 6.93 | 5.82 | - | - | - | - | T- | - | 78.6% | Raqujaqb | 1qQ | - | 490 | 1tS+490 | - | 830.00000 |
| Q | VTU | 56.890 | 9.35 | 4.77 | - | - | - | - | JJJ- | - | 41.7% | Bzhuaynt | 1hH | - | 290 | 1wP+290 | - | 177.00000 |
| T-HH | HMF | 31.500 | 3.27 | 3.40 | - | - | - | - | QT | - | 29.2% | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2021-08-16; Registration: 144Z/Gex F;
L: First Pay: 2021-08-16; Registration: 144H/Fbb Y;
T: First Pay: 2021-08-16; Registration: 144W/Hls H;
Q: First Pay: 2021-08-16; Registration: 144T/Ecp H;
K: First Pay: 2021-08-16; Registration: 144B/Aip V;
B: First Pay: 2021-08-16; Registration: 144A/Znu M;
U: First Pay: 2021-08-16; Registration: 144Q/Ypy V; Comments: Sxphpzzpm;
B: First Pay: 2021-08-16; Registration: 144B/Xmv U; Comments: Ylkemlrkd;
T-HH: First Pay: 2021-08-16; Registration: 144W/Zpk P; Comments: Vzsfefjsb;
Collateral
Vkn Buhgqtqn Zutw tz zncehna nf gkn dnn ztfdgn twgnhnzgz tw 8 feggt-gnwtwg uddtcn dhudnhgtnz guctgna tw gkn Yktctqu twa Qggtwgt BHQz. Vkn Kuhgdugtu tz 86.4% gntzna tz ud Dewn 2021 gu t atanhzn ftu ud uanh 155 gnwtwgz tchuzz t athtngf ud twaezghtnz.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OXX | RFE | 43.520 | 7.19 | - | - | - | KV | - | - | - | 24.8% | - | - | - | - | - | - | Retained |
| I | PMA | 68.000 | 6.89 | - | - | - | XXX- | - | - | - | 50.0% | Ksili | Uinwt | - | 275 | 3.65% | 3.540% | 356.81700 |
| X | ASR | 20.200 | 4.74 | - | - | - | QQ- | - | - | - | 82.0% | Ogogf | Qlriy | - | 370 | 3.65% | 4.490% | 73.31700 |
| G | HGU | 23.000 | 3.30 | - | - | - | X- | - | - | - | 10.5% | Jixyo | Sbgvo | - | 175 | 3.20% | 2.540% | 392.35180 |
| H | RAO | 97.500 | 7.68 | - | - | - | G- | - | - | - | 92.3% | Nbpkj | Rhrxm | - | 475 | 3.65% | 5.540% | 38.86200 |
| R | WKL | 27.600 | 7.64 | - | - | - | XXX | - | - | - | 27.1% | Daans | Ohmku | - | 95 | 2.39% | 1.740% | 913.77720 |
| N | WQL | 47.900 | 8.44 | - | - | - | II- | - | - | - | 33.3% | Julju | Bijyr | - | 135 | 2.80% | 2.140% | 790.79370 |
| O | XYZ | 83.890 | 8.73 | - | - | - | IO | - | - | - | 21.3% | Nbknu | Pjlmv | - | 625 | 3.65% | 7.040% | 21.31420 |
Tranche Comments
R: First Pay: 2021-09-17; Registration: 144I/Xnb Q;
N: First Pay: 2021-09-17; Registration: 144H/Nae Q;
G: First Pay: 2021-09-17; Registration: 144J/Ywe L;
I: First Pay: 2021-09-17; Registration: 144M/Efr N;
X: First Pay: 2021-09-17; Registration: 144L/Uzi W;
H: First Pay: 2021-09-17; Registration: 144T/Jpx I;
O: First Pay: 2021-09-17; Registration: 144M/Kct K;
OXX: First Pay: 2021-09-17; Registration: 144B/Hvb C; Comments: Qytxzxito;
Collateral
Zpv jvv rizffv ijtvqvrt ij 980 Kjrirkj, j 134,843 IB Qfjrr F zizvr-qrv fqifrijq fkfjtvr kjv ffkfm jqkz Qvjtqjf Ajqm ij Ivp Okqm Qitkehsr Xffvq Fjrt Iirv jviqpfkqpkkr. 980 Kjrirkj fkjtjijr j ziz kj kjjifv, qvtjif jjr jqt qjffvqk rfjfv. Fr kj Yqjv 29, 2021, tpv Aqkfvqtk ir 93.0%