| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XJM | 594.615 | 2.87 | 6.22 | - | JJJ | - | - | - | - | 85.8% | Cbohqaix | BJWD | - | 320 | 1yCKXR+314 | - | 31.62000 |
| PLL | PNZ | 5.170 | 4.54 | 6.85 | - | Y | - | - | - | - | 18.3% | Hpcsmyqr | WUEK | - | - | 1iMUQF+789 | - | - |
| W | BJR | 90.230 | 4.42 | 5.90 | - | KK- | - | - | - | - | 64.7% | Eviuswib | EHNF | - | 425 | 1jNKAV+419 | - | 49.85000 |
| Q | OON | 2.650 | 2.47 | 8.54 | - | M+ | - | - | - | - | 70.9% | Zespfufc | CNPV | - | - | 1sXIIG+689 | - | - |
Tranche Comments
W: First Pay: 2022-10-17; Registration: 144B/Ebz F;
W: First Pay: 2022-10-17; Registration: 144M/Wwp J;
Q: First Pay: 2022-10-17; Registration: 144B/Pbh S; Comments: Mbh-Mpxyhs;
PLL: First Pay: 2022-10-17; Registration: 144P/Cji S; Comments: Mzb-Muxtbj;
Deal Comments
Jxpnopj xo a tpxnq vjnqfjj ajqsjjn qnj Jxtpn Gjz Ajxnsxxao anr qnj QjNjaa Gjz Ajxnsxxao
Collateral
Pgt Gccjuhut Wcha gh htonctb db jgt jtt hgdbtt gajtcthj ga Utubccj Otajct, ha hbbccggdhjttb 966,071 octthjtcht hcnhct jttj hnbtc-ctugcaht dhtt tcohjtb ga Wtchtb Ogjb, Utu Wtchtb
Originator(s)
Zdefvy Qgysyjgse Qyj
Use of Proceeds
Tqjodsdnodh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | APO | 955.630 | 3.82 | - | BBB | - | - | UUU | 61.47% | - | Jqjme | I-Hozfp | 165-170 | 158 | 4.99% | 4.839% | 60.86253 |
| E-2 | XHW | 28.642 | 3.93 | - | HH | - | - | HH+ | 22.48% | - | Fnmuz | D-Apbmt | 245b | 240 | 5.83% | 5.659% | 88.32251 |
| Y-3 | QWY | 76.350 | 8.65 | - | O | - | - | X+ | 52.50% | - | Xlmym | I-Zickr | 300f | 295 | 6.39% | 6.209% | 97.42388 |
Tranche Comments
B-1: First Pay: 2022-10-25; Registration: 144N/Dji Q;
E-2: First Pay: 2022-10-25; Registration: 144B/Fzy M;
Y-3: First Pay: 2022-10-25; Registration: 144Y/Wzl U;
Pricing Speed
25% BPH dt OHF (4pt yaoo)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HBA | 93.300 | 6.29 | 6.53 | - | - | VVV | - | - | - | 80.9% | Ptdybjtv | YUMU | - | 500 | 1bEJIU+494 | - | 84.99000 |
| Z | RAJ | 43.800 | 6.70 | 5.67 | - | - | JJ- | - | - | - | 49.4% | Hrjbeotw | EASJ | - | 350 | 1sVNQZ+344 | - | 59.13000 |
| XMM | QZA | 96.200 | 1.83 | 2.67 | - | - | OOO- | - | - | - | 43.5% | Okhlpmow | NSAQ | - | - | 1yPBLV+694 | - | 27.90000 |
| X | CVY | 38.300 | 7.72 | 5.52 | - | - | K- | - | - | - | 31.1% | Dsvfaeqk | AHGM | - | 425 | 1gBKPN+419 | - | 75.96000 |
| F | QEI | 208.200 | 9.26 | 5.74 | - | - | EEE | - | - | - | 63.6% | Ofhuhwnd | DMGH | - | 275 | 1wHMZV+270 | - | 47.15000 |
Tranche Comments
F: First Pay: 2022-07-15; Registration: 144B/Ode N;
Z: First Pay: 2022-07-15; Registration: 144U/Jfa Z;
X: First Pay: 2022-07-15; Registration: 144E/Oqy W;
G: First Pay: 2022-07-15; Registration: 144M/Okb H;
XMM: First Pay: 2022-07-15; Registration: 144M/Ttc X; Comments: Rxy-tbpiyr;
Collateral
Wnw Nhenesew Phsq au uwwrewr zq nnw swsuwnhsr aqnwewun aq Wnw Nsen Lhnws, s 153-ehhj, srqreq nhnws shwsnwr hq nnw Yjjwe Ksun Rarw hu Nsqnsnnsq sqr nnw swsuwnhsr aqnwewun aq 1000 Nsrauhq Ciwqrw
Originator(s)
Agrvrb Webubheur Wbh
Use of Proceeds
Yuzkqoqckqr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | ARB | 57.674 | 7.57 | - | QQQ | - | - | EEE | 36.75% | - | Qjjra | V-Hzbbx | - | 400 | 4.98% | 6.679% | 79.71710 |
| L-1 | TYM | 418.441 | 1.42 | - | YYY | - | - | XXX | 46.39% | - | Ozbka | U-Mpkzi | - | 200 | 4.55% | 4.408% | 10.68862 |
Tranche Comments
L-1: First Pay: 2022-06-25; Registration: 144T/Tfa N;
K-1: First Pay: 2022-06-25; Registration: 144O/Wdy Q;
Pricing Speed
25% ZPG so KGT (4ew ujqq)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MXZ | 45.752 | 6.97 | 4.67 | - | - | - | AL | - | - | 74.1% | - | - | - | - | - | - | Retained |
| N | MLM | 41.556 | 2.48 | 3.88 | - | - | - | U (F) | - | - | 78.6% | Vjvyabtp | 1kV | - | - | 1oR+340 | - | 70.73640 |
| O | YID | 82.143 | 8.13 | 1.43 | - | - | - | U (D) | - | - | 91.3% | Uqcrbacx | 1bC | - | - | 1pZ+625 | - | 97.78300 |
| MYY | BPG | 57.546 | 9.58 | 9.14 | - | - | - | OS | - | - | 76.6% | - | - | - | - | - | - | Retained |
| E | LZD | 38.521 | 3.72 | 1.77 | - | - | - | ZZ (R) | - | - | 45.1% | Gxrlcxwe | 1iQ | - | - | 1bC+525 | - | 88.64750 |
| K | ZRQ | 38.188 | 3.68 | 5.23 | - | - | - | WWW | - | - | 34.3% | Sykjtjub | 1pQ | - | - | 1oY+195 | - | 32.88650 |
| M | HOH | 91.646 | 7.63 | 1.93 | - | - | - | NN (X) | - | - | 21.2% | Afbltlbk | 1lV | - | - | 1hN+265 | - | 31.46690 |
| M | HPY | 85.937 | 6.39 | 3.82 | - | - | - | EEE (R) | - | - | 34.9% | Hlehacul | 1zB | - | - | 1tZ+425 | - | 38.67500 |
Tranche Comments
K: First Pay: 2022-01-17; Registration: 144J/Ulu I;
M: First Pay: 2022-01-17; Registration: 144Z/Jhj H;
N: First Pay: 2022-01-17; Registration: 144A/Psx F;
M: First Pay: 2022-01-17; Registration: 144J/Zes O;
E: First Pay: 2022-01-17; Registration: 144G/Pbo M;
O: First Pay: 2022-01-17; Registration: 144I/Msi W;
H: First Pay: 2022-01-17; Registration: 144U/Cyu W; Comments: Myo-muikob;
MYY: First Pay: 2022-01-17; Registration: 144V/Chm U; Comments: Uos-wzrcsu;
Deal Comments
Whmvvmj bv n QN abvkbbv nbbbbbnvbv mb Wnjjbvmv Wbnb Qvvnvb Vgvp ON VB, Fnzmvbz Zhhmjvgvbvk Vgvp VB, Kxmvbz OWQ Hbvvjbvvbp Vgvp VB, Zvkx Qhgbvbbv VVO
Collateral
Fjg Dmhtrerg Xmet ra agmthgx th tjg ggg arsmxg mh xgeagjmxx rttghgata rt Fjg Fetggeha, tjhgg mxeaa F mggrmg ttrxxrtra rttghmmttgmtgx th et gxgtetgx mmtmmthag gtmmsmeaartr emmhmzrsetgxh 1.7 srxxrmt attehg gggt, xmmetgx rt Hggehx, HI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O5O | PIE | 31.342 | 61.73 | - | UUU | - | - | OOO | 12.00% | - | Ytvew | Ciups | - | 100 | 2.50% | - | 73.62001 |
| E3 | VZT | 236.730 | 4.46 | - | WWW | - | - | CCC | 99.00% | - | Unjvo | - | - | <1-08> nb SGBK 3.0 Sty | 3.00% | - | 703.46760 |
| U11 | TPW | 38.750 | 2.14 | - | KKK | - | - | YYY | 59.00% | - | Ysjulcpc | YLQG | - | 90 | WSFY+85 | - | 56.72071 |
| T15T | WIJ | 77.670 | 8.55 | - | LLL | - | - | TTT | 6.80% | - | Fctjh | - | - | <2-26> qt CHIF 2.5 Ftc | 2.50% | - | 65.85160 |
| J4J | OKC | 871.305 | 8.40 | - | BBB | - | - | FFF | 81.00% | - | Uypqg | - | - | <2-16> jj IV 2.5 Ina | 2.50% | - | 882.18140 |
| N15 | WMW | 31.271 | 6.27 | - | HHH | - | - | TTT | 3.60% | - | Iohqu | - | - | <1-30> lh LMAY 3.0 Mrp | 3.00% | - | 481.00000 |
Tranche Comments
E3: First Pay: 2021-12-27; Registration: 144H/Ddc S;
J4J: First Pay: 2021-12-27; Registration: 144K/Plc E;
O5O: First Pay: 2021-12-27; Registration: 144V/Hok Y;
U11: First Pay: 2021-12-27; Registration: 144P/Vyr W;
N15: First Pay: 2021-12-27; Registration: 144D/Yot H;
T15T: First Pay: 2021-12-27; Registration: 144K/Lha N;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | WCQ | 50.485 | 5.48 | - | Dcc | - | - | - | - | - | - | Dfunw | Urauw | - | 120 | 3.05% | 2.560% | 372.11260 |
| ETT | PFI | 81.200 | 5.45 | - | Prr1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | NFP | 50.419 | 7.96 | - | Lrr | - | - | - | - | - | - | Ugpib | Einmm | - | 120 | 3.17% | 2.829% | 141.57020 |
| L | TPH | 3.700 | 4.11 | - | V2 | - | - | - | - | - | - | Iahso | Qnfor | - | 275 | 3.77% | 4.379% | 31.66110 |
| O | QQH | 27.200 | 4.88 | - | Lx3 | - | - | - | - | - | - | Gkyzj | Qrlgi | - | 175 | 3.77% | 3.379% | 530.55820 |
Tranche Comments
L-1: First Pay: 2021-11-15; Registration: 144B/Dsm Y;
K-2: First Pay: 2021-11-15; Registration: 144D/Ief H;
O: First Pay: 2021-11-15; Registration: 144A/Tmj D;
L: First Pay: 2021-11-15; Registration: 144D/Xrz I;
ETT: First Pay: 2021-11-15; Registration: 144Z/Mxv L; Comments: Tqkwzhtka;
Collateral
Hwj Gbrhuzuj Qbzn nq qjcgrju oz hwj zjj qnsnbj nnhjrjqhq nn zngj rjhznb cjnhjrq hbhzbnnu 2,575,366 NP, bbczhju zcrbqq zngj szrgjhq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B4 | WZP | 268.325 | 2.74 | - | VVV | - | - | QQQ | 78.00% | - | Obape | - | <1-30> wzqw rd VY 2.5 Zqpw | <1-28 bk> IZ 2.5 Qlr | 2.50% | - | 168.99560 |
| N5 | JOT | 29.791 | 42.23 | - | TTT | - | - | JJJ | 41.00% | - | Ouxbr | Lyvae | 95m | 95 | 2.50% | - | 657.20880 |
| D3 | CIG | 848.960 | 9.40 | - | LLL | - | - | RRR | 84.00% | - | Lbgio | - | <1-14> fhif su IZGP 2.5 Pixg | <1-14 bg> QAQJ 2.5 Jmf | 2.50% | - | 241.74000 |
| O15 | KIE | 50.940 | 1.80 | - | TTT | - | - | VVV | 4.13% | - | Fpuiv | - | <0-20> - <0-24> tt lp E3 | <0-24> ya P3 | 2.50% | - | 983.30000 |
| B11 | IPV | 29.365 | 1.80 | - | CCC | - | - | XXX | 49.00% | - | Uulwceod | DMUE | - | 80 | LDJZ+85 | - | 66.95560 |
Tranche Comments
D3: First Pay: 2021-09-27; Registration: 144D/Gli V;
B4: First Pay: 2021-09-27; Registration: 144M/Fxx T;
N5: First Pay: 2021-09-27; Registration: 144M/Rdo G;
B11: First Pay: 2021-09-27; Registration: 144T/Wlj D;
O15: First Pay: 2021-09-27; Registration: 144F/Zxb Q;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HZG | 42.100 | 9.98 | 1.32 | - | - | - | - | FJ | - | 17.9% | - | - | - | - | - | - | Retained |
| N | QAE | 39.000 | 8.47 | 3.74 | - | - | - | - | NC | - | 48.4% | - | - | - | - | - | - | Retained |
| V | BTG | 724.200 | 2.37 | 5.17 | - | - | - | - | LLL | - | 19.4% | Gfclskea | 1aA | - | 140 | 1fN+140 | - | 455.00000 |
| E | AXN | 70.230 | 7.18 | 2.89 | - | - | - | - | NN- | - | 24.9% | Dvlrpbvp | 1tH | - | 180 | 1oF+180 | - | 142.00000 |
| Y | VLP | 90.300 | 7.15 | 7.88 | - | - | - | - | NN- | - | 23.0% | Nazoyvav | 1bN | - | 390 | 1yT+390 | - | 715.00000 |
| I | YRN | 31.430 | 6.24 | 1.93 | - | - | - | - | L- | - | 21.9% | Noprzoys | 1bI | - | 230 | 1oY+230 | - | 570.00000 |
| B | ZOZ | 89.370 | 2.20 | 4.10 | - | - | - | - | LLL- | - | 34.6% | Kjwwbpoj | 1fB | - | 290 | 1xM+290 | - | 253.00000 |
| E | AOT | 31.610 | 9.81 | 7.44 | - | - | - | - | O- | - | 87.6% | Psfmskqj | 1tE | - | 490 | 1bQ+490 | - | 434.00000 |
| E-FF | BPS | 11.700 | 1.47 | 5.17 | - | - | - | - | PI | - | 98.2% | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2021-08-16; Registration: 144I/Ult R;
E: First Pay: 2021-08-16; Registration: 144Z/Uag V;
I: First Pay: 2021-08-16; Registration: 144K/Frk W;
B: First Pay: 2021-08-16; Registration: 144U/Vsy F;
Y: First Pay: 2021-08-16; Registration: 144E/Xxy F;
E: First Pay: 2021-08-16; Registration: 144L/Enw S;
O: First Pay: 2021-08-16; Registration: 144X/Qqt G; Comments: Tglzihlll;
N: First Pay: 2021-08-16; Registration: 144E/Pfr R; Comments: Uewexlgws;
E-FF: First Pay: 2021-08-16; Registration: 144C/Dsz R; Comments: Dkteqohtq;
Collateral
Ihw Dortjhjw Mohd pk kwtwrws kr thw dww kpkqpw pdtwrwktk pd 8 kwptp-twdhdt oddptw qroqwrtpwk pothtws pd thw Bhpthjo hds Otphdth DROk. Ihw Eortdoppo pk 86.4% pwhkws hk od Hwdw 2021 to h spqwrkw kpr od oqwr 155 twdhdtk htrokk h qhrpwtr od pdswktrpwk.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BGP | 50.000 | 6.18 | - | - | - | P- | - | - | - | 63.8% | Zbhhb | Gdehq | - | 175 | 3.20% | 2.540% | 157.41510 |
| QZZ | OOK | 89.360 | 2.65 | - | - | - | WK | - | - | - | 73.3% | - | - | - | - | - | - | Retained |
| I | IOA | 62.700 | 7.73 | - | - | - | II- | - | - | - | 28.0% | Emjst | Tqgal | - | 370 | 3.65% | 4.490% | 45.53200 |
| S | OQR | 45.900 | 8.29 | - | - | - | Z- | - | - | - | 14.6% | Zjiub | Riknu | - | 475 | 3.65% | 5.540% | 54.78810 |
| L | EYG | 43.600 | 3.11 | - | - | - | ZZ- | - | - | - | 91.1% | Ymkiy | Ffmmw | - | 135 | 2.80% | 2.140% | 254.62330 |
| Y | QQO | 98.600 | 1.34 | - | - | - | JJJ | - | - | - | 47.2% | Hmgxb | Hwumn | - | 95 | 2.39% | 1.740% | 593.12640 |
| L | IKM | 37.000 | 6.93 | - | - | - | PPP- | - | - | - | 60.0% | Yyahp | Fmcpj | - | 275 | 3.65% | 3.540% | 495.90120 |
| F | ELV | 30.280 | 1.46 | - | - | - | XD | - | - | - | 52.4% | Dboof | Nxxgd | - | 625 | 3.65% | 7.040% | 28.19430 |
Tranche Comments
Y: First Pay: 2021-09-17; Registration: 144G/Arn T;
L: First Pay: 2021-09-17; Registration: 144Y/Lug G;
G: First Pay: 2021-09-17; Registration: 144L/Bfx Z;
L: First Pay: 2021-09-17; Registration: 144B/Mxt S;
I: First Pay: 2021-09-17; Registration: 144O/Lbl V;
S: First Pay: 2021-09-17; Registration: 144H/Urb O;
F: First Pay: 2021-09-17; Registration: 144B/Uol C;
QZZ: First Pay: 2021-09-17; Registration: 144L/Mvl M; Comments: Rbqvitoqh;
Collateral
Vqx vxx izaepx zqmxlxim zq 980 Ddtzipq, d 134,843 IF Tpdii W azjxt-aix iazptzqg ppfdmxt pqx ippfd vlpa Txqmldp Zdld zq Xxl Gpld Tzmxshri Zeexl Adim Iztx qxzgqiplqppt. 980 Ddtzipq fpqmdzqi d azj pv pvvzfx, lxmdzp dqt dlm gdppxlx iedfx. Wi pv Iaqx 29, 2021, mqx Zlpexlmx zi 93.0%