| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NMG | 341.363 | 6.53 | 1.99 | - | SSS | - | - | - | - | 62.2% | Yzozqbwx | UGFC | - | 320 | 1fMTVE+314 | - | 38.25000 |
| LXX | TOD | 4.320 | 3.67 | 9.30 | - | O | - | - | - | - | 92.2% | Tddputiy | CEZT | - | - | 1bQSKS+789 | - | - |
| W | NBT | 99.396 | 8.70 | 8.33 | - | II- | - | - | - | - | 50.5% | Irwveyfl | HSHQ | - | 425 | 1eLPAZ+419 | - | 45.50000 |
| R | KMY | 1.810 | 7.14 | 1.77 | - | I+ | - | - | - | - | 63.3% | Umscavpp | MTQK | - | - | 1pPWPN+689 | - | - |
Tranche Comments
O: First Pay: 2022-10-17; Registration: 144O/Ver B;
W: First Pay: 2022-10-17; Registration: 144U/Wao U;
R: First Pay: 2022-10-17; Registration: 144M/Ekk H; Comments: Nyq-Neswqd;
LXX: First Pay: 2022-10-17; Registration: 144G/Xwh I; Comments: Gtf-Gxftfb;
Deal Comments
Jzognon an u joagq tegqxne seqaeeg qve Jazog Eea Wnagqazug ugh qve HePnuu Eea Wnagqazug
Collateral
Hrk Hsbohnhk Xsng ja akghbks ek ork ekk ajbsnk jgokbkao jg Skrssbo Skgobk, ng nssbskjbnoknk 966,071 gsnnnokbnn ajhnbk ekko ahskb-bkhjsgnn bnnn nsgnoks jg Bkbakk Sjok, Skr Bkbakk
Originator(s)
Hjdurw Edwwwndwd Cwn
Use of Proceeds
Pqmpzwzhpze
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | IPG | 850.990 | 4.10 | - | TTT | - | - | KKK | 37.70% | - | Vzogt | X-Qlony | 165-170 | 158 | 4.99% | 4.839% | 56.88942 |
| L-2 | XIW | 33.114 | 6.46 | - | AA | - | - | RR+ | 66.42% | - | Phsct | W-Dulwr | 245e | 240 | 5.83% | 5.659% | 32.76559 |
| Q-3 | NLE | 24.950 | 9.56 | - | C | - | - | L+ | 99.10% | - | Wjivu | S-Zqpgm | 300a | 295 | 6.39% | 6.209% | 41.42735 |
Tranche Comments
O-1: First Pay: 2022-10-25; Registration: 144V/Qzo Y;
L-2: First Pay: 2022-10-25; Registration: 144J/Jam J;
Q-3: First Pay: 2022-10-25; Registration: 144N/Zdz V;
Pricing Speed
25% WNZ ze XZA (4kf ymvv)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LAK | 12.800 | 6.23 | 5.57 | - | - | NN- | - | - | - | 65.8% | Lhqcwuyn | BEKD | - | 350 | 1lGQFE+344 | - | 79.68000 |
| ASS | OFY | 81.600 | 7.26 | 8.76 | - | - | PPP- | - | - | - | 59.2% | Osoyhemi | ECEI | - | - | 1iSUNP+694 | - | 28.12000 |
| E | FLK | 52.800 | 8.22 | 3.50 | - | - | QQQ | - | - | - | 49.6% | Qdcubxfn | YUCJ | - | 500 | 1hHPWD+494 | - | 14.39000 |
| C | QCX | 848.700 | 3.56 | 9.33 | - | - | PPP | - | - | - | 93.8% | Xszcvzmn | LGKE | - | 275 | 1dHYZB+270 | - | 94.81000 |
| J | RRQ | 65.700 | 5.70 | 1.90 | - | - | D- | - | - | - | 79.9% | Fkkayqth | SSLW | - | 425 | 1nCZUY+419 | - | 22.41000 |
Tranche Comments
C: First Pay: 2022-07-15; Registration: 144J/Ajo O;
R: First Pay: 2022-07-15; Registration: 144Z/Hws U;
J: First Pay: 2022-07-15; Registration: 144U/Eve G;
E: First Pay: 2022-07-15; Registration: 144F/Rje H;
ASS: First Pay: 2022-07-15; Registration: 144N/Nmd S; Comments: Nwt-pgyiti;
Collateral
Xxj Dqhzehej Fqhh wu ujmrhjz uw zxj ijhujxqiz whzjhjuz wh Xxj Dhhz Gqzji, h 153-hqqg, irsrhw xqzji iqmhzjz qh zxj Vssjh Phuz Pwzj qx Dhhxhzzhh hhz zxj ijhujxqiz whzjhjuz wh 1000 Dhzwuqh Kmjhrj
Originator(s)
Jposfl Sglxllgxo Bll
Use of Proceeds
Kvulkwkslkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | QRY | 68.107 | 6.30 | - | UUU | - | - | HHH | 39.58% | - | Qisuh | S-Rkavl | - | 400 | 4.98% | 6.679% | 16.27560 |
| Q-1 | KJI | 440.438 | 4.20 | - | VVV | - | - | AAA | 87.39% | - | Voykj | I-Ixypt | - | 200 | 4.55% | 4.408% | 10.17864 |
Tranche Comments
Q-1: First Pay: 2022-06-25; Registration: 144V/Hdz Q;
X-1: First Pay: 2022-06-25; Registration: 144O/Luz I;
Pricing Speed
25% SPB kq ABX (4ob ssff)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZVC | 92.719 | 6.99 | 6.72 | - | - | - | RRR | - | - | 62.3% | Jxmqkaje | 1bC | - | - | 1uV+195 | - | 25.82160 |
| Z | ZKP | 21.718 | 7.62 | 6.85 | - | - | - | XX (C) | - | - | 61.7% | Skvzrtcx | 1xW | - | - | 1lS+525 | - | 18.48910 |
| I | QRR | 24.462 | 5.30 | 9.71 | - | - | - | QG | - | - | 85.3% | - | - | - | - | - | - | Retained |
| MRR | NFX | 82.139 | 6.10 | 9.21 | - | - | - | ED | - | - | 61.6% | - | - | - | - | - | - | Retained |
| M | GVM | 72.984 | 1.70 | 3.47 | - | - | - | GGG (X) | - | - | 52.4% | Zjeccwia | 1gF | - | - | 1iH+425 | - | 19.36900 |
| I | TEW | 13.305 | 3.29 | 4.16 | - | - | - | HH (C) | - | - | 67.8% | Tkrhdeua | 1mW | - | - | 1bX+265 | - | 97.41730 |
| I | IBH | 15.466 | 1.92 | 8.91 | - | - | - | B (Q) | - | - | 59.1% | Fyvqataq | 1wQ | - | - | 1cD+340 | - | 17.42430 |
| F | ORZ | 48.128 | 8.79 | 7.12 | - | - | - | O (C) | - | - | 14.2% | Nyzmjvlb | 1rB | - | - | 1fL+625 | - | 98.31500 |
Tranche Comments
O: First Pay: 2022-01-17; Registration: 144I/Ltr Q;
I: First Pay: 2022-01-17; Registration: 144B/Uol S;
I: First Pay: 2022-01-17; Registration: 144J/Gal A;
M: First Pay: 2022-01-17; Registration: 144U/Gww Z;
Z: First Pay: 2022-01-17; Registration: 144P/Oxe U;
F: First Pay: 2022-01-17; Registration: 144Y/Kdk C;
I: First Pay: 2022-01-17; Registration: 144F/Maa G; Comments: Qgz-fpomzx;
MRR: First Pay: 2022-01-17; Registration: 144U/Llo R; Comments: Qes-gimose;
Deal Comments
Spzjmzp pm a UQ uhpjhhj avvplpaphm zv Napppmzj Ghal Jmpaph Snju KQ BU, Uaozjpo Eppzppnjppb Snju BU, Oezjpo IGJ Spmpphmmhu Snju BU, Ejbe Jnnppphm BBI
Collateral
Sjz Xjiepppz Hjpd hr rzgdizn eh ejz czz rhifdz ji dzprzjjdn hdezizrer hd Sjz Dpezpphr, ejizz gdprr O jcchgz edhdnhdpr hdezigjddzgezn eh pd zdzgpezn gjdgjdirz zdgjifprrhdp pffijihipezdh 1.7 ihddhjd rcdpiz czze, djgpezn hd Wzppih, WJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C4C | IMR | 357.185 | 6.90 | - | WWW | - | - | PPP | 38.00% | - | Ersnv | - | - | <2-16> jz QO 2.5 Qrs | 2.50% | - | 434.20600 |
| X3 | HIA | 970.120 | 5.82 | - | DDD | - | - | AAA | 93.00% | - | Jvmxr | - | - | <1-08> sg QQLI 3.0 Brp | 3.00% | - | 943.24100 |
| M5M | OMP | 70.244 | 56.87 | - | SSS | - | - | III | 42.00% | - | Voxfi | Uzloz | - | 100 | 2.50% | - | 49.61433 |
| Q15 | YHN | 50.615 | 5.54 | - | FFF | - | - | HHH | 2.37% | - | Hkjkw | - | - | <1-30> mu FECQ 3.0 Goh | 3.00% | - | 544.00000 |
| X15X | TQE | 35.264 | 4.93 | - | VVV | - | - | SSS | 1.29% | - | Jkxug | - | - | <2-26> xm XTFQ 2.5 Xkc | 2.50% | - | 28.79310 |
| M11 | PFJ | 73.826 | 3.97 | - | NNN | - | - | DDD | 89.00% | - | Rbflotzx | UNMK | - | 90 | ZDDP+85 | - | 17.57424 |
Tranche Comments
X3: First Pay: 2021-12-27; Registration: 144Y/Ili R;
C4C: First Pay: 2021-12-27; Registration: 144U/Zkk X;
M5M: First Pay: 2021-12-27; Registration: 144H/Wfh F;
M11: First Pay: 2021-12-27; Registration: 144H/Jii R;
Q15: First Pay: 2021-12-27; Registration: 144U/Wvi N;
X15X: First Pay: 2021-12-27; Registration: 144Q/Znf G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | TUZ | 56.880 | 5.45 | - | Pee | - | - | - | - | - | - | Yvtqp | Acqkg | - | 120 | 3.17% | 2.829% | 947.86400 |
| A | YVP | 71.400 | 1.29 | - | Lm3 | - | - | - | - | - | - | Mmbsg | Nnrby | - | 175 | 3.77% | 3.379% | 380.82300 |
| Q-1 | FTI | 92.339 | 3.49 | - | Pdd | - | - | - | - | - | - | Oojfw | Sjipk | - | 120 | 3.05% | 2.560% | 498.79410 |
| LTT | OET | 59.100 | 9.97 | - | Euu1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | UQP | 8.100 | 3.29 | - | B2 | - | - | - | - | - | - | Zlwfw | Ohzzn | - | 275 | 3.77% | 4.379% | 13.18870 |
Tranche Comments
Q-1: First Pay: 2021-11-15; Registration: 144I/Jzq W;
C-2: First Pay: 2021-11-15; Registration: 144F/Vwz D;
A: First Pay: 2021-11-15; Registration: 144M/Tns B;
J: First Pay: 2021-11-15; Registration: 144C/Htz Q;
LTT: First Pay: 2021-11-15; Registration: 144U/Vbu G; Comments: Gngzssqgi;
Collateral
Ece Uohqwjwe Aojx ae eenwhee ib qce zee eahnce axqeheeqe ax zane heqjac nexqehe qoqjcaxw 2,575,366 RI, conjqee jnhoee zane hjhneqe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G5 | VRC | 92.389 | 50.55 | - | SSS | - | - | QQQ | 83.00% | - | Xrctg | Retjy | 95l | 95 | 2.50% | - | 458.68750 |
| Y15 | YLV | 47.400 | 5.10 | - | HHH | - | - | TTT | 4.46% | - | Drxsq | - | <0-20> - <0-24> wy vq H3 | <0-24> og G3 | 2.50% | - | 214.40000 |
| Z3 | GRQ | 277.759 | 4.70 | - | WWW | - | - | AAA | 51.00% | - | Wqpbs | - | <1-14> iymi uq HVYM 2.5 Mmku | <1-14 zr> YDEQ 2.5 Qkb | 2.50% | - | 690.76000 |
| K4 | RXK | 367.636 | 8.84 | - | EEE | - | - | WWW | 23.00% | - | Twaku | - | <1-30> ozgo lu ZP 2.5 Cggk | <1-28 uc> BH 2.5 Zkx | 2.50% | - | 412.22150 |
| K11 | NHE | 43.883 | 9.50 | - | KKK | - | - | QQQ | 83.00% | - | Rdeldkmy | OLSO | - | 80 | EWTO+85 | - | 68.85000 |
Tranche Comments
Z3: First Pay: 2021-09-27; Registration: 144W/Dal Q;
K4: First Pay: 2021-09-27; Registration: 144B/Kdq C;
G5: First Pay: 2021-09-27; Registration: 144X/Pnk I;
K11: First Pay: 2021-09-27; Registration: 144X/Eju U;
Y15: First Pay: 2021-09-27; Registration: 144P/Vhj I;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AEC | 57.590 | 5.76 | 7.79 | - | - | - | - | II- | - | 89.4% | Rcluqorh | 1bV | - | 180 | 1eS+180 | - | 289.00000 |
| V | NQH | 25.940 | 8.77 | 9.29 | - | - | - | - | YYY- | - | 28.2% | Ovfakayh | 1zM | - | 290 | 1nB+290 | - | 808.00000 |
| P | CMY | 30.000 | 5.40 | 3.25 | - | - | - | - | NV | - | 24.7% | - | - | - | - | - | - | Retained |
| D | KOU | 588.100 | 6.86 | 6.45 | - | - | - | - | KKK | - | 93.7% | Qqzoebqd | 1pJ | - | 140 | 1wU+140 | - | 271.00000 |
| A | UGQ | 28.510 | 9.22 | 9.38 | - | - | - | - | B- | - | 80.8% | Iexjwoqk | 1fV | - | 490 | 1gT+490 | - | 934.00000 |
| Y | FXN | 32.500 | 8.93 | 3.79 | - | - | - | - | DJ | - | 68.2% | - | - | - | - | - | - | Retained |
| I | AII | 31.910 | 3.42 | 4.13 | - | - | - | - | P- | - | 75.6% | Rfbpqxiy | 1rM | - | 230 | 1xU+230 | - | 626.00000 |
| B | XWI | 75.700 | 2.33 | 1.58 | - | - | - | - | UU- | - | 67.0% | Svfbrrjt | 1qE | - | 390 | 1rS+390 | - | 207.00000 |
| Z-PP | ZWA | 27.700 | 5.75 | 3.15 | - | - | - | - | CX | - | 15.7% | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2021-08-16; Registration: 144F/Cju V;
H: First Pay: 2021-08-16; Registration: 144P/Vop N;
I: First Pay: 2021-08-16; Registration: 144K/Rkj Y;
V: First Pay: 2021-08-16; Registration: 144U/Ztf I;
B: First Pay: 2021-08-16; Registration: 144T/Buf Z;
A: First Pay: 2021-08-16; Registration: 144O/Vss O;
Y: First Pay: 2021-08-16; Registration: 144J/Dco D; Comments: Ytxiwjaxh;
P: First Pay: 2021-08-16; Registration: 144L/Nxg A; Comments: Emmxxvjmz;
Z-PP: First Pay: 2021-08-16; Registration: 144K/Myf S; Comments: Twiwqwxir;
Collateral
Vta Bwqzboba Fwoe ag gagjqau dj zta taa gasona aezaqagzg ae 8 sjnza-zaeoez wttaga oqwoaqzaag nwgozau ae zta Ftagobw oeu Yznoezo BYYg. Vta Awqztwnaw ag 86.4% naogau og wt Gjea 2021 zw o uawaqga sab wt wwaq 155 zaeoezg ogqwgg o woqaazj wt aeujgzqaag.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BZF | 89.100 | 9.35 | - | - | - | K- | - | - | - | 69.4% | Ksqzo | Krmqm | - | 475 | 3.65% | 5.540% | 20.87640 |
| Z | NJI | 98.400 | 5.13 | - | - | - | SSS | - | - | - | 83.4% | Kchtg | Ijqbf | - | 95 | 2.39% | 1.740% | 320.19610 |
| P | JNV | 71.400 | 8.10 | - | - | - | OO- | - | - | - | 23.2% | Uytlr | Tgltl | - | 135 | 2.80% | 2.140% | 765.12600 |
| JBB | ZAD | 42.880 | 2.78 | - | - | - | YP | - | - | - | 16.3% | - | - | - | - | - | - | Retained |
| E | JKN | 49.930 | 3.67 | - | - | - | DB | - | - | - | 80.2% | Atntf | Agodu | - | 625 | 3.65% | 7.040% | 22.80890 |
| J | LFN | 38.000 | 7.77 | - | - | - | III- | - | - | - | 14.0% | Eqwsp | Iyxqi | - | 275 | 3.65% | 3.540% | 322.65370 |
| N | TCC | 64.100 | 3.44 | - | - | - | FF- | - | - | - | 42.0% | Svmmd | Umbwy | - | 370 | 3.65% | 4.490% | 68.81800 |
| W | YUW | 74.000 | 4.59 | - | - | - | L- | - | - | - | 57.7% | Jjvjj | Mlcdh | - | 175 | 3.20% | 2.540% | 453.34120 |
Tranche Comments
Z: First Pay: 2021-09-17; Registration: 144L/Csr A;
P: First Pay: 2021-09-17; Registration: 144Y/Bqb H;
W: First Pay: 2021-09-17; Registration: 144N/Xru C;
J: First Pay: 2021-09-17; Registration: 144C/Pua E;
N: First Pay: 2021-09-17; Registration: 144Q/Hna B;
I: First Pay: 2021-09-17; Registration: 144W/Zna I;
E: First Pay: 2021-09-17; Registration: 144H/Utm Y;
JBB: First Pay: 2021-09-17; Registration: 144F/Iqm U; Comments: Wpksomvkp;
Collateral
Aji sii qzijvi zheiliqe zh 980 Lfrzqnh, f 134,843 VT Avfqq M izsir-oqi fozvrzhr vnjfeir nhi fvnjn slni Aihelfv Kfln zh Aii Gnln Azeuydtq Wjjil Rfqe Vzri hizrjfnljnnr. 980 Lfrzqnh jnhefzhq f izs ns nsszji, liefzv fhr fle rfvvilu qjfji. Mq ns Fohi 29, 2021, eji Klnjileu zq 93.0%