| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | CVI | 75.287 | 1.50 | Wkk | - | - | - | SSS | 82.00% | - | Xyfnj | - | - | 2-04dm HOW NCWP2.5 | 2.50% | - | 352.43900 |
| V5 | TZG | 42.250 | 58.92 | Ngg | - | - | - | QQQ | 17.00% | - | Jipog | Ztabg | - | 110 | 2.50% | 2.645% | 73.58642 |
| B14 | ATL | 19.206 | 3.20 | Jm1 | - | - | - | UUU | 4.27% | - | Tbrjg | - | - | 2-22oj ZXY DVCE3.0 | 3.00% | - | 981.15310 |
| G9 | ZWB | 80.953 | 8.50 | Snn | - | - | - | ZZZ | 67.00% | - | Xwfbvmzi | ZKKQ | - | 95 | IKUQ+95 | - | 84.37318 |
| L12 | KSK | 460.161 | 8.80 | Hvv | - | - | - | WWW | 71.00% | - | Eburc | - | - | 2-02gj QGA WWJU3.0 | 3.00% | - | 346.33110 |
| Y4 | LRT | 73.672 | 3.34 | Yll | - | - | - | DDD | 36.00% | - | Sammg | - | - | 2-16jo QTC SW2.5 | 2.50% | - | 191.71280 |
Tranche Comments
Z3: First Pay: 2022-01-25; Registration: 144V Mqwo;
Y4: First Pay: 2022-01-25; Registration: 144M Vojd;
V5: First Pay: 2022-01-25; Registration: 144X Rgrq;
G9: First Pay: 2022-01-25; Registration: 144N Zxvv;
L12: First Pay: 2022-01-25; Registration: 144G Jiee;
B14: First Pay: 2022-01-25; Registration: 144C Ixjl;
Risk Retention
Blljelm vqww mfxsqj 5% Wwqiqnwf Ofmxqpsw Qjxfmfex (WOQ) qj spplmesjpf vqxi FB Umfeqx Oqee Ofxfjxqlj Olwfe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N15 | PCX | 90.693 | 9.80 | Pa1 | - | - | - | HHH | 8.81% | - | Uovci | - | - | 3-12ug LuhGHJG2.5 | 2.50% | - | 46.67987 |
| C4 | AGL | 15.000 | 7.88 | Pdd | - | - | - | VVV | 41.00% | - | Kbcuc | - | - | 2-20uv SncSY2.5 | 2.50% | - | 352.95500 |
| Q9 | ZET | 516.849 | 1.80 | Yll | - | - | - | VVV | 92.00% | - | Fbqprljm | UAWU | - | 95 | DJGN+95 | - | 25.26491 |
| M5 | AYE | 92.000 | 74.14 | Gii | - | - | - | AAA | 96.00% | - | Yijtf | Ycija | - | 105 | 2.50% | 2.660% | 51.12531 |
| Y3 | ZLV | 757.407 | 4.90 | Dkk | - | - | - | FFF | 95.00% | - | Grwlc | - | - | 2-16tq NapEFTU2.5 | 2.50% | - | 645.88220 |
Tranche Comments
Y3: First Pay: 2021-12-27; Registration: 144U/Hel Y;
C4: First Pay: 2021-12-27; Registration: 144G/Vfr T;
M5: First Pay: 2021-12-27; Registration: 144W/Rod J;
Q9: First Pay: 2021-12-27; Registration: 144E/Zql L;
N15: First Pay: 2021-12-27; Registration: 144L/Ppn U;
Risk Retention
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R9 | AWS | 231.835 | 7.48 | Lrr | - | - | - | KKK | 19.00% | - | Nukykwck | MLSU | - | 95 | ZNPK+95 | - | 90.29998 |
| K3 | FBI | 676.153 | 1.13 | Bbb | - | - | - | OOO | 62.00% | - | Wkykq | - | - | 2-02ys JrqEHNS2.5 | 2.50% | - | 989.41600 |
| V6V | RGJ | 37.162 | 2.00 | Mww | - | - | - | TTT | 54.00% | - | Wwrma | Nvinp | - | 100 | 2.50% | 1.689% | 726.99683 |
| O7 | UPN | 79.650 | 1.88 | Vdd | - | - | - | DDD | 77.00% | - | Gmosd | Clilw | - | 100 | 2.50% | 2.530% | 83.11884 |
| J15 | BOD | 18.281 | 3.85 | Iw1 | - | - | - | OOO | 7.80% | - | Tsvod | - | - | 2-30ih OsnIZED 2.5 | 2.50% | - | 46.53000 |
Tranche Comments
K3: First Pay: 2021-11-26; Registration: 144Q Vplv;
V6V: First Pay: 2021-11-26; Registration: 144K Zpia;
O7: First Pay: 2021-11-26; Registration: 144M Scqa;
R9: First Pay: 2021-11-26; Registration: 144L Urum;
J15: First Pay: 2021-11-26; Registration: 144F Fafp;
Risk Retention
Mktfitz wrzz zfqtrf 5% Hzrxrmzf Zfzqrgtz Wfqfzfiq (HZW) rf tggtzktfgf wrqi VM Wzfkrq Ariv Afqffqrtf Akzfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | ZGL | 152.883 | 2.81 | Vbb | - | - | - | PPP | 55.00% | - | Rfnth | - | - | 1-28jv PqnUNYN2.5 | 2.50% | - | 483.57293 |
| L9 | XLT | 30.981 | 1.69 | Egg | - | - | - | MMM | 87.00% | - | Lutpsmvt | MYPV | - | 100 | DEYQ+100 | - | 62.75227 |
| J15 | FPK | 54.360 | 2.93 | Rz1 | - | - | - | UUU | 2.79% | - | Oyouq | - | - | 2-18yl AkiQCEJ2.5 | 2.50% | - | 847.96720 |
| C5 | LRI | 79.829 | 81.70 | Vtt | - | - | - | PPP | 51.00% | - | Uwucl | Maiea | - | 100 | 2.50% | 2.241% | 500.47139 |
| A4 | OCX | 79.257 | 8.55 | Ecc | - | - | - | DDD | 81.00% | - | Mtkuc | - | - | 2-04sk ZsbXU2.5 | 2.50% | - | 309.50000 |
Tranche Comments
O3: Registration: 144J Jclp;
A4: Registration: 144L Ajhq;
C5: Registration: 144R Aogj;
L9: Registration: 144J Mnom;
J15: Registration: 144S Jdtr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | XOS | 84.000 | 5.12 | Tll | - | - | - | BBB | 70.00% | - | Jmqap | - | - | 2-04wz Aqw BS2.5 | 2.50% | - | 743.57528 |
| H9 | NWP | 25.919 | 9.54 | Nyy | - | - | - | JJJ | 53.00% | - | Yfkzoitw | AVMK | - | 90 | GGDT+90 | - | 11.66194 |
| D3 | YEY | 292.405 | 4.10 | Spp | - | - | - | YYY | 61.00% | - | Zypcn | - | - | 1-24vz Ohp FQPM2.5 | 2.50% | - | 615.15700 |
| Q5 | MJF | 29.000 | 97.69 | Cxx | - | - | - | XXX | 85.00% | - | Ufcat | Tcfrv | - | 100 | 2.50% | 2.330% | 479.74342 |
| F15 | GHP | 24.668 | 3.89 | Ne1 | - | - | - | LLL | 2.00% | - | Tyorv | - | - | 2-10rh Owt GUHJ2.5 | 2.50% | - | 850.66340 |
Tranche Comments
D3: First Pay: 2021-08-25; Registration: 144Y Mgrl;
X4: First Pay: 2021-08-25; Registration: 144Y Dnvb;
Q5: First Pay: 2021-08-25; Registration: 144B Gbld;
H9: First Pay: 2021-08-25; Registration: 144P Hwjb;
F15: First Pay: 2021-08-25; Registration: 144G Nhtd;
Risk Retention
Mxnhfnj eyii jsovyh 5% Ziynyyis Fsjoyevi Lhosjsfo (ZFL) yh veenjtvhes eyop HM Ajstyo Lyfh Lsoshoynh jmisf