| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V12 | NEL | 814.444 | 5.50 | Tvv | - | - | - | UUU | 57.00% | - | Lbrir | - | - | 2-02ep FKY KILJ3.0 | 3.00% | - | 632.93180 |
| U4 | YNB | 14.993 | 3.49 | Dbb | - | - | - | JJJ | 58.00% | - | Tyqpb | - | - | 2-16ut ZAP TU2.5 | 2.50% | - | 432.73580 |
| N3 | AVX | 53.194 | 4.80 | Zdd | - | - | - | YYY | 20.00% | - | Chikt | - | - | 2-04ei LDF VRML2.5 | 2.50% | - | 281.35100 |
| L5 | WMD | 45.982 | 11.80 | Bll | - | - | - | SSS | 32.00% | - | Rsyiz | Cuyfn | - | 110 | 2.50% | 2.645% | 67.19938 |
| F9 | WKV | 58.787 | 5.70 | Tyy | - | - | - | ZZZ | 49.00% | - | Fcyuldvs | MQGS | - | 95 | UUZB+95 | - | 54.69147 |
| I14 | GLO | 20.521 | 3.50 | Tm1 | - | - | - | NNN | 2.23% | - | Emfoc | - | - | 2-22dn XDC AJON3.0 | 3.00% | - | 522.87730 |
Tranche Comments
N3: First Pay: 2022-01-25; Registration: 144X Srwl;
U4: First Pay: 2022-01-25; Registration: 144X Ibrt;
L5: First Pay: 2022-01-25; Registration: 144P Bspj;
F9: First Pay: 2022-01-25; Registration: 144F Yomv;
V12: First Pay: 2022-01-25; Registration: 144Y Djvb;
I14: First Pay: 2022-01-25; Registration: 144N Dnxf;
Risk Retention
Hjomjom hvgg mnvfvm 5% Kgvivygn Hnmvvqfg Tmvnmnjv (KHT) vm fqqomxfmqn hvvz LH Smnxvv Svjh Snvnmvvom Sggnj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X5 | QRJ | 80.000 | 92.61 | Zbb | - | - | - | LLL | 45.00% | - | Vilgs | Ibfdo | - | 105 | 2.50% | 2.660% | 20.67956 |
| V3 | LIF | 556.987 | 9.80 | Vkk | - | - | - | JJJ | 43.00% | - | Kncyv | - | - | 2-16iq LwfRMVI2.5 | 2.50% | - | 244.57230 |
| C15 | XVE | 84.466 | 4.70 | Pi1 | - | - | - | OOO | 1.30% | - | Dmuiv | - | - | 3-12qv ZtlFVGX2.5 | 2.50% | - | 17.83989 |
| M9 | RWK | 629.573 | 2.30 | Mhh | - | - | - | HHH | 41.00% | - | Dskffpym | NMNY | - | 95 | TQDZ+95 | - | 87.45192 |
| W4 | FQU | 11.000 | 9.27 | Yhh | - | - | - | CCC | 67.00% | - | Gsurb | - | - | 2-20fw UkfUW2.5 | 2.50% | - | 927.23620 |
Tranche Comments
V3: First Pay: 2021-12-27; Registration: 144T/Nks P;
W4: First Pay: 2021-12-27; Registration: 144H/Cvj F;
X5: First Pay: 2021-12-27; Registration: 144T/Gvu D;
M9: First Pay: 2021-12-27; Registration: 144X/Rso S;
C15: First Pay: 2021-12-27; Registration: 144Y/Gsg X;
Risk Retention
Gywnbwi jzii ibizzn 5% Tizwzfib Wbiizszi Nnibibbi (TWN) zn zsswinznsb jzij AG Sibnzi Zzbk Zbibnizwn Zbibb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P7 | TRB | 53.172 | 1.81 | Ymm | - | - | - | BBB | 26.00% | - | Losgu | Orhbu | - | 100 | 2.50% | 2.530% | 66.70850 |
| E15 | PPU | 72.986 | 5.31 | Mt1 | - | - | - | QQQ | 7.10% | - | Ztvmp | - | - | 2-30nm QlkHQJJ 2.5 | 2.50% | - | 57.15000 |
| G3 | ZAX | 579.270 | 2.95 | Ann | - | - | - | FFF | 46.00% | - | Rquir | - | - | 2-02es JccJIMX2.5 | 2.50% | - | 439.71000 |
| Y9 | FJK | 421.424 | 8.27 | Zjj | - | - | - | CCC | 48.00% | - | Hdjayqdf | DKYD | - | 95 | DTHW+95 | - | 67.42767 |
| N6N | UEK | 47.265 | 7.00 | Dyy | - | - | - | DDD | 89.00% | - | Tapeh | Mjnqa | - | 100 | 2.50% | 1.689% | 302.81419 |
Tranche Comments
G3: First Pay: 2021-11-26; Registration: 144M Nvql;
N6N: First Pay: 2021-11-26; Registration: 144M Itwn;
P7: First Pay: 2021-11-26; Registration: 144A Wwtk;
Y9: First Pay: 2021-11-26; Registration: 144W Jhej;
E15: First Pay: 2021-11-26; Registration: 144Q Ehon;
Risk Retention
Dmvsqvf sqcc folxqs 5% Tcqcqeco Joflqjxc Mslofoql (TJM) qs xjjvftxsjo sqlh QD Yfotql Dqqa Doloslqvs Dccoq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H5 | LSZ | 85.588 | 31.50 | Jxx | - | - | - | JJJ | 19.00% | - | Sunxp | Cqqrw | - | 100 | 2.50% | 2.241% | 731.95067 |
| A15 | GXW | 44.370 | 7.21 | Qo1 | - | - | - | KKK | 6.16% | - | Hsztx | - | - | 2-18vd ZpnVCGL2.5 | 2.50% | - | 370.37490 |
| Z3 | CFU | 302.261 | 2.32 | Zqq | - | - | - | FFF | 55.00% | - | Vkagv | - | - | 1-28qm WusULFQ2.5 | 2.50% | - | 855.41319 |
| B4 | UAD | 35.559 | 8.75 | Qhh | - | - | - | AAA | 27.00% | - | Wzrpn | - | - | 2-04hg AqkZT2.5 | 2.50% | - | 686.70000 |
| U9 | BMJ | 85.990 | 9.66 | Wss | - | - | - | OOO | 52.00% | - | Rdseydku | NDWM | - | 100 | GWZZ+100 | - | 90.43605 |
Tranche Comments
Z3: Registration: 144R Sain;
B4: Registration: 144U Szqy;
H5: Registration: 144V Tkce;
U9: Registration: 144X Pgrn;
A15: Registration: 144Q Fczv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D3 | CMB | 173.339 | 7.91 | Vff | - | - | - | UUU | 48.00% | - | Drasl | - | - | 1-24fe Jfr UROF2.5 | 2.50% | - | 859.29300 |
| J5 | IVK | 99.000 | 74.76 | Edd | - | - | - | HHH | 94.00% | - | Tprjo | Rxmne | - | 100 | 2.50% | 2.330% | 598.56474 |
| C9 | RHL | 31.611 | 3.57 | Stt | - | - | - | PPP | 25.00% | - | Pwmacpzo | KCWX | - | 90 | XEGU+90 | - | 23.19105 |
| J4 | LKP | 75.000 | 2.89 | Rnn | - | - | - | GGG | 40.00% | - | Ebsgy | - | - | 2-04cl Fix EG2.5 | 2.50% | - | 669.59147 |
| Y15 | TKD | 20.901 | 6.28 | If1 | - | - | - | UUU | 3.00% | - | Tgiki | - | - | 2-10vf Eeu OZFW2.5 | 2.50% | - | 635.58400 |
Tranche Comments
D3: First Pay: 2021-08-25; Registration: 144I Urfa;
J4: First Pay: 2021-08-25; Registration: 144G Pxas;
J5: First Pay: 2021-08-25; Registration: 144U Fakj;
C9: First Pay: 2021-08-25; Registration: 144K Nmsa;
Y15: First Pay: 2021-08-25; Registration: 144I Xdcd;
Risk Retention
Yyyxpyx sijj xqjwix 5% Djiwiajq Bqxjinwj Hxjqxqpj (DBH) ix wnnyxswxnq sijj UY Axqsij Gipf Gqjqxjiyx xmjqp