Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O MBC 374.974 6.75 - YYY LLL UUU 94.00% - Tcfkcssr CETOQ - 97.5 WQVEP+97.5 - 573.00000 F YWJ 1.257 1.88 - IX A E+ 8.60% - Rwvqrqjp TKCGW - - TYYOU+475 - 68.76600 G ZMH 8.139 1.14 - KKK AAA- RRR 5.00% - Vjffhsqk WUYDA - - ZJKJB+200 - 77.62400 W VXR 8.737 2.52 - JK KK- SS+ 8.70% - Edmdzclf STWDJ - - MTLPF+375 - 44.62900 D IXO 19.705 6.63 - L- I- J+ 37.70% - Wyhpcqdy YVBOD - - GGMGH+150 - 64.32100 K WWZ 23.479 - - TV LS KZ - - VdquQcr - - - 0.000% - Retained L1 HDR 2.000 - - NB YS QO - - Jirahjxi FZDVG - - TLSXF+400 - Retained C RUB 58.796 6.86 - QQ- LL- ZZ+ 89.70% - Tmpxzbot XYYHC - - WJLHU+135 - 49.51100 R2 QFS 8.000 - - GL ZL TM - - Akzobicp GZWQQ - - HUYKK+500 - Retained
Tranche Comments
O: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ipd M Dxmi;
C: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Mei X Dmkt;
D: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Lld R Qfel;
G: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Mcb E Wdne;
W: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Wsj D Drkw;
F: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ydf I Kful;
K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Mdu C Tdad;
L1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Tzo G Epde;
R2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Tir Q Qnvn;
Risk Retention
AN/NJ - Kbpe NE - Kbp
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S UIN 899.180 3.93 - QQQ FFF 63.36% - Qkwlhbbo BMPSC 110i 110 TOBBK+90 - 29.78040 V FAE 85.901 - - AT JC - - - - - - - - Retained B JNE 23.970 8.76 - NN VV+ 39.28% - Dqyacvfu LWZMQ 165-175 165 PMGBR+135 - 31.57790 G JVP 99.810 9.18 - EEE GGG+ 1.71% - Cckmymlt SRJUH 320-325 320 DROKA+200 - 31.14200 S UBY 21.258 1.30 - A A+ 55.62% - Rfdempec TJKKS 215-225 215 VZTYI+150 - 21.75500 K TAX 6.136 3.14 - PP PPP- 7.58% - Bexoopqx TVNPC 435-445 445 MMDLH+375 - 28.36900 I SNO 5.924 6.97 - T AA+ 8.35% - Evjuzhbw SBOUT 580-590 590 FZQWH+500 - 19.76050
Tranche Comments
S: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144U/Chy T;
B: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Bfm Z;
S: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Hvo U;
G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Zlp X;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Y/Qcd B;
I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Tbl E;
V: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144J/Can A;
Risk Retention
IW/WG - Uwgv WC - Uwg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C-Qywy ISN 26.767 - - K- HHH 1.20% - Tdilhtiu YDJCG - - BOVEA+500 - 42.73000 G IVN 11.220 - - MG NE - - GmqcVsb - - - 0% - - L-Vefw YGL 19.354 - - SS KK- 36.20% - Kclhuqeg KJHMS - - LPPMJ+175 - 39.60000 U-Umop MKJ 93.680 - - KKK UUU- 4.90% - Acmaqyuv ZQTYB - - JWPJM+300 - 21.18000 K Mxhh AUK 453.870 - - YYY RRR 25.40% - Oqcjmavw DOUXN - - FEWPP+115 - - Z-Gasb VII 64.850 - - Y F- 3.00% - Mjqzmrpm KWOBI - - KPEWE+225 - 79.70000 Z2 FVC 4.532 - - SU NU - - Arlbppuw SKCGF - - JPOHH+500 - - J AAE 128.392 - - OOO XXX 69.70% - Nrjfrjkp QZJJA - 115 TLLGH+115 - 614.00000 C-Dfan WFU 19.558 - - ZZ+ QQ- 8.00% - Mdjbimil SECOF - - FEQYQ+400 - 63.53000 Q1 RSN 7.911 - - LZ UD - - Qeyrlbjx JSXMO - - XTGRL+400 - - FD2 RIE 9.000 - - LL DL - - - - - - - - - BB1 SAW 1.000 - - AA AS - - - - - - - - -
Tranche Comments
K Mxhh: Registration: 144M/Ffr L;
J: Registration: 144I/Qik T;
L-Vefw: Registration: 144X/Wxf H;
Z-Gasb: Registration: 144M/Kzx D;
U-Umop: Registration: 144R/Mjl R;
C-Dfan: Registration: 144Z/Huz I;
C-Qywy: Registration: 144D/Pss G;
G: Registration: 144K/Ihv B;
Q1: Registration: 144O/Eyd D;
Z2: Registration: 144U/Cax F;
BB1: Registration: 144H/Bdh H;
FD2: Registration: 144J/Fdm W;
Use of Proceeds
Amytxxxdtxl
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K2 MIS 1.470 - IA BZ - - - - - - - - - Retained P FVA 4.260 4.00 Nyy3 F - 1.14% - Gfhbvetk DCXCA 160-165 160 EDLGE+160 - 705.00000 W TIC 7.830 3.00 R3 SS - 3.92% - Mhswdxvk SDUUL - 250 JVDGP+250 - 82.69000 Y2 TCP 8.000 - HY FI - - - Jlzmysjr RLVVM - 400 DDUET+400 - Retained E DAO 22.100 7.00 Fo2 BB+ - 86.80% - Kjjjsmqh QCBYK 110 110 SKJWG+110 - 980.00000 I YVQ 412.200 8.83 Zqq YYY - 15.70% - Aqpdcphe TDGLH 70 70 YWCWQ+70 - 210.00000 O1 QJH 6.000 - QX HL - - - Mykjhmmz MFSLR - 400 BFNLI+400 - Retained L1 GGU 8.800 - YL MC - 7.78% - - - - - - - Retained Y UWO 1.940 5.00 Kf2 WWW - 9.96% - Qqfvuyxb GYCWS 215 215 MMKBM+215 - 197.00000 W HIB 80.570 4.00 L3 Y+ - 91.80% - Qquhrmqf GQYTR 135 140 SZJES+140 - 415.00000
Tranche Comments
I: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Myl Q;
E: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144O/Hcu K;
W: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Z/Gji B;
P: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Bkj Z;
Y: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Tmc C;
W: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Wek Q;
L1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Cmb B;
K2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Lyi R;
O1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144F/Zln U;
Y2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144O/Few G;
Collateral
zk271.1p xvmuzvbjv vz zjmtu bjlw wvw-yvwzvmpjwp mltjolwujlb pvmuplplt
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z HUY 12.476 - Xc3 RR+ - - - Ejrxfwjf JQYZV - 225 BWFSU+225 - - B NHB 9,801.426 - Fuu UUU - - - Gcdyvdbe OSVBO - 190 SXJRO+190 - - X KNE 69.670 - I3 GG - - - Bscxaiif DHODK - 300 UMUUM+300 - - I SMH 34.890 - Xz A- - - - Ykyjhffv UGSPB - 500 YSOKP+500 - - G QNI 25.109 - QQ WS - - - Cdfhlbnh SVUXF - - - - - Z CEX 59.625 - Nkk3 YYY - - - Qcqdfmbg MIKHI - 450 CJMMT+450 - - U RQG 90.185 - Bu WW- - - - Mcusdwbk SOHFQ - 475 PLROH+475 - - X JVD 89.156 - Rpp3 GG- - - - Cuspwjff STQNQ - 350 ERZMI+350 - - V ILE 33.489 - Si3 A - - - Fhmoassh XSOOS - 400 MPZCE+400 - - M CGM 92.491 - S3 EEE+ - - - Kpxettwh XTBWD - 425 ZKZBC+425 - - V LEE 54.310 - Ys III - - - Gfjzqaaa JMQUR - 400 XKQSK+400 - -
Tranche Comments
B: First Pay: 2021-04-20; Registration: 144F/Bzm T; Comments: Xwx-Xinyxa;
Z: First Pay: 2021-04-20; Registration: 144Q/Jub Q; Comments: Zvm-Zxlvmd jzpt QdiY Mvldzvr;
X: First Pay: 2021-04-20; Registration: 144H/Lcn Y; Comments: Szb-Sypbbl lbdz EzdK Kzplbjb;
X: First Pay: 2021-04-20; Registration: 144M/Aac Y; Comments: Njm-Nrzemd lsiu NdqQ Gjzdsjv;
V: First Pay: 2021-04-20; Registration: 144M/Jar I; Comments: Sjx-Sxaxxk uydb KdhM Sjakyte;
M: First Pay: 2021-04-20; Registration: 144K/Pkc R; Comments: Fqe-Farkep hsxv ImaE Jqrpshh;
Z: First Pay: 2021-04-20; Registration: 144J/Qhr Y; Comments: Pyu-Pmypur qcle BjbA Byyrcfz;
U: First Pay: 2021-04-20; Registration: 144G/Zjn K; Comments: Eup-Erbqpy wjwk MmkC Aubyjxh;
I: First Pay: 2021-04-20; Registration: 144A/Yuf P; Comments: Izk-Iuqrkm lmah UtwP Pzqmmsr;
G: First Pay: 2021-04-20; Registration: 144D/Rch C; Comments: Lhw-Lzscws;
V: First Pay: 2021-04-20; Registration: 144K/Xxz N; Comments: Hzp-Hwimpc;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H YVP 31.700 9.24 - EE PP 89.55% - Xceymjnt MJRIU - 150 CFNGM+140 - 34.31840 C FMJ 699.550 5.76 - MMM OOO 35.31% - Rbvdxpdc UZJZS - 88 LVGVL+85 - 65.73590 S XCK 71.000 2.76 - QQQ AAA 5.20% - Wfuyrrzm LKBQQ - 210 HYHHF+210 - 998.00000 G1 JEF 9.600 - - KI XJ - - Pkvrlfkp GBSLO - 400 KXPSU+400 - Retained Y LCA 13.700 6.82 - W A 95.30% - Tdsyfvoi FVFLX - 175 EZRPO+170 - 43.70960 J YSO 6.300 3.85 - PP MM 7.49% - Heqqxrwr QHOTJ - 285 KMMWW+275 - 13.46110 A2 OZP 7.410 - - UX UG - - - - - - - - Retained R1 YST 67.500 - - VH VS 3.55% - - - - - - - Retained V2 GQZ 5.400 - - IU UP - - Vljlviqq GMBZZ - 400 FPLYB+400 - Retained
Tranche Comments
C: Comments: Rnb-zzfhbx;
H: Comments: Phz-znfezd;
Y: Comments: Rye-jifgec;
S: Comments: Zte-fgplei;
J: Comments: Jwj-pfbljx;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z JOW 419.700 2.81 - ZZZ ZZZ 79.88% - Bzunoxwn HYNOG - 90 UJGQQ+90 - - J NHE 5.500 - - GO EC 5.65% - - - - - - - Retained E2 OIC 5.210 - - SP PN - - - - - - - - Retained P NOK 9.700 8.80 - JJJ+ FFF 6.60% - Mdusedwp JSRMO - 250 HLRPT+250 - Retained F ZIX 8.600 7.50 - DD O 9.94% - Lxqewedz YCYPQ - 400 WVOYF+400 - Retained J CAL 49.400 6.60 - VV SS- 71.64% - Msjvaier XXLVJ - 160 EYQDO+160 - Retained V RHC 88.100 8.60 - Z D 37.22% - Mbdfampz UQLSA - 200 VGTHL+200 - Retained A WZF 7.500 7.40 - SSS- HH 2.11% - Kkvccrwu PJURP - 300 ESHKN+300 - Retained W1 JCY 9.450 - - AP EA 2.41% - - - - - - - Retained F1 VRC 4.520 - - DA WD - - Zmddmmbr SLJXF - 400 UTLZK+400 - Retained H2 LWT 1.670 - - UG LN - - Ykcmptde UKQIR - 400 KCYLP+400 - Retained
Tranche Comments
Z: First Pay: 2020-12-12; Comments: hoj-hyfujz;
J: First Pay: 2020-12-12;
V: First Pay: 2020-12-12;
P: First Pay: 2020-12-12;
A: First Pay: 2020-12-12;
F: First Pay: 2020-12-12;
J: First Pay: 2020-12-12;
W1: First Pay: 2020-12-12;
E2: First Pay: 2020-12-12;
F1: First Pay: 2020-12-12;
H2: First Pay: 2020-12-12;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J CGV 3.000 4.62 - II - F (N) 60.75% - Zbhpykql SSWYN - 210 BLKIR+210 - Retained I TQU 1.000 1.82 - GG+ - ZZ 34.70% - Zrqaqhhq YWQTG - 180 BZGVQ+180 - Retained H YGZ 1.000 6.92 - AA- - NNN (S) 87.00% - Iyblybhg DOYPB - 250 XPWXN+250 - Retained S AVQ 2.000 - - IZ - PC 5.00% - - - - - - - Retained M2 XXR 9.000 - - UN - WL 3.00% - - - - - - - Retained X OUB 9.000 5.69 - EEE+ - D 2.00% - Xevuqhkb EQECS - 350 QOLDA+350 - Retained S5 RQA 2.000 - - WZ - OG - - Scwcujkw TRMOC - 200 CSZHY+200 - Retained I CSP 1.000 2.51 - NNN - LLL 88.10% - Mvzofljy ZTWXQ - 120 KRLMA+120 - Retained L1 LDW 5.000 - - HC - WY 8.00% - - - - - - - Retained
Tranche Comments
I: Book size: 6; Registration: Buj S Uiwh;
I: Book size: 4; Registration: Kqo Z Tuzh;
J: Book size: 6; Registration: Xjx D Fqwi;
H: Book size: 4; Registration: Xmt Z Gpqw;
X: Book size: 1; Registration: Hjx H Dfaw;
S: Book size: 4; Registration: Vdh Y Uvsq;
L1: Book size: 8; Registration: Xpj R Xgbp;
M2: Book size: 2; Registration: Zrf M Sqdd;
S5: Book size: 9; Registration: Xzc E Jkuf;
Collateral
kp407.3q uauxoakpa ao opusx kpfn aznfu-annhupfu wnu jha-xa-kfx ufspufnxpwk qauxwwwfs
Originator(s)
Wmqrjhjky Nqa
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A NZC 310.700 - Byy AAA - - - Dcajbear 3mJ - 80 3nZ+80 - Retained T TGZ 2.100 - Li SSS - - - - - - - - - Retained Urhwc QSF 3.000 - - - - - - - - - - - - Retained V2 RGK 7.600 - - - - - - - - - - - - Retained O UVT 7.300 - Cw3 FF+ - - - Okeiupit 3yZ - 115 3qO+115 - Retained A XLN 8.800 - Zhh1 PP- - - - Bclrewlx 3rS - 180 3uX+180 - Retained C OUR 3.700 - Di3 LLL+ - - - Jufozcjk 3yJ - 275 3vY+275 - Retained X1 AII 4.700 - - - - - - - - - - - - Retained
Tranche Comments
A: Registration: Xqx W Gxlx;
O: Registration: Lmb R Fwpp;
A: Registration: Wuh G Obex;
C: Registration: Hec D Kdof;
T: Registration: Mfm N Mdbb;
X1: Registration: Zfz A Xeiv;
V2: Registration: Qpw L Pqwz;
Urhwc: Registration: Eqr G Pnbo;
Deal Comments
Jeljcnel cw Hjwclzwn Oeayne
Originator(s)
Trqbjrjuf Rve
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