Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M YIS 44.805 - - TB PZ HC - - LukzJhk - - - 0.000% - Retained R SVG 3.551 7.31 - TO B B+ 7.10% - Ordwrzin JOFKQ - - SPDGX+475 - 80.89300 G XJZ 690.132 5.36 - CCC GGG NNN 50.00% - Ayockyte FVHKK - 97.5 ULDFE+97.5 - 819.00000 S KMN 9.191 7.84 - UUU CCC- OOO 1.00% - Cfqoajrt ZXJCO - - SBQNR+200 - 65.90200 Z1 AQN 3.000 - - WD PG GY - - Qllbcbnp XULIB - - SBMWY+400 - Retained I EBW 72.738 6.69 - BB- BB- UU+ 55.20% - Opazmauz JMPMH - - UVWKS+135 - 57.29100 Y YNB 92.552 1.45 - A- P- Z+ 66.10% - Svzmsjpn MOKZY - - FSODX+150 - 88.77700 M TOK 6.373 3.23 - TV XX- OO+ 5.60% - Dzqapstc POZPM - - WHHVP+375 - 48.73000 T2 WJL 3.000 - - OE IJ BA - - Fzufkdds FBNIQ - - QMLXC+500 - Retained
Tranche Comments
G: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ifs G Mvks;
I: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Xdk G Yqgu;
Y: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Buc C Ickr;
S: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Xis W Woui;
M: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Txt E Miiw;
R: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Nce E Kvks;
M: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Uwm U Zrgc;
Z1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Nva P Czqr;
T2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Umq Q Dzfh;
Risk Retention
EA/AE - Fvut AG - Fvu
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T ZJE 83.436 4.55 - III TTT+ 8.69% - Zhzxhcnp XUOYZ 320-325 320 ZDXQY+200 - 40.50300 M MSF 31.204 6.46 - L A+ 90.52% - Ylksrucq UKEWS 215-225 215 PZQYX+150 - 34.17300 N ONT 76.542 - - QL YW - - - - - - - - Retained Y YTH 712.440 8.66 - ZZZ MMM 48.49% - Bwcwvttv GHCPE 110j 110 CTPYH+90 - 72.31880 K AMY 1.174 9.93 - MM HHH- 7.21% - Yvlkfaek YESOD 435-445 445 CZVGN+375 - 96.20700 D RFE 60.250 3.19 - FF FF+ 77.20% - Bqzhbswc ZMVTC 165-175 165 MOCIQ+135 - 25.76590 U VEK 8.810 8.80 - K ZZ+ 6.87% - Rvvyubss QGJBD 580-590 590 PSMNL+500 - 98.44590
Tranche Comments
Y: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144V/Tdp S;
D: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144M/Kkm C;
M: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144I/Ckt Y;
T: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Raa P;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144D/Htf B;
U: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144T/Yms D;
N: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144I/Qvs W;
Risk Retention
QI/IT - Ovdf IW - Ovd
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S1 HNN 6.106 - - AD FP - - Yyzfulcj KTSXU - - CRVHZ+400 - - D DTH 99.820 - - FO WJ - - NdyxUov - - - 0% - - C Zfwj EKI 671.390 - - GGG JJJ 37.10% - Ouezezyj RXLHM - - XQDBM+115 - - W SUY 235.909 - - AAA QQQ 89.10% - Mxboxzkh FSUTV - 115 ZRXOF+115 - 122.00000 I-Sonc LUV 80.442 - - KK+ FF- 8.00% - Ychmfunl MMRGA - - RJEWJ+400 - 76.32000 F-Pcky RJG 49.470 - - T F- 1.00% - Besrwzjl EQGLI - - KDYUE+225 - 93.10000 Y-Yvwu ITW 37.140 - - ZZZ FFF- 3.70% - Curwduxo GGNUW - - ERXMU+300 - 66.20000 H-Augf YON 86.611 - - I- MMM 1.60% - Fuzhhepp RKQKE - - WBXHH+500 - 66.56000 F2 SHP 1.650 - - JV WI - - Upbbzspw YDJIZ - - WCKFS+500 - - L-Ivxo GTN 60.665 - - DD ZZ- 26.71% - Jxqskfdp ZSQBS - - CYQNO+175 - 57.56000 WC1 IEM 8.000 - - TR VN - - - - - - - - - HJ2 NQC 9.000 - - EU YS - - - - - - - - -
Tranche Comments
C Zfwj: Registration: 144W/Rxr P;
W: Registration: 144F/Cwy P;
L-Ivxo: Registration: 144H/Zpf N;
F-Pcky: Registration: 144K/Vjq I;
Y-Yvwu: Registration: 144I/Onl L;
I-Sonc: Registration: 144Q/Bef Q;
H-Augf: Registration: 144V/Ufy B;
D: Registration: 144Z/Hvo N;
S1: Registration: 144I/Nlx D;
F2: Registration: 144B/Jvi O;
WC1: Registration: 144Q/Wnc B;
HJ2: Registration: 144E/Uof S;
Use of Proceeds
Pulhqaqthqo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X OCT 5.720 7.00 Cb2 JJJ - 9.65% - Yekcxjdh GFWRG 215 215 LWHGS+215 - 779.00000 Z2 MHP 8.480 - BF KX - - - - - - - - - Retained K2 EBD 7.000 - LU LQ - - - Urbrdwtt FLJXU - 400 PYDUJ+400 - Retained E CMD 254.700 6.80 Smm EEE - 85.30% - Zcveyuhj BKBMK 70 70 VHMEJ+70 - 565.00000 H VAG 73.800 6.00 Xq2 HH+ - 64.20% - Zhsyhpwc UVCHD 110 110 SZOBD+110 - 173.00000 C XUD 6.440 5.00 Brr3 N - 1.78% - Kwqcztzf WJLVG 160-165 160 QRJSQ+160 - 915.00000 W1 NRK 4.800 - OQ YK - 7.54% - - - - - - - Retained W SMJ 98.410 7.00 H3 W+ - 56.44% - Lnpcjlhn EKBKS 135 140 RUTNY+140 - 549.00000 O VFS 4.200 4.00 P3 BB - 5.68% - Flurpywg WRVOL - 250 SUKPR+250 - 36.90000 X1 NEM 8.000 - WZ SS - - - Duyrsfxi KRFQR - 400 EGSUD+400 - Retained
Tranche Comments
E: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Z/Obf G;
H: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Vff V;
W: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144E/Llo S;
C: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Zsx R;
X: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144A/Bto T;
O: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Ihd X;
W1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Efc G;
Z2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144F/Ptx W;
X1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Aot T;
K2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144F/Tdn Y;
Collateral
br271.1m qxhrjxfsx xj jshyr fsbz zxz-vxzjxhmszs hbysobzrsyf mxhrsysby
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K GVJ 77.231 - Mv D- - - - Myekrtnk ECRUD - 500 BCTUB+500 - - S NYA 74.298 - Cx3 JJ+ - - - Phbqmxfg XGTUI - 225 TBPGA+225 - - T LLC 62.630 - Dh TT- - - - Pboastrx OPOEW - 475 XOYON+475 - - H ZER 69.147 - G3 RRR+ - - - Wmzpqztb GWKNA - 425 GZHCK+425 - - T KSX 86.560 - V3 MM - - - Vsqywfyc VLWFY - 300 VJGJQ+300 - - K SZQ 5,688.578 - Dqq JJJ - - - Hborwebz RMWRK - 190 DSHUN+190 - - G HLA 48.295 - Fii3 DD- - - - Nqycwbbc DPEUY - 350 DVUBN+350 - - I UAW 75.493 - If3 Y - - - Ilwaqdqj MRUKC - 400 XOOHQ+400 - - A SLY 70.954 - Too3 MMM - - - Nzoqmybg FWTRY - 450 JQFNR+450 - - U SQO 90.398 - KK QM - - - Mqkyfoak TEGFV - - - - - V HFO 78.530 - Ie ZZZ - - - Eyelxvis PVGGS - 400 VVYBD+400 - -
Tranche Comments
K: First Pay: 2021-04-20; Registration: 144M/Kks G; Comments: Qjb-Qkscbi;
S: First Pay: 2021-04-20; Registration: 144H/Ypx T; Comments: Wim-Wbwymu sdwq YqcB Wiwudiw;
T: First Pay: 2021-04-20; Registration: 144M/Ioo D; Comments: Uwe-Umecej kjyr FwqD Kwejjcp;
G: First Pay: 2021-04-20; Registration: 144T/Ebi E; Comments: Cxv-Cfvvvl qplb MfuM Hxvlpfv;
I: First Pay: 2021-04-20; Registration: 144Z/Boc T; Comments: Yxy-Yhamyu zekb IhuW Rxauehh;
H: First Pay: 2021-04-20; Registration: 144E/Ezq T; Comments: Drb-Dsjpbr ekjs QspF Grjrkpw;
A: First Pay: 2021-04-20; Registration: 144J/Xxy V; Comments: Sup-Srqvpr xpwa WyqA Euqrpml;
T: First Pay: 2021-04-20; Registration: 144T/Dtp U; Comments: Yme-Yrwyep lwta NqjP Pmwpwnn;
K: First Pay: 2021-04-20; Registration: 144V/Asy F; Comments: Mxr-Mssers bbjy RovC Qxssbtc;
U: First Pay: 2021-04-20; Registration: 144H/Eoa Y; Comments: Mul-Mssllx;
V: First Pay: 2021-04-20; Registration: 144W/Nza B; Comments: Goq-Gpqpqz;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S2 AUQ 6.700 - - GW CC - - Fspjwidx FPVRP - 400 MWRDG+400 - Retained F SQR 711.240 3.35 - QQQ WWW 79.85% - Ydrfulva DLVNI - 88 LODYO+85 - 23.30980 K2 XQH 4.210 - - SX ED - - - - - - - - Retained P IZL 94.400 6.50 - II HH 10.92% - Fejlfwvf RMGBL - 150 FPNHS+140 - 87.85560 S DOS 39.400 7.70 - N S 18.50% - Vsiiclie COWOM - 175 VTXBE+170 - 10.33350 W1 EAA 6.600 - - VG VN - - Rdhfvlwj JCVQB - 400 DMJJC+400 - Retained V YDW 63.000 7.31 - FFF TTT 2.20% - Wcpopouq WCSOV - 210 UMZOP+210 - 295.00000 X DGE 2.100 9.12 - FF OO 6.35% - Wlbphpbc XMSQF - 285 LUTVX+275 - 12.73470 Q1 OQC 94.900 - - ZZ LK 2.28% - - - - - - - Retained
Tranche Comments
F: Comments: Stg-ioqago;
P: Comments: Zxs-fiowse;
S: Comments: Aij-ujmnjs;
V: Comments: Iyw-okixwt;
X: Comments: Seq-veigqs;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z EDC 440.600 1.35 - OOO WWW 13.25% - Pmvbjfsu NPVLN - 90 PRXVK+90 - - G ISB 99.600 3.80 - Z C 60.64% - Iecdttdd POGJF - 200 QZBMN+200 - Retained C1 QUX 4.680 - - YY FK - - Opuxwtqz LKZQF - 400 DQNWP+400 - Retained O NCY 9.600 6.90 - OOO- LL 1.43% - Blzqzdsd SHGFN - 300 TWVEG+300 - Retained H TNM 6.200 1.40 - BB Y 7.15% - Jmswhvfs FSWDF - 400 HJDZS+400 - Retained U DHZ 15.100 5.60 - SS WW- 36.53% - Edeoccvz TFVGD - 160 UKBZR+160 - Retained Q GMC 1.100 - - XF ZO 6.51% - - - - - - - Retained Z HVL 2.500 6.80 - SSS+ YYY 1.70% - Xhvreibc UHBLM - 250 QZXTE+250 - Retained T2 VTA 8.450 - - YB FU - - - - - - - - Retained B1 KMS 5.890 - - SI SU 8.75% - - - - - - - Retained L2 VXD 6.410 - - BO ZN - - Rpjptriw FYWOA - 400 JONOD+400 - Retained
Tranche Comments
Z: First Pay: 2020-12-12; Comments: xxm-xbsjmh;
U: First Pay: 2020-12-12;
G: First Pay: 2020-12-12;
Z: First Pay: 2020-12-12;
O: First Pay: 2020-12-12;
H: First Pay: 2020-12-12;
Q: First Pay: 2020-12-12;
B1: First Pay: 2020-12-12;
T2: First Pay: 2020-12-12;
C1: First Pay: 2020-12-12;
L2: First Pay: 2020-12-12;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y NWJ 9.000 3.64 - XX - T (C) 79.32% - Lvxqzjcz LWGNL - 210 BMMUO+210 - Retained Z VBW 4.000 - - CD - SP 7.00% - - - - - - - Retained U DXC 2.000 1.89 - WW+ - JJ 75.60% - Fddlfcdj UEPQA - 180 YTSYZ+180 - Retained V KBB 4.000 1.70 - TT- - VVV (O) 74.00% - Eqvvkudn QDBGB - 250 ZMOHW+250 - Retained U VOD 9.000 2.99 - CCC - CCC 25.70% - Vqldhbyo PPGKE - 120 MHCZR+120 - Retained Z NGG 8.000 9.87 - KKK+ - C 5.00% - Xkvkjmwi UKCEZ - 350 UFMYQ+350 - Retained F5 NGT 1.000 - - DU - XV - - Jpsrmdmd UBXCF - 200 SWZQO+200 - Retained T1 XTT 6.000 - - WR - JE 2.00% - - - - - - - Retained F2 EDS 1.000 - - KU - XF 6.00% - - - - - - - Retained
Tranche Comments
U: Book size: 1; Registration: Wkb Q Nfkb;
U: Book size: 3; Registration: Rvb R Fnqg;
Y: Book size: 1; Registration: Ypp B Nshn;
V: Book size: 5; Registration: Ztx L Zeco;
Z: Book size: 8; Registration: Gia B Wkmx;
Z: Book size: 7; Registration: Woa N Sufe;
T1: Book size: 1; Registration: Lrb Y Lsiy;
F2: Book size: 8; Registration: Njf K Oiet;
F5: Book size: 7; Registration: Bwf A Krgm;
Collateral
ru407.3f vzkpxzrxz zx xxkup rxmf zufmk-zeecvxmu jfu qcy-pz-rmp kmuxumfpxjr fzkpmjmmu
Originator(s)
Nuytihiaw Iqv
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P UIF 3.500 - Ff3 XXX+ - - - Qjdobbao 3eB - 275 3rL+275 - Retained Bukyp YNC 2.000 - - - - - - - - - - - - Retained Y MNU 6.700 - Ioo1 JJ- - - - Puwpvxud 3aN - 180 3pB+180 - Retained T UUV 6.500 - Gg GGG - - - - - - - - - Retained L1 LJP 4.700 - - - - - - - - - - - - Retained D2 IQN 4.500 - - - - - - - - - - - - Retained N OMB 575.700 - Vjj QQQ - - - Zvjrysdw 3yH - 80 3lU+80 - Retained I ZGW 5.400 - Ja3 VV+ - - - Krylhuli 3gR - 115 3dQ+115 - Retained
Tranche Comments
N: Registration: Bbx H Ssci;
I: Registration: Qcd B Pxpy;
Y: Registration: Yjw S Rjki;
P: Registration: Esj G Hqud;
T: Registration: Ucg Q Omes;
L1: Registration: Fzu M Ymsh;
D2: Registration: Hei V Ynrx;
Bukyp: Registration: Qxk A Zrkp;
Deal Comments
Yrrexcrh hc Xekxhawc Jrxkcr
Originator(s)
Zuggioijg Zfk
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