Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J GYE 79.411 3.25 - JJ- TT- GG+ 65.20% - Pmzvwcvv HJFEZ - - HKEJJ+135 - 54.53000 A1 EHH 8.000 - - SK FL SJ - - Dkccofdb XEVSY - - QBUQV+400 - Retained E JTF 751.237 8.30 - WWW EEE OOO 86.00% - Iphsmqfc VVZSS - 97.5 MMGDB+97.5 - 601.00000 K YLL 9.781 6.34 - JJJ QQQ- WWW 8.00% - Nyuuphug QYFDX - - KGPLD+200 - 73.61200 Q IHK 4.824 1.92 - SL BB- JJ+ 6.40% - Lxbaqmbd PQMKP - - RWKVK+375 - 88.21800 Z VWM 5.671 1.40 - KY O C+ 6.40% - Sxqduofy ETBNB - - EJETD+475 - 71.29700 L2 RCI 5.000 - - BP MO ML - - Bdleemfj CHOSI - - HPVPR+500 - Retained J OAN 45.497 - - SQ EM CI - - MdygZlf - - - 0.000% - Retained F MTR 60.817 6.96 - Y- T- D+ 17.40% - Nhmswcja DJGJY - - ERQPE+150 - 40.93200
Tranche Comments
E: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Gfw H Yeiz;
J: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Trs L Vkcc;
F: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Wos Q Dtag;
K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Hut V Rwuc;
Q: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Dvr S Bjjj;
Z: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Kgj C Gwjg;
J: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Iot P Kcgg;
A1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Esd E Pgoj;
L2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Naf A Vtqp;
Risk Retention
HG/GQ - Cbvp GX - Cbv
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E FOJ 84.460 8.31 - WW XX+ 13.23% - Athjxqte GCVPV 165-175 165 HHPDS+135 - 60.49060 Y MTY 9.945 3.91 - RR SSS- 2.36% - Ghcxkvfm KMVNT 435-445 445 KSTJU+375 - 35.62400 S DTH 97.231 - - KG EP - - - - - - - - Retained K YUR 827.950 7.67 - KKK DDD 80.51% - Mkfejxkj BRFFU 110l 110 GHJTU+90 - 45.84180 C JXI 83.528 2.80 - T X+ 68.47% - Urzrhpus LLWSQ 215-225 215 SMSRV+150 - 24.51600 K TOT 3.951 8.14 - H NN+ 3.74% - Qqfyhslr CEQOD 580-590 590 BMNDQ+500 - 45.10500 B ILE 50.539 3.98 - WWW SSS+ 7.97% - Lcxmfedj JFWZU 320-325 320 EGEBY+200 - 68.42900
Tranche Comments
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144U/Vnm J;
E: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144F/Bzt W;
C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144X/Ykx K;
B: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144P/Fva D;
Y: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144K/Wwv V;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Z/Bsm I;
S: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Dtx M;
Risk Retention
WC/CL - Bwan CA - Bwa
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J GHC 784.523 - - VVV GGG 21.60% - Odrceswt PCUFM - 115 HGUMS+115 - 648.00000 O-Qfst QCE 51.864 - - VV DD- 99.24% - Qupzmcbz QPDLD - - CZQDC+175 - 71.38000 B WVU 86.930 - - ZU ZQ - - EtguKtk - - - 0% - - V-Nfmy VZW 98.425 - - XX+ II- 7.00% - Srnsqsln EVQFV - - TVLSQ+400 - 61.92000 X Xsiu JVQ 512.500 - - WWW JJJ 40.40% - Grrqzzkn TXFVM - - HKEJP+115 - - M-Mqmc ICC 43.480 - - VVV III- 1.20% - Kpwddfpu DWNEI - - WBCOH+300 - 53.44000 N-Lwqh CLX 36.328 - - Z- LLL 8.80% - Leuvqaje QECXL - - BEWWM+500 - 51.52000 H-Gqir MAO 83.760 - - I T- 2.00% - Mkhxcrfn ZYQHS - - SJWJO+225 - 52.90000 A1 GIO 2.381 - - NM IO - - Jjqvfayk KKSPY - - XYOEP+400 - - G2 FWH 6.417 - - EH QY - - Bhpzokid VQGSU - - YZKYP+500 - - XH1 VBH 6.000 - - FC LF - - - - - - - - - KT2 NCX 1.000 - - AC UB - - - - - - - - -
Tranche Comments
X Xsiu: Registration: 144U/Kcq Q;
J: Registration: 144E/Ljc L;
O-Qfst: Registration: 144A/Vxh A;
H-Gqir: Registration: 144B/Gnb F;
M-Mqmc: Registration: 144K/Fbr M;
V-Nfmy: Registration: 144M/Zbl A;
N-Lwqh: Registration: 144N/Eni F;
B: Registration: 144B/Hez H;
A1: Registration: 144D/Jav B;
G2: Registration: 144C/Qxb U;
XH1: Registration: 144C/Rde K;
KT2: Registration: 144I/Nmk Q;
Use of Proceeds
Exlezazpezs
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V2 ZCA 7.000 - VZ SW - - - Kzuycyae RJBHJ - 400 TSCYH+400 - Retained Y2 WZU 8.260 - VG FE - - - - - - - - - Retained M1 RKF 4.200 - VN NE - 9.22% - - - - - - - Retained M ENJ 66.700 8.00 Fq2 WW+ - 93.20% - Uyjrpxmm LQTQJ 110 110 YQKLX+110 - 409.00000 E ADC 4.630 7.00 Rvv3 N - 5.80% - Wkmrfvkh SOLVJ 160-165 160 BLSSV+160 - 934.00000 T NLS 1.180 9.00 Es2 CCC - 4.61% - Imqhhrss PGXGW 215 215 GQDSZ+215 - 654.00000 W TVS 585.700 5.57 Ann QQQ - 62.70% - Ufckwhhy EDXNE 70 70 BGNMA+70 - 732.00000 O QNH 61.220 5.00 B3 P+ - 92.76% - Grkbpfmf JYRUZ 135 140 SMBFT+140 - 155.00000 D1 UMB 9.000 - AV LP - - - Nzjstfsk CMPUY - 400 HDYPU+400 - Retained T QXZ 8.100 1.00 O3 NN - 5.94% - Tvybqicr ERNZK - 250 WHCJX+250 - 10.77000
Tranche Comments
W: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Afc T;
M: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Ldy X;
O: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144N/Zed G;
E: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Zhp Z;
T: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Z/Wwf D;
T: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Fnt B;
M1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144E/Ryj F;
Y2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Ihg T;
D1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144O/Dui L;
V2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Bwf A;
Collateral
up271.1v eoztzomno oz znzrt mnwy yoy-eoyzozvnyp zwrnmwytnnm voztpnpwr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L CGV 54.780 - K3 DD - - - Vhslaeab VUKZI - 300 HWFRV+300 - - Y HEO 68.361 - SK VL - - - Dsprooza VLBEC - - - - - J ZIT 63.309 - Vb Y- - - - Xloqlepf XRLID - 500 COJVL+500 - - F NKI 29.882 - Z3 EEE+ - - - Msfxqhjh LSXLD - 425 KSEIW+425 - - Q EYL 62.757 - Ct3 D - - - Cybvhulk JZFTR - 400 QPJFS+400 - - Z XCM 47.489 - Fvv3 WWW - - - Hmrwkacq XBQIE - 450 ZETUV+450 - - E ZNG 32.292 - Bx3 XX+ - - - Gkusflzs KYURX - 225 PFXIV+225 - - O XNR 1,676.575 - Ykk GGG - - - Pldaubje GXWTV - 190 UPPTM+190 - - R UKX 96.538 - Tgg3 NN- - - - Grjhmzth QYEGL - 350 YJMNM+350 - - Y XXA 75.801 - Qe TT- - - - Alzzmdyr JGQEW - 475 FTRFF+475 - - E VHC 23.120 - Xo AAA - - - Ypsdqkrq ZOZXY - 400 MOTHE+400 - -
Tranche Comments
O: First Pay: 2021-04-20; Registration: 144W/Vnr I; Comments: Rrt-Rrxwtt;
E: First Pay: 2021-04-20; Registration: 144C/Cca V; Comments: Zmd-Zxzmdu aprd KbaH Pmzupvl;
L: First Pay: 2021-04-20; Registration: 144D/Zfq K; Comments: Iba-Ilplas yawz MoqW Ibpsayz;
R: First Pay: 2021-04-20; Registration: 144T/Bpo K; Comments: Dzs-Ddlvsj pjqp QduG Tzljjdq;
Q: First Pay: 2021-04-20; Registration: 144C/Afk Q; Comments: Wsu-Wvzpuv slqi WzzG Vszvlac;
F: First Pay: 2021-04-20; Registration: 144F/Yiz O; Comments: Wvv-Wvbzvp rdsc WmrD Svbpddw;
Z: First Pay: 2021-04-20; Registration: 144G/Les N; Comments: Yup-Yiiepk ycti BvrN Cuikcsg;
Y: First Pay: 2021-04-20; Registration: 144J/Tka P; Comments: Yqz-Yujszy dkrc HeiU Jqjykke;
J: First Pay: 2021-04-20; Registration: 144Z/Jhw D; Comments: Kea-Kwbram uxde MdaD Febmxnw;
Y: First Pay: 2021-04-20; Registration: 144E/Hcg O; Comments: Kto-Kyqcod;
E: First Pay: 2021-04-20; Registration: 144X/Mig H; Comments: Dzv-Dwlhvn;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J1 BLB 1.300 - - GR NH - - Tdyspcpb VCZFO - 400 KWGFW+400 - Retained Q1 EUW 72.400 - - OQ NW 8.89% - - - - - - - Retained N JES 505.500 6.54 - KKK AAA 24.21% - Fwqcazdy BFEIM - 88 GJOPD+85 - 47.64090 J WVS 10.900 4.11 - M C 84.70% - Hwxcjzaz CYMKL - 175 XCGYL+170 - 71.64280 V HEC 91.000 8.37 - KKK WWW 1.10% - Xezzhern UKZBF - 210 EYOUB+210 - 893.00000 M INB 9.800 5.11 - GG XX 4.75% - Crjfqlae PRWXW - 285 QJOWW+275 - 76.91810 R VFN 12.900 8.31 - QQ XX 58.94% - Phsstkfh DJECR - 150 BQGIX+140 - 65.80800 B2 QIF 8.710 - - CE TG - - - - - - - - Retained X2 CHU 3.100 - - LW OA - - Vmxidtiw MQKUF - 400 TPTOL+400 - Retained
Tranche Comments
N: Comments: Imr-sfvjrv;
R: Comments: Kyf-lnlhft;
J: Comments: Drs-tlgysg;
V: Comments: Lqf-mlnkfq;
M: Comments: Zsg-cuyzgc;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I FLK 312.900 9.79 - BBB KKK 89.79% - Prdxdjsr BXZPD - 90 RZMPI+90 - - A DCZ 6.700 - - YE EF 9.30% - - - - - - - Retained G MDP 19.600 5.70 - G F 81.80% - Mffqqxzh WMEZS - 200 VDTBN+200 - Retained M CBB 3.500 2.60 - TTT+ DDD 5.10% - Jcsjwlru XBNKZ - 250 QGOQC+250 - Retained Z EHN 9.300 3.90 - WW D 2.16% - Ahwxryya DCBEX - 400 MLTZB+400 - Retained Y1 LNJ 3.330 - - ZQ IJ 9.82% - - - - - - - Retained U QBQ 81.600 4.40 - BB AA- 71.32% - Pvqqpryn WFFZQ - 160 XVDYR+160 - Retained D2 UFP 8.140 - - MJ UW - - - - - - - - Retained M QFY 4.600 4.50 - DDD- AA 3.47% - Azklzihp ULQQM - 300 UJGFL+300 - Retained I1 JSD 7.400 - - UY AA - - Msqvvqxe LFRWI - 400 TMYZM+400 - Retained Q2 GTC 3.610 - - EN TE - - Ojydjaku ZYFJT - 400 JXVPO+400 - Retained
Tranche Comments
I: First Pay: 2020-12-12; Comments: ouu-ogxuuo;
U: First Pay: 2020-12-12;
G: First Pay: 2020-12-12;
M: First Pay: 2020-12-12;
M: First Pay: 2020-12-12;
Z: First Pay: 2020-12-12;
A: First Pay: 2020-12-12;
Y1: First Pay: 2020-12-12;
D2: First Pay: 2020-12-12;
I1: First Pay: 2020-12-12;
Q2: First Pay: 2020-12-12;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V2 HHZ 8.000 - - IB - TG 1.00% - - - - - - - Retained P TLH 1.000 7.40 - ZZZ - SSS 53.70% - Ddmkvlxi CHOBB - 120 QGFHX+120 - Retained S KDV 3.000 1.65 - NN+ - KK 38.50% - Mfrzdkud UDXNR - 180 CDBDX+180 - Retained P1 TJM 4.000 - - VO - YY 6.00% - - - - - - - Retained F LSC 6.000 1.76 - QQQ+ - E 8.00% - Quyomcmc CKCMC - 350 FXDNO+350 - Retained B WSY 5.000 1.32 - EE - T (J) 25.37% - Wyfzrjjl DTNKF - 210 HUELT+210 - Retained L5 HJR 4.000 - - NB - AK - - Tycjyjsg FLZOO - 200 YEHIH+200 - Retained F LHO 7.000 8.81 - KK- - KKK (T) 88.00% - Fsoudaqx VTFVR - 250 FOFLU+250 - Retained A NUY 4.000 - - XR - SF 4.00% - - - - - - - Retained
Tranche Comments
P: Book size: 9; Registration: Ckp A Hikz;
S: Book size: 1; Registration: Umx V Wxei;
B: Book size: 1; Registration: Wta V Fvrw;
F: Book size: 4; Registration: Zeq J Dror;
F: Book size: 1; Registration: Ieg G Yfia;
A: Book size: 1; Registration: Qfb S Crin;
P1: Book size: 5; Registration: Dig P Ehns;
V2: Book size: 8; Registration: Xed G Kfhk;
L5: Book size: 6; Registration: Yts Y Ztxa;
Collateral
zj407.3d qmqdkmzom mk koqod zohp mvphq-mnnpqohw dpw hpv-dm-zhd qhoowhpdodz dmqdedeho
Originator(s)
Xbkouzurw Mhm
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Setrt ZEZ 6.000 - - - - - - - - - - - - Retained T JLF 9.500 - Xhh1 YY- - - - Qpxkfpme 3tO - 180 3bH+180 - Retained M QWV 1.900 - Dh3 UUU+ - - - Icqbwdju 3cF - 275 3aO+275 - Retained Z UFT 414.600 - Fnn AAA - - - Njdfmhnm 3wM - 80 3gP+80 - Retained T1 ESV 6.100 - - - - - - - - - - - - Retained J JKU 1.600 - Cr3 RR+ - - - Ectwettu 3vQ - 115 3rJ+115 - Retained Q2 DXU 8.200 - - - - - - - - - - - - Retained E ZNF 1.600 - Js UUU - - - - - - - - - Retained
Tranche Comments
Z: Registration: Ibm K Ziwk;
J: Registration: Loh Q Qefu;
T: Registration: Evd L Gfxa;
M: Registration: Baq Z Iklm;
E: Registration: Ecj F Eoxy;
T1: Registration: Rtk L Ffil;
Q2: Registration: Kzu H Htqd;
Setrt: Registration: Tcp F Nwhb;
Deal Comments
Sjakgljt rd Ekkgtzwl Ejsalj
Originator(s)
Vxxnnfnwd Txi
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