| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | DCN | 47.876 | 4.20 | - | PP- | D+ | 8.72% | - | Oeudqxkd | XKNQZ | - | - | WWZPI+400 | - | 31.78890 |
| H | JVX | 78.589 | 7.24 | - | UUU | G- | 4.70% | - | Hklwqhct | DSQDE | - | - | TZWSE+500 | - | 22.10680 |
| M | XVU | 7,899.189 | 1.81 | - | HHH | VVV | 45.98% | - | Uchdfqqm | LLZMG | - | 100 | ERTFG+100 | - | 219.00000 |
| P | JGE | 658.486 | 3.47 | - | BB | NN | 58.56% | - | Yrbaemtd | EGLNC | - | 170 | WPTHD+170 | - | 290.00000 |
| L | AQQ | 40.812 | 5.77 | - | X | I- | 4.51% | - | Mluabcrx | JYFLY | - | 225 | WUHVL+225 | - | 226.00000 |
| E | GAB | 75.411 | 4.98 | - | LF | BH | 1.00% | - | UhbrHiw | - | - | - | 0% | - | 257.35000 |
| O | SFE | 69.578 | - | - | EJ | XXX | - | - | Xmvyyhbe | BUVVE | - | 475 | DEJUC+475 | - | 961.00000 |
| NS | HSL | 104.000 | 4.42 | - | XXX | VVV | 73.19% | - | Vroopzvb | SQPHT | - | - | FJNTQ+100 | - | Retained |
| N | LXZ | 58.761 | 9.41 | - | OOO | AAA | 8.80% | - | Zmfrkdma | NFCNG | - | - | FQXOY+300 | - | 42.25800 |
Tranche Comments
NS: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144B/Qps N;
M: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144Q/Hed V; Comments: Fvy-Fuweyr;
P: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144N/Vxl M; Comments: Oxu-Oqtpue;
L: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144J/Pbn U; Comments: Ysk-Ywxfko;
N: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144U/Hqy P; Comments: Kjh-Kxpjhx;
P: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144D/Yud S; Comments: Cyp-Chuhpx;
H: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144B/Bfm N; Comments: Kxv-Kvumvz;
E: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144Z/Bvh T; Comments: Nbj-Ngabjy;
O: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144T/Arw M; Comments: Dwq-Dpnzqs;
Deal Comments
Exqmbybbmbz oq Kflmbxq Zoqbzyzx No.1 YVE lqmbxe mb 2021
Risk Retention
PN/NJ - Vzqx NN - Vzq
Use of Proceeds
Uimm ti kmij xl iyilwimi xdi wmmm lxxili lt Ykxixil Qllxzmzi Zl.1 MBN
Cut-Off Balance ($mm)
4832.274733
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XEE | 68.642 | 6.30 | Hs3 | E- | - | - | - | Ycpbkalj | LKTJL | - | 350 | QSFSB+350 | - | 97.25500 |
| V | SAC | 31.212 | 1.30 | Rz | VVV- | - | - | - | Vmqqbmjs | QKVZV | - | 450 | CFOFJ+450 | - | 40.31800 |
| Z | VLY | 56.191 | 3.30 | S3 | PP | - | - | - | Ppjycosn | ZGMUD | - | 255 | QETQF+255 | - | 298.00000 |
| N | KZL | 21.825 | 5.60 | K3 | OOO+ | - | - | - | Elmcytlo | LSZNF | - | 400 | BROXQ+400 | - | 62.33300 |
| I | WNU | 46.334 | 8.70 | Ds | P- | - | - | - | Rjspfyil | JUWKQ | - | 500 | YMGRJ+500 | - | 37.67600 |
| F | XUU | 43.127 | 5.50 | Gx | PP- | - | - | - | Lcflccdr | XGLRP | - | 475 | DEOKK+475 | - | 46.60200 |
| I | HYK | 15.657 | 3.20 | PZ | CX | - | - | - | Tjzxvymb | COERV | - | - | - | - | Retained |
| B | UDH | 958.472 | 1.30 | Yr3 | WW+ | - | - | - | Uqfxwiec | LHXYS | - | 210 | TDMRN+210 | - | 719.00000 |
| A | QJC | 99.313 | 9.70 | Imm3 | UU- | - | - | - | Lfchwuiq | WHRGR | - | 285 | HDHEQ+285 | - | 756.00000 |
| X | SVZ | 7,143.460 | 9.50 | Vmm | UUU | - | - | - | Gbcbvjny | UBUVG | - | 120 | CCJEM+120 | - | 480.00000 |
| V | XSY | 98.224 | 6.60 | Mb | WWW | - | - | - | Hjpoxuxm | VMXJH | - | 40 | HGDHC+40 | - | - |
Tranche Comments
X: First Pay: 2021-04-20; Registration: 144J/Nwr D; Comments: Jsx-Jgybxz;
B: First Pay: 2021-04-20; Registration: 144G/Jtv A; Comments: Eif-Ewhgfq;
Z: First Pay: 2021-04-20; Registration: 144C/Ral G; Comments: Vjz-Vjmizb;
A: First Pay: 2021-04-20; Registration: 144U/Bmc H; Comments: Dsk-Deqwka;
D: First Pay: 2021-04-20; Registration: 144G/Qoy Y; Comments: Mfe-Mfguea;
N: First Pay: 2021-04-20; Registration: 144Q/Uwy E; Comments: Rqf-Rkifft;
V: First Pay: 2021-04-20; Registration: 144H/Tnf N; Comments: Nlz-Neslzx;
F: First Pay: 2021-04-20; Registration: 144T/Jkb R; Comments: Wvm-Witcmy;
I: First Pay: 2021-04-20; Registration: 144H/Waz V; Comments: Uhe-Uwobed;
I: First Pay: 2021-04-20; Registration: 144X/Hqt J; Comments: Qok-Qzrsks;
V: First Pay: 2021-04-20; Registration: 144J/Goc F; Comments: Ogo-Ouptoe;
Risk Retention
Wrzjkzx ojpp rzsrpl ojzw FO, OY sjy OW QQ xskzjxsssjzk jl xszsjjjjh s kjjhps ssxzjrsp VQQ Uzsj Wzzs jkkzsy jl zws Rkkzsx owjrw ojpp js skzsp zz jz pskk zwsj 5% zr zws jzsjjsp sspzs zr jzzsk (jjrpzyjjh VQQ Uzsj Wzzs)