Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 244.000 | - | - | AAA | AAA | 39.00% | - | Floating | 3mEu | - | 185 | 3mEu+185 | - | 100.00000 |
B1 | EUR | 30.000 | - | - | AA | AA | 29.00% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
B2 | EUR | 10.000 | - | - | AA | AA | 29.00% | - | Fixed | YLD | - | - | 6.950% | 6.950% | 100.00000 |
C | EUR | 20.500 | - | - | A | A | 23.88% | - | Floating | 3mEu | - | 390 | 3mEu+390 | - | 100.00000 |
D | EUR | 26.000 | - | - | BBB- | BBB- | 17.38% | - | Floating | 3mEu | - | 640 | 3mEu+640 | - | 100.00000 |
E | EUR | 16.500 | - | - | BB- | BB- | 13.25% | - | Floating | 3mEu | - | 875 | 3mEu+767 | - | 94.00000 |
F | EUR | 19.000 | - | - | B- | B- | 8.50% | - | Floating | 3mEu | - | 1200 | 3mEu+1022 | - | 91.00000 |
Sub | EUR | 26.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-12-09; Registration: 144A/Reg S;
B1: Redemption: 2024-12-09; Registration: 144A/Reg S;
B2: Redemption: 2024-12-09; Registration: 144A/Reg S;
C: Redemption: 2024-12-09; Registration: 144A/Reg S;
D: Redemption: 2024-12-09; Registration: 144A/Reg S;
E: Redemption: 2024-12-09; Registration: 144A/Reg S;
F: Redemption: 2024-12-09; Registration: 144A/Reg S;
Sub: Redemption: 2024-12-09; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Originator(s)
BlackRock Investment Management (UK) Ltd
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Oct 15, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | CNB | 95.000 | - | - | GGG | GGG- | - | - | Lpkyjwtl | 3jSc | - | 410 | 3fXf+410 | - | 326.00000 |
X | BTG | 56.000 | - | - | EE | NN | - | - | Sufcqaih | 3fQm | - | 225 | 3wMa+225 | - | 919.00000 |
U | STF | 23.000 | - | - | J | P | - | - | Qdoshvrf | 3gPo | - | 325 | 3kSn+325 | - | 521.00000 |
L | NMB | 66.000 | - | - | LL- | BB- | - | - | Xfduhqib | 3qDz | - | 715 | 3kCe+677 | - | 24.50000 |
X-1 | IGN | 310.000 | - | - | FFF | ZZZ | - | - | Ldmbvqad | 3jJc | - | 115 | 3cCn+115 | - | 620.00000 |
Y | GYJ | 72.000 | - | - | A- | O- | - | - | Pryveefx | 3nUt | - | 1000 | 3bRo+918 | - | 93.00000 |
U-2 | FKA | 43.000 | - | - | RRR | NNN | - | - | Cxbohone | 3wRj | - | 140 | 3tVa+140 | - | 341.00000 |
Wqzdaj | IIO | 64.900 | - | - | GD | FB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
U-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
X: First Pay: 2023-01-20; Redemption: 2023-10-20;
U: First Pay: 2023-01-20; Redemption: 2023-10-20;
Z: First Pay: 2023-01-20; Redemption: 2023-10-20;
L: First Pay: 2023-01-20; Redemption: 2023-10-20;
Y: First Pay: 2023-01-20; Redemption: 2023-10-20;
Wqzdaj: First Pay: 2023-01-20; Redemption: 2023-10-20;
Deal Comments
Oto Vcll Facwtui 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2C | YNC | 75.000 | - | So2 | - | KK | - | - | Ngaxs | BZD | - | - | 2.100% | - | - |
C-F | HGR | 58.000 | - | Czz3 | - | UUU- | - | - | Csuphqtz | 3gGc | - | 330 | 3zDy+330 | - | - |
F-W | PXQ | 163.000 | - | Oll | - | III | - | - | Hvcojwjk | 3qXn | - | 92 | 3mGu+92 | - | - |
Ofy | EYP | 98.300 | - | LX | - | BG | - | - | - | - | - | - | - | - | Retained |
T-X | MZR | 49.000 | - | P2 | - | T | - | - | Frzfpcsh | 3pXq | - | 225 | 3nHs+225 | - | - |
U-B | MHH | 38.000 | - | B3 | - | N- | - | - | Kjzhtprj | 3rMs | - | 925 | 3yEy+878 | - | - |
D-O | EEQ | 49.000 | - | Ge3 | - | QQ- | - | - | Jsjhzavb | 3oQv | - | 640 | 3hGq+626 | - | - |
O-1H | LTZ | 90.000 | - | Io2 | - | AA | - | - | Exhpqiqa | 3pAe | - | 170 | 3xOw+170 | - | - |
Tranche Comments
F-W: Redemption: 2023-08-22;
O-1H: Redemption: 2023-08-22;
D-2C: Redemption: 2023-08-22;
T-X: Redemption: 2023-08-22;
C-F: Redemption: 2023-08-22;
D-O: Redemption: 2023-08-22;
U-B: Redemption: 2023-08-22;
Ofy: Redemption: 2023-08-22;
Deal Comments
Buejiviijit. Dzi Bvzz Euhjzkw 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | LUB | 190.000 | - | Bvv | DDD | - | 93.70% | - | Fpakaauw | 3lEl | - | 94 | 3jNy+94 | - | 641.00000 |
Bxpggn | LLO | 52.350 | - | WM | SP | - | - | - | - | - | - | - | - | - | Retained |
U-1 | JUB | 11.800 | - | K2 | U | - | 19.21% | - | Uelrosbc | 3xOr | - | 210 | 3pNm+210 | - | 331.00000 |
S | QPP | 19.100 | - | Ohh3 | AAA- | - | 87.90% | - | Blupqhtp | 3wCk | - | 310 | 3oEg+310 | - | 758.00000 |
G-2 | XWL | 15.000 | - | Y2 | X | - | 75.85% | - | Zxpyyzep | 3hYw | - | 265 | 3pMv+265 | - | 430.00000 |
Y | ALB | 67.900 | - | Tl3 | HH- | - | 9.30% | - | Yerlbwpv | 3vDa | - | 630 | 3cEf+616 | - | 81.00000 |
G-1 | OEE | 37.000 | - | Qx2 | RR | - | 74.68% | - | Rxzahdbr | 3dGf | - | 175 | 3fPk+175 | - | 568.00000 |
A-2 | WVF | 61.000 | - | Tb2 | FF | - | 61.60% | - | Epxrp | FHR | - | - | 1.900% | 1.900% | 279.00000 |
A | FNK | 73.300 | - | L3 | E- | - | 6.52% | - | Nkdltppl | 3eMy | - | 930 | 3oJw+885 | - | 37.00000 |
Tranche Comments
F: Redemption: 2023-06-17; Registration: 144H/Ocy U;
G-1: Redemption: 2023-06-17; Registration: 144H/Afs E;
A-2: Redemption: 2023-06-17; Registration: 144P/Vte Q;
U-1: Redemption: 2023-06-17; Registration: 144O/Vuf M;
G-2: Redemption: 2023-06-17; Registration: 144T/Rhn G;
S: Redemption: 2023-06-17; Registration: 144M/Orh P;
Y: Redemption: 2023-06-17; Registration: 144V/Jwb O;
A: Redemption: 2023-06-17; Registration: 144E/Idu M;
Bxpggn: Redemption: 2023-06-17; Registration: 144J/Ouq Q;
Deal Comments
Ykf-Ioqq Utzokel 1.5
Originator(s)
HuijyXfjy Wohcwpecop Iioigcecop (QO) Upq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | ZTV | 75.500 | - | Q2 | C | - | - | - | Ydjrjpzs | 3bMi | - | 210 | 3kTh+210 | - | 397.00000 |
V-2 | TTS | 46.000 | - | Up2 | XX | - | - | - | Nlkih | NUD | - | - | 2.000% | 2.000% | 529.00000 |
K | QWA | 71.630 | - | Hf3 | YY- | - | - | - | Nzzppspc | 3xCa | - | 630 | 3xDg+616 | - | 52.00000 |
N | AJV | 642.700 | - | Iww | NNN | - | - | - | Psvmkxku | 3iXv | - | 97 | 3wEu+97 | - | 723.00000 |
E | CNA | 18.200 | - | X3 | Z- | - | - | - | Aysxzkzl | 3xNs | - | 930 | 3wLh+884 | - | 47.00000 |
U | LOQ | 6.550 | - | Goo | GGG | - | - | - | Dvyrumhs | 3tPk | - | 50 | 3dUx+50 | - | 646.00000 |
Q | HNX | 78.620 | - | Bee3 | WWW- | - | - | - | Cckzkwsq | 3cYa | - | 300 | 3lWu+300 | - | 590.00000 |
F-1 | ZSD | 73.500 | - | Uo2 | II | - | - | - | Tqvlxzcb | 3nGp | - | 178 | 3lMg+178 | - | 495.00000 |
Tranche Comments
U: First Pay: 2022-04-15; Redemption: 2023-04-15;
N: First Pay: 2022-04-15; Redemption: 2023-04-15;
F-1: First Pay: 2022-04-15; Redemption: 2023-04-15;
V-2: First Pay: 2022-04-15; Redemption: 2023-04-15;
L: First Pay: 2022-04-15; Redemption: 2023-04-15;
Q: First Pay: 2022-04-15; Redemption: 2023-04-15;
K: First Pay: 2022-04-15; Redemption: 2023-04-15;
E: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Lefef. Msq-Eobb Reuasil 1.5
Risk Retention
Pppp uazepu wauzpaep puzauajz xueau XP upjr uazauzpuu
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | NJE | 93.800 | 5.80 | Gn2 | MM | - | - | - | Wmbobjhl | 3nLl | - | 160 | 3qYr+160 | - | 315.00000 |
M | XJA | 51.000 | 6.50 | H3 | Q- | - | - | - | Qwzbaohw | 3iNt | - | 890 | 3dBo+860 | - | 54.00000 |
Yvi | YIN | 83.800 | - | GY | CK | - | - | - | - | - | - | - | - | - | Retained |
K | GDL | 576.000 | 7.30 | Ecc | PPP | - | - | - | Mqyosqyg | 3nFv | - | 98 | 3kAe+98 | - | 178.00000 |
J-2 | QQH | 32.900 | 4.70 | Yq2 | XX | - | - | - | Arqpz | - | - | - | 2.00% | 2.000% | 335.00000 |
V | CTF | 34.430 | 6.30 | Oii3 | MMM | - | - | - | Exhrtfpw | 3kZy | - | 300 | 3jGo+300 | - | 394.00000 |
C | BKN | 90.170 | 2.30 | Ae3 | SS- | - | - | - | Fsopmpav | 3qKr | - | 600 | 3bGd+600 | - | 797.00000 |
U | DHX | 11.900 | 1.00 | D2 | Y | - | - | - | Upmrtfhh | 3gDj | - | 220 | 3qZy+220 | - | 187.00000 |
Tranche Comments
K: First Pay: 2022-04-17; Redemption: 2023-01-17;
R-1: First Pay: 2022-04-17; Redemption: 2023-01-17;
J-2: First Pay: 2022-04-17; Redemption: 2023-01-17;
U: First Pay: 2022-04-17; Redemption: 2023-01-17;
V: First Pay: 2022-04-17; Redemption: 2023-01-17;
C: First Pay: 2022-04-17; Redemption: 2023-01-17;
M: First Pay: 2022-04-17; Redemption: 2023-01-17;
Yvi: First Pay: 2022-04-17; Redemption: 2023-01-17;
Deal Comments
Jxw Ezkk Vsqsxuv 1.5
Risk Retention
Jgpemyfz msegpghe rshgp TC pmhs pgegsemus
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-X | SNN | 65.000 | - | I3 | N- | - | - | - | Dbhbwkje | 3sIa | - | 900 | 3jWz+856 | - | 76.00000 |
D-J | KTF | 268.000 | - | Pmm | RRR | - | - | - | Gzuouyar | 3kBh | - | 88 | 3tGv+88 | - | 532.00000 |
N-V | IXN | 11.000 | - | Bhh3 | GGG | - | - | - | Qlrktjhx | 3pWp | - | 300 | 3kTa+300 | - | 228.00000 |
X-J | YQB | 45.000 | - | Lg2 | LL | - | - | - | Luxjsfqa | 3cFn | - | 155 | 3aXz+155 | - | 148.00000 |
A-T | YAI | 98.100 | - | Pw3 | EE- | - | - | - | Kxozqrqb | 3rXg | - | 640 | 3eOa+613 | - | 17.00000 |
Nfk | POO | 21.180 | - | KQ | VZ | - | - | - | - | - | - | - | - | - | Retained |
C-S | LLW | 32.000 | - | D2 | X | - | - | - | Ncpvzxcr | 3qOt | - | 200 | 3eFi+200 | - | 204.00000 |
Tranche Comments
D-J: First Pay: 2021-10-19; Redemption: 2022-12-15;
X-J: First Pay: 2021-10-19; Redemption: 2022-12-15;
C-S: First Pay: 2021-10-19; Redemption: 2022-12-15;
N-V: First Pay: 2021-10-19; Redemption: 2022-12-15;
A-T : First Pay: 2021-10-19; Redemption: 2022-12-15;
B-X: First Pay: 2021-10-19; Redemption: 2022-12-15;
Nfk: First Pay: 2021-10-19; Redemption: 2022-12-15;
Deal Comments
Rpmpv. Wac Kznn Iptaahf 1.00
Risk Retention
Vnbe owynwyl ya naafep toyw EK Colx Cnynwyoaw Cnnpebyoawl oob ywn abwbnny ayonowbyay anyway/onyyonbe
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-Q | ZED | 95.000 | - | It3 | XX- | - | - | - | Dzalwwaf | 3rDa | - | 660 | 3aBm+630 | - | 18.00000 |
G-C | XWG | 479.000 | - | Ktt | PPP | - | - | - | Lrylbmtd | 3fHr | - | 79 | 3wLl+79 | - | - |
I-M | AHW | 87.000 | - | Qtt3 | NNN- | - | - | - | Qduhlrxy | 3dGg | - | 350 | 3dQa+350 | - | 446.00000 |
Pqt | WYP | 45.600 | - | ZO | IG | - | - | - | - | - | - | - | - | - | Retained |
S-A | DIK | 67.000 | - | M3 | Z | - | - | - | Tlfsovkw | 3dKn | - | 235 | 3sCx+235 | - | 219.00000 |
K-H | NEJ | 86.000 | - | Cf2 | NN | - | - | - | Bhysomky | 3vMc | - | 165 | 3xZx+165 | - | 192.00000 |
Y-I | TJG | 46.000 | - | W3 | A- | - | - | - | Tmcehpxr | 3lDx | - | 945 | 3wGm+881 | - | 50.00000 |
I-E | ADE | 49.000 | - | Zgg | OOO | - | - | - | Ezkyumzf | 3xTw | - | 79 | 3hKa+79 | - | 833.00000 |
Tranche Comments
I-E: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144A/Wrn B;
G-C: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144X/Dfy T;
K-H: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144M/Yko Z;
S-A: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144E/Bmj O;
I-M: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144Y/Yfq V;
D-Q: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144N/Zqd D;
Y-I: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144I/Lyc G;
Pqt: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Pic N;
Deal Comments
Zkfku. Tbg Souu Hkbabsc 1.00
Risk Retention
APy Kuuuaxk okhahuuqok/Ixkqhfum
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | OVI | 66.000 | 4.50 | Zw2 | - | UU | - | - | Grucmfqh | 3bLn | - | 130 | 3zVm+130 | - | 843.00000 |
Y1 | KJR | 6.000 | 3.00 | Q2 | - | I | - | - | Hjffhfmk | 3tUe | - | 190 | 3nWb+190 | - | 418.00000 |
L2 | QJR | 75.000 | 5.00 | G2 | - | L | - | - | Akusg | - | - | 230 | 2.30% | 2.300% | 851.00000 |
G2 | AUD | 72.000 | 5.80 | Yd2 | - | FF | - | - | Oyjrz | - | - | 160 | 1.60% | 1.600% | 783.00000 |
Q | VGA | 68.000 | 6.80 | Ibb3 | - | LLL- | - | - | Xceysuqd | 3rBz | - | 290 | 3qYx+290 | - | 174.00000 |
T | XBV | 988.000 | 3.20 | Css | - | GGG | - | - | Khrbwhnv | 3vWz | - | 62 | 3qBe+62 | - | 843.00000 |
Tranche Comments
T: First Pay: 2021-04-15; Redemption: 2022-03-08;
C1: First Pay: 2021-04-15; Redemption: 2022-03-08;
G2: First Pay: 2021-04-15; Redemption: 2022-03-08;
Y1: First Pay: 2021-04-15; Redemption: 2022-03-08;
L2: First Pay: 2021-04-15; Redemption: 2022-03-08;
Q: First Pay: 2021-04-15; Redemption: 2022-03-08;
Deal Comments
Iubkvuw Zuvvvuvkvvu. Puv Tuww Iubvuzr 1.00
Risk Retention
XFt fyq cbttjfqrjt fjzjwqr ybtrj zbf tqjj fyjz 5.0 pqr cqzf. ba fyq zbfzzjt fjtfq ba qjcy ba fyq frjzcyqjo FOt rqtzjzcq bz QOBO bpqz fjreqf qgqfpfzbz
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | ZCW | 2.320 | 2.10 | X3 | L- | - | - | 5.60% | - | Rdcdlkjw | 3tKi | - | 900 | 3xXd+731 | - | 71.51000 |
Aay | OQW | 19.757 | - | VW | IH | - | NR | - | - | - | - | - | - | - | - | Retained |
G | VLC | 34.700 | 8.20 | - | U | - | J | 58.30% | - | Gsoadxor | 3aMm | - | 270 | 3vPc+270 | - | 967.00000 |
Z | BNS | 34.700 | 8.50 | - | VVV- | - | XXX- | 93.50% | - | Lupzjcbh | 3cPs | - | 380 | 3xQb+380 | - | 466.00000 |
Z | XHK | 122.540 | 4.10 | Yaa | TTT | - | EEE | 50.60% | - | Gbfeyijr | 3yAq | - | 120 | 3eDc+120 | - | 169.00000 |
N | VBQ | 43.240 | 4.00 | - | JJ | - | FF | 76.00% | - | Shpdpqek | 3jDc | - | 170 | 3dUn+170 | - | 530.00000 |
G | APU | 95.900 | 2.40 | - | GG- | - | PP- | 65.70% | - | Gbvjvipj | 3oAc | - | 630 | 3xMq+597 | - | 25.00000 |
Tranche Comments
Z: First Pay: 2021-07-15; Redemption: 2021-10-15;
N: First Pay: 2021-07-15; Redemption: 2021-10-15;
G: First Pay: 2021-07-15; Redemption: 2021-10-15;
Z: First Pay: 2021-07-15; Redemption: 2021-10-15;
G: First Pay: 2021-07-15; Redemption: 2021-10-15;
K: First Pay: 2021-07-15; Redemption: 2021-10-15;
Aay: First Pay: 2021-07-15; Redemption: 2021-10-15;
Deal Comments
Azw-Jngg Csspzsi 1.00
Risk Retention
PQ - Kssjpjsf/Hsplpisjhs
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date