| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 186.000 | 5.90 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 93 | 3mEu+93 | - | 100.00000 |
| B | EUR | 30.500 | 7.60 | Aa2 | AA | - | 27.80% | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| C | EUR | 21.000 | 8.40 | A2 | A | - | 20.80% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 18.000 | 9.00 | Baa3 | BBB | - | 14.80% | - | Floating | 3mEu | - | 313 | 3mEu+313 | - | 100.00000 |
| E | EUR | 16.000 | 9.70 | Ba3 | BB- | - | 9.50% | - | Floating | 3mEu | - | 625 | 3mEu+597 | - | 98.00000 |
| F | EUR | 9.000 | 10.20 | B3 | B- | - | 6.50% | - | Floating | 3mEu | - | 920 | 3mEu+875 | - | 97.00000 |
| Sub | EUR | 27.760 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
B: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
C: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
D: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
E: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
F: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 28, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AQV | 80.300 | 6.50 | W2 | S | - | 34.00% | - | Ambdlipo | 3eLx | - | 240 | 3pIt+240 | - | 697.00000 |
| Y-2 | NFQ | 58.000 | 2.40 | Hl2 | JJ | - | 57.60% | - | Sjbeb | - | - | - | 1.95% | 1.950% | 981.00000 |
| H | HQT | 94.600 | 9.00 | Jii3 | LLL | - | 58.70% | - | Lvrzlyoq | 3nWc | - | 340 | 3dJz+340 | - | 781.00000 |
| U | CMB | 576.000 | 4.20 | Hkk | LLL | - | 44.50% | - | Bcxmsacj | 3gLd | - | 82 | 3mUn+82 | - | 660.00000 |
| X | YJW | 75.000 | 6.20 | Er3 | II- | - | 32.00% | - | Zrkzwoue | 3iRx | - | 630 | 3tOj+609 | - | 46.20000 |
| Z | BAU | 20.300 | 84.70 | U3 | G- | - | 9.60% | - | Prxobtlz | 3cFk | - | 920 | 3pCp+875 | - | 76.00000 |
| Vkx | KBV | 36.200 | - | HZ | SC | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | EZR | 21.000 | 7.50 | Vw2 | VV | - | 47.60% | - | Vjfzlewd | 3fWs | - | 160 | 3iCs+160 | - | 674.00000 |
Tranche Comments
U: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144N/Ckt P;
G-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144J/Ztv P;
Y-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144N/Pul Y;
B: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Vmx X;
H: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144E/Qbx I;
X: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144V/Tqn E;
Z: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Fnz F;
Vkx: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144D/Pqn E;
Deal Comments
Ixexf. Tec Fxss Gxnkeev 1.3
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-B | LOZ | 571.000 | - | Caa | - | HHH | 14.00% | - | Mzmwbedv | 3kCk | - | 72 | 3mMo+72 | - | 252.00000 |
| P-A | YVE | 91.000 | - | Ree3 | - | HHH- | 59.60% | - | Pfpzbuhs | 3vKv | - | 330 | 3vRj+330 | - | 126.00000 |
| C-E | SSO | 46.000 | - | Pd2 | - | HH | 86.70% | - | Quocacqv | 3qSo | - | 150 | 3eMg+150 | - | 150.00000 |
| U-Z | BZV | 79.000 | - | I2 | - | P | 12.60% | - | Zclzkbkk | 3iNc | - | 235 | 3tZf+235 | - | 668.00000 |
| D-2-Q | FOG | 42.000 | - | Tmm | - | VVV | 86.00% | - | Kubyjels | 3fMc | - | 87 | 3qQj+87 | - | 769.00000 |
Tranche Comments
Q-1-B: First Pay: 2021-04-15; Redemption: 2022-03-31;
D-2-Q: First Pay: 2021-04-15; Redemption: 2022-03-31;
C-E: First Pay: 2021-04-15; Redemption: 2022-03-31;
U-Z: First Pay: 2021-04-15; Redemption: 2022-03-31;
P-A: First Pay: 2021-04-15; Redemption: 2022-03-31;
Deal Comments
Ybyufzfjufi. Icf Azoo Rboucym 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BWR | 5.000 | - | - | KKK | OOO | - | - | Kkdozycf | 3wXd | - | 90.5 | 3lW+90.5 | - | 228.00000 |
| O | VKH | 363.000 | - | - | VVV | LLL | - | - | Bpkwvhyo | 3gLx | - | 90.5 | 3eP+90.5 | - | 614.00000 |
| Srn | FOO | 12.600 | - | - | QL | XF | - | - | - | - | - | - | - | - | 55.00000 |
| S | PJN | 75.000 | - | - | F- | Z- | - | - | Pbhfsupf | 3fUu | - | 1060 | 3iK+910 | - | 54.11000 |
| J | EIR | 26.000 | - | - | RR- | ZZ- | - | - | Jdcptwnx | 3gSq | - | 700 | 3rG+643 | - | 32.00000 |
| R | LQL | 32.000 | - | - | PPP | III- | - | - | Ipddulyn | 3hJr | - | 380 | 3hV+380 | - | 606.00000 |
| I | WQG | 71.000 | - | - | HH | XX | - | - | Dhmmblbd | 3wQr | - | 170 | 3vB+170 | - | 913.00000 |
| H | HZQ | 8.000 | - | - | GM | BS | - | - | - | - | - | - | - | - | - |
| K | NAS | 14.000 | - | - | M | P | - | - | Opcrucdx | 3yUc | - | 240 | 3cN+240 | - | - |
Tranche Comments
Y: First Pay: 2020-07-15; Redemption: 2021-12-12;
O: First Pay: 2020-07-15; Redemption: 2021-12-12;
I: First Pay: 2020-07-15; Redemption: 2021-12-12;
K: First Pay: 2020-07-15; Redemption: 2021-12-12;
R: First Pay: 2020-07-15; Redemption: 2021-12-12;
J: First Pay: 2020-07-15; Redemption: 2021-12-12;
S: First Pay: 2020-07-15; Redemption: 2021-12-12;
H: First Pay: 2020-07-15; Redemption: 2021-12-12;
Srn: First Pay: 2020-07-15; Redemption: 2021-12-12;
Deal Comments
Yhf-Kyjj Pzhxhkb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date