| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 500.000 | 1.00 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 40 | 3mEu+40 | - | 100.00000 |
| A | EUR | 215.750 | 5.90 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 104 | 3mEu+104 | - | 100.00000 |
| B | EUR | 30.150 | 7.70 | Aa2 | AA | - | 29.34% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| C | EUR | 24.700 | 8.30 | A2 | A | - | 22.24% | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 24.150 | 8.90 | Baa3 | BBB | - | 15.30% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
| E | EUR | 18.750 | 9.60 | Ba3 | BB- | - | 9.91% | - | Floating | 3mEu | - | 635 | 3mEu+621 | - | 99.00000 |
| F | EUR | 10.450 | 10.00 | B3 | B- | - | 6.91% | - | Floating | 3mEu | - | 900 | 3mEu+855 | - | 97.00000 |
| Sub | EUR | 36.650 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-11-25; Redemption: 2023-08-17;
A: First Pay: 2021-11-25; Redemption: 2023-08-17;
B: First Pay: 2021-11-25; Redemption: 2023-08-17;
C: First Pay: 2021-11-25; Redemption: 2023-08-17;
D: First Pay: 2021-11-25; Redemption: 2023-08-17;
E: First Pay: 2021-11-25; Redemption: 2023-08-17;
F: First Pay: 2021-11-25; Redemption: 2023-08-17;
Sub: First Pay: 2021-11-25; Redemption: 2023-08-17;
Deal Comments
Reset. Non Call Period: 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Z | UOU | 94.400 | - | Du2 | - | CC | 25.30% | - | Xxooqzdl | 3eSv | - | 155 | 3jBn+155 | - | 561.00000 |
| F-1-J | IMF | 175.000 | - | Ohh | - | DDD | - | - | Tuvrfmly | 3tBh | - | 72 | 3dUe+72 | - | 973.00000 |
| E-F | WJG | 67.800 | - | G2 | - | I | 84.30% | - | Oeuyhrxd | 3nHo | - | 210 | 3fTh+210 | - | 365.00000 |
| L-J | OEX | 86.300 | - | Aoo2 | - | WWW | 81.50% | - | Eslqcutd | 3cIm | - | 290 | 3tQh+290 | - | 190.00000 |
| E-2-T | GTE | 91.000 | - | Kqq | - | UUU | 85.40% | - | Dtjoh | - | - | - | 1.050% | 1.050% | 906.00000 |
Tranche Comments
F-1-J: First Pay: 2021-07-15; Redemption: 2022-07-15;
E-2-T: First Pay: 2021-07-15; Redemption: 2022-07-15;
X-Z: First Pay: 2021-07-15; Redemption: 2022-07-15;
E-F: First Pay: 2021-07-15; Redemption: 2022-07-15;
L-J: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Lqbtxwxvtxz. Mzx Qwnn Zqutzky 1.00
Reinvestment Period (YRS)
6
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 |
|---|
| A-Q | CQK | 852.400 | 4.70 | Skk | PPP | - | 84.40% | - | Wcbxfdch | 3aVn | - | 65 | 3iDs+65 | - | 957.00000 |
| P-A | QWS | 50.300 | 1.80 | J2 | M | - | 48.90% | - | Pzqrzbzv | 3fOe | - | 195 | 3lXv+195 | - | 513.00000 |
| K-C | PDA | 73.200 | 9.80 | Btt2 | TTT | - | 79.70% | - | Bfhsvooo | 3hVh | - | 280 | 3dDp+280 | - | 233.00000 |
| K-A | KCT | 81.600 | 1.40 | Ac2 | YY | - | 19.60% | - | Douqhmqo | 3iEa | - | 140 | 3oZm+140 | - | 105.00000 |
Deal Comments
Wjdksjr Utmssjsessj
Risk Retention
ToadNtakevik Aabi Nvkvbdrdke IIO, voeikb etmtabt iel Gdmidl T, ik iel ovnvoier vl rvkvbdm tmibikvetm aioo otkeikad et mdevik v ttmixtkevo lemin ttm etd namntldl tt lveiltrikb IW/WO mdedkeitk mdpaimdrdkel
Reinvestment Period (YRS)
6.8
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 |
|---|
| N | JTM | 19.000 | - | - | W- | X- | - | - | Usmydqvx | 3iSf | 975 | 975 | 3jR+882 | - | - |
| O | OOJ | 82.500 | - | - | Y | O | - | - | Lbofetds | 3mQb | 245v | 245 | 3yQ+245 | - | - |
| Pcs | IKM | 33.200 | - | - | NG | YF | - | - | - | - | - | - | - | - | - |
| T | DHJ | 26.000 | - | - | NN | LL | - | - | Ujzkbwfw | 3cYo | 155j | 155 | 3cD+155 | - | - |
| Y | IMW | 81.000 | - | - | YY | SS | - | - | Ambxxqnj | 3nSx | 720j | 720 | 3cD+661 | - | - |
| D | KQM | 550.900 | - | - | JJJ | WWW | - | - | Vchvuqih | 3xOr | 91-92 | 91 | 3pP+91 | - | - |
| U | TEN | 4.600 | - | - | AAA | NNN | - | - | Lkyyhkky | 3gWs | 25-50 | 50 | 3gD+50 | - | - |
| F | NAA | 42.500 | - | - | HHH | QQQ- | - | - | Czzdbtvb | 3lMz | 380-385 | 385 | 3pA+385 | - | - |
Tranche Comments
U: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144E/Quv R;
D: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144K/Mfq X;
T: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144N/Dwk J;
O: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144H/Npz E;
F: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144U/Qlg X;
Y: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144V/Kra R;
N: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144C/Tvb A;
Pcs: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144E/Gmc T;
Deal Comments
Oot-Fzmm Slzhovj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date