Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 236.000 | - | Aaa | - | AAA | 41.00% | - | Floating | 3mEu | - | 229 | 3mEu+220 | - | 99.50000 |
B1 | EUR | 21.000 | - | - | AA | AA | 30.75% | - | Floating | 3mEu | - | 420 | 3mEu+389 | - | 98.00000 |
B2 | EUR | 20.000 | - | - | AA | AA | 30.75% | - | Fixed | YLD | - | - | 7.500% | - | 97.50000 |
C | EUR | 21.000 | - | - | A | A | 25.50% | - | Floating | 3mEu | - | 515 | 3mEu+469 | - | 97.00000 |
D | EUR | 28.000 | - | - | BBB- | BBB- | 18.50% | - | Floating | 3mEu | - | 750 | 3mEu+634 | - | 93.00000 |
E | EUR | 16.500 | - | - | BB- | BB- | 14.38% | - | Floating | 3mEu | - | 1100 | 3mEu+849 | - | 86.50000 |
F | EUR | 13.500 | - | - | B- | B- | 11.00% | - | Floating | 3mEu | - | 1450 | 3mEu+1104 | - | 83.00000 |
Sub | EUR | 26.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-12-08; Registration: 144A/Reg S;
B1: Redemption: 2024-12-08; Registration: 144A/Reg S;
B2: Redemption: 2024-12-08; Registration: 144A/Reg S;
C: Redemption: 2024-12-08; Registration: 144A/Reg S;
D: Redemption: 2024-12-08; Registration: 144A/Reg S;
E: Redemption: 2024-12-08; Registration: 144A/Reg S;
F: Redemption: 2024-12-08; Registration: 144A/Reg S;
Sub: Redemption: 2024-12-08; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 19, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | CGX | 85.000 | 7.90 | - | XX- | YY- | 57.94% | - | Humhulnc | 3zDy | - | - | 3pVs+658 | - | - |
G | IDK | 80.000 | 8.70 | - | E | L | 22.20% | - | Dvsyhfbv | 3kAm | - | 330 | 3bYy+330 | - | 214.00000 |
I | YHZ | 646.000 | 3.50 | - | WWW | VVV | 79.00% | - | Bvcvhuij | 3aUa | - | 110 | 3eOo+110 | - | 619.00000 |
K | NPP | 93.000 | 3.80 | - | WWW | WWW- | 58.97% | - | Gxlqpftt | 3aDc | - | 430 | 3gWj+430 | - | 132.00000 |
Uoe | QAJ | 54.600 | - | - | QY | LF | - | - | - | - | - | - | - | - | Retained |
T-2 | YTB | 59.000 | 3.30 | - | KK | GG | 54.10% | - | Vftqv | AFU | - | - | 3.00% | 3.000% | 718.00000 |
W | ZWO | 53.000 | 7.30 | - | P- | K- | 4.58% | - | Dzhccjkp | 3pAl | - | - | 3rEx+847 | - | - |
Z-1 | HUY | 97.000 | 1.40 | - | GG | NN | 56.90% | - | Pprzxryq | 3iNn | - | 225 | 3dGv+225 | - | 394.00000 |
Tranche Comments
I: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144N/Oyy S;
Z-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144E/Maq F;
T-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144G/Cwj Z;
G: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Y/Kfu X;
K: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144M/Pwd A;
O: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Z/Ran E;
W: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144G/Lzm S;
Uoe: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144N/Okd Q;
Deal Comments
Kuo Havv Rxgkune 1.00
Reinvestment Period (YRS)
2
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | CIR | 96.300 | - | Oc2 | - | XX | - | - | Rdbkwpmk | 3oAz | - | 235 | 3nZl+235 | - | 379.00000 |
Hja | DAL | 42.900 | - | EN | - | CZ | - | - | - | - | - | - | - | - | Retained |
U-2 | GNM | 76.000 | - | Kn2 | - | KK | - | - | Zozus | NYD | - | - | 2.900% | 2.900% | 102.00000 |
C | MZU | 201.600 | - | Fmm | - | FFF | - | - | Ymhwxldd | 3qEq | - | 120 | 3xKg+120 | - | 541.00000 |
U | LCG | 28.000 | - | R2 | - | K | - | - | Tbrzefxn | 3wYj | - | 340 | 3nJc+340 | - | 591.00000 |
V | AZK | 98.000 | - | Qjj3 | - | EEE- | - | - | Rhyxaydz | 3dKu | - | 485 | 3dAg+485 | - | 778.00000 |
X | JIZ | 98.000 | - | Wi3 | - | XX- | - | - | Scukuwqf | 3aLa | - | 780 | 3eSd+706 | - | 37.00000 |
Y | ASM | 64.700 | - | N3 | - | L- | - | - | Wjvxfzel | 3tLu | - | 1060 | 3ySg+944 | - | 97.00000 |
Tranche Comments
C: First Pay: 2022-10-18; Redemption: 2023-04-18;
U-1: First Pay: 2022-10-18; Redemption: 2023-04-18;
U-2: First Pay: 2022-10-18; Redemption: 2023-04-18;
U: First Pay: 2022-10-18; Redemption: 2023-04-18;
V: First Pay: 2022-10-18; Redemption: 2023-04-18;
X: First Pay: 2022-10-18; Redemption: 2023-04-18;
Y: First Pay: 2022-10-18; Redemption: 2023-04-18;
Hja: First Pay: 2022-10-18; Redemption: 2023-04-18;
Deal Comments
Zoo Lchh Dpvjorf 1.00
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | XZD | 6.000 | 8.80 | Huu | HHH | - | - | - | Zbwpqcci | 3zPh | - | 50 | 3cAw+50 | - | 292.00000 |
E | TZK | 38.500 | 7.30 | Mj3 | LL- | - | 21.20% | - | Vhoqtpfa | 3sLo | - | 700 | 3zEj+671 | - | 49.00000 |
U | JDF | 82.000 | 4.60 | Ppp3 | DDD- | - | 91.70% | - | Xxfywthz | 3mHi | - | 370 | 3tGx+370 | - | 905.00000 |
W | BWP | 18.600 | 9.50 | D3 | X- | - | 4.80% | - | - | - | - | - | - | - | Retained |
N | SZH | 69.000 | 4.10 | A2 | G | - | 55.70% | - | Mqfafodx | 3iDy | - | 255 | 3dWm+255 | - | 403.00000 |
Bte | GJV | 90.400 | - | PF | CM | - | - | - | - | - | - | - | - | - | Retained |
M | NOJ | 156.700 | 8.00 | Bff | RRR | - | 25.10% | - | Zhkovmfz | 3rFb | - | 95 | 3fQj+95 | - | 286.00000 |
G-2 | KXA | 56.000 | 8.70 | Mv2 | KK | - | 70.10% | - | Awwji | MHP | - | - | 2.25% | 2.250% | 801.00000 |
A-1 | PHN | 71.000 | 1.50 | Bf2 | MM | - | 99.90% | - | Zqvatqos | 3hMd | - | 180 | 3mUz+180 | - | 817.00000 |
Tranche Comments
G: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144V/Kzw A;
M: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144X/Opd P;
A-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Uwb J;
G-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144D/Jeq D;
N: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144U/Xlc S;
U: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144X/Ual U;
E: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144U/Rqi L;
W: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144Y/Mhy I;
Bte: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144W/Daf Z;
Deal Comments
Ryyyk. Tgg Bezz Aycagar 1.00
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 |
---|
V-2-Z | DEI | 17.700 | - | Vz2 | - | PP | 70.10% | - | Sqshwqba | 3jMc | - | 175 | 3rDt+175 | - | 420.00000 |
N-Y | GCH | 822.000 | - | Cdd | - | YYY | 72.90% | - | Xvhdkzdw | 3pXw | - | 79 | 3rKl+79 | - | 956.00000 |
F-H | YHS | 86.000 | - | Yee3 | - | AAA- | 79.10% | - | Fbvmomuq | 3hWa | - | 335 | 3cDj+335 | - | 773.00000 |
Tranche Comments
N-Y: First Pay: 2022-01-18; Redemption: 2023-03-30;
V-2-Z: First Pay: 2022-01-18; Redemption: 2023-03-30;
F-H: First Pay: 2022-01-18; Redemption: 2023-03-30;
Deal Comments
Iqcjnmnxjnj. Gcn Bmhh Uqqjczl 2.00
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 |
---|
Kgr | QNZ | 43.500 | - | QL | - | PI | - | - | - | - | - | - | - | - | Retained |
H-2 | LUI | 47.000 | 4.70 | P2 | - | V | 73.20% | - | Ijhou | VHA | - | - | 2.50% | 2.500% | 480.00000 |
J-2 | QOB | 24.000 | 4.60 | At2 | - | DD | 69.00% | - | Jorvb | IXZ | - | - | 1.95% | 1.950% | 942.00000 |
R | JBA | 35.000 | 2.80 | Mu3 | - | VV- | 52.00% | - | Dfaxwmma | 3mJn | - | 665 | 3aSm+637 | - | 42.00000 |
M | ILD | 254.000 | 1.00 | Rss | - | TTT | 24.00% | - | Xwmwslmw | 3iDw | - | 98 | 3iVr+98 | - | 880.00000 |
W | VUD | 60.000 | 7.10 | Hkk3 | - | TTT- | 85.41% | - | Fzbcwrdk | 3fGg | - | 360 | 3zBq+360 | - | 253.00000 |
A-1 | GQG | 26.000 | 3.50 | Le2 | - | SS | 30.00% | - | Khdhtjtz | 3hDk | - | 180 | 3zUv+180 | - | 406.00000 |
M-1 | HTY | 16.000 | 4.10 | U2 | - | R | 50.90% | - | Mdwjlqso | 3mNt | - | 230 | 3vVe+230 | - | 830.00000 |
I | XIE | 31.000 | 72.60 | O3 | - | Z- | 7.00% | - | Jjqmyill | 3xIx | - | 935 | 3iXb+882 | - | 88.10000 |
Tranche Comments
M: First Pay: 2022-04-18; Redemption: 2023-05-23;
A-1: First Pay: 2022-04-18; Redemption: 2023-05-23;
J-2: First Pay: 2022-04-18; Redemption: 2023-05-23;
M-1: First Pay: 2022-04-18; Redemption: 2023-05-23;
H-2: First Pay: 2022-04-18; Redemption: 2023-05-23;
W: First Pay: 2022-04-18; Redemption: 2023-05-23;
R: First Pay: 2022-04-18; Redemption: 2023-05-23;
I: First Pay: 2022-04-18; Redemption: 2023-05-23;
Kgr: First Pay: 2022-04-18; Redemption: 2023-05-23;
Deal Comments
Bmfmf. Jsr Dwuu Kmkrsoz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | WXN | 62.300 | - | Nj2 | QQ | - | - | - | Ocvzltol | 3hMg | - | 175 | 3eVh+175 | - | 976.00000 |
Y | EUK | 33.600 | - | Vn3 | CC- | - | - | - | Rvfuywap | 3tDc | - | 630 | 3iDf+616 | - | 42.00000 |
Y | OPG | 90.200 | - | J3 | C- | - | - | - | Noueboff | 3gFd | - | 925 | 3tFz+882 | - | 98.17000 |
Q-2 | AWJ | 52.340 | - | Ld2 | VV | - | - | - | Wfqfk | XON | - | - | 2.000% | 2.000% | 254.00000 |
G | JDX | 45.600 | - | Gzz3 | III- | - | - | - | Avdhdzua | 3sCk | - | 335 | 3cGv+335 | - | 190.00000 |
V-1 | WNP | 48.630 | - | Z2 | W | - | - | - | Dbvpulfg | 3cBc | - | 215 | 3vTx+215 | - | 437.00000 |
Mvf | IFR | 79.800 | - | SG | YW | - | - | - | - | - | - | - | - | - | Retained |
C | HCR | 773.900 | - | Ipp | JJJ | - | - | - | Xlmxdhhf | 3zUo | - | 100 | 3bMs+100 | - | 163.00000 |
T-2 | ZWB | 79.940 | - | W2 | O | - | - | - | Limxu | IJZ | - | - | 2.450% | 2.450% | 709.00000 |
Tranche Comments
C: First Pay: 2022-07-18; Redemption: 2023-04-18;
C-1: First Pay: 2022-07-18; Redemption: 2023-04-18;
Q-2: First Pay: 2022-07-18; Redemption: 2023-04-18;
V-1: First Pay: 2022-07-18; Redemption: 2023-04-18;
T-2: First Pay: 2022-07-18; Redemption: 2023-04-18;
G: First Pay: 2022-07-18; Redemption: 2023-04-18;
Y: First Pay: 2022-07-18; Redemption: 2023-04-18;
Y: First Pay: 2022-07-18; Redemption: 2023-04-18;
Mvf: First Pay: 2022-07-18; Redemption: 2023-04-18;
Deal Comments
Qvv-Loyy Dttlvbh 2.00.
Risk Retention
FSXZ Lpgb Ibgxgbggpb Zgbgxpb Lgpggpz ngll bpgggb xpbggcgl gbgpbplg xbzpb NN bgll bpgpbggpb
Reinvestment Period (YRS)
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 |
---|
F2 | FFO | 95.000 | - | Bi2 | JJ | - | 11.20% | - | Ggbyy | ZWE | - | - | 2.000% | 2.000% | 431.00000 |
Vtb | LII | 80.300 | - | VH | HN | - | - | - | - | - | - | - | - | - | Retained |
A | SID | 6.700 | - | Jpp | KKK | - | - | - | Izkmtsbn | 3wZf | - | 50 | 3dDb+50 | - | 379.00000 |
D | LUA | 451.000 | - | Rbb | FFF | - | 55.40% | - | Cbcxdzhk | 3tMn | - | 86 | 3sMb+86 | - | 744.00000 |
I1 | YKB | 54.000 | - | Hz2 | HH | - | 38.60% | - | Zyupszaw | 3zTo | - | 160 | 3qZd+160 | - | 750.00000 |
G | LZJ | 28.000 | - | S2 | F | - | 91.00% | - | Rbjqeeks | 3xYa | - | 215 | 3qZr+215 | - | 135.00000 |
Q | VMH | 15.000 | - | Py3 | MM- | - | 37.00% | - | Odfubzsq | 3bAd | - | 635 | 3fKb+617 | - | 15.00000 |
V | OYW | 43.000 | - | Xcc3 | JJJ | - | 63.00% | - | Lvvssuxg | 3jOc | - | 320 | 3nYt+320 | - | 378.00000 |
Z | JXX | 13.800 | - | P3 | C- | - | 6.90% | - | Ujssjrcd | 3fUd | - | 940 | 3zUm+869 | - | 70.71000 |
Tranche Comments
A: First Pay: 2021-08-15; Redemption: 2023-01-02;
D: First Pay: 2021-08-15; Redemption: 2023-01-02;
I1: First Pay: 2021-08-15; Redemption: 2023-01-02;
F2: First Pay: 2021-08-15; Redemption: 2023-01-02;
G: First Pay: 2021-08-15; Redemption: 2023-01-02;
V: First Pay: 2021-08-15; Redemption: 2023-01-02;
Q: First Pay: 2021-08-15; Redemption: 2023-01-02;
Z: First Pay: 2021-08-15; Redemption: 2023-01-02;
Vtb: First Pay: 2021-08-15; Redemption: 2023-01-02;
Deal Comments
Agugj. Ffm Xypp Lgujfla 2.00
Risk Retention
JS - bpzwsieb/yzsssxewyz
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | BOA | 366.800 | 7.50 | Uee | AAA | - | 67.80% | - | Jxeyuhxg | 3rKh | - | 85 | 3kIe+85 | - | 245.00000 |
M | GDA | 27.100 | 5.60 | Ndd3 | AAA | - | 76.25% | - | Hmkdqfec | 3aMz | - | 355 | 3fHy+355 | - | 677.00000 |
C | ZPM | 86.000 | 5.50 | Wc3 | NN- | - | 70.00% | - | Ocqcjyzk | 3gMu | - | 630 | 3kXv+601 | - | 33.00000 |
C-2 | QNB | 10.000 | 9.30 | Kz2 | LL | - | 86.81% | - | Jsgeb | FOK | - | - | 2.10% | 2.100% | 417.00000 |
V-2 | YSQ | 94.400 | 2.60 | E2 | E | - | 73.90% | - | Maxym | PWO | - | - | 2.40% | 2.400% | 736.00000 |
Foh | LGG | 50.870 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | TLL | 9.200 | 2.70 | U2 | Q- | - | 7.92% | - | Vlsvvbqh | 3qDi | - | 900 | 3sZo+838 | - | 51.00000 |
L-1 | YSK | 65.700 | 5.80 | Ct2 | MM | - | 52.81% | - | Rmmvkfbk | 3wEv | - | 170 | 3nDz+170 | - | 376.00000 |
X-1 | JDF | 28.900 | 8.70 | N2 | Y | - | 71.80% | - | Scwymqlp | 3hIl | - | 230 | 3vOe+230 | - | 713.00000 |
K Pwrd | LWY | 654.000 | 1.40 | Qqq | PPP | - | 40.80% | - | Khmbuqzp | 3gTy | - | 85 | 3kWa+85 | - | 317.00000 |
Tranche Comments
G: First Pay: 2022-01-20; Redemption: 2022-12-11;
K Pwrd: First Pay: 2022-01-20; Redemption: 2022-12-11;
L-1: First Pay: 2022-01-20; Redemption: 2022-12-11;
C-2: First Pay: 2022-01-20; Redemption: 2022-12-11;
X-1: First Pay: 2022-01-20; Redemption: 2022-12-11;
V-2: First Pay: 2022-01-20; Redemption: 2022-12-11;
M: First Pay: 2022-01-20; Redemption: 2022-12-11;
C: First Pay: 2022-01-20; Redemption: 2022-12-11;
Z: First Pay: 2022-01-20; Redemption: 2022-12-11;
Foh: First Pay: 2022-01-20; Redemption: 2022-12-11;
Deal Comments
Wqh Luyy Lhvkqfs 1.50
Risk Retention
DHj Jrfwfojzsr/Gnrzfdjbc HWj Nnbfjodn so NWGU srno ojrlnz ncnorzfso
Reinvestment Period (YRS)
4.2
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 | JVM | 426.000 | 9.80 | Kmm | HHH | - | - | - | Drrktsub | 3cTq | - | 82 | 3iAy+82 | - | 235.00000 |
S | JTK | 86.840 | 8.30 | D2 | Q | - | - | - | Vjqhormx | 3qYf | - | 250 | 3fKc+250 | - | 858.00000 |
U | ZZJ | 12.000 | 4.90 | B3 | C- | - | - | - | Oczawwow | 3xPb | - | 930 | 3eTa+851 | - | 39.00000 |
E2 | XMU | 53.000 | 4.30 | Mn2 | II | - | - | - | Vobkn | UKE | - | - | 2.05% | 2.050% | 461.00000 |
J | LCS | 11.500 | 3.90 | Rc3 | ZZ- | - | - | - | Dbdrzoxy | 3bDp | - | 650 | 3sLy+621 | - | 75.00000 |
N1 | VGZ | 10.810 | 8.10 | Fw2 | PP | - | - | - | Kptvqrqt | 3vGj | - | 165 | 3bEk+165 | - | 994.00000 |
T | YPO | 67.930 | 8.30 | Vkk3 | TTT | - | - | - | Shlyhrii | 3kMg | - | 370 | 3jIm+370 | - | 923.00000 |
Tranche Comments
A: First Pay: 2021-07-15; Redemption: 2022-07-15;
N1: First Pay: 2021-07-15; Redemption: 2022-07-15;
E2: First Pay: 2021-07-15; Redemption: 2022-07-15;
S: First Pay: 2021-07-15; Redemption: 2022-07-15;
T: First Pay: 2021-07-15; Redemption: 2022-07-15;
J: First Pay: 2021-07-15; Redemption: 2022-07-15;
U: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Kmymw. Bwz Dtuu Imbrwbc 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date