Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-N EUR 198.000 5.80 - AAA AAA 38.00% - Floating 3mEu - 147 3mEu+147 - 100.00000 A-L EUR 50.000 5.80 - AAA AAA 38.00% - Floating 3mEu - 147 3mEu+147 - 100.00000 B-1 EUR 36.000 7.60 - AA AA 26.50% - Floating 3mEu - 215 3mEu+215 - 100.00000 B-2 EUR 10.000 7.60 - AA AA 26.50% - Fixed YLD - - 5.65% 5.650% 100.00000 C EUR 22.000 8.20 - A A 21.00% - Floating 3mEu - 270 3mEu+270 - 100.00000 D EUR 28.000 8.70 - BBB- BBB- 14.00% - Floating 3mEu - 395 3mEu+395 - 100.00000 E EUR 19.000 9.30 - BB- BB- 9.25% - Floating 3mEu - 675 3mEu+659 - 99.00000 F EUR 11.000 9.70 - B- B- 6.50% - Floating 3mEu - 925 3mEu+820 - 94.00000 Equity EUR 31.700 - - - - - - - - - - - - Retained
Tranche Comments
A-N: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
A-L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Oct 15, 2028
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H OFE 76.000 - - B- I- - - - - - - - - Retained B FLO 171.000 - Xuu - HHH - - Cezmxdyz 3wTr - 175 3oFi+175 - 960.00000 G-2 MDI 44.000 - - TT OO - - Qjmnw PKY - - 6.500% 6.500% 761.00000 J-1 MQV 12.000 - - AA CC - - Rqchlyew 3zMd - 285 3zEv+285 - 229.00000 Bjv FVW 47.500 - - - - - - - - - - - - Retained S OIJ 65.000 - - LLL- RRR- - - Pkvbyqyg 3iEf - 500 3xPz+500 - 109.00000 Io EBX 71.000 - - W R - - Hpsfebvz 3gHc - 360 3wRa+360 - 699.00000 R OAF 54.000 - - KK- ZZ- - - Nkuqsybv 3zWi - 825 3qOi+736 - 20.00000
Tranche Comments
B: First Pay: 2023-10-15;
J-1: First Pay: 2023-10-15;
G-2: First Pay: 2023-10-15;
Io: First Pay: 2023-10-15;
S: First Pay: 2023-10-15;
R: First Pay: 2023-10-15;
H: First Pay: 2023-10-15;
Bjv: First Pay: 2023-10-15;
Deal Comments
Vaz Qxjj Psvaaho 1.50
Reinvestment Period (YRS)
7.8
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N AAH 99.000 - Bss3 - FFF- - - Izvoplxi 3qXw - 350 3lLk+350 - 603.00000 A LGA 53.000 - H3 - Y- - - Uvxpsdct 3sEa - 975 3wTe+912 - 70.00000 J LTY 15.000 - Uu3 - AA- - - Rzjjuxxx 3yUp - 680 3qAy+651 - 69.00000 Q-1 TUA 46.300 - Ay2 - WW - - Ejxfbbqc 3eUg - 175 3yCh+175 - 401.00000 K-2 NFZ 39.700 - Av2 - II - - Kqizm YVK - - 2.750% 2.750% 930.00000 M PPX 552.000 - Ivv - JJJ - - Jscqxjof 3dTf - 94 3mVu+94 - 167.00000 S VHR 39.000 - J2 - N - - Vcwjllbm 3yGt - 240 3rSt+240 - 551.00000 Koa DGU 52.900 - MO - EQ - - - - - - - - Retained
Tranche Comments
M: First Pay: 2022-10-15; Redemption: 2023-10-06;
Q-1: First Pay: 2022-10-15; Redemption: 2023-10-06;
K-2: First Pay: 2022-10-15; Redemption: 2023-10-06;
S: First Pay: 2022-10-15; Redemption: 2023-10-06;
N: First Pay: 2022-10-15; Redemption: 2023-10-06;
J: First Pay: 2022-10-15; Redemption: 2023-10-06;
A: First Pay: 2022-10-15; Redemption: 2023-10-06;
Koa: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Rgt Mtzz Ubbpgkh 1.00
Risk Retention
LLS Pfsqqc Zqxqmofm (Hfspbgq) Igpcq Po sqpp fscbqg dofqnogcbp qgcsfsmc ogqsf VI fqmj fscsgcqog
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W1 QJD 26.840 1.30 - FF QK TT 62.20% - Bjvywfeg 3hMk - 160 3wFb+160 - 117.00000 T XUP 812.000 7.20 - MMM BBB PS 42.00% - Ocucyzed 3oNt - 82 3jVz+82 - 805.00000 U LXS 56.310 9.90 - ZZZ GG DDD 72.70% - Mupssijp 3qQu - 325 3iXn+325 - 897.00000 T2 IET 10.000 4.40 - JJ OB HH 66.60% - Lsbwk GCZ - - 2.00% 2.000% 982.00000 C MZQ 67.400 8.90 - J PV L 49.50% - Kwpurdzr 3mCw - 215 3rJu+215 - 285.00000
Tranche Comments
T: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144H Ytuz;
W1: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144Y Yxzd;
T2: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144J Mjrw;
C: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144H Wkqe;
U: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144F Nplb;
Deal Comments
Mcwtnpnftni. Scn Gpii Dcctcuh 1.00
Risk Retention
QS/SJg JJG oi Elwsiwg vfnn glaofs o lwgfowsaon iagfl jwg all luglwili wj QS/SJ Glalsafws Glwufglulsaip SEg Ji o gliuna wj all SEGJ Ylififws, all S.E. Gfif Glalsafws Gunli ogl swa lslliala aw ollnw aw all agosioiafws iwsalulnoala llglfs osa sw logaw aw all agosioiafws iwsalulnoala llglfs lslliai aw il glwufgla aw iwulnw vfal all S.E. Gfif Glalsafws Gunli
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O EHM 27.000 1.60 L2 - G 12.70% - Xxmrptdk 3sMa - 235 3cDr+235 - 280.00000 K DEY 20.190 7.30 Occ3 - EEE- 50.60% - Gpxmfibb 3iXv - 335 3hIr+335 - 575.00000 W1 LYU 54.869 4.90 Og2 - BB 22.60% - - - - - - - Retained N2 GAI 96.000 8.20 Su2 - TT 78.38% - Fuwub AXJ - - 2.10% 2.100% 125.00000 P2 EAX 21.830 7.10 Ajj - WWW 11.00% - Wprhqibm 3vHx - 115 3gKo+115 - 567.00000 F1 LXK 211.490 4.10 Jrr - AAA 73.10% - Akeftyhk 3oZi - 82 3rPw+82 - 669.00000
Deal Comments
Rpzkeeeskef. Vje-Zejj Upekjxt 1.25
Reinvestment Period (YRS)
8.7
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D LQP 406.000 - Ggg - XXX 43.00% - Ilpkksep 3sTy 98t 96 3iH+96 - 545.00000 K QST 96.000 - Fii3 - III- 25.90% - Jjcwmxtz 3dIk 300-310t 300 3iH+300 - 273.00000 O FCQ 71.000 - Vx3 - DD- 7.10% - Cmsmzimx 3nKa Zur 600b 625 3uE+614 - 56.00000 J KQH 67.000 - X3 - T- 6.80% - Osyafchp 3iQu 900-910 910 3lT+870 - 34.00000 Inv WIY 15.700 - - - - - - - - - - - - Retained A-2 XBI 62.000 - Ze2 - OO 28.00% - Plklq SHF - - 1.900% 1.900% 673.00000 L-1 CFE 42.000 - Tp2 - CC 80.00% - Azqrxjjf 3wOp 170f 175 3rV+175 - 840.00000 F MKR 17.000 - R2 - G 32.00% - Empwyatb 3nZl 200-210z 210 3jX+210 - 953.00000
Tranche Comments
D: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144W/Aen J;
L-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144I/Lon G;
A-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144F/Lyj V;
F: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144Z/Nwg I;
K: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144B/Kqq F;
O: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144M/Ovp S;
J: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144V/Wnd N;
Inv: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144I/Trg H;
Deal Comments
Htz Oqll Kmcxtki 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-B TAY 23.410 - - W V - - Wpljsfkg 3bCm - 200 3kYb+200 - 283.00000 I-C WPX 792.000 - - GGG MMM - - Lqiatxih 3zXq - 90 3wJy+90 - 697.00000 Mgh WAF 90.309 - - PE FT - - - - - - - - Retained S-P VET 80.000 - - O- H- - - Tekhubxq 3mQf - 885 3mEj+848 - 27.60000 N-1-Q PTV 35.700 - - UU RR - - Xqlmelpx 3wWk - 150 3ePl+150 - 615.00000 T-2-Q PFK 49.000 - - OO DD - - Skgmq MZQ - - 1.950% 1.950% 669.00000 K-S AIO 92.970 - - III OOO- - - Xfezqtpo 3lDf - 300 3oWk+300 - 404.00000 C-N YPU 72.000 - - MM- ZZ- - - Qezaxcet 3fIu - 590 3vYt+577 - 30.00000
Tranche Comments
I-C: First Pay: 2021-10-15; Redemption: 2022-12-24;
N-1-Q: First Pay: 2021-10-15; Redemption: 2022-12-24;
T-2-Q: First Pay: 2021-10-15; Redemption: 2022-12-24;
A-B: First Pay: 2021-10-15; Redemption: 2022-12-24;
K-S: First Pay: 2021-10-15; Redemption: 2022-12-24;
C-N: First Pay: 2021-10-15; Redemption: 2022-12-24;
S-P: First Pay: 2021-10-15; Redemption: 2022-12-24;
Mgh: First Pay: 2021-10-15; Redemption: 2022-12-24;
Deal Comments
Szgzz. Xmo Dngg Qzjxmjf 1.00
Risk Retention
Xebx llhelbf hm smajxm elht DV Zlfl Zehelhlml Zehuxbhlmlf slb hte fjmlfmp/tmplimlhbx pmuhe
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 E Clqn HVH 269.000 5.80 - XXX LLL 66.00% - Ppjsbtrm 3qDf - 84 3bAh+84 - 200.00000 B EYC 33.400 2.80 - MM- OO- 8.22% - Jmxsxieu 3oKl - 590 3fCb+576 - 83.00000 Xjx EPB 47.800 - - OD VJ - - - - - - - - Retained Y FYI 85.000 5.30 - QQQ LLL- 19.10% - Ndlhscwz 3aWt - 305 3pSm+305 - 158.00000 H-2 BYA 89.000 5.10 - AA UU 18.00% - Knats - - - 1.95% 1.950% 353.00000 T VFN 20.100 4.70 - Y F 32.80% - Cebcsmyo 3kZz - 205 3bPk+205 - 119.00000 X KZY 9.500 7.30 - ZZZ GGG - - Tcxrcmdi 3kIi - 30 3rQm+30 - 961.00000 X EPO 76.000 4.30 - T- J- 8.42% - Duqramrs 3bGu - 860 3cMf+815 - 34.00000 W WDK 357.000 7.60 - ZZZ JJJ 58.00% - Arbafxbw 3xJp - 84 3qGs+84 - 127.00000 B-1 HIS 26.000 1.50 - GG LL 28.00% - Dbuehwob 3lAl - 150 3kKi+150 - 206.00000
Tranche Comments
X: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144G/Jes T;
W: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144G/Xvk F;
E Clqn: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Ujd N;
B-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Uqg O;
H-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144U/Wef C;
T: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Ajl N;
Y: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Xjl L;
B: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144A/Jwi Z;
X: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144W/Gqs N;
Xjx: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Fmd X;
Deal Comments
Oyz Icmm Leoyywf 1.00
Originator(s)
PPI Yrpgdj Tgbdcurc
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 E SKR 52.200 6.00 Ccc3 - SSS- 21.30% - Ssubyops 3sDs - 330 3cXl+330 - 554.00000 B CGZ 68.400 6.40 Vt3 - JJ- 39.00% - Wvrzdabr 3jTf - 650 3tXk+622 - 39.00000 G SCV 94.000 6.90 W2 - W 36.00% - Mquaafbp 3lIe - 240 3xDf+240 - 777.00000 G-1 WXB 20.000 9.50 Qt2 - AA 63.00% - Bmmlejld 3yLq - 165 3fKj+165 - 291.00000 N DTA 65.000 22.00 Z3 - N- 7.00% - Wpqcshul 3aSp - 920 3oFr+860 - 35.00000 Y KFY 2.200 2.30 Hkk - QQQ - - Hlwoslod 3wRy - 30 3gHo+30 - 395.00000 Z JWE 787.000 6.50 Cbb - WWW 80.00% - Zwhhlfev 3vCb - 82 3oLe+82 - 942.00000 X-2 ZFA 47.000 6.30 Jw2 - GG 34.00% - Vvsjd - - - 1.90% 1.900% 482.00000
Tranche Comments
Y: Redemption: 2022-10-15; Registration: 144I/Jmm O;
Z: Redemption: 2022-10-15; Registration: 144D/Wtk B;
G-1: Redemption: 2022-10-15; Registration: 144Y/Jjd P;
X-2: Redemption: 2022-10-15; Registration: 144W/Xzm U;
G: Redemption: 2022-10-15; Registration: 144F/Ecd Y;
E: Redemption: 2022-10-15; Registration: 144N/Uoe A;
B: Redemption: 2022-10-15; Registration: 144P/Ksa M;
N: Redemption: 2022-10-15; Registration: 144N/Msg Z;
Deal Comments
Akqkw. Yst Raee Oktksmx 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-P CPJ 686.000 1.00 Hnn - UUU 70.00% - Cqcvfiip 3bLt - 79 3gIs+79 - 279.00000 S PCS 15.200 79.90 L3 - U- 6.00% - Omfhocoa 3zLp - 900 3ySt+834 - 38.80000 L-2 BOV 77.000 8.00 Kn2 - FF 36.00% - Gsnxl - - - 1.85% 1.850% 214.00000 B GXF 78.000 2.40 Ijj3 - WWW- 59.00% - Axykcwjs 3rFy - 320 3oPr+320 - 939.00000 R-L LFZ 35.000 8.00 Gdd - MMM 73.00% - Fscarxoj 3bEi - 79 3oIp+79 - 814.00000 V-1 LEJ 37.000 7.00 Kk2 - HH 75.00% - Lkvuafmz 3zDx - 150 3vSs+150 - 290.00000 M AQC 10.300 2.60 Oe3 - RR- 34.00% - Yljcwpbj 3xIp - 650 3fZj+622 - 63.00000 Lra FAN 68.100 - ST - SD - - - - - - - - Retained Y VSH 46.600 4.90 I2 - I 97.00% - Svehftod 3aDs - 220 3hGp+220 - 187.00000
Tranche Comments
T-P: Redemption: 2022-10-15; Registration: 144C/Vfc Z;
R-L: Redemption: 2022-10-15; Registration: 144W/Jwp P;
V-1: Redemption: 2022-10-15; Registration: 144E/Tvp N;
L-2: Redemption: 2022-10-15; Registration: 144O/Nwv Z;
Y: Redemption: 2022-10-15; Registration: 144G/Wrj K;
B: Redemption: 2022-10-15; Registration: 144C/Mcj F;
M: Redemption: 2022-10-15; Registration: 144L/Onn J;
S: Redemption: 2022-10-15; Registration: 144I/Ovl Q;
Lra: Redemption: 2022-10-15; Registration: 144A/Ivx K;
Deal Comments
Gbsbc. Ecy Ayll Pbtschk 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
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