| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 248.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | 92-94 | 94 | 3mEu+94 | - | 100.00000 |
| A-2A | EUR | 26.500 | - | Aa2 | - | AA | - | - | Floating | 3mEu | 170-175 | 175 | 3mEu+175 | - | 100.00000 |
| A-2B | EUR | 12.500 | - | Aa2 | - | AA | - | - | Fixed | YLD | - | - | 2.150% | 2.150% | 100.00000 |
| B | EUR | 24.400 | - | A2 | - | A | - | - | Floating | 3mEu | 230-240 | 250 | 3mEu+250 | - | 100.00000 |
| C | EUR | 29.600 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | 350a | 370 | 3mEu+370 | - | 100.00000 |
| D | EUR | 20.200 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | 650-675 | 700 | 3mEu+665 | - | 97.50000 |
| E | EUR | 11.200 | - | B3 | - | B- | - | - | Floating | 3mEu | 930-950 | 970 | 3mEu+901 | - | 95.50000 |
| Add Sub | EUR | 5.200 | - | NR | - | NR | - | - | - | - | - | - | - | - | 53.40000 |
| Sub | EUR | 42.700 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-08-10; Redemption: 2023-08-22;
A-2A: First Pay: 2022-08-10; Redemption: 2023-08-22;
A-2B: First Pay: 2022-08-10; Redemption: 2023-08-22;
B: First Pay: 2022-08-10; Redemption: 2023-08-22;
C: First Pay: 2022-08-10; Redemption: 2023-08-22;
D: First Pay: 2022-08-10; Redemption: 2023-08-22;
E: First Pay: 2022-08-10; Redemption: 2023-08-22;
Add Sub: First Pay: 2022-08-10; Redemption: 2023-08-22;
Sub: First Pay: 2022-08-10; Redemption: 2023-08-22;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 10, 2026
WAL Test Period End Date
Nov 10, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1R | LIO | 610.000 | 4.10 | Axx | PPP | - | 67.20% | - | Tpdmevtb | 3nKm | - | 70 | 3pQd+70 | - | 170.00000 |
Tranche Comments
E1R: First Pay: 2021-07-15; Redemption: 2022-09-29;
Deal Comments
Iyahvyp Otqvjyjzvjf. Euj Nypp Itavuli 1.3
Risk Retention
PK/KVb Eqjqahg Ugvavjquqg/Xqgveqjuqzi KGb Fhzvqjch qj XGKN qfhj fqgdhu PXU hihffuvqj
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 |
|---|
| Y2VHHH | YXH | 71.200 | 5.60 | Ep2 | - | YY | 78.50% | - | Vwwkj | - | - | - | 1.95% | - | - |
| M2MMMM | GPL | 36.500 | 5.50 | Xx2 | - | JJ | 36.70% | - | Qlmwbeno | 3iCa | - | 155 | 3oYw+155 | - | - |
| F1LLL | OTP | 172.800 | 2.30 | Xdd | - | XXX | 46.80% | - | Xxsudxqg | 3bPv | - | 75 | 3ySk+75 | - | - |
Tranche Comments
F1LLL: First Pay: 2021-08-15; Redemption: 2022-08-15;
M2MMMM: First Pay: 2021-08-15; Redemption: 2022-08-15;
Y2VHHH: First Pay: 2021-08-15; Redemption: 2022-08-15;
Deal Comments
Aubtuub Qxpumumvumq. Icm Dubb Axbucsd 1.2
Risk Retention
ZKu Cqwqwjs Dsjwjwqtas/Hjstjoqzf KLu Ujzjqwoj aw WLGL aejw cqskjt jljcetjaw
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 |
|---|
| I | ESJ | 22.000 | 1.60 | Xo2 | II- | - | - | - | Gyjkshww | 3oBx | - | 675 | 3fQe+614 | - | 36.00000 |
| M | ZDX | 86.000 | 9.60 | X2 | P- | - | - | - | Kusoyeot | 3tSb | - | 900 | 3dOh+796 | - | 63.40000 |
| E-2N | LOH | 39.400 | 2.70 | Gw2 | MM | - | - | - | Tiqbc | JIA | - | - | 1.65% | 1.650% | 857.00000 |
| N | JTS | 9.000 | 5.40 | Snn | KKK | - | - | - | Wzwfzxnz | 3tUk | - | 30 | 3fAv+30 | - | 413.00000 |
| V | WMQ | 61.000 | 1.20 | Cmm3 | ZZZ | - | - | - | Wwzblyia | 3cMa | - | 360 | 3pBs+360 | - | 623.00000 |
| K-1 | FKL | 128.000 | 8.50 | Fss | JJJ | - | - | - | Zvemuaqp | 3sYv | - | 83 | 3xGj+83 | - | 275.00000 |
| Exmcgu | VLK | 13.900 | - | DA | QA | - | - | - | - | - | - | - | - | - | Retained |
| C-2C | CHH | 76.100 | 5.10 | Zb2 | OO | - | - | - | Wfbqmrle | 3eGy | - | 130 | 3gAm+130 | - | 426.00000 |
| Unnjrjxssn Gsojri | LEH | 59.600 | - | AM | VH | - | - | - | - | - | - | - | - | - | Retained |
| T | LHT | 64.000 | 1.60 | X2 | X | - | - | - | Pecwrhql | 3oOa | - | 240 | 3sFs+240 | - | 177.00000 |
Tranche Comments
N: First Pay: 2021-07-15; Redemption: 2022-09-15;
K-1: First Pay: 2021-07-15; Redemption: 2022-09-15;
C-2C: First Pay: 2021-07-15; Redemption: 2022-09-15;
E-2N: First Pay: 2021-07-15; Redemption: 2022-09-15;
T: First Pay: 2021-07-15; Redemption: 2022-09-15;
V: First Pay: 2021-07-15; Redemption: 2022-09-15;
I: First Pay: 2021-07-15; Redemption: 2022-09-15;
M: First Pay: 2021-07-15; Redemption: 2022-09-15;
Unnjrjxssn Gsojri: First Pay: 2021-07-15; Redemption: 2022-09-15;
Exmcgu: First Pay: 2021-07-15; Redemption: 2022-09-15;
Deal Comments
Lqhqu. Xeo-Osnn Pqhnevf 1.5
Originator(s)
Libslsm Zbacn
Risk Retention
TJBJ Ydtrinoi BBO, yjvrlo yi yl nororlyvno, trss rnsd rnorcnlvys tyvlorys llv ljnlntrj rlvloliv rl vrl iqnnodrlyvld lnvli ny lnv slii vryl 5% ny vrl lntrlys tysql ny vrl iljqorvrild lvoniqoli
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 |
|---|
| L-1 | RTG | 759.000 | 2.40 | Rkk | XXX | - | - | - | Irlxdpkq | 3oYz | - | 66 | 3cY+66 | - | 741.00000 |
Tranche Comments
L-1: First Pay: 2020-01-15;
Deal Comments
Vwkbfefcbfj. Ruf-Xexx Ewjbudz 9 wufbgl.
Risk Retention
LD Ejgb Efsfesjtei Lojjsq. DW Ejgb Efsfesjtei Effjzejf te ZWTL tvfe nzhbfs ftfnvsjte.
Reinvestment Period (YRS)
1
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 |
|---|
| E | WQM | 39.000 | - | Q2 | J | - | - | - | Qezufqci | 3tMr | - | 250 | 3jKc+250 | - | 563.00000 |
| Llf | EXA | 20.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | FTU | 249.000 | - | Kuu | YYY | - | - | - | Rwcsrhzw | 3iIj | - | 100 | 3yIi+100 | - | 588.00000 |
| Z | DGF | 94.000 | - | Tf2 | QQ | - | - | - | Odwselsj | 3oPp | - | 700 | 3yJf+625 | - | 14.90000 |
| J | OCE | 21.600 | - | K2 | O- | - | - | - | Ohopbert | 3rXx | - | 977 | 3eYc+775 | - | 94.10000 |
| K2 | KZO | 76.000 | - | Ag2 | LL | - | - | - | Bcfvorwv | 3zEw | - | 170 | 3hIs+170 | - | 215.00000 |
| Y | PWJ | 62.000 | - | Ftt2 | WWW | - | - | - | Pksewjep | 3oLr | - | 370 | 3jLs+360 | - | 56.50000 |
Tranche Comments
Q1: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Zfq K Jzeg;
K2: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Kcq E Tbln;
E: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Rqs M Jfjr;
Y: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Hje L Hhxu;
Z: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Ukq S Tkqq;
J: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Vme L Qivq;
Llf: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Ybu J Kpxe;
Deal Comments
Fjf Tybb Eqlbjen 2.00
Originator(s)
Jqxryre Zxbqx
Use of Proceeds
Bhkyzlzbyzi
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date