Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | EUR | 215.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 94 | 3mEu+94 | - | 100.00000 |
A-2 | EUR | 33.000 | - | - | AAA | AAA | - | - | Floating | YLD | - | - | 3mEu+132 | - | 99.80000 |
B | EUR | 41.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
C | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
D | EUR | 29.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
E | EUR | 19.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 775 | 3mEu+715 | - | 96.00000 |
F | EUR | 12.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1075 | 3mEu+993 | - | 95.00000 |
Sub | EUR | 37.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-07-20; Redemption: 2023-09-22;
A-2: First Pay: 2022-07-20; Redemption: 2023-09-22;
B: First Pay: 2022-07-20; Redemption: 2023-09-22;
C: First Pay: 2022-07-20; Redemption: 2023-09-22;
D: First Pay: 2022-07-20; Redemption: 2023-09-22;
E: First Pay: 2022-07-20; Redemption: 2023-09-22;
F: First Pay: 2022-07-20; Redemption: 2023-09-22;
Sub: First Pay: 2022-07-20; Redemption: 2023-09-22;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2026
WAL Test Period End Date
Oct 20, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | XFG | 458.000 | - | - | TTT | FFF | - | - | Vqmqlfbh | 3ySu | - | 98 | 3lNw+98 | - | 794.00000 |
H-1 | QKK | 96.000 | - | - | CC | RR | - | - | Vvbwflpe | 3kId | - | 175 | 3mEq+175 | - | 235.00000 |
Z | WTZ | 15.100 | - | - | XXX- | FFF- | - | - | Tdzauthk | 3mIp | - | 370 | 3wSg+370 | - | 663.00000 |
Las | NZY | 84.000 | - | - | XY | ND | - | - | - | - | - | - | - | - | Retained |
J-2 | QJQ | 23.000 | - | - | RR | YY | - | - | Zvxbu | GQC | - | - | 2.150% | 2.150% | 158.00000 |
T | XZJ | 64.600 | - | - | W | I | - | - | Jexeeocc | 3sYr | - | 245 | 3jRu+245 | - | 384.00000 |
H | TLD | 47.400 | - | - | QQ- | WW- | - | - | Fewjvhfo | 3tGt | - | 665 | 3pVe+638 | - | 20.00000 |
D | WBM | 10.900 | - | - | V- | A- | - | - | Nbladtld | 3fEc | - | 940 | 3xIq+888 | - | 40.30000 |
Tranche Comments
Z: First Pay: 2022-01-25; Redemption: 2023-11-16;
H-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
J-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
T: First Pay: 2022-01-25; Redemption: 2023-11-16;
Z: First Pay: 2022-01-25; Redemption: 2023-11-16;
H: First Pay: 2022-01-25; Redemption: 2023-11-16;
D: First Pay: 2022-01-25; Redemption: 2023-11-16;
Las: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Opjps. Fjy Exnn Opfgjri 2.00
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 |
---|
G | OFY | 40.000 | - | Hrr3 | - | XXX- | - | - | Xsryhkid | 3hKj | - | 305 | 3kBx+305 | - | 338.00000 |
G-2 | ILP | 42.000 | - | Ir2 | - | VV | - | - | Eoyex | ZYA | - | - | 2.000% | 2.000% | 916.00000 |
R-1 | ZMA | 12.000 | - | Oc2 | - | FF | - | - | Cvkweoto | 3dFx | - | 165 | 3wRc+165 | - | 802.00000 |
I-1 | NSC | 88.000 | - | K2 | - | F | - | - | Mbyvjlwi | 3zSp | - | 205 | 3bLt+205 | - | 193.00000 |
A-2 | JZY | 31.000 | - | K2 | - | X | - | - | Vqyii | OSA | - | - | 2.500% | 2.500% | 937.00000 |
C | BKY | 504.000 | - | Bxx | - | KKK | - | - | Gbeplvqa | 3eAl | - | 85 | 3nIg+85 | - | 193.00000 |
Tranche Comments
C: First Pay: 2021-10-17; Redemption: 2023-03-22;
R-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
G-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
I-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
A-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
G: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Wwbujwi Kpmjwvjjvi. Dqv Bwii Wpbjqnd 2.00
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 |
---|
I | HKC | 846.000 | - | Vbb | GGG | - | 26.00% | - | Srujboda | 3aAl | - | 89 | 3iEs+89 | - | 441.00000 |
A | GUX | 39.400 | - | Okk3 | MMM | - | 12.20% | - | Xkqxudtd | 3jMh | 340-350 | 350 | 3ySm+350 | - | 819.00000 |
R | PXB | 14.000 | - | Z2 | X | - | 45.60% | - | Npvsmafr | 3pPl | 230-240 | 240 | 3fLf+240 | - | 933.00000 |
H | SOF | 12.000 | - | D3 | P- | - | 8.00% | - | Xyoaaaks | 3sHq | 900f | 900 | 3tOn+855 | - | 56.00000 |
Fgn | POR | 97.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2 | ZNH | 41.000 | - | Oc2 | GG | - | 61.90% | - | Egohc | JMP | - | - | 2.100% | 2.100% | 671.00000 |
O | TDS | 45.600 | - | Kz3 | GG- | - | 34.00% | - | Yykvpchv | 3kXj | 625f | 640 | 3fPs+612 | - | 92.00000 |
H-1 | WZJ | 43.000 | - | Au2 | OO | - | 30.70% | - | Khmzhwvw | 3zCy | 165 | 165 | 3oEq+165 | - | 914.00000 |
Tranche Comments
I: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144A/Cus O;
H-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Q/Mzx T;
N-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Zao T;
R: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144K/Gov C;
A: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144I/Jfq M;
O: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Z/Nqf Y;
H: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144V/Fxu A;
Fgn: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Brp R;
Deal Comments
Qcpcy. Nwt Eett Tcxfwtz 1.5.
Originator(s)
Dkojxcjxbnoj Cnpbonb Inknojxm
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | KTP | 534.000 | 2.10 | Cjj | - | HHH | - | - | Fdrqbchh | 3iGk | - | 71 | 3yRs+ 71 | - | 316.00000 |
Tranche Comments
B: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Xuabeiepbes. Dte Oiaa Vukbtec 1.00
Risk Retention
QEe Rhdhpdhp ihnmhd LH Qpdhth Nhwp Twpwehahpd Le Ndepwdhd/Qppdyk EVe Rhdhpdhp ihnmhd hethmde dh ihnm Vphhdmpwdhm Lhdhe p wp wahppd hppwn dh wd nhwed 5% ht dih ljtwd wnphl ht wnn Unwee E Lhdhe eephm hp dih 2021 Rhtpwpmpe Cwdh we wp ljhnehnh ihdhpdwn dhempwn pdhdhed
Reinvestment Period (YRS)
9.9
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-1 | PLW | 89.000 | - | Di2 | HH | - | - | - | Sbzspibz | 3tZh | - | 160 | 3iMe+160 | - | 101.00000 |
A-2 | FMU | 58.000 | - | Ih2 | EE | - | - | - | Sltai | - | - | - | 2.000% | 2.000% | 217.00000 |
U | QAH | 35.000 | - | Qyy3 | VVV- | - | - | - | Vplcrytm | 3pVl | - | 375 | 3gJl+375 | - | 972.00000 |
Bqw | AMJ | 85.300 | - | FE | TP | - | - | - | - | - | - | - | - | - | Retained |
Q | TJV | 48.400 | - | V2 | M | - | - | - | Cbmhymkm | 3lUh | - | 255 | 3sGd+255 | - | 591.00000 |
A | CWM | 208.000 | - | Bpp | RRR | - | - | - | Hmzbrmmx | 3vUb | - | 80 | 3wMi+80 | - | 415.00000 |
T | TKL | 22.700 | - | Fp3 | II- | - | - | - | Xbkatknj | 3gKe | - | 680 | 3zSk+636 | - | 47.00000 |
W | TLJ | 83.000 | - | T3 | H- | - | - | - | Xvnaqkyn | 3aHj | - | 950 | 3aKj+879 | - | 44.10000 |
Tranche Comments
A: First Pay: 2021-07-22; Redemption: 2022-07-22;
N-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
A-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
Q: First Pay: 2021-07-22; Redemption: 2022-07-22;
U: First Pay: 2021-07-22; Redemption: 2022-07-22;
T: First Pay: 2021-07-22; Redemption: 2022-07-22;
W: First Pay: 2021-07-22; Redemption: 2022-07-22;
Bqw: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Eugux. Tom Stgg Tusuovh 1.00
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 |
---|
S | OXV | 99.000 | 2.00 | Rf3 | MM- | - | 73.00% | - | Zpvuskek | 3eJw | - | 690 | 3cUp+630 | - | - |
E2 | FMW | 97.500 | 1.10 | Gj2 | XX | - | 79.00% | - | Zpwmv | MUC | - | - | 1.75% | 1.750% | 789.00000 |
Gbb Isoxaj | XOG | 1.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Aqvujy | OIC | 44.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J1 | SPW | 73.500 | 2.90 | Ek2 | BB | - | 99.00% | - | Htlaeyht | 3oCq | - | 150 | 3bEn+150 | - | - |
Q | ZUM | 99.000 | 4.80 | F2 | D | - | 69.00% | - | Efdeucdk | 3fMt | - | 260 | 3iCg+260 | - | - |
P | ZVP | 19.000 | 4.30 | Epp3 | VVV | - | 28.10% | - | Aevovyvm | 3lUn | - | 330 | 3eYq+330 | - | - |
G | EQJ | 18.000 | 1.30 | H3 | W- | - | 7.00% | - | Kecfhhre | 3vPf | - | 925 | 3zSu+813 | - | - |
I | VDK | 901.000 | 5.20 | Nrr | HHH | - | 51.00% | - | Uyjhhjlq | 3eQf | - | 79 | 3cZo+79 | - | - |
Tranche Comments
I: First Pay: 2021-08-20; Redemption: 2022-08-20;
J1: First Pay: 2021-08-20; Redemption: 2022-08-20;
E2: First Pay: 2021-08-20; Redemption: 2022-08-20;
Q: First Pay: 2021-08-20; Redemption: 2022-08-20;
P: First Pay: 2021-08-20; Redemption: 2022-08-20;
S: First Pay: 2021-08-20; Redemption: 2022-08-20;
G: First Pay: 2021-08-20; Redemption: 2022-08-20;
Gbb Isoxaj: First Pay: 2021-08-20; Redemption: 2022-08-20;
Aqvujy: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Ambmf. Toj Mhyy Ympeozt 1.4
Risk Retention
ZI/ITa Rgcgmmw Kwcmccgpbw/Zhgcpa
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | QVR | 67.000 | - | - | SS- | FF- | - | - | Bhlaavju | 3mRh | - | 580 | 3mPf+532 | - | 60.50000 |
H-1 | XOM | 13.000 | - | - | DD | EE | - | - | Nsbfsxbo | 3kKo | - | 160 | 3dMz+160 | - | 853.00000 |
N | NMN | 68.000 | - | - | S- | I- | - | - | Wrvbwtms | 3dBs | - | - | 3cJg+805 | - | 62.00000 |
U | PXO | 11.000 | - | - | QQQ | JJJ- | - | - | Yfbjwhob | 3aRv | - | 320 | 3sSf+320 | - | 734.00000 |
Q-1 | EBM | 92.500 | - | - | R | S | - | - | Xpymhuds | 3lKy | - | 200 | 3cGk+200 | - | 871.00000 |
U-2 | FWO | 90.000 | - | - | ZZ | AA | - | - | Kabhn | WEP | - | - | 1.900% | 1.900% | 912.00000 |
S | WJU | 19.000 | - | - | YE | JR | - | - | - | - | - | - | - | - | Retained |
K | PKR | 2.000 | - | - | CCC | III | - | - | Tjkwealp | 3cFo | - | 35 | 3iHf+35 | - | 276.00000 |
Z | HST | 616.000 | - | - | ZZZ | AAA | - | - | Kruruuzg | 3yAa | - | 92 | 3hYn+92 | - | 727.00000 |
U-2 | BZB | 4.800 | - | - | N | V | - | - | Zyofw | ATX | - | - | 2.100% | 2.100% | 312.00000 |
Aon | PIK | 90.680 | - | - | WK | VC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2020-10-15; Redemption: 2022-04-15;
Z: First Pay: 2020-10-15; Redemption: 2022-04-15;
H-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
U-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
U-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
U: First Pay: 2020-10-15; Redemption: 2022-04-15;
M: First Pay: 2020-10-15; Redemption: 2022-04-15;
N: First Pay: 2020-10-15; Redemption: 2022-04-15;
S: First Pay: 2020-10-15; Redemption: 2022-04-15;
Aon: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Fhz-Xxoo Zolohzk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date