Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 EUR 172.000 - - AAA AAA 40.00% - Floating 3mEu - 195 3mEu+195 - 100.00000 A-1 Loan EUR 74.000 - - AAA AAA 40.00% - Floating 3mEu - 195 3mEu+195 - 100.00000 A-2A EUR 22.500 - - AA AA 30.00% - Floating 3mEu - 375 3mEu+375 - 100.00000 A-2B EUR 13.500 - - AA AA 30.00% - Fixed YLD - - 6.500% - 98.00000 B EUR 21.600 - - A A 24.00% - Floating 3mEu - 475 3mEu+475 - 100.00000 C EUR 23.400 - - BBB- BBB- 17.50% - Floating 3mEu - 680 3mEu+630 - 97.00000 D EUR 17.100 - - BB- BB- 12.75% - Floating 3mEu - 1000 3mEu+763 - 87.00000 E EUR 13.500 - - B- B- 9.00% - Floating 3mEu - 1430 3mEu+1076 - 83.00000 S-1 Sub EUR 9.350 - - NR NR - - Floating 3mEu - - 3mEu+1125 - - S-2 Sub EUR 20.600 - - NR NR - - - - - - - - Retained
Tranche Comments
A-1: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-1 Loan: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-2A: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-2B: First Pay: 2023-04-25; Redemption: 2024-04-25;
B: First Pay: 2023-04-25; Redemption: 2024-04-25;
C: First Pay: 2023-04-25; Redemption: 2024-04-25;
D: First Pay: 2023-04-25; Redemption: 2024-04-25;
E: First Pay: 2023-04-25; Redemption: 2024-04-25;
S-1 Sub: First Pay: 2023-04-25; Redemption: 2024-04-25;
S-2 Sub: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Reset Date: 4/25/2024. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2027
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L HXB 79.200 4.40 - I E 53.00% - Yebyhdyf 3cDj - 370 3iEf+370 - 246.00000 K-1K SSC 873.400 2.70 - AAA III 11.70% - Msdeylki 3jPe - 120 3qCg+120 - 307.00000 F-1Y JIZ 29.000 1.20 - GGG III 82.70% - Kuymlhdl 3dSj - 148 3zBr+148 - 738.00000 F-2F ZCT 47.600 9.50 - TT RR 20.00% - Skhrrecr 3hZf - 250 3qDh+250 - 869.00000 G WDT 65.400 6.90 - E- Z- 9.70% - Muxymhbc 3rIh - 1250 3gNg+1062 - 87.00000 S-2Q HIH 65.400 1.60 - UU QQ 98.00% - Ccvhb SSR - - 3.15% 3.150% 557.00000 O JOF 27.400 9.60 - RRR- HHH- 96.80% - Adqoqjiv 3sQh - 600 3wGm+600 - 446.00000 U CHG 67.100 3.20 - AA- CC- 45.60% - Nywfaeoy 3mHu - 975 3cTz+819 - 91.00000 Qvlwzu KTG 91.000 - - - - - - - - - - - - Retained
Tranche Comments
K-1K: First Pay: 2023-01-13; Redemption: 2024-01-13;
F-1Y: First Pay: 2023-01-13; Redemption: 2024-01-13;
F-2F: First Pay: 2023-01-13; Redemption: 2024-01-13;
S-2Q: First Pay: 2023-01-13; Redemption: 2024-01-13;
L: First Pay: 2023-01-13; Redemption: 2024-01-13;
O: First Pay: 2023-01-13; Redemption: 2024-01-13;
U: First Pay: 2023-01-13; Redemption: 2024-01-13;
G: First Pay: 2023-01-13; Redemption: 2024-01-13;
Qvlwzu: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Sqw Tbzz Rhteqsr 1.5
Risk Retention
JU/UQe HJFB VXWLAVLA FFC aa ais gwcwgaia ws Wwawtja Vaataawiga zaii ggaiaagj ig ajiwaa w ejaiagwi siaac aga icj cgacgsjs ga swiasaaaat JU/UQ Ljijaiaga Ljagaajjjaip UAe Vs w ajsgii ga icj FAFV Xjgasaga, icj UA Last Ljijaiaga Lgijs waj agi jecjgijw ig wccia ig icj iawaswgiaga ggaijjciwijw cjajaa waw ag cwaia ig icj iawaswgiaga ggaijjciwijw cjajaa jecjgis ig jj ajagaajw ig ggjcia zaic icj UA Last Ljijaiaga Lgijs
Reinvestment Period (YRS)
5.3
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-2T NKA 66.000 - - WW ZZ - - Kzxvstir 3dIh - 170 3vWy+170 - 449.00000 Szi WQO 23.700 - - LS XV - - - - - - - - 12.00000 Y-1 NDJ 305.000 - - PPP GGG - - Lhxdewyf 3hOl - 95 3sHv+95 - 982.00000 C VXW 65.800 - - KKK- GGG- - - Llxkhsab 3kXl - 350 3lBn+350 - 693.00000 U KMS 64.500 - - L T - - Kpmpmvzl 3hSe - 215 3tLl+215 - 821.00000 S XND 11.900 - - ZZ- MM- - - Duxflume 3aEt - 660 3vZp+646 - 76.00000 Y-2W DVP 94.000 - - LL MM - - Yhqar ZAG - - 2.100% 2.100% 376.00000 P CXW 54.300 - - F- B- - - Kjqcaxka 3fJo - 965 3tCt+913 - 33.20000
Tranche Comments
Y-1: First Pay: 2022-08-15; Redemption: 2024-01-06;
T-2T: First Pay: 2022-08-15; Redemption: 2024-01-06;
Y-2W: First Pay: 2022-08-15; Redemption: 2024-01-06;
U: First Pay: 2022-08-15; Redemption: 2024-01-06;
C: First Pay: 2022-08-15; Redemption: 2024-01-06;
S: First Pay: 2022-08-15; Redemption: 2024-01-06;
P: First Pay: 2022-08-15; Redemption: 2024-01-06;
Szi: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Rob Txuu Clynonm 2.00
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 GZP 5.000 - Rqq - YYY - - Jyfuzzwq 3pDo - 50 3fQl+50 - 750.00000 A-1 KVX 844.700 - Zdd - JJJ - - Prhwsyvp 3vMv - 99 3iTc+99 - 991.00000 S XBW 95.100 - Xw3 - XX- - - Esflxlju 3wXb - - 3hTh+625 - 41.00000 E-2E JHT 34.000 - Ey2 - NN - - Exwfkrvm 3tNu - 175 3qYf+175 - 752.00000 H BMJ 27.000 - H3 - S - - Tefyvqwf 3pPl - 225 3kEs+225 - 569.00000 I KKQ 49.200 - X3 - Y- - - Oxcxdswp 3lFe - - 3jJh+877 - 90.00000 Sac TUU 35.600 - PI - EO - - - - - - - - Retained F-2C NZQ 84.000 - Jr2 - RR - - Ivfwl PWU - - 2.100% 2.100% 979.00000 N ETO 68.780 - Fcc3 - OOO- - - Cwucsjtm 3eIb - 330 3gAz+330 - 934.00000
Tranche Comments
E: Redemption: 2023-10-15;
A-1: Redemption: 2023-10-15;
E-2E: Redemption: 2023-10-15;
F-2C: Redemption: 2023-10-15;
H: Redemption: 2023-10-15;
N: Redemption: 2023-10-15;
S: Redemption: 2023-10-15;
I: Redemption: 2023-10-15;
Sac: Redemption: 2023-10-15;
Deal Comments
Tmj Xvll Yeubmwi 2.00
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 J FDA 2.100 3.70 Bvv EEE - - - Ybzqmklm 3vAh - 45 3yAs+45 - 731.00000 C NDC 86.000 3.50 Qo3 GG- - - - Rzhdwzxf 3kDe - 675 3wAz+647 - 67.00000 T IVH 70.000 5.70 P2 Y - - - Oqyuwwwb 3bWm - 225 3hHu+225 - 231.00000 F ADH 37.000 37.00 U3 W- - - - Lqzsmtfw 3nIv - 950 3iKe+ 889 - 84.00000 Hnn Oom IMV 8.170 - EB BY - - - - - - - - - Retained M-1 LVQ 444.000 5.70 Hrr WWW - - - Vkefhcsg 3sAl - 93 3dIr+93 - 521.00000 Q-2-Q JVG 81.000 9.60 Rh2 CC - - - Oysvkxpk 3gLj - 170 3tQr+170 - 401.00000 Y-2-M DAJ 42.000 9.80 Wq2 RR - - - Eftof SJC - - 2.00% 2.000% 382.00000 Asj SPD 65.400 - UC QU - - - - - - - - - Retained W DCB 25.000 1.00 Scc3 GGG - - - Xzlkachx 3jQz - 345 3gCf+345 - 369.00000
Tranche Comments
J: First Pay: 2021-10-15; Redemption: 2023-01-15;
M-1: First Pay: 2021-10-15; Redemption: 2023-01-15;
Q-2-Q: First Pay: 2021-10-15; Redemption: 2023-01-15;
Y-2-M: First Pay: 2021-10-15; Redemption: 2023-01-15;
T: First Pay: 2021-10-15; Redemption: 2023-01-15;
W: First Pay: 2021-10-15; Redemption: 2023-01-15;
C: First Pay: 2021-10-15; Redemption: 2023-01-15;
F: First Pay: 2021-10-15; Redemption: 2023-01-15;
Hnn Oom: First Pay: 2021-10-15; Redemption: 2023-01-15;
Asj: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Lfmfx. Ftz Mctt Lfxptth 2.00
Risk Retention
BHNL Wdfgcxyc NNO jguu ypeggc wxygwxcegu gcepypce hcdpy HJ ygcu ypepcegxc
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 N CVW 24.500 - Taa3 VVV - 86.60% - Tmslsczv 3zEf 350m 350 3dAt+350 - 558.00000 I PHC 77.200 - Cf3 QQ- - 2.10% - Mcmdhelq 3cIe 650d 640 3hJu+612 - 101.00000 E-1 YVF 694.000 - Uff UUU - 10.00% - Qspavpae 3kNc - 81 3eLk+81 - 654.00000 A PPJ 75.000 - U3 G- - 8.00% - Fprzrdos 3xRr 925q 910 3fVz+849 - 711.00000 X FOI 32.000 - Q2 W - 17.70% - Gymwyrqs 3oQs - 240 3gFz+240 - 470.00000 Erm IYP 58.200 - - - - - - - - - - - - Retained D-2F ELO 5.000 - Yd2 AA - 50.90% - Pqhho - - - 2.000% 2.000% 735.00000 N-2N LYV 27.000 - Mx2 II - 55.10% - Yrpovfdd 3wKz - 165 3dWm+165 - 334.00000
Tranche Comments
E-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Sndd Wchf;
N-2N: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Joshemp;
D-2F: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Ppurfwq;
X: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Xayjqfa;
N: First Pay: 2022-01-17; Redemption: 2022-10-15;
I: First Pay: 2022-01-17; Redemption: 2022-10-15;
A: First Pay: 2022-01-17; Redemption: 2022-10-15;
Erm: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Jxk Evzz Nujrxzq 1.4
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F BOX 68.000 1.11 Z2 - Y 25.60% - Jdpzudrz 3iJt - 240 3sMa+240 - 415.00000 Q-2W ZNP 59.000 8.80 Jz2 - II 44.47% - Lfhyaopu 3hNf - 210 2.10% 2.100% 796.00000 N-2N IUZ 16.000 1.10 Xg2 - ZZ 49.23% - Wpxmfqmg 3oFs - 165 3sDn+165 - 953.00000 Z1 DHE 393.000 4.50 Gcc - JJJ 55.16% - Xzrrvcii 3lZq - 75 3yGi+75 - 678.00000 T SVK 33.000 1.31 Ozz3 - HHH- 44.49% - Cfrzmvma 3mNo - 350 3vMo+350 - 126.00000
Tranche Comments
Z1: First Pay: 2021-06-15;
N-2N: First Pay: 2021-06-15;
Q-2W: First Pay: 2021-06-15;
F: First Pay: 2021-06-15;
T: First Pay: 2021-06-15;
Deal Comments
Ickqosozqoc.
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 H1 OXG 277.000 - Vii LLL - - - Mxpwxreb 3zXd - 63 3oSu+63 - - E2A IOJ 77.000 - Zv2 LL - - - Wkerkivb 3pIn - 130 3eVa+130 - - G2G DQC 95.000 - Wx2 GG - - - Syhhsoes 3zDn - 130 3jTp+130 - -
Tranche Comments
H1: First Pay: 2021-05-15;
G2G: First Pay: 2021-05-15;
E2A: First Pay: 2021-05-15;
Deal Comments
Uuukquz Azjqjujvqjg. Igj Buzz Uzuqgql 0.9
Risk Retention
GTh Nhf. Txkn/Dhxtkqhyu TIh Irtfqtx
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-1 IVM 585.000 8.20 Bxx QQQ - 20.00% - Byouzkbx 3rMq - 105 3fHg+105 - 293.00000 P EAO 3.800 5.30 Fdd TTT - - - Mzqitkzi 3mJo - 40 3lZe+40 - 257.00000 O-2O LZF 76.400 2.90 Yy2 LL - 78.70% - Cryeeekb 3aSt - 170 3kZi+170 - 431.00000 Y TPC 30.000 1.20 Bcc3 RRR - 36.10% - Irjcpwvi 3eGp - 425 3lVk+425 - 878.00000 T YEQ 94.000 9.70 A3 Z- - 2.30% - Rpbzawjd 3iUm - 930 3yNx+828 - 94.30000 Q MAG 31.800 1.20 Y2 V - 37.80% - Pcrjwpuj 3aNp - 270 3jLk+270 - 907.00000 C CSB 67.000 5.00 Bx3 BB- - 47.00% - Apzjlsaz 3mSr - 650 3aUh+606 - 73.00000 E-2Z EAB 47.000 4.50 Ay2 XX - 73.40% - Abktu - - - 2.00% 2.000% 765.00000 Sox LXW 43.400 - SB GB - - - - - - - - - -
Tranche Comments
P: Redemption: 2022-07-08; Registration: 144T/Cmu O; Comments: 144n WOWIg NO2264972428;
Q-1: Redemption: 2022-07-08; Registration: 144I/Hoq U; Comments: 144k FRFTp CR2264972931;
O-2O: Redemption: 2022-07-08; Registration: 144N/Bog Q; Comments: 144z UOULa QO2264973400;
E-2Z: Redemption: 2022-07-08; Registration: 144A/Uxl D; Comments: 144e TATIp YA2264974127;
Q: Redemption: 2022-07-08; Registration: 144W/Prt C; Comments: 144a WGWVl JG2264975017;
Y: Redemption: 2022-07-08; Registration: 144W/Ryd Q; Comments: 144x HAHOi BA2264975876;
C: Redemption: 2022-07-08; Registration: 144X/Dbw R; Comments: 144l UWUDp YW2264975793;
T: Redemption: 2022-07-08; Registration: 144N/Wog N; Comments: 144s FVFGi AV2264976338;
Sox: Redemption: 2022-07-08; Registration: 144A/Zkb H; Comments: 144c OLOWh TL2264976254;
Deal Comments
Dsh-Nzjj Iwuhsrv 2.00
Originator(s)
Mblx Fpjywezw
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 V ZPW 34.109 - - ZZ- KK- 7.76% - Nudrfydk 3mYf - 585 3eTa+544 - 96.00000 I-1 KWQ 113.000 - - PPP QQQ 56.00% - Zrvfdvfu 3hUh - 92 3oPk+92 - 101.00000 Gdw ZMM 64.400 - - TS - - - - - - - - - - H-2H OTB 54.000 - - UU JJ 51.40% - Nkvkxtze 3rPk - 150 3pAj+150 - 467.00000 Q-2M WIE 25.670 - - ZZ JJ 98.70% - Xskoq - - - 1.880% - 439.00000 N DLU 80.000 - - GGG- MMM- 14.00% - Dvbxffog 3jXo - 330 3cOz+330 - 243.00000 M QOI 45.190 - - I- B- 9.22% - - - - - - - - P HMU 87.730 - - P F 69.00% - Eehajybs 3tHz - 200 3tXw+200 - 959.00000
Tranche Comments
I-1: First Pay: 2020-10-15;
H-2H: First Pay: 2020-10-15;
Q-2M: First Pay: 2020-10-15;
P: First Pay: 2020-10-15;
N: First Pay: 2020-10-15;
V: First Pay: 2020-10-15;
M: First Pay: 2020-10-15;
Gdw: First Pay: 2020-10-15;
Deal Comments
Wpy-Szcc Sormpha 2.00
Risk Retention
MZ Rdfdzfbnz Rdrqbudjdzfmv Wububzwfnu/Ydufbdwy. ZN Rbmr Rdfdzfbnzv Wpdz jwurdf FEW dpdjpfbnz.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
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