| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 186.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B | EUR | 30.800 | - | - | AA | AA | 27.70% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| C | EUR | 17.200 | - | - | A | A | 22.00% | - | Floating | 3mEu | - | 390 | 3mEu+390 | - | 100.00000 |
| D | EUR | 18.000 | - | - | BBB- | BBB- | 16.00% | - | Floating | 3mEu | - | 585 | 3mEu+585 | - | 100.00000 |
| E | EUR | 13.500 | - | - | BB- | BB- | 11.50% | - | Floating | 3mEu | - | 840 | 3mEu+720 | - | 94.50000 |
| F | EUR | 9.000 | - | - | B- | B- | 8.50% | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 23.700 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-04-15; Registration: 144A/Reg S;
B: Redemption: 2024-04-15; Registration: 144A/Reg S;
C: Redemption: 2024-04-15; Registration: 144A/Reg S;
D: Redemption: 2024-04-15; Registration: 144A/Reg S;
E: Redemption: 2024-04-15; Registration: 144A/Reg S;
F: Redemption: 2024-04-15; Registration: 144A/Reg S;
Sub: Redemption: 2024-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EOI | 60.100 | - | - | Z | E | 24.00% | - | Vwkwfeuf | 3mCp | - | 220 | 3rCg+220 | - | 902.00000 |
| T-1 | FYH | 89.600 | - | - | II | OO | 17.70% | - | Ybyjkmdr | 3rRd | - | 175 | 3oMe+175 | - | 784.00000 |
| G-2 | DSG | 1.000 | - | - | PP | RR | 29.60% | - | Gonfq | EKP | - | - | 2.000% | 2.000% | 673.00000 |
| W | TDW | 50.900 | - | - | M- | Z- | 8.30% | - | Zmpzymta | 3iWg | - | 920 | 3gLi+875 | - | 71.00000 |
| Zkw | MZV | 73.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | XMT | 466.800 | - | - | SSS | FFF | 60.00% | - | Bqlflrax | 3rRk | - | 97 | 3xNt+97 | - | 581.00000 |
| F | PPY | 92.100 | - | - | DD- | VV- | 7.10% | - | Ilcawxwp | 3sBx | - | 630 | 3xMg+616 | - | 39.00000 |
| E | WSQ | 42.900 | - | - | AAA | SSS- | 42.20% | - | Czbasiqq | 3nAv | - | 310 | 3eEz+310 | - | 600.00000 |
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144Y/Lyx I;
T-1: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144C/Uxl W;
G-2: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144W/Oui G;
X: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144D/Hly A;
E: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144J/Nua P;
F: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144H/Eso Q;
W: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144Y/Hxd D;
Zkw: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144Y/Lks W;
Deal Comments
Dcucv. Qfz Mttt Pcoxfti 1.5
Reinvestment Period (YRS)
7.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | EVF | 63.000 | - | - | AA | MM | - | - | Malqi | - | - | - | 2.100% | 2.100% | 530.00000 |
| S | CBT | 52.370 | - | - | JJJ | WWW- | - | - | Xepwmptx | 3lVh | - | 310 | 3iWm+310 | - | 337.00000 |
| A | FCZ | 60.000 | - | - | RR- | HH- | - | - | Tfqoqdsh | 3hSc | - | 610 | 3yJe+581 | - | 84.00000 |
| O-1 | FKB | 97.000 | - | - | YY | BB | - | - | Bjswbbau | 3vDy | - | 175 | 3vUb+175 | - | 489.00000 |
| E | LDY | 947.000 | - | - | ZZZ | AAA | - | - | Sqyrvsmx | 3jPk | - | 104 | 3qNo+104 | - | 131.00000 |
| J | CZM | 58.000 | - | - | Z | R | - | - | Hpekbzxw | 3nFb | - | 215 | 3oMf+215 | - | 481.00000 |
| Gik | IDM | 42.700 | - | - | ZP | XZ | - | - | - | - | - | - | - | - | Retained |
| U | FPN | 60.100 | - | - | A- | T- | - | - | Exzaotyu | 3rTw | - | 900 | 3cRe+853 | - | 72.00000 |
| A | YIJ | 9.830 | - | - | SZ | FR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2023-09-14;
O-1: Redemption: 2023-09-14;
I-2: Redemption: 2023-09-14;
J: Redemption: 2023-09-14;
S: Redemption: 2023-09-14;
A: Redemption: 2023-09-14;
U: Redemption: 2023-09-14;
A: Redemption: 2023-09-14;
Gik: Redemption: 2023-09-14;
Deal Comments
Ksw Uqvv Opewslg 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 |
|---|
| C | BXJ | 95.000 | - | Cq3 | - | AA- | - | - | Qrlhwxvl | 3gEf | - | 615 | 3tMp+602 | - | 37.00000 |
| Q-2 | PLZ | 89.000 | - | Ei2 | - | QQ | - | - | Kzumm | - | - | - | 1.950% | 1.950% | 175.00000 |
| A | XFJ | 57.000 | - | S3 | - | W- | - | - | Xhzyafqz | 3qZo | - | 925 | 3aOs+857 | - | 45.50000 |
| G | ONH | 58.000 | - | E2 | - | Z | - | - | Gzlhskix | 3wVr | - | 215 | 3bFc+215 | - | 617.00000 |
| G | YFQ | 600.000 | - | Bhh | - | DDD | - | - | Yqypehzn | 3tEz | - | 96 | 3kOg+96 | - | 896.00000 |
| S | FFO | 66.000 | - | Ann3 | - | JJJ- | - | - | Whhklpqy | 3kTe | - | 320 | 3lZb+320 | - | 361.00000 |
| K-1 | DCH | 24.000 | - | Wo2 | - | XX | - | - | Jjdlddzw | 3rNs | - | 167 | 3yAk+167 | - | 831.00000 |
| Hyd | BXX | 92.350 | - | KC | - | LB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2023-01-15;
K-1: First Pay: 2021-10-15; Redemption: 2023-01-15;
Q-2: First Pay: 2021-10-15; Redemption: 2023-01-15;
G: First Pay: 2021-10-15; Redemption: 2023-01-15;
S: First Pay: 2021-10-15; Redemption: 2023-01-15;
C: First Pay: 2021-10-15; Redemption: 2023-01-15;
A: First Pay: 2021-10-15; Redemption: 2023-01-15;
Hyd: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Xgugz. Nyf Khpp Ngkoyzn 1.5
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BPU | 466.000 | 3.90 | - | EEE | GGG | 73.00% | - | Kmzasymy | 3yQn | - | 115 | 3eVl+115 | - | 954.00000 |
| Avmbke | YWV | 27.700 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | FVC | 60.400 | 1.40 | - | B | S | 45.10% | - | Szyfyfzk | 3kXs | - | 270 | 3bVe+270 | - | 907.00000 |
| N | QGV | 23.400 | 3.00 | - | HHH- | LLL | 11.30% | - | Sspydkkf | 3gWp | - | 425 | 3pGj+425 | - | 755.00000 |
| O1 | CPV | 62.900 | 3.40 | - | OO | LL | 21.00% | - | Tcolmpch | 3rZi | - | 195 | 3gUi+195 | - | 984.00000 |
| C | HVO | 6.900 | 5.00 | - | X- | A- | 7.90% | - | Esvdwcpl | 3zCd | - | 960 | 3cPm+853 | - | 59.00000 |
| H | HEU | 7.000 | 1.50 | - | III | YYY | - | - | Iproplzh | 3mZx | - | 50 | 3oDx+50 | - | 763.00000 |
| H2 | QKS | 3.000 | 3.30 | - | PP | QQ | 78.00% | - | Wqvij | - | - | - | 2.15% | - | - |
| G | GKG | 26.500 | 5.30 | - | SS- | RR- | 30.00% | - | Rqouypkf | 3aZn | - | 725 | 3cQk+665 | - | 82.50000 |
Tranche Comments
H: First Pay: 2021-07-15; Redemption: 2021-12-02;
T: First Pay: 2021-07-15; Redemption: 2021-12-02;
O1: First Pay: 2021-07-15; Redemption: 2021-12-02;
H2: First Pay: 2021-07-15; Redemption: 2021-12-02;
O: First Pay: 2021-07-15; Redemption: 2021-12-02;
N: First Pay: 2021-07-15; Redemption: 2021-12-02;
G: First Pay: 2021-07-15; Redemption: 2021-12-02;
C: First Pay: 2021-07-15; Redemption: 2021-12-02;
Avmbke: First Pay: 2021-07-15; Redemption: 2021-12-02;
Deal Comments
Bwz-Axoo Rftcwgk 1.00
Risk Retention
Net Vhqhetr aqwtqet ww nwmqfn lawe GU Aatn Atwtqwawq rwftt xah h xtrwanhf twraq ht Hraeaqhwwr
Pricing Speed
20% MFQ / 0 MQQ
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MGJ | 5.700 | - | - | TTT | FFF | - | - | Uvdrmurc | 3jDj | 35-40 | 35 | 3oSl+35 | - | - |
| M-2 | IVR | 83.000 | - | - | LL | VV | - | - | Eyjbk | - | - | - | - | - | - |
| P | WWE | 49.000 | - | - | EEE | RRR- | - | - | Ypbrcdiw | 3zEv | 300-315 | 315 | 3pRm+315 | - | - |
| T | ZDL | 47.000 | - | - | AA- | YY- | - | - | Rjwhsljm | 3bVw | 560-575 | 550 | 3zFq+509 | - | - |
| Mor | PHC | 24.450 | - | - | HW | UA | - | - | - | - | - | - | - | - | - |
| Y-1 | CUJ | 31.200 | - | - | EE | PP | - | - | Ulbrdikc | 3kMh | 155-165 | 165 | 3bWq+165 | - | - |
| B | NPQ | 4.000 | - | - | W- | W- | - | - | Umedyspy | 3hYr | - | 850 | 3dFm+790 | - | - |
| P | ICX | 87.000 | - | - | E | Z | - | - | Mmpcsenq | 3fHd | 200-210 | 210 | 3jDw+210 | - | - |
| U | CLW | 201.000 | - | - | DDD | YYY | - | - | Pmqwujkx | 3xNl | 92 | 92 | 3zLg+92 | - | - |
Tranche Comments
L: Redemption: 2022-01-15;
U: First Pay: 2020-10-15; Redemption: 2022-01-15;
Y-1: First Pay: 2020-10-15; Redemption: 2022-01-15;
M-2: First Pay: 2020-10-15; Redemption: 2022-01-15;
P: First Pay: 2020-10-15; Redemption: 2022-01-15;
P: First Pay: 2020-10-15; Redemption: 2022-01-15;
T: First Pay: 2020-10-15; Redemption: 2022-01-15;
B: First Pay: 2020-10-15; Redemption: 2022-01-15;
Mor: First Pay: 2020-10-15; Redemption: 2022-01-15;
Deal Comments
Vzb-Nkaa Rahuziw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date