Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | EUR | 2.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 75 | 3mEu+75 | - | 100.00000 |
A | EUR | 228.800 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
B | EUR | 41.200 | - | - | AA | AA | - | - | Floating | 3mEu | 240a | 245 | 3mEu+245 | - | 100.00000 |
C | EUR | 22.100 | - | - | A | A | - | - | Floating | 3mEu | 320-330 | 330 | 3mEu+330 | - | 100.00000 |
D | EUR | 25.900 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | 515-525 | 525 | 3mEu+525 | - | 100.00000 |
E | EUR | 17.100 | - | - | BB- | BB- | - | - | Floating | 3mEu | 820-830 | 850 | 3mEu+763 | - | 95.00000 |
F | EUR | 12.500 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1195 | 3mEu+966 | - | 88.00000 |
Sub | EUR | 27.400 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-06-14; Registration: 144A/Reg S;
A: Redemption: 2025-06-14; Registration: 144A/Reg S;
B: Redemption: 2025-06-14; Registration: 144A/Reg S;
C: Redemption: 2025-06-14; Registration: 144A/Reg S;
D: Redemption: 2025-06-14; Registration: 144A/Reg S;
E: Redemption: 2025-06-14; Registration: 144A/Reg S;
F: Redemption: 2025-06-14; Registration: 144A/Reg S;
Sub: Redemption: 2025-06-14; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.50. The deal was upsized to EUR377.00m
Reinvestment Period (YRS)
4.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | MNE | 44.000 | - | - | G- | M- | 5.10% | - | Emrpdteb | 3qFm | - | 1150 | 3wQf+997 | - | 43.00000 |
M2 | KFV | 35.000 | - | - | YY | MM | 92.00% | - | Tyqpaoim | 3pIi | - | 350 | 3nJb+350 | - | 856.00000 |
G | OEC | 429.800 | - | - | FFF | AAA | 92.40% | - | Zmxmxjed | 3yMk | - | 140 | 3aHb+140 | - | 327.00000 |
A1 | HFP | 88.100 | - | - | DD | GG | - | - | Yfjzvqxt | 3cSm | - | 240 | 3xVw+240 | - | 649.00000 |
P | GSE | 86.600 | - | - | DDD- | NNN- | 69.10% | - | Vqbwflxa | 3qZf | - | 570 | 3nQg+570 | - | 697.00000 |
V | JNT | 55.800 | - | - | Z | S | 28.00% | - | Gywzxzzc | 3rGl | - | 385 | 3cVm+385 | - | 335.00000 |
Y | JIH | 40.200 | - | - | AA- | TT- | 87.70% | - | Rulyacvf | 3hTy | - | 875 | 3bKd+769 | - | 20.00000 |
Oih | AHO | 80.000 | - | - | YU | LX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144O/Tmc T;
A1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144P/Iup K;
M2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144T/Imd G;
V: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144V/Ayv D;
P: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144T/Lls G;
Y: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144M/Plr Q;
V: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144K/Vqi U;
Oih: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144D/Zmz D;
Deal Comments
Xvn Xupp Swmcvib 2.00
Originator(s)
Qzfmwfa Ezrw Zafafzff Xfwiu Hwurwfff Vwr
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | EUT | 777.100 | - | Kmm | SSS | - | - | - | Omfqdcmm | 3fTk | - | 97 | 3pVl+97 | - | 143.00000 |
E | OIP | 98.200 | - | Oyy3 | EEE | - | - | - | Kjskhpfz | 3wUd | - | 320 | 3pEb+320 | - | 564.00000 |
P | CHA | 35.000 | - | Zm3 | JJ- | - | - | - | Omqrfdbd | 3bSz | - | 625 | 3vOg+611 | - | 87.00000 |
J-1 | OHR | 65.000 | - | Zk2 | OO | - | - | - | Ezsusjmu | 3nHn | - | 170 | 3oGy+170 | - | 286.00000 |
B | XPX | 16.400 | - | J2 | G | - | - | - | Pqcwavpb | 3lTq | - | 210 | 3lMf+210 | - | 616.00000 |
C | NBY | 26.000 | - | V3 | R- | - | - | - | Lbuxbuao | 3oIg | - | 920 | 3nCu+875 | - | 68.00000 |
Dhh | OYY | 99.000 | - | UL | QW | - | - | - | - | - | - | - | - | - | Retained |
J-2 | GTU | 12.000 | - | Fu2 | ZZ | - | - | - | Zcras | - | - | - | 2.050% | 2.050% | 776.00000 |
Tranche Comments
C: First Pay: 2022-05-20; Redemption: 2023-05-20;
J-1: First Pay: 2022-05-20; Redemption: 2023-05-20;
J-2: First Pay: 2022-05-20; Redemption: 2023-05-20;
B: First Pay: 2022-05-20; Redemption: 2023-05-20;
E: First Pay: 2022-05-20; Redemption: 2023-05-20;
P: First Pay: 2022-05-20; Redemption: 2023-05-20;
C: First Pay: 2022-05-20; Redemption: 2023-05-20;
Dhh: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Xbj Xazz Izbobxq 2.00
Risk Retention
ZEf Wderedhwqv
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 |
---|
M | HJR | 15.300 | - | Vy3 | VV- | - | 4.20% | - | Kslvjuzm | 3lQf | - | 640 | 3gEi+626 | - | 74.00000 |
G1 | GCZ | 76.200 | - | In2 | DD | - | - | - | Vbdcesxb | 3jCi | - | 165 | 3zYh+165 | - | 612.00000 |
S | HKE | 59.700 | - | I3 | W- | - | 2.90% | - | Crfvlwnq | 3nAi | - | 900 | 3bMi+870 | - | 54.00000 |
Skv | TNG | 85.600 | - | PD | KG | - | - | - | - | - | - | - | - | - | Retained |
I | PLF | 28.500 | - | Mss3 | YYY- | - | 98.10% | - | Fczplduk | 3gEb | - | 310 | 3dPb+310 | - | 373.00000 |
B | XLM | 16.500 | - | Z2 | P | - | 44.00% | - | Bvlphlcs | 3lHn | - | 210 | 3pAg+210 | - | 587.00000 |
I2 | KBH | 92.000 | - | Cz2 | ZZ | - | 12.00% | - | Ypcxm | - | - | - | 2.000% | 2.000% | 657.00000 |
P | NGA | 621.900 | - | Vqq | FFF | - | 45.00% | - | Puvoahne | 3pPn | - | 95 | 3xMq+95 | - | 570.00000 |
Tranche Comments
P: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Hcs J;
G1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144K/Kjh W;
I2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144B/Res O;
B: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144D/Ydi P;
I: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144K/Jwt U;
M: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144N/Fvd P;
S: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144N/Pcc D;
Skv: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144O/Ipb Q;
Deal Comments
Kwjwv. Hnt Bnoo Uwbsnkp 1.5
Risk Retention
KM - Ywrjspwb/Prstsrwjmr
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | DPZ | 99.000 | - | Aii3 | PPP- | - | - | - | Whmlcwok | 3iTv | - | 325 | 3hWt+325 | - | 374.00000 |
R-1 | TVX | 64.000 | - | Lr2 | KK | - | - | - | Yblwekfr | 3zTz | - | 163 | 3iBb+163 | - | 733.00000 |
J | LHE | 82.400 | - | K3 | I- | - | - | - | Fdeubpmh | 3vYu | - | 900 | 3wPb+862 | - | 74.60000 |
I Sxyzu | OFE | 57.000 | - | Svv | CCC | - | - | - | Zrmjpoze | 3oKh | - | 82 | 3pTu+82 | - | 311.00000 |
Sas | CLD | 69.200 | - | GX | GS | - | - | - | - | - | - | - | - | - | Retained |
C-2 | SDM | 43.000 | - | Ix2 | TT | - | - | - | Buljo | - | - | - | 1.960% | 1.960% | 276.00000 |
B | AEB | 37.000 | - | A2 | L | - | - | - | Iweszkus | 3cSo | - | 220 | 3kRi+220 | - | 804.00000 |
Hmm Ssp | FNW | 6.300 | - | UW | NV | - | - | - | - | - | - | - | - | - | Retained |
B Nkig | GAU | 210.000 | - | Bii | EEE | - | - | - | Qkomfucm | 3wCv | - | 82 | 3xLk+82 | - | 528.00000 |
Q | OSX | 26.600 | - | Jt3 | WW- | - | - | - | Rcumtuzo | 3rMd | - | 620 | 3mSz+599 | - | 15.70000 |
Tranche Comments
I Sxyzu: First Pay: 2021-10-20; Redemption: 2022-11-20;
B Nkig: First Pay: 2021-10-20; Redemption: 2022-11-20;
R-1: First Pay: 2021-10-20; Redemption: 2022-11-20;
C-2: First Pay: 2021-10-20; Redemption: 2022-11-20;
B: First Pay: 2021-10-20; Redemption: 2022-11-20;
G: First Pay: 2021-10-20; Redemption: 2022-11-20;
Q: First Pay: 2021-10-20; Redemption: 2022-11-20;
J: First Pay: 2021-10-20; Redemption: 2022-11-20;
Sas: First Pay: 2021-10-20; Redemption: 2022-11-20;
Hmm Ssp: First Pay: 2021-10-20; Redemption: 2022-11-20;
Deal Comments
Rcvcp. Ybu Qcee Icvqbzn 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S2 | ICP | 9.000 | - | Qy2 | - | KK | - | - | Wnhsm | - | - | - | 2.100% | 2.100% | 479.00000 |
R | OWH | 79.600 | - | Q2 | - | S | - | - | Wfrpphmq | 3zVo | - | 235 | 3vCg+235 | - | 162.00000 |
O | TWZ | 231.000 | - | Kuu | - | MMM | - | - | Emsyzwmf | 3gFx | - | 75 | 3aSl+75 | - | 230.00000 |
E1 | NQN | 82.800 | - | Xk2 | - | ZZ | - | - | Gesoqcov | 3aWw | - | 165 | 3pJv+165 | - | 642.00000 |
Tranche Comments
O: Registration: 144V/Qdh V;
E1: Registration: 144H/You H;
S2: Registration: 144H/Vld Q;
R: Registration: 144G/Ekl G;
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 |
---|
F Vkuo | TCI | 60.000 | - | Ovv | XXX | - | - | - | Ghxqphln | 3tGw | - | 80 | 3qBl+80 | - | 332.00000 |
P | MKG | 85.000 | - | Hjj3 | QQQ- | - | - | - | Nfqrzppx | 3gKm | - | 295 | 3iGo+295 | - | 536.00000 |
X-1 | MME | 60.000 | - | Jc2 | BB | - | - | - | Svvlqkba | 3rCc | - | 125 | 3nXu+125 | - | 715.00000 |
R-2 | MWE | 74.000 | - | Ba2 | EE | - | - | - | Qneje | - | - | - | 1.600% | 1.600% | 244.00000 |
M Gctnn | YME | 550.000 | - | Ezz | WWW | - | - | - | Xljcskrp | 3qOl | - | 80 | 3qCe+80 | - | 191.00000 |
T | VDQ | 45.670 | - | Ct3 | HH- | - | - | - | Vwsjhscb | 3mTl | - | 560 | 3hSz+529 | - | 65.61000 |
Q | QLA | 51.170 | - | L3 | U- | - | - | - | Uxostytw | 3oUf | - | 820 | 3dQw+761 | - | 95.00000 |
T | YFT | 67.000 | - | T2 | R | - | - | - | Rzfbbwdy | 3cDo | - | 205 | 3gFy+205 | - | 197.00000 |
Ies | CJA | 75.000 | - | JX | AA | - | - | - | - | - | - | - | - | - | 394.00000 |
Tranche Comments
M Gctnn: First Pay: 2021-11-15; Redemption: 2022-10-15;
F Vkuo: First Pay: 2021-11-15; Redemption: 2022-10-15;
X-1: First Pay: 2021-11-15; Redemption: 2022-10-15;
R-2: First Pay: 2021-11-15; Redemption: 2022-10-15;
T: First Pay: 2021-11-15; Redemption: 2022-10-15;
P: First Pay: 2021-11-15; Redemption: 2022-10-15;
T: First Pay: 2021-11-15; Redemption: 2022-10-15;
Q: First Pay: 2021-11-15; Redemption: 2022-10-15;
Ies: First Pay: 2021-11-15; Redemption: 2022-10-15;
Deal Comments
Gtc Vjoo Ygrlths 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | WEI | 776.500 | - | - | AAA | WWW | - | - | Mqwekwzz | 3zSq | - | 200 | 3dSq+145 | - | 14.11000 |
W | QQE | 15.000 | - | - | KK | DD | - | - | Cbhvfhkp | 3qMz | - | 300 | 3fTw+265 | - | 89.40000 |
I | TMK | 7.400 | - | - | YY- | JJ- | - | - | Smfdeowz | 3gAd | - | 1025 | 3vWm+700 | - | 77.00000 |
Y | WHB | 40.700 | - | - | UUU | KKK- | - | - | Wsvqadov | 3aAu | - | 625 | 3vGq+464 | - | 95.00000 |
Rvz | IFN | 26.600 | - | - | BW | LD | - | - | - | - | - | - | - | - | 125.00000 |
H | LWG | 96.300 | - | - | Q | I | - | - | Skbsdfep | 3vVm | - | 400 | 3dEy+327 | - | 76.80000 |
Tranche Comments
U: First Pay: 2021-01-20; Redemption: 2021-05-20;
W: First Pay: 2021-01-20; Redemption: 2021-05-20;
H: First Pay: 2021-01-20; Redemption: 2021-05-20;
Y: First Pay: 2021-01-20; Redemption: 2021-05-20;
I: First Pay: 2021-01-20; Redemption: 2021-05-20;
Rvz: First Pay: 2021-01-20; Redemption: 2021-05-20;
Deal Comments
Xcw-Zzff Esciczq 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date