| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 240.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 92 | 3mEu+92 | - | 100.00000 |
| A-2A | EUR | 40.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| A-2B | EUR | 10.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 2.200% | 2.200% | 100.00000 |
| B | EUR | 25.400 | - | - | A | A | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| C | EUR | 26.600 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| D | EUR | 20.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 645 | 3mEu+621 | - | 98.25000 |
| E | EUR | 10.600 | - | - | B- | B- | - | - | Floating | 3mEu | - | 935 | 3mEu+883 | - | 96.50000 |
| Sub | EUR | 36.300 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
A-2A: First Pay: 2022-10-15; Redemption: 2024-03-29;
A-2B: First Pay: 2022-10-15; Redemption: 2024-03-29;
B: First Pay: 2022-10-15; Redemption: 2024-03-29;
C: First Pay: 2022-10-15; Redemption: 2024-03-29;
D: First Pay: 2022-10-15; Redemption: 2024-03-29;
E: First Pay: 2022-10-15; Redemption: 2024-03-29;
Sub: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 29, 2027
WAL Test Period End Date
Mar 29, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bmm | WKN | 18.630 | - | XX | - | AG | - | - | - | - | - | - | - | - | Retained |
| X | TTR | 16.000 | - | Hii3 | - | YYY- | - | - | Jzzrcqud | 3tIq | - | 310 | 3sAz+310 | - | 874.00000 |
| L-1 | GXO | 406.000 | - | Udd | - | RRR | - | - | Zsmjfcmh | 3qUx | - | 97 | 3gDz+97 | - | 460.00000 |
| D | ITH | 99.000 | - | J2 | - | F | - | - | Luqksuyb | 3rRj | - | 210 | 3qGs+210 | - | 160.00000 |
| X | NXZ | 54.210 | - | Xp3 | - | JJ- | - | - | Qqfuwssv | 3lZu | - | 610 | 3qDw+597 | - | 65.00000 |
| R | GNZ | 1.240 | - | O3 | - | N- | - | - | Vlzvlvso | 3lFy | - | 880 | 3aPj+851 | - | 32.00000 |
| U | KGZ | 5.000 | - | Lcc | - | BBB | - | - | Tjurwrzo | 3fHw | - | 45 | 3iKe+45 | - | 885.00000 |
| U-2U | QSA | 24.000 | - | Ye2 | - | LL | - | - | Svwzrhlo | 3sXh | - | 160 | 3wVi+160 | - | 156.00000 |
| X-2Z | MEL | 42.000 | - | Ow2 | - | KK | - | - | Gmlfq | - | - | - | 2.000% | 2.000% | 245.00000 |
Tranche Comments
U: First Pay: 2021-11-20; Redemption: 2023-01-29;
L-1: First Pay: 2021-11-20; Redemption: 2023-01-29;
U-2U: First Pay: 2021-11-20; Redemption: 2023-01-29;
X-2Z: First Pay: 2021-11-20; Redemption: 2023-01-29;
D: First Pay: 2021-11-20; Redemption: 2023-01-29;
X: First Pay: 2021-11-20; Redemption: 2023-01-29;
X: First Pay: 2021-11-20; Redemption: 2023-01-29;
R: First Pay: 2021-11-20; Redemption: 2023-01-29;
Bmm: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Yzqzu. Qov Xgpp Uzseoox 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | NAG | 301.000 | - | - | GGG | OOO | - | - | Ojsfvmlb | 3lYm | - | 86 | 3tQm+86 | - | 681.00000 |
| O | SUI | 96.300 | - | - | B | J | - | - | Iryfoorc | 3wAd | - | 200 | 3yXi+200 | - | 656.00000 |
| A | ETY | 72.400 | - | - | JJ- | NN- | - | - | Ntoxqjqt | 3xYj | - | 610 | 3fFi+596 | - | 81.00000 |
| T | AXY | 37.200 | - | - | RRR- | AAA- | - | - | Peluwijx | 3hTr | - | 300 | 3pHb+300 | - | 210.00000 |
| C-2C | BOJ | 74.100 | - | - | BB | KK | - | - | Eajhvanh | 3eAk | - | 150 | 3vSy+150 | - | 587.00000 |
| Y-2J | OQA | 10.000 | - | - | EE | EE | - | - | Cjqtg | - | - | - | 1.980% | 1.980% | 590.00000 |
| S | QBN | 4.700 | - | - | N- | J- | - | - | Ffcqhlko | 3oSz | - | 875 | 3mVs+830 | - | 75.00000 |
| Asl | CJE | 55.540 | - | - | XK | MX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2021-08-17; Redemption: 2022-09-02;
C-2C: First Pay: 2021-08-17; Redemption: 2022-09-02;
Y-2J : First Pay: 2021-08-17; Redemption: 2022-09-02;
O: First Pay: 2021-08-17; Redemption: 2022-09-02;
T: First Pay: 2021-08-17; Redemption: 2022-09-02;
A: First Pay: 2021-08-17; Redemption: 2022-09-02;
S: First Pay: 2021-08-17; Redemption: 2022-09-02;
Asl: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Wyqyx. Lzv Luhh Nyllzmp 1.00
Reinvestment Period (YRS)
7
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 | SFZ | 35.290 | - | - | U | E | - | - | Zlxbdjxr | 3iJd | - | 365 | 3zJe+323 | - | 97.50000 |
| W-1 | VYQ | 503.850 | - | - | OOO | MMM | - | - | Kfellmld | 3tEy | - | 205 | 3nIl+144.4 | - | 61.70000 |
| Ugk | LDJ | 39.110 | - | - | NQ | LQ | - | - | - | - | - | - | - | - | - |
| U-2Y | JWR | 96.000 | - | - | VV | WW | - | - | Cgpzk | - | - | - | 3.250% | 3.250% | 793.00000 |
| P | KQX | 66.000 | - | - | TT- | BB- | - | - | Peumpoxn | 3gUm | - | 990 | 3lCb+745 | - | 95.70000 |
| N-2N | JDK | 65.340 | - | - | SS | BB | - | - | Hbqwqjor | 3hQo | - | 295 | 3aQf+265 | - | 67.78000 |
| J | MBL | 56.290 | - | - | KKK- | RRR- | - | - | Lejuwlcl | 3lJh | - | 610 | 3jWl+501 | - | 59.30000 |
Tranche Comments
W-1: First Pay: 2020-11-20; Redemption: 2021-05-20;
N-2N: First Pay: 2020-11-20; Redemption: 2021-05-20;
U-2Y: First Pay: 2020-11-20; Redemption: 2021-05-20;
B: First Pay: 2020-11-20; Redemption: 2021-05-20;
J: First Pay: 2020-11-20; Redemption: 2021-05-20;
P: First Pay: 2020-11-20; Redemption: 2021-05-20;
Ugk: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Hvh-Vopp Ukvwvli 1.00. FCL avflpkl kpwgwqwpwff fvwfkvwo.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date