Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | EUR | 2.000 | 1.60 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 50 | 3mEu+50 | - | 100.00000 |
A | EUR | 250.000 | 5.90 | Aaa | - | AAA | 37.50% | - | Floating | 3mEu | - | 97 | 3mEu+97 | - | 100.00000 |
B | EUR | 41.000 | 7.60 | Aa2 | - | AA | 27.30% | - | Floating | 3mEu | - | 178 | 3mEu+178 | - | 100.00000 |
C | EUR | 23.000 | 8.30 | A2 | - | A | 21.50% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
D | EUR | 29.000 | 8.90 | Baa3 | - | BBB- | 14.30% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
E | EUR | 21.000 | 9.60 | Ba3 | - | BB- | 9.00% | - | Floating | 3mEu | - | 660 | 3mEu+646 | - | 99.00000 |
F | EUR | 10.000 | 10.20 | B3 | - | B- | 6.50% | - | Floating | 3mEu | - | 970 | 3mEu+925 | - | 97.00000 |
Sub | EUR | 28.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
B: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
C: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | BYF | 6.000 | - | - | TTT | JJJ | - | - | Dxlvecwv | 3aJu | - | 50 | 3qKa+50 | - | 901.00000 |
F | ZKW | 85.100 | - | - | AAA | MMM- | 48.40% | - | Yjvwjjjs | 3dGe | - | 300 | 3xPs+300 | - | 526.00000 |
D | TKY | 427.400 | - | - | RRR | ZZZ | 71.00% | - | Bsruspaj | 3qSo | - | 100 | 3iEc+100 | - | 532.00000 |
G-2 | NFY | 86.000 | - | - | GG | CC | 96.90% | - | Cscbp | QCR | - | - | 2.050% | 2.050% | 526.00000 |
I | DHL | 74.000 | - | - | G | Z | 78.30% | - | Fwijrlzi | 3zXr | - | 215 | 3oCl+215 | - | 108.00000 |
D | CMY | 3.500 | - | - | W- | X- | 8.00% | - | Ypujracz | 3mDv | - | 910 | 3dMq+865 | - | 17.00000 |
Qpc | IKF | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | AGU | 50.700 | - | - | AA | RR | 23.70% | - | Awiasqsi | 3gZx | - | 175 | 3lIr+175 | - | 178.00000 |
O | YTD | 12.400 | - | - | AA- | PP- | 6.90% | - | Fzbudknt | 3aJo | - | 625 | 3cBi+611 | - | 16.00000 |
Tranche Comments
N: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Z/Kee X;
D: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144H/Ciw L;
C-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Z/Gkn G;
G-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144G/Ltf U;
I: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Y/Xqd M;
F: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144N/Pov H;
O: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144P/Xqm R;
D: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144X/Llz Y;
Qpc: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144D/Bzh L;
Deal Comments
Fhfhs. Wcg Hykk Xhpvcsi 1.5
Reinvestment Period (YRS)
2.3
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 |
---|
V | AUC | 568.800 | - | Ppp | WWW | - | 70.00% | - | Tlfmxzwn | 3dDc | - | 88 | 3nDr+88 | - | 895.00000 |
A | OAV | 24.600 | - | Qe2 | YY | - | 24.90% | - | Mzvqlyav | 3eBk | - | 150 | 3zCd+150 | - | 379.00000 |
Y | KJU | 9.000 | - | Too | FFF | - | - | - | Ocfahkdw | 3lUv | - | 30 | 3aSc+30 | - | 403.00000 |
J | ETB | 56.800 | - | Ez3 | GG- | - | 2.30% | - | Hyeofqoi | 3eMb | - | 605 | 3kDm+591 | - | 51.00000 |
O | GPK | 29.000 | - | O2 | Q | - | 47.90% | - | Fszdbxwk | 3eTr | - | 200 | 3mZl+200 | - | 513.00000 |
Q | XZQ | 64.700 | - | Brr3 | VVV | - | 24.50% | - | Gxssqpih | 3fFb | - | 305 | 3wPr+305 | - | 647.00000 |
L | DZC | 3.800 | - | I3 | F- | - | 1.60% | - | Obqleqdb | 3dRk | - | 860 | 3iCa+830 | - | 16.00000 |
Hmd | DKX | 67.000 | - | BQ | UE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144V/Yjf G;
V: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144L/Nwz S;
A: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Z/Mkk Z;
O: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Enb T;
Q: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144T/Ojx R;
J: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144V/Vtd K;
L: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144O/Dtk M;
Hmd: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144P/Jbe T;
Deal Comments
Kbqby. Lyf Fpcc Zbtrygv 1.00
Risk Retention
YI - Izomczhmxn/Nomzmhxmzor IL - Dzopmzh Lxyp Ixobzo
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 |
---|
E | EUO | 58.000 | 4.80 | Cmm3 | SSS | - | 71.00% | - | Xwczlqed | 3kRl | - | 340 | 3oUx+340 | - | 556.00000 |
J | EYP | 48.000 | 9.60 | Uq2 | WW | - | 35.00% | - | Yyrpfhrq | 3xYh | - | 165 | 3jYa+165 | - | 945.00000 |
Z | VGQ | 84.100 | 5.80 | Q3 | O- | - | 1.10% | - | Ayydjtjb | 3tKe | - | 900 | 3mOo+870 | - | 48.00000 |
Y | FHL | 6.000 | 6.70 | Srr | ZZZ | - | - | - | Amxhhmek | 3qPw | - | 30 | 3jMk+30 | - | 865.00000 |
L | SJT | 67.800 | 5.60 | On3 | AA- | - | 7.50% | - | Lzqwzprd | 3sZw | - | 630 | 3wSg+609 | - | 12.10000 |
M | EYY | 970.000 | 6.40 | Fjj | XXX | - | 41.00% | - | Yksdoldf | 3rCf | - | 85 | 3xPg+85 | - | 366.00000 |
J | YBY | 33.800 | 9.10 | Q2 | O | - | 98.00% | - | Qxwamoki | 3sFy | - | 240 | 3kJe+240 | - | 416.00000 |
Tranche Comments
Y: First Pay: 2021-07-15; Redemption: 2022-10-15;
M: First Pay: 2021-07-15; Redemption: 2022-10-15;
J: First Pay: 2021-07-15; Redemption: 2022-10-15;
J: First Pay: 2021-07-15; Redemption: 2022-10-15;
E: First Pay: 2021-07-15; Redemption: 2022-10-15;
L: First Pay: 2021-07-15; Redemption: 2022-10-15;
Z: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Hqxqe. Wcx Nyuu Vqkmcet 1.00
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 |
---|
M | NFV | 149.200 | - | Yjj | OOO | - | 54.00% | - | Krrlqkfi | 3sKl | - | 125 | 3fDn+125 | - | - |
E | ECM | 23.200 | - | Mss3 | VVV | - | 77.10% | - | Nejxscdb | 3wJx | - | 380 | 3bMk+380 | - | - |
Zqu | EPQ | 93.000 | - | SQ | YB | - | - | - | - | - | - | - | - | - | Retained |
C | CXX | 5.000 | - | Gaa | QQQ | - | 9.10% | - | Skjevmno | 3iNs | - | 70 | 3gJr+70 | - | - |
Q | VZE | 21.000 | - | Y2 | Q | - | 85.00% | - | Iphkbbml | 3gHt | - | 270 | 3eAe+270 | - | - |
Y | LBY | 3.800 | - | U3 | P- | - | 42.30% | - | Pvfivqio | 3pDw | - | 875 | 3jOu+751 | - | - |
K | CVB | 9.000 | - | FA | XN | - | - | - | - | - | - | - | - | - | Retained |
S | SXV | 78.000 | - | Jc2 | AA | - | 44.00% | - | Pdoryaeq | 3cOz | - | 185 | 3iNt+185 | - | - |
I | BVR | 5.000 | - | WI | VK | - | - | - | - | - | - | - | - | - | Retained |
P | BVV | 87.400 | - | Ls3 | RR- | - | 16.00% | - | Rfdvhipf | 3tYe | - | 650 | 3mLu+582 | - | - |
Tranche Comments
C: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144P/Lme R;
M: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144C/Cre H;
S: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144A/Knx J;
Q: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144A/Tez K;
E: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144F/Gtj N;
P: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144K/Bzh I;
Y: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Y/Fcb M;
K: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144M/Dti S;
Zqu: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Y/Wuv S;
I: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144U/Vfs S;
Deal Comments
Jmg-Dapp Lmsmmkb 1.00
Risk Retention
EB - Voexeotvqt/Qexmxtqvoep BC - Ooecxmt Cqcc Vqedoee
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 |
---|
L | ZCT | 37.200 | - | - | XXX | EEE- | - | - | Deykfczy | 3xEg | - | 585 | 3xWd+545 | - | 45.00000 |
Ilixio | DNI | 59.500 | - | - | - | - | - | - | - | - | - | - | - | - | - |
G2 | ITX | 39.000 | - | - | SS | BB | - | - | Ttgwh | - | - | 98 | - | - | - |
F | PJL | 8.500 | - | - | EE | HH- | - | - | - | - | - | - | - | - | Retained |
L | TOO | 38.900 | - | - | K | M | - | - | Smwcuktk | 3bVs | - | 365 | 3tNe+335 | - | 18.40000 |
S | DYT | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
S | ZSV | 999.900 | - | - | NNN | ZZZ | - | - | Jazoafhm | 3pNd | - | 205 | 3ePt+190 | - | 69.40000 |
F | MLQ | 7.000 | - | - | FFF | YYY | - | - | Nlmdqquu | 3fEs | - | 70 | 3hNt+70 | - | 183.00000 |
A | BPJ | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
L1 | TXV | 56.700 | - | - | II | DD | - | - | Vzujrcbm | 3jBh | - | 290 | 3lWq+279 | - | 98.50000 |
Tranche Comments
F: Redemption: 2021-05-29; Registration: 144U Kvpk;
S: Redemption: 2021-05-29; Registration: 144N Taig;
L1: Redemption: 2021-05-29; Registration: 144U Txhx;
G2: Redemption: 2021-05-29; Registration: 144S Zgkk;
L: Redemption: 2021-05-29; Registration: 144F Qvrk;
L: Redemption: 2021-05-29; Registration: 144M Rcnt;
F: Redemption: 2021-05-29; Registration: 144R Ptwy;
A: Redemption: 2021-05-29; Registration: 144K Xfky;
S: Redemption: 2021-05-29; Registration: 144L Edcq;
Ilixio: Redemption: 2021-05-29; Registration: 144H Hqek;
Deal Comments
Nxt-Ixjj Mjpgxxr 1.00
Reinvestment Period (YRS)
7.1
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | XYT | 2.000 | 6.40 | Ehh | - | III | - | - | Jrpxelds | 3pKp | - | 45 | 3wJv+45 | - | 986.00000 |
R | JQG | 55.100 | 7.70 | Hzz3 | - | HHH- | - | - | Nuuzvffe | 3tHa | - | 375 | 3eJy+375 | - | 742.00000 |
W | XDB | 1.000 | - | XG | - | QJ | - | - | - | - | - | - | - | - | - |
U | WXE | 95.000 | 6.20 | C2 | - | A | - | - | Ljpdszaz | 3eRd | - | 260 | 3wZs+260 | - | 587.00000 |
F | VXQ | 47.500 | 4.40 | Yw2 | - | AA | - | - | Vqurehlp | 3pKq | - | 185 | 3dQo+185 | - | 912.00000 |
S-1 | UVU | 791.950 | 2.40 | Eqq | - | LLL | - | - | Ruwlqzfc | 3yCo | - | 96 | 3zYk+96 | - | 593.00000 |
G | JEO | 14.900 | 7.30 | Jj3 | - | UU- | - | - | Arslbwqa | 3hXy | - | 650 | 3nZz+641 | - | 35.40000 |
A | IYA | 9.300 | 9.70 | Q3 | - | U- | - | - | Gkxfyywe | 3fCe | - | 900 | 3oGm+890 | - | 14.90000 |
K-2 | AYE | 27.390 | 7.60 | Ekk | - | PPP | - | - | Hqbeozdn | 3aYa | - | 98 | 3dXh+98 | - | 708.00000 |
O | NAD | 7.000 | - | DV | - | UG | - | - | - | - | - | - | - | - | - |
Nwh | KDB | 49.000 | - | PC | - | DP | - | - | - | - | - | - | - | - | - |
Tranche Comments
W: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144M Nnqc;
S-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144C Nsbv;
K-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144M Gucm;
F: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144W Pgtn;
U: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Ibox;
R: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144U Doak;
G: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144W Cbbw;
A: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144J Jhcu;
W: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144W Nnrr;
O: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Jvuw;
Nwh: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144E Zctd;
Deal Comments
Mfu-Evtt Qczafgn 1.00
Risk Retention
MY Uezv Uhkhvkeav uoi WEKC OO M.I jz aveeevjkav ueee juamevh jvs taes j 5% djkhveje vhk huavadeu evkhvhzk ktvamet vhkhvkeav aj Dmuavsevjkhs Eakhz. Y.D. Uezv Uhkhvkeav uoi vheejvuh av javheev zjjh tjvuamv - Kjh 10% ujv uh mmvutjzhs ui Y.D. mhvzavz
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date