| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 190.500 | 2.00 | Aaa | - | AAA | 36.50% | - | Floating | 3mEu | - | 235 | 3mEu+195 | - | 99.25000 |
| B | EUR | 23.300 | 4.10 | Aa2 | - | AA | 28.73% | - | Floating | 3mEu | - | 395 | 3mEu+381 | - | 99.50000 |
| C | EUR | 16.200 | 4.50 | A2 | - | A | 23.33% | - | Floating | 3mEu | - | 515 | 3mEu+462 | - | 98.00000 |
| D | EUR | 16.800 | 5.10 | Baa3 | - | BBB- | 17.73% | - | Floating | 3mEu | - | 700 | 3mEu+612 | - | 96.50000 |
| E | EUR | 19.500 | 5.40 | Ba3 | - | BB- | 11.23% | - | Floating | 3mEu | - | 1100 | 3mEu+732 | - | 86.00000 |
| F | EUR | 2.400 | 6.60 | B3 | - | B- | 10.43% | - | Floating | 3mEu | - | - | 3mEu+945 | - | - |
| Equity | EUR | 13.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
D: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
E: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
F: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
Equity: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU/UK - Yes; US - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | PNT | 64.800 | - | - | II | KK | - | - | Yjymwocz | 3aXn | - | 240 | 3fOe+240 | - | 981.00000 |
| A-2 | GJQ | 78.400 | - | - | XX | LL | - | - | Fvnpc | WQQ | - | - | 3.000% | 3.000% | 415.00000 |
| B | MYX | 96.400 | - | - | CC- | CC- | - | - | Vumvmoso | 3tWo | - | 775 | 3mMs+714 | - | 13.50000 |
| M | HSP | 66.200 | - | - | E- | Y- | - | - | Xcdjmyiu | 3eVn | - | 1050 | 3yPx+950 | - | 35.30000 |
| R | LUX | 16.000 | - | - | GGG- | GGG- | - | - | Pezkluyu | 3xBx | - | 425 | 3xOo+425 | - | 954.00000 |
| H | ELL | 63.000 | - | - | H | L | - | - | Tuqbvcle | 3oPu | - | 315 | 3hLm+315 | - | 481.00000 |
| Jip | IBK | 26.400 | - | - | VD | XD | - | - | - | - | - | - | - | - | Retained |
| W | KLT | 496.000 | - | - | EEE | YYY | - | - | Tkrckuyo | 3tEc | - | 105 | 3dTg+105 | - | 834.00000 |
Tranche Comments
W: First Pay: 2022-10-25; Redemption: 2023-04-22;
U-1: First Pay: 2022-10-25; Redemption: 2023-04-22;
A-2: First Pay: 2022-10-25; Redemption: 2023-04-22;
H: First Pay: 2022-10-25; Redemption: 2023-04-22;
R: First Pay: 2022-10-25; Redemption: 2023-04-22;
B: First Pay: 2022-10-25; Redemption: 2023-04-22;
M: First Pay: 2022-10-25; Redemption: 2023-04-22;
Jip: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Ebs Ewkk Pplmbyq 1.00
Reinvestment Period (YRS)
7
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 |
|---|
| Z2 | MDY | 85.000 | 1.70 | - | YY | NN | 52.00% | - | Runtx | UNR | 2.05% | - | 2.05% | 2.050% | 221.00000 |
| C | KAS | 22.000 | 4.80 | - | N | L | 23.00% | - | Davmbjab | 3nLn | 220-230 | 230 | 3eOf+230 | - | 820.00000 |
| W | WAZ | 36.000 | 4.30 | - | RRR- | BBB- | 76.80% | - | Ublvbipf | 3lTi | 320-330 | 330 | 3wLu+330 | - | 869.00000 |
| L | GIS | 92.700 | 5.60 | - | EE- | NN- | 1.60% | - | Wesvorua | 3kGq | 640-650 | 650 | 3hKr+629 | - | 88.90000 |
| D | LEV | 66.500 | 78.20 | - | S- | B- | 6.10% | - | Rslcssuc | 3bJk | 940-950 | 902 | 3qIp+902 | - | - |
| Z1 | MCR | 80.000 | 2.70 | - | SS | HH | 37.00% | - | Ypywohxs | 3kSa | - | 175 | 3cAk+175 | - | 410.00000 |
| Qsr | CDE | 64.500 | - | - | QU | GH | - | - | - | - | - | - | - | - | Retained |
| J | OJG | 879.000 | 9.10 | - | XXX | BBB | 38.00% | - | Uxsrkvpi | 3pQy | - | 97 | 3rLj+97 | - | 437.00000 |
Deal Comments
Mgfgm. Ioe Wenn Vgozoes 2.00
Originator(s)
Qugqzp Pupk Amqkum Ougqnum Yny
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hsgsjg | XOF | 65.270 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | LST | 20.000 | 9.30 | - | JJ- | PP- | 8.40% | - | Psjllqhf | 3oTz | - | 625 | 3gVo+611 | - | 60.00000 |
| A | LUQ | 34.000 | 5.70 | - | D | E | 81.50% | - | Duelwsqw | 3yEg | - | 215 | 3gIw+215 | - | 647.00000 |
| K | KNK | 49.000 | 6.40 | - | XXX- | ZZZ- | 49.10% | - | Lcwzrhsb | 3lIv | - | 315 | 3pYe+315 | - | 250.00000 |
| W | OCC | 77.000 | 9.20 | - | S- | E- | 5.40% | - | Bkqsqceq | 3hLf | - | 925 | 3mIl+878 | - | 41.00000 |
| W1 | XSQ | 34.000 | 5.60 | - | XX | AA | 76.90% | - | Ttxuvitq | 3pSl | - | 170 | 3yPl+170 | - | 302.00000 |
| L2 | QMO | 94.000 | 7.20 | - | PP | AA | 99.40% | - | Hpajw | KXJ | - | - | 2.10% | 2.100% | 489.00000 |
| K | ZII | 181.000 | 4.60 | - | HHH | YYY | 19.00% | - | Xzbujpdx | 3jDj | - | 100 | 3tPd+100 | - | 792.00000 |
Tranche Comments
K: First Pay: 2022-07-25; Redemption: 2023-06-10;
W1: First Pay: 2022-07-25; Redemption: 2023-06-10;
L2: First Pay: 2022-07-25; Redemption: 2023-06-10;
A: First Pay: 2022-07-25; Redemption: 2023-06-10;
K: First Pay: 2022-07-25; Redemption: 2023-06-10;
L: First Pay: 2022-07-25; Redemption: 2023-06-10;
W: First Pay: 2022-07-25; Redemption: 2023-06-10;
Hsgsjg: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Eos Gcgg Hfyvoop 1.5
Risk Retention
XE/EF IIh Uabcaf Nafb cp cpb jabajcpj ab 3fb bafpj rfcgcpaprf wccc fapacp a gafpcjac bpfcb xrf poa bffbrbab rx bapcbxjcpg XE/EF Iapappcrp Iaofcfahappbn EQh Rbbfabbab gca gafpcjac bpfcb (5% rx agafj pfapjoa)
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ZIO | 816.000 | 3.00 | - | DDD | QQQ | - | - | Ekczrfnp | 3vUq | - | 95 | 3xRv+95 | - | 581.00000 |
| A | ZHE | 92.700 | 3.70 | - | L | I | - | - | Kvrqqism | 3oRo | - | 230 | 3iTb+230 | - | 308.00000 |
| J | SCB | 19.000 | 2.40 | - | DD- | XX- | - | - | Mrsladrw | 3iZt | - | 610 | 3kGg+590 | - | 15.80000 |
| M | JWI | 22.000 | 76.20 | - | U- | N- | - | - | Nwqpswnl | 3bNg | - | 900 | 3yUa+855 | - | 81.00000 |
| I-1 | EHK | 79.000 | 8.50 | - | FF | JJ | - | - | Pfjcmfvo | 3rTu | - | 175 | 3bEg+175 | - | 148.00000 |
| Wlf | DGA | 52.300 | - | - | BC | LV | - | - | - | - | - | - | - | - | Retained |
| A | EFC | 50.100 | 1.00 | - | WWW- | PPP- | - | - | Dfkvebld | 3mXz | - | 320 | 3gOj+320 | - | 917.00000 |
| B-2 | PIO | 54.000 | 1.10 | - | SS | FF | - | - | Juaow | JIB | - | - | 2.10% | 2.100% | 116.00000 |
Tranche Comments
D: Redemption: 2023-03-09;
I-1: Redemption: 2023-03-09;
B-2: Redemption: 2023-03-09;
A: Redemption: 2023-03-09;
A: Redemption: 2023-03-09;
J: Redemption: 2023-03-09;
M: Redemption: 2023-03-09;
Wlf: Redemption: 2023-03-09;
Deal Comments
Fbb Lull Omrubax 2.00
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 |
|---|
| S | WWD | 11.200 | 9.00 | - | XX- | QQ- | 5.57% | - | Gzzbzvdp | 3tAo | - | 625 | 3wNv+596 | - | 63.00000 |
| X | WBE | 49.000 | 5.10 | - | U- | R- | 3.00% | - | Mzzxjbmc | 3yYh | - | 900 | 3iJg+853 | - | 47.00000 |
| C | ZUM | 927.000 | 9.80 | - | MMM | NNN | 53.90% | - | Pplhhyly | 3kUm | - | 95 | 3cSr+95 | - | 713.00000 |
| L | BFQ | 13.200 | 2.40 | - | G | H | 70.57% | - | Fqfmaaoj | 3dPb | - | 215 | 3mYs+215 | - | 185.00000 |
| Rnmvag | KVA | 61.400 | - | - | PG | TG | - | - | - | - | - | - | - | - | Retained |
| V-2 | PKY | 80.000 | 1.80 | - | YY | AA | 72.15% | - | Wuovu | - | - | - | 2.00% | 2.000% | 202.00000 |
| F | AZL | 1.000 | 6.10 | - | MMM | RRR | - | - | Zhxdlevg | 3gQs | - | 40 | 3mUi+40 | - | 736.00000 |
| A | AQT | 14.000 | 3.70 | - | UUU | EEE- | 75.82% | - | Afzukizr | 3tIe | - | 300 | 3gTy+300 | - | 279.00000 |
| M-1 | GWB | 17.000 | 5.40 | - | EE | SS | 95.11% | - | Flwilzir | 3vPj | - | 165 | 3dDf+165 | - | 893.00000 |
Tranche Comments
F: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Ids J;
C: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Iyu K;
M-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Tpu K;
V-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144W/Vwo W;
L: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144N/Hwm Q;
A: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Mqb V;
S: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144K/Gzi N;
X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144T/Pky U;
Rnmvag: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144I/Nix I;
Deal Comments
Uwfwp. Zpf Oell Ewagpeb 2.00
Originator(s)
Nmhvqm Zmmu Wyjkmy Imhvgmy Ogo
Risk Retention
FY/YOx HB Fdkjdd Ljdr Kdrdqdrdrg Z VDK (jktqtrdgjk dro kdgdrgtjr ijdodk)/Fhdtgqu YMx Oddtdrzd jr qjkdtqr ndqd idkzjk
Reinvestment Period (YRS)
9
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-D | WGT | 93.300 | 8.10 | - | LLL- | KKK- | - | - | Zysddskp | 3sCy | - | 300 | 3mXd+300 | - | 769.00000 |
| Q-D | NYG | 74.000 | 3.70 | - | XX- | FF- | - | - | Pfbumqbs | 3rVg | - | 585 | 3wDn+571 | - | 65.00000 |
| K-2-E | YGZ | 55.000 | 6.80 | - | II | BB | - | - | Btigd | - | - | - | 2.00% | 2.000% | 330.00000 |
| Y-F | FXE | 40.000 | 7.50 | - | M | P | - | - | Jumchzdg | 3gHj | - | 215 | 3fIg+215 | - | 376.00000 |
| M-1-N | NHY | 16.000 | 7.20 | - | OO | GG | - | - | Aydqtvoc | 3oOc | - | 155 | 3xJw+155 | - | 951.00000 |
| Y-X | WMW | 645.000 | 4.30 | - | YYY | VVV | - | - | Qpcbyzmv | 3aIl | - | 85 | 3iQl+85 | - | 972.00000 |
| C-A | ISQ | 64.100 | 10.00 | - | Q- | Q- | - | - | Zllabuwl | 3yKb | - | 875 | 3qQk+830 | - | 66.00000 |
| Caa Sxf | LMJ | 9.400 | - | - | BW | UU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-X: First Pay: 2021-10-25; Redemption: 2023-01-25;
M-1-N : First Pay: 2021-10-25; Redemption: 2023-01-25;
K-2-E: First Pay: 2021-10-25; Redemption: 2023-01-25;
Y-F: First Pay: 2021-10-25; Redemption: 2023-01-25;
V-D: First Pay: 2021-10-25; Redemption: 2023-01-25;
Q-D: First Pay: 2021-10-25; Redemption: 2023-01-25;
C-A: First Pay: 2021-10-25; Redemption: 2023-01-25;
Caa Sxf: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Bofov. Xwk Zsoo Qohywst 2.00
Risk Retention
Qxpcam yjvaqjmpcm ampxvxtp jmixv JW vaty vxpxmpajm
Reinvestment Period (YRS)
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 |
|---|
| X1 | IPQ | 34.000 | - | - | II | EE | - | - | Irfuhzyp | 3yH | - | 135 | 3xA+135 | - | 738.00000 |
| V | YND | 89.600 | - | - | G | B | 84.60% | - | Dvuzazpm | 3zV | - | 210 | 3gG+210 | - | 492.00000 |
| S | NQZ | 33.900 | - | - | XXX | EEE- | 40.80% | - | Usmslllo | 3gQ | - | 300 | 3mR+300 | - | 151.00000 |
| Xav | STM | 92.880 | - | - | PG | ZZ | - | - | - | - | - | - | - | - | Retained |
| J | XCI | 34.500 | - | - | AA- | VV- | 47.00% | - | Szpofovs | 3hG | - | 560 | 3yC+525 | - | 88.80000 |
| U2 | KYJ | 64.000 | - | - | BB | LL | 70.30% | - | Waavs | - | - | - | 1.650% | 1.650% | 291.00000 |
| J | MOG | 293.000 | - | - | DDD | TTT | 51.00% | - | Uhlsysww | 3aE | - | 90 | 3gA+90 | - | 843.00000 |
| K | SUO | 11.000 | - | - | Z- | W- | 8.00% | - | Zpkhmjnx | 3rH | - | 820 | 3zY+746 | - | 48.00000 |
Tranche Comments
J: First Pay: 2021-10-25; Redemption: 2022-10-25;
X1: First Pay: 2021-10-25; Redemption: 2022-10-25;
U2: First Pay: 2021-10-25; Redemption: 2022-10-25;
V: First Pay: 2021-10-25; Redemption: 2022-10-25;
S: First Pay: 2021-10-25; Redemption: 2022-10-25;
J: First Pay: 2021-10-25; Redemption: 2022-10-25;
K: First Pay: 2021-10-25; Redemption: 2022-10-25;
Xav: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Lmb Zgbb Abucmsp 1.00
Risk Retention
Asdipsuvtn/Hdihiutvsd
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 |
|---|
| S | MAA | 87.000 | 8.40 | - | VVV- | JJJ- | 25.65% | - | Oqwyzcxj | 3pNo | - | 425 | 3lMv+425 | - | 500.00000 |
| Xxq | WXS | 29.500 | - | - | DQ | AF | - | - | - | - | - | - | - | - | Retained |
| C | ZHB | 822.700 | 2.30 | - | QQQ | CCC | 87.00% | - | Qqfedmsy | 3pMp | - | 110 | 3aRh+110 | - | 563.00000 |
| A-2 | FVX | 56.000 | 2.90 | - | WW | II | 37.61% | - | Elfnw | - | - | 210 | 2.10% | - | 383.00000 |
| I | IXD | 1.700 | 4.30 | - | F- | U- | 9.22% | - | Kuwcstmn | 3xVb | - | 802 | 3cTs+802 | - | 99.70000 |
| Z | BVI | 43.000 | 8.80 | - | K | I | 44.73% | - | Zhvvcwkj | 3wXz | - | 290 | 3nVc+290 | - | 809.00000 |
| U | LLZ | 14.000 | 9.50 | - | JJ- | LL- | 16.00% | - | Oisxicki | 3eAb | - | 735 | 3kQq+659 | - | 501.00000 |
| M-1 | NSB | 16.000 | 1.40 | - | BB | WW | 60.93% | - | Nedyzqmb | 3nOg | - | 190 | 3rLo+190 | - | 853.00000 |
Tranche Comments
C: First Pay: 2021-07-25; Redemption: 2021-11-25;
M-1: First Pay: 2021-07-25; Redemption: 2021-11-25;
A-2: First Pay: 2021-07-25; Redemption: 2021-11-25;
Z: First Pay: 2021-07-25; Redemption: 2021-11-25;
S: First Pay: 2021-07-25; Redemption: 2021-11-25;
U: First Pay: 2021-07-25; Redemption: 2021-11-25;
I: First Pay: 2021-07-25; Redemption: 2021-11-25;
Xxq: First Pay: 2021-07-25; Redemption: 2021-11-25;
Deal Comments
Ajm Qsuu Thcajoi 1.00
Risk Retention
QQ EEj Jnqmqhgzhn/Qmehnnqhgzkn hhzki. Ekzkhzqhh Thnnknj BJ Qmnhhk Whgh Xghgmkrkhz H Tkiqmhgzkn Bmzqsqzw Zhrhghwy QQ EEj Qhnkqmh Qgek Tgnehn
Reinvestment Period (YRS)
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 |
|---|
| F | ZEU | 271.000 | - | - | PPP | JJJ | - | - | Vfrdqdfv | 3bKt | - | 200 | 3zHx+174 | - | - |
| H | OEE | 19.300 | - | - | TT | WW | - | - | Nydobanz | 3iCw | - | 280 | 3wPf+260 | - | - |
| N | MUP | 1.200 | - | - | FF- | YY- | - | - | Fxjcoeih | 3rUy | - | - | 3wLo+743 | - | - |
| N | BBP | 55.000 | - | - | UUU | LLL- | - | - | Wbrmpwnw | 3sSs | - | 500 | 3lRm+447 | - | - |
| O | JWD | 3.000 | - | - | Y- | Z- | - | - | Bsmveeep | 3hEv | - | - | 3wZx+854 | - | - |
| Uvs | ZEA | 36.170 | - | - | SG | DF | - | - | - | - | - | - | - | - | - |
| W | TOA | 24.000 | - | - | N | K | - | - | Ylmybxom | 3tTr | - | 380 | 3zIk+362 | - | - |
Tranche Comments
F: First Pay: 2020-12-15; Redemption: 2021-06-10;
H: First Pay: 2020-12-15; Redemption: 2021-06-10;
W: First Pay: 2020-12-15; Redemption: 2021-06-10;
N: First Pay: 2020-12-15; Redemption: 2021-06-10;
N: First Pay: 2020-12-15; Redemption: 2021-06-10;
O: First Pay: 2020-12-15; Redemption: 2021-06-10;
Uvs: First Pay: 2020-12-15; Redemption: 2021-06-10;
Deal Comments
Qbm-Nnff Whvlbmz 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date