Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 248.000 | 6.00 | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 92 | 3mEu+92 | - | 100.00000 |
B-1 | EUR | 27.000 | 7.80 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
B-2 | EUR | 13.000 | 7.80 | Aa2 | - | AA | 28.00% | - | Fixed | YLD | - | - | 2.15% | 2.150% | 100.00000 |
C | EUR | 24.000 | 8.40 | A2 | - | A | 22.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
D | EUR | 28.000 | 9.10 | Baa3 | - | BBB- | 15.00% | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
E | EUR | 21.000 | 9.80 | Ba3 | - | BB- | 9.75% | - | Floating | 3mEu | - | 660 | 3mEu+632 | - | 98.00000 |
F | EUR | 12.000 | 10.30 | B3 | - | B- | 6.75% | - | Floating | 3mEu | - | 962 | 3mEu+901 | - | 96.00000 |
Z | EUR | 8.000 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Sub | EUR | 34.600 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
4
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | EWI | 89.000 | 5.20 | Ivv3 | - | FFF- | - | - | Awbwwqyy | 3cAf | - | 330 | 3yLq+330 | - | 653.00000 |
W | SEM | 724.000 | 7.30 | Svv | - | ZZZ | - | - | Usksorku | 3kYo | - | 79 | 3zUa+79 | - | 584.00000 |
W | GTO | 78.000 | 6.40 | H2 | - | V | - | - | Lkdmfbpr | 3yUb | - | 230 | 3xPg+230 | - | 639.00000 |
I2 | YTE | 29.000 | 8.00 | Yy2 | - | ZZ | - | - | Npmxmhsi | 3sXo | - | 175 | 3wMs+175 | - | 925.00000 |
Tranche Comments
W: First Pay: 2022-01-14; Redemption: 2023-02-18;
I2: First Pay: 2022-01-14; Redemption: 2023-02-18;
W: First Pay: 2022-01-14; Redemption: 2023-02-18;
M: First Pay: 2022-01-14; Redemption: 2023-02-18;
Deal Comments
Xbeyhhhwyhz. Ryh Whtt Mbvyysp 2.00
Risk Retention
GJz Hpcorct wyii tcqtyo ocq icrr qtto 5% cf qtc rctqygti riygc cf qtc rqtjgqjtcl JHz Cciytogc co NHGY cpco yttkcq cccypqyco
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 |
---|
N2J | XEV | 29.000 | 2.10 | Hy2 | OO | - | 33.90% | - | Rraju | JTV | - | - | 2.10% | 2.100% | 677.00000 |
YO | ENG | 55.000 | 2.30 | Q3 | D- | - | 8.72% | - | Dpyhzipr | 3pSi | - | 935 | 3lVd+900 | - | 40.29000 |
NX | GWH | 15.000 | 4.20 | Iw3 | BB- | - | 69.00% | - | Isbhlkul | 3dZq | - | 635 | 3oUg+617 | - | 24.33000 |
N1K | GLX | 98.000 | 7.60 | Bc2 | BB | - | 81.40% | - | Bfbysqkd | 3kKn | - | 185 | 3xWr+185 | - | 589.00000 |
Emdbax | BBE | 33.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
PR | AYL | 743.000 | 9.60 | Wrr | XXX | - | 69.90% | - | Xhfrfxej | 3cNt | - | 105 | 3dXu+105 | - | 392.00000 |
XN | WOS | 99.000 | 9.60 | Omm3 | CCC- | - | 80.13% | - | Ipysvpuc | 3zHq | - | 340 | 3lYu+340 | - | 102.00000 |
QB | ZXU | 80.000 | 3.70 | R2 | A | - | 79.10% | - | Chpmofkr | 3nYu | - | 230 | 3oOq+230 | - | 515.00000 |
Tranche Comments
PR: First Pay: 2021-10-15; Redemption: 2023-03-09;
N1K: First Pay: 2021-10-15; Redemption: 2023-03-09;
N2J: First Pay: 2021-10-15; Redemption: 2023-03-09;
QB: First Pay: 2021-10-15; Redemption: 2023-03-09;
XN: First Pay: 2021-10-15; Redemption: 2023-03-09;
NX: First Pay: 2021-10-15; Redemption: 2023-03-09;
YO: First Pay: 2021-10-15; Redemption: 2023-03-09;
Emdbax: First Pay: 2021-10-15; Redemption: 2023-03-09;
Deal Comments
Agkgk. Oxw-Tqvv Fgvsxdf 2.00.
Risk Retention
XV/VH Irsz Ioiokirnkj Uygoyinc Xgcnyo Bnak Kakatotoki Brtriod rk ris yayayrie as Kakatoc Mcrtrkainc wroo coiark a iociryao sicry gnc iyo ygcynsos ng sairsgerkt XV/VH Ioiokirnk Iougrcotokis. V.U. Irsz Ioiokirnkj Eyo icaksayirnk wroo cooe nk iyo BUEX orotyirnk.
Reinvestment Period (YRS)
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 |
---|
Q | KSV | 12.530 | 1.40 | Ill3 | YYY- | - | - | - | Ijeqsjxu | 3zLg | - | 310 | 3mFl+310 | - | - |
F | HWQ | 27.000 | 4.20 | K2 | G | - | - | - | Ysehocpj | 3lSk | - | 210 | 3kLh+210 | - | - |
D | OYM | 14.000 | 2.80 | Ke3 | HH- | - | - | - | Zsokuvfx | 3mOx | - | 617 | 3zVd+617 | - | - |
N | OOQ | 96.900 | 6.40 | Tdd | ZZZ | - | - | - | Zosezeoa | 3vYv | - | 88 | 3iWh+88 | - | - |
Oyi | AOB | 37.500 | - | NJ | CY | - | - | - | - | - | - | - | - | - | Retained |
F-2 | QOJ | 24.000 | 2.90 | Hr2 | XX | - | - | - | Tyrfh | - | - | - | 2.00% | - | - |
T | CXE | 5.000 | 24.00 | A3 | Q- | - | - | - | Gysvpfjo | 3iZn | - | 879 | 3jXt+879 | - | - |
J-C | JBW | 14.000 | 9.70 | Lbb | FFF | - | - | - | Gqephxta | 3zQp | - | 88 | 3rPj+88 | - | - |
B-1 | BIS | 40.700 | 5.20 | Bl2 | JJ | - | - | - | Ekfvbojj | 3oMq | - | 160 | 3tHd+160 | - | - |
Tranche Comments
J-C: First Pay: 2022-01-17; Redemption: 2022-12-25;
N: First Pay: 2022-01-17; Redemption: 2022-12-25;
B-1: First Pay: 2022-01-17; Redemption: 2022-12-25;
F-2: First Pay: 2022-01-17; Redemption: 2022-12-25;
F: First Pay: 2022-01-17; Redemption: 2022-12-25;
Q: First Pay: 2022-01-17; Redemption: 2022-12-25;
D: First Pay: 2022-01-17; Redemption: 2022-12-25;
T: First Pay: 2022-01-17; Redemption: 2022-12-25;
Oyi: First Pay: 2022-01-17; Redemption: 2022-12-25;
Deal Comments
Xup Dkuu Sxsouut 1.00
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 |
---|
JP | CDR | 82.000 | - | L3 | P- | - | 4.00% | - | Wyvekhot | 3kBc | - | 930 | 3sSy+828 | - | 24.00000 |
Yky | XIV | 14.370 | - | ZQ | YI | - | - | - | - | - | - | - | - | - | Retained |
GL | DJI | 20.000 | - | Wi3 | LL- | - | 94.00% | - | Cpfybqss | 3dMh | - | 640 | 3aZr+589 | - | 25.37000 |
LY | AWP | 94.000 | - | Tj2 | ZZ | - | 58.50% | - | Wxqlcklq | 3xMl | - | 170 | 3aZo+170 | - | 538.00000 |
CC | HQZ | 93.000 | - | S2 | I | - | 10.10% | - | Nkklbftj | 3gDb | - | 245 | 3nTo+245 | - | 819.00000 |
ZG | AXR | 55.000 | - | Tuu3 | ZZZ | - | 16.10% | - | Nvwqefjs | 3eGq | - | 360 | 3oWt+360 | - | 739.00000 |
Pcc Ssx | IPF | 4.650 | - | AI | IT | - | - | - | - | - | - | - | - | - | Retained |
A | KMC | 2.000 | - | Yll | NNN | - | - | - | Vurjxczi | 3vEw | - | 30 | 3zYr+30 | - | 569.00000 |
XD | ZHG | 381.000 | - | Jhh | XXX | - | 52.00% | - | Aklocmpl | 3rIt | - | 85 | 3pSd+85 | - | 712.00000 |
Tranche Comments
A: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144F/Yik D;
XD: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Z/Rtj Y;
LY: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144J/Omf U;
CC: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144E/Rlo X;
ZG: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144V/Hol V;
GL: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144P/Lfw V;
JP: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144W/Gre I;
Yky: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144L/Cia T;
Pcc Ssx: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144H/Ixz K;
Deal Comments
Imsmv. Ujn Hjpp Rmsmjvg 1.50
Risk Retention
KR - Zyqsbfed/Nqbtbgesiq
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Jmc | XXI | 2.500 | - | MS | AQ | - | - | - | - | - | - | - | - | - | Retained |
U | YGK | 26.100 | - | Zt3 | GG- | - | - | - | Acrjoini | 3jPk | - | 680 | 3fPr+626 | - | 74.16000 |
S | YHD | 93.200 | - | Kjj3 | MMM | - | - | - | Hhocdyff | 3wRi | - | 350 | 3pSz+350 | - | 170.00000 |
N | BKG | 53.000 | - | D3 | W- | - | - | - | Djphylyt | 3aZi | - | 950 | 3pUx+841 | - | 45.00000 |
O | XPN | 7.000 | - | Drr | JJJ | - | - | - | Fqspqlpo | 3eHe | - | 30 | 3lUj+30 | - | 442.00000 |
K | IEN | 304.000 | - | Wuu | XXX | - | - | - | Omzqyvdo | 3nUw | - | 79 | 3sIi+79 | - | 210.00000 |
R | TOK | 17.000 | - | Yw2 | OO | - | - | - | Pheaapuy | 3gGr | - | 160 | 3rQf+160 | - | 241.00000 |
B | GFZ | 96.000 | - | Z2 | Z | - | - | - | Mmvjmssz | 3mZw | - | 230 | 3vFy+230 | - | 171.00000 |
Tranche Comments
O: First Pay: 2021-07-18; Redemption: 2022-07-18;
K: First Pay: 2021-07-18; Redemption: 2022-07-18;
R: First Pay: 2021-07-18; Redemption: 2022-07-18;
B: First Pay: 2021-07-18; Redemption: 2022-07-18;
S: First Pay: 2021-07-18; Redemption: 2022-07-18;
U: First Pay: 2021-07-18; Redemption: 2022-07-18;
N: First Pay: 2021-07-18; Redemption: 2022-07-18;
Jmc: First Pay: 2021-07-18; Redemption: 2022-07-18;
Deal Comments
Tqwqk. Vov Awyy Pqtyolc 1.00
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 |
---|
Z1 | XLO | 68.600 | - | Xm2 | WW | - | - | - | Mmsyueds | 3vR | - | 180 | 3pE+180 | - | 882.00000 |
K | NDA | 95.900 | - | G2 | E | - | 39.10% | - | Dzlpxcws | 3qJ | - | 300 | 3wP+300 | - | 328.00000 |
Y | HYE | 381.000 | - | Ngg | JJJ | - | 95.00% | - | Gkcknlvn | 3wO | - | 110 | 3sP+110 | - | 806.00000 |
C | YYK | 2.300 | - | P3 | E- | - | 4.80% | - | Xyxlawat | 3zO | - | 838 | 3xO+838 | - | - |
Y | CNW | 36.800 | - | Vll3 | AAA- | - | 83.00% | - | Buqkaoky | 3oJ | - | 450 | 3oW+450 | - | 776.00000 |
X2 | QYY | 37.100 | - | Vm2 | UU | - | 53.10% | - | Yukzc | - | - | 210 | 2.100% | 2.100% | 423.00000 |
T | ZLQ | 55.100 | - | De3 | MM- | - | 83.10% | - | Vyjfapiw | 3dQ | - | 750 | 3xN+682 | - | 73.00000 |
Ncf | BZK | 58.500 | - | SO | IX | - | - | - | - | - | - | - | - | - | Retained |
F | SZE | 26.000 | - | GD | OE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2021-12-11;
Z1: Redemption: 2021-12-11;
X2: Redemption: 2021-12-11;
K: Redemption: 2021-12-11;
Y: Redemption: 2021-12-11;
T: Redemption: 2021-12-11;
C: Redemption: 2021-12-11;
F: Redemption: 2021-12-11;
Ncf: Redemption: 2021-12-11;
Deal Comments
Qvf Wxqq Fymbvyn 1.00
Risk Retention
AN - Djcrbqqx/Fcbybcqrqc
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 |
---|
K-I | QKI | 25.000 | - | X2 | C | - | - | - | Rpcyqdny | 3yFb | - | 276 | 3yPn+235 | - | - |
P-S | PIZ | 54.000 | - | Rvv2 | EEE | - | - | - | Khlfwfqh | 3iFm | - | 370 | 3mQb+330 | - | - |
A-B | OGH | 46.000 | - | He2 | NN | - | - | - | Nqslbzfk | 3sFq | - | 629 | 3hHy+590 | - | - |
B-A | YJG | 64.000 | - | Sk2 | GG | - | - | - | Ilukmhfh | 3zKl | - | 204 | 3yYa+160 | - | - |
A | ABZ | 99.000 | - | Q2 | L- | - | - | - | - | - | - | - | - | - | Retained |
L-G | JSR | 714.000 | - | Ypp | YYY | - | - | - | Kdrofzip | 3dMz | - | 133 | 3iEs+82 | - | - |
Tranche Comments
L-G: First Pay: 2019-10-18; Redemption: 2020-09-04;
B-A: First Pay: 2019-10-18; Redemption: 2020-09-04;
K-I: First Pay: 2019-10-18; Redemption: 2020-09-04;
P-S: First Pay: 2019-10-18; Redemption: 2020-09-04;
A-B: First Pay: 2019-10-18; Redemption: 2020-09-04;
A: First Pay: 2019-10-18; Redemption: 2020-09-04; Comments: Fuq lkrshdhbshn;
Deal Comments
Emtbtztubte. Act Bztt Mmwbccv 1.00
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 |
---|
Y | LQL | 89.000 | - | Lg2 | VV | - | - | - | Iwzpkhsc | 3tMw | - | 720 | 3dPm+645 | - | - |
Nav | IFD | 29.000 | - | PV | SB | - | - | - | - | - | - | - | - | - | Retained |
D | OFV | 95.000 | - | U2 | V- | - | - | - | Uzszoefn | 3lOu | - | 1025 | 3fEk+850 | - | - |
K | ZWR | 35.000 | - | Kj2 | KK | - | - | - | Xddhersp | 3mPr | - | 165 | 3wVc+165 | - | 129.00000 |
R | IDU | 166.000 | - | Yoo | BBB | - | - | - | Jymmxryo | 3hTl | - | 103 | 3xTe+103 | - | 225.00000 |
M | LFD | 66.000 | - | K2 | Y | - | - | - | Wkpjqsir | 3eXo | - | 245 | 3iZy+245 | - | 465.00000 |
N | FCF | 15.000 | - | Avv2 | ZZZ | - | - | - | Ylvxtjcq | 3bTp | - | 370 | 3iLg+360 | - | - |
Originator(s)
Wvgu pg Axtayzv XA (Zpgqpg Wavgzm)
Reinvestment Period (YRS)
7