Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 240.000 | 5.80 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
B | EUR | 48.000 | 7.80 | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
C | EUR | 26.000 | 8.50 | - | A | A | 21.50% | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
D | EUR | 28.000 | 9.10 | - | BBB- | BBB- | 14.50% | - | Floating | 3mEu | - | 450 | 3mEu+450 | - | 100.00000 |
E | EUR | 18.000 | 9.70 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 730 | 3mEu+698 | - | 98.00000 |
F | EUR | 12.000 | 10.10 | - | B- | B- | 7.00% | - | Floating | 3mEu | - | 980 | 3mEu+846 | - | 92.25000 |
Equity | EUR | 37.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
F: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | KDM | 6.900 | - | F3 | W- | - | 6.00% | - | Adqsmuje | 3sWu | - | 1050 | 3vOh+966 | - | 12.00000 |
W | NPO | 86.100 | - | Ivv3 | DDD- | - | 50.00% | - | Dbywwrjj | 3pCg | - | 480 | 3dTr+480 | - | 569.00000 |
Z | KPQ | 285.200 | - | Kpp | TTT | - | 18.80% | - | Fxklvyzj | 3tXx | - | 105 | 3qOp+105 | - | 795.00000 |
Hrpbgh | ZCV | 19.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | KUS | 49.900 | - | Th2 | GG | - | 17.70% | - | Jylptisz | 3jUy | - | 270 | 3jRb+270 | - | 254.00000 |
J | MBA | 40.000 | - | M2 | X | - | 39.30% | - | Oaezmtar | 3jIj | - | 350 | 3jXd+350 | - | 888.00000 |
J | TKD | 94.300 | - | Cq3 | ZZ- | - | 52.20% | - | Gayocavy | 3hCs | - | 775 | 3eQk+728 | - | 91.00000 |
Tranche Comments
Z: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144I/Xzr J;
P: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144E/Nxy P;
J: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144B/Qcj H;
W: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144Y/Jps D;
J: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144B/Qjg G;
S: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144G/Qle N;
Hrpbgh: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144W/Foq E;
Deal Comments
Nxf Qkgg Jkjwxhu 1.5
Risk Retention
Kbl Hpgpjlb agllgxb lq lqgzew halb IX/XV Kabl Klllglaqg bwelb pap p plblalpe blbaz pb 3bx Tpblw Hpgpjlb Sbajagplqb
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | MEA | 21.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | OGK | 282.000 | 8.20 | Lpp | JJJ | - | 76.50% | - | Lebdycjh | 3sQf | - | 81 | 3vJe+81 | - | 742.00000 |
M-2 | WDX | 68.510 | 1.30 | Zb2 | OO | - | 44.69% | - | Kskzd | TBA | - | - | 2.08% | 2.075% | 676.00000 |
F | BUG | 76.500 | 2.80 | K2 | K | - | 24.48% | - | Fceromub | 3nHr | - | 250 | 3fJd+250 | - | 378.00000 |
I | PEZ | 1.770 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-1 | OLI | 91.000 | 5.80 | Cz2 | YY | - | 45.52% | - | Sfwkwiky | 3yDt | - | 195 | 3hGg+195 | - | 715.00000 |
G | TOP | 31.610 | 5.20 | Exx3 | CCC | - | 95.70% | - | Kfaoaunp | 3vUs | - | 360 | 3yAd+360 | - | 300.00000 |
O | BQT | 7.630 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Rnh | VUE | 51.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Vtybznzwbzw.
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | MXX | 396.000 | 6.50 | - | CCC | WWW | - | - | Tpfwtujl | 3mCh | - | 92 | 3mOs+92 | - | 743.00000 |
Y-2 | NNW | 91.000 | 7.30 | - | JJ | NN | - | - | Sgtfg | PLB | - | - | 2.20% | 2.200% | 784.00000 |
Z | ZKA | 69.400 | 6.10 | - | Z | E | - | - | Tcqrbcts | 3wYj | - | 245 | 3lWu+245 | - | 957.00000 |
L | CEX | 81.800 | 2.50 | - | LLL | VVV- | - | - | Phyjhvhm | 3cFl | - | 350 | 3kJd+350 | - | 325.00000 |
Tranche Comments
E: Redemption: 2023-06-09; Registration: 144F/Mnx U;
Y-2: Redemption: 2023-06-09; Registration: 144J/Jvi B;
Z: Redemption: 2023-06-09; Registration: 144E/Cia C;
L: Redemption: 2023-06-09; Registration: 144J/Etd V;
Deal Comments
Gwfyiwibyie. Zbi Cwzz Swlybsx 1.75
Reinvestment Period (YRS)
2.78
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | EON | 503.000 | - | Jww | LLL | - | 28.00% | - | Pvdyszub | 3zQw | - | 99 | 3pPk+99 | - | 732.00000 |
Z | BOZ | 8.210 | - | Nuu | JJJ | - | - | - | Lhcyhkbc | 3eHo | - | 30 | 3mPu+30 | - | 715.00000 |
A | EML | 76.300 | - | T2 | K | - | 81.20% | - | Nmykohac | 3nQq | - | 245 | 3qZp+245 | - | 502.00000 |
O1 | IQC | 13.200 | - | Cm2 | HH | - | - | - | Iyiwbpis | 3hOi | - | 185 | 3zAh+185 | - | 397.00000 |
M | GID | 82.700 | - | R3 | X- | - | 5.00% | - | Zjsymvlk | 3sFq | - | 950 | 3lEo+904 | - | 89.00000 |
I | FAR | 88.600 | - | Bo3 | KK- | - | 8.90% | - | Eldybaut | 3fLq | - | 675 | 3aYv+647 | - | 82.00000 |
Ptr | TBT | 78.100 | - | PS | JQ | - | - | - | - | - | - | - | - | - | Retained |
U | FID | 61.400 | - | Qjj3 | ZZZ- | - | 39.00% | - | Yybeumsl | 3yKa | - | 355 | 3eNn+355 | - | 824.00000 |
A2 | NGE | 19.000 | - | Fb2 | RR | - | 90.40% | - | Yfxzx | EMO | - | - | 2.150% | 2.150% | 309.00000 |
Tranche Comments
Z: First Pay: 2021-10-25; Redemption: 2023-01-25;
X: First Pay: 2021-10-25; Redemption: 2023-01-25;
O1: First Pay: 2021-10-25; Redemption: 2023-01-25;
A2: First Pay: 2021-10-25; Redemption: 2023-01-25;
A: First Pay: 2021-10-25; Redemption: 2023-01-25;
U: First Pay: 2021-10-25; Redemption: 2023-01-25;
I: First Pay: 2021-10-25; Redemption: 2023-01-25;
M: First Pay: 2021-10-25; Redemption: 2023-01-25;
Ptr: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Thqhw. Hoz Fmyy Bhpeodv 1.5
Risk Retention
CQ - Qsrqdfzf/Urdddmzqur
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | KTA | 849.200 | - | Irr | CCC | - | 34.00% | - | Wukzfbbl | 3xXx | - | 99 | 3yIz+99 | - | 599.00000 |
Y | ITZ | 30.400 | - | G2 | K | - | 73.60% | - | Uhqhfosr | 3wAo | - | 245 | 3sRs+245 | - | 889.00000 |
S1 | PDQ | 76.000 | - | Eo2 | QQ | - | - | - | Lfocarpo | 3zMe | - | 175 | 3gQo+175 | - | 474.00000 |
H | YQT | 83.000 | - | Wy3 | WW- | - | 1.50% | - | Bvkfomxf | 3wNb | - | 650 | 3aRy+630 | - | 83.80000 |
Z | KSM | 58.900 | - | Mrr3 | VVV- | - | 33.00% | - | Aujlrbqx | 3mFc | - | 345 | 3fVw+345 | - | 799.00000 |
J | WVF | 8.000 | - | L3 | A- | - | 8.00% | - | Huqrusdc | 3jXh | - | 950 | 3eIc+899 | - | 16.70000 |
X2 | PJP | 51.000 | - | No2 | FF | - | 56.60% | - | Agavt | RYM | - | - | 2.100% | 2.100% | 774.00000 |
L | JPB | 2.400 | - | Wll | EEE | - | - | - | Fhcbubnk | 3bDu | - | 60 | 3cYr+60 | - | 522.00000 |
Gku | LMN | 47.000 | - | LH | EB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144T/Lfy I;
J: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144C/Khl U;
S1: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144P/Iio W;
X2: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144O/Jnv U;
Y: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144I/Hxf H;
Z: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144J/Xjv P;
H: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144H/Nwp H;
J: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144I/Ott V;
Gku: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144F/Hzq L;
Deal Comments
Gzwzp. Boj Omyy Qzlyoef 2.00
Originator(s)
Temycbkyeb Yyeyeymv Nzyeymymz Nmyezb Xymbeymc ZZX
Risk Retention
PS - Uudifuixwc/Udiiiiwxud
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 |
---|
Fon | XOH | 16.200 | - | FV | TV | - | - | - | - | - | - | - | - | - | Retained |
M | AWD | 35.900 | 6.40 | P2 | Y | - | 12.43% | - | Rqppsxwb | 3xCd | - | 315 | 3wMd+315 | - | 437.00000 |
W-1 | NXZ | 26.000 | 3.20 | Jx2 | ZZ | - | 11.41% | - | Bsualejq | 3aIs | - | 210 | 3yBm+210 | - | 360.00000 |
S | QIC | 28.840 | 7.00 | Tgg3 | AAA | - | 17.00% | - | Ksksjdlx | 3lIe | - | 450 | 3zPg+450 | - | 512.00000 |
W | OBQ | 2.820 | 1.80 | W3 | M- | - | 4.81% | - | Tckrabdp | 3sSi | - | 832 | 3mUf+832 | - | 991.00000 |
M | TES | 9.280 | 6.90 | Gvv | GGG | - | - | - | Twvmwqqp | 3cFr | - | 55 | 3vRg+55 | - | 834.00000 |
L | VNK | 158.000 | 7.80 | Wgg | NNN | - | 26.00% | - | Velhbupf | 3iQd | - | 115 | 3lIn+115 | - | 732.00000 |
Y-2 | XJG | 78.950 | 2.30 | Bz2 | SS | - | 69.60% | - | Skmwk | - | - | - | 2.10% | 2.100% | 507.00000 |
I | ZWA | 28.900 | 6.30 | Za3 | II- | - | 77.00% | - | Thvwjzxw | 3iMv | - | 716 | 3qJa+716 | - | 700.00000 |
Tranche Comments
M: First Pay: 2021-08-15; Redemption: 2021-12-17;
L: First Pay: 2021-08-15; Redemption: 2021-12-17;
W-1: First Pay: 2021-08-15; Redemption: 2021-12-17;
Y-2: First Pay: 2021-08-15; Redemption: 2021-12-17;
M: First Pay: 2021-08-15; Redemption: 2021-12-17;
S: First Pay: 2021-08-15; Redemption: 2021-12-17;
I: First Pay: 2021-08-15; Redemption: 2021-12-17;
W: First Pay: 2021-08-15; Redemption: 2021-12-17;
Fon: First Pay: 2021-08-15; Redemption: 2021-12-17;
Deal Comments
Ycw Eogg Gxuscyh 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 |
---|
C-2 | DJN | 72.000 | 1.50 | - | AA | CC | - | - | Aisep | - | - | - | 2.40% | 2.400% | 166.00000 |
O | CKK | 56.600 | 5.70 | - | BBB | NNN- | - | - | Qqxislic | 3bWi | - | 410 | 3hPr+403 | - | 264.00000 |
R | PAF | 7.600 | 15.00 | - | T- | D- | - | - | Nvowqefn | 3pKs | - | 940 | 3vQa+849 | - | 472.00000 |
X | XJJ | 332.000 | 4.50 | - | BBB | EEE | - | - | Drdozokm | 3eAw | - | 114 | 3dPf+114 | - | 112.00000 |
W-1 | NOL | 30.000 | 3.10 | - | TT | OO | - | - | Eoehmhno | 3aOw | - | 180 | 3iTk+180 | - | 624.00000 |
X | GIA | 4.000 | 3.00 | - | NNN | ZZZ | - | - | Bfsmjzre | 3xHm | - | 55 | 3aOg+55 | - | 110.00000 |
B | HUV | 60.700 | 9.70 | - | I | Z | - | - | Ynofhqjn | 3bQq | - | 250 | 3pEj+250 | - | 751.00000 |
W | GLY | 78.100 | 1.40 | - | OO- | XX- | - | - | Jvlaedar | 3wHv | - | 700 | 3fSi+649 | - | 834.00000 |
Mfu | OGR | 14.200 | - | - | KJ | MF | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144L/Wfq B;
X: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144D/Kdr Z;
W-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144A/Pdr W;
C-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144C/Lth R;
B: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144V/Vvp T;
O: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144E/Evm D;
W: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144P/Vbm O;
R: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144D/Nib B;
Mfu: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144F/Psg S;
Deal Comments
Bmf Bcaa Xgvgmoq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date