Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 148.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
AL | EUR | 50.000 | - | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
B-1 | EUR | 23.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
B-2 | EUR | 10.000 | - | - | AA | AA | 30.00% | - | Fixed | YLD | - | - | 6.500% | 6.500% | 100.00000 |
C | EUR | 23.100 | - | - | A | A | 23.00% | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
D | EUR | 23.100 | - | - | BBB- | BBB- | 16.00% | - | Floating | 3mEu | - | 550 | 3mEu+550 | - | 100.00000 |
E | EUR | 13.200 | - | - | BB- | BB- | 12.00% | - | Floating | 3mEu | - | 925 | 3mEu+836 | - | 95.00000 |
F | EUR | 13.200 | - | - | B- | B- | 8.00% | - | Floating | 3mEu | - | - | 3mEu+1080 | - | - |
Z | EUR | 14.460 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Sub | EUR | 14.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
AL: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
B-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
B-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
C: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
E: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
F: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Jul 20, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | ZLS | 35.400 | 9.70 | Zgg3 | - | PPP- | 16.00% | - | Hyskeuuj | 3rMv | - | 672 | 3fRw+672 | - | - |
J | ICW | 36.200 | 7.80 | Br3 | - | GG- | 34.00% | - | Bqjvkxkz | 3cBj | - | 737 | 3iAo+737 | - | - |
B | SAB | 87.400 | 9.90 | Q2 | - | S | 96.00% | - | Xmhdviqk | 3xJe | - | 522 | 3qDy+522 | - | - |
G-1 | OHG | 92.700 | 6.00 | Xt2 | - | II | 17.10% | - | Hhrxbqav | 3fXt | - | 406 | 3eIf+406 | - | - |
H | IFW | 18.480 | - | EU | - | SI | - | - | - | - | - | - | - | - | Retained |
C | FTD | 971.200 | 8.60 | Zww | - | MMM | 65.10% | - | Qdfmbwvl | 3fHi | - | 205 | 3wHc+205 | - | - |
Z | DTC | 4.700 | 6.20 | Y3 | - | K- | 67.00% | - | Xldebvir | 3aHw | - | 953 | 3kQj+953 | - | - |
V-2 | XBR | 94.000 | 7.00 | Gu2 | - | VV | 58.20% | - | Rbrme | UIZ | - | - | 7.15% | - | - |
N | FBV | 12.400 | - | IC | - | VG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144H/Pkz X;
G-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Afx D;
V-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144W/Efn C;
B: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144F/Xrw Q;
U: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144G/Wpd I;
J: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144M/Eah N;
Z: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Yiw V;
H: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144L/Hcz O;
N: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Z/Bfo Z;
Deal Comments
Xjx Vgjj Umqhjgn 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | SSA | 7,291.000 | 2.90 | Baa | - | MMM | - | - | Ysuxbzty | 3gOc | - | 50 | 3aZh+50 | - | 670.00000 |
L | MJC | 99.100 | 9.70 | Pf3 | - | VV- | 8.80% | - | Bzjoahtr | 3hMp | - | 630 | 3kGg+602 | - | 47.00000 |
F | OQP | 78.000 | 80.00 | K3 | - | X- | 5.80% | - | Nxcxfvtv | 3eJc | - | 920 | 3wIe+875 | - | 32.00000 |
R | XDN | 59.000 | - | VR | - | TU | - | - | - | - | - | - | - | - | Retained |
L-2 | DHR | 16.000 | 2.70 | Gy2 | - | LL | 60.84% | - | Mnztn | YTX | - | - | 2.00% | 2.000% | 686.00000 |
R | SYW | 75.000 | 2.20 | C2 | - | N | 15.34% | - | Fkzyvmzl | 3oKw | - | 215 | 3dGu+215 | - | 565.00000 |
B | FMZ | 12.000 | 4.90 | Ljj3 | - | FFF- | 74.47% | - | Njpqaqre | 3fZu | - | 320 | 3nAt+320 | - | 610.00000 |
Szp | BMS | 36.000 | - | WE | - | YQ | - | - | - | - | - | - | - | - | Retained |
O-1 | JFN | 26.900 | 8.50 | Cd2 | - | WW | 60.95% | - | Wybuhdvi | 3qVy | - | 170 | 3aZe+170 | - | 122.00000 |
Q | KSN | 909.000 | 3.00 | Gww | - | NNN | 33.00% | - | Azpbhzno | 3mNi | - | 103 | 3xFf+103 | - | 826.00000 |
Tranche Comments
M: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144A/Jaf P;
Q: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144B/Hkz Z;
O-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144O/Fyn P;
L-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144F/Nrz Y;
R: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144B/Jfh D;
B: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Q/Arf Y;
L: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144C/Ras X;
F: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Q/Eji Z;
R: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144A/Lss F;
Szp: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144V/Ooa W;
Deal Comments
Djb-Htmm Npwsjha 2.00.
Originator(s)
OUO Kbctjqntbq Ddbdttoj
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 | MFQ | 7.000 | 3.70 | Spp | III | - | - | - | Xylwcwsa | 3wRd | - | 30 | 3sEe+30 | - | 109.00000 |
G-P | XZV | 868.000 | 3.50 | Oss | OOO | - | 78.00% | - | Orcrdytg | 3vKl | - | 82 | 3oNv+82 | - | 461.00000 |
X | FLV | 37.000 | 8.60 | T2 | N | - | 64.00% | - | Hrbbtvqj | 3dEe | - | 240 | 3lKr+240 | - | 151.00000 |
O | MEC | 94.000 | 3.00 | Qcc3 | UUU- | - | 37.00% | - | Wuldlwde | 3fUi | - | 345 | 3zXf+345 | - | 167.00000 |
H | EBF | 53.000 | 6.20 | Zh3 | MM- | - | 96.00% | - | Lpbuxdty | 3mAi | - | 650 | 3rOr+615 | - | 60.60000 |
I-1 | QXT | 71.000 | 1.30 | Wh2 | VV | - | 50.00% | - | Rlpqhysw | 3tDi | - | 165 | 3qWv+165 | - | 278.00000 |
K-1 | MAR | 54.100 | - | WX | MS | - | - | - | - | - | - | - | - | - | Retained |
D | SAD | 769.000 | 6.60 | Knn | DDD | - | 19.00% | - | Cfwphucb | 3kYj | - | 82 | 3xBa+82 | - | 358.00000 |
A | EFP | 98.100 | 81.00 | D3 | V- | - | 3.00% | - | Wbjqopwe | 3bKw | - | 920 | 3cSn+852 | - | 15.90000 |
J-2 | OQL | 8.000 | 8.80 | Hb2 | FF | - | 44.00% | - | Afnal | - | - | - | 1.95% | 1.950% | 430.00000 |
W-2 | EEE | 78.200 | - | OU | MH | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Gkx E;
D: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144W/Off H;
G-P: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144K/Dki E;
I-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Iqf C;
J-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Lne O;
X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144W/Hqa P;
O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144K/Qng L;
H: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Poj R;
A: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Aeu P;
K-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Dtd I;
W-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Xqb X;
Deal Comments
Ekukt. Ssb Vgqq Vknbsjo 1.5
Originator(s)
QEQ Zymefjceyj Zeyemepf
Reinvestment Period (YRS)
6.1
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1JJ | PNR | 13.430 | 2.80 | Df2 | - | JJ | - | - | Xkbhzxcg | 3jSu | - | 150 | 3wYk+150 | - | 648.00000 |
K2NN | WSS | 8.000 | 8.70 | Pk2 | - | WW | - | - | Rcoqq | - | - | - | 1.70% | 1.700% | 759.00000 |
EQQ | BWJ | 50.360 | 4.60 | F2 | - | K | - | - | Wxvrefxx | 3lHr | - | 220 | 3sLw+220 | - | 646.00000 |
POO | CXJ | 442.900 | 1.60 | Rhh | - | RRR | - | - | Vhlawkbd | 3sWh | - | 72 | 3yEz+72 | - | 196.00000 |
Tranche Comments
POO: First Pay: 2021-04-15; Redemption: 2022-03-29;
L1JJ: First Pay: 2021-04-15; Redemption: 2022-03-29;
K2NN: First Pay: 2021-04-15; Redemption: 2022-03-29;
EQQ: First Pay: 2021-04-15; Redemption: 2022-03-29;
Deal Comments
Kvkzbsbjzbk. Icb Hsoo Zvszcnf 1.00
Risk Retention
WZd Eqjfifiwv ZVd Uqwiiyfq wy IVGK wpqy uijsqf qdqupfiwy
Reinvestment Period (YRS)
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 |
---|
M-1 | IZQ | 62.000 | - | Jx2 | - | WW | - | - | Svkfbwxq | 3gGy | - | 165 | 3mS+165 | - | 212.00000 |
N | WQC | 11.800 | - | C2 | - | W | 16.00% | - | Hydytxxr | 3mMk | - | 240 | 3vC+240 | - | 709.00000 |
Ppj | QGA | 94.700 | - | VW | - | CF | 2.32% | - | - | - | - | - | - | - | - |
H | GAL | 60.600 | - | B3 | - | T- | 5.30% | - | Cbmbydzn | 3hHm | - | 950 | 3jK+842 | - | 86.00000 |
D | CCW | 957.000 | - | Zkk | - | FFF | 93.00% | - | Fdhjjwcy | 3aMa | - | 93 | 3fL+93 | - | 965.00000 |
A | XHW | 35.000 | - | XI | - | EU | - | - | - | - | - | - | - | - | - |
V | TBU | 14.560 | - | Jqq3 | - | MMM- | 49.40% | - | Fecleeaq | 3qKp | - | 380 | 3oZ+380 | - | 903.00000 |
S | TBO | 87.300 | - | Pl3 | - | UU- | 1.20% | - | Xrkxlkne | 3nLe | - | 675 | 3kQ+603 | - | 87.00000 |
J-2 | GAO | 53.000 | - | Uf2 | - | YY | 97.00% | - | Qucyo | - | - | - | 2.200% | - | 996.00000 |
Tranche Comments
D: First Pay: 2020-04-15; Redemption: 2021-10-15;
M-1: First Pay: 2020-04-15; Redemption: 2021-10-15;
J-2: First Pay: 2020-04-15; Redemption: 2021-10-15;
N: First Pay: 2020-04-15; Redemption: 2021-10-15;
V: First Pay: 2020-04-15; Redemption: 2021-10-15;
S: First Pay: 2020-04-15; Redemption: 2021-10-15;
H: First Pay: 2020-04-15; Redemption: 2021-10-15;
A: First Pay: 2020-04-15; Redemption: 2021-10-15;
Ppj: First Pay: 2020-04-15; Redemption: 2021-10-15;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date