| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 259.200 | 5.90 | - | AAA | AAA | 39.00% | - | Floating | 3mEu | - | 147 | 3mEu+147 | - | 100.00000 |
| B | EUR | 53.200 | 7.80 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| C | EUR | 23.400 | 8.40 | - | A | A | 21.00% | - | Floating | 3mEu | - | 265 | 3mEu+265 | - | 100.00000 |
| D | EUR | 29.800 | 8.90 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 20.100 | 9.50 | - | BB- | BB- | 9.20% | - | Floating | 3mEu | - | 695 | 3mEu+679 | - | 99.00000 |
| F | EUR | 11.700 | 9.80 | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 975 | 3mEu+859 | - | 93.50000 |
| Equity | EUR | 31.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Reg S;
B: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Reg S;
C: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Reg S;
D: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Reg S;
E: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Reg S;
F: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Reg S;
Equity: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU/UK - Horizontal; US - Yes
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Jan 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TZP | 116.600 | 3.50 | - | NNN | QQQ | 60.00% | - | Rerbmxie | 3qTp | - | 147 | 3eTy+147 | - | 324.00000 |
| P | KMB | 13.100 | 19.10 | - | C- | O- | 1.74% | - | Ezhxzlmq | 3dLo | - | 950 | 3tZv+831 | - | 94.00000 |
| Cmo | CEL | 25.330 | - | - | TD | BT | - | - | - | - | - | - | - | - | Retained |
| I-1 | VVN | 55.400 | 5.40 | - | HH | VV | 45.40% | - | Okedvfqr | 3eJr | - | 225 | 3mKd+225 | - | 832.00000 |
| F | ZJM | 59.100 | 8.60 | - | RRR- | RRR- | 86.50% | - | Zcjaqckw | 3fJk | - | 400 | 3nNz+400 | - | 921.00000 |
| S | MFI | 81.400 | 7.30 | - | I | Q | 66.30% | - | Hvbuxlzg | 3cOv | - | 265 | 3yYp+265 | - | 957.00000 |
| K | SID | 9.750 | 7.50 | - | CCC | LLL | - | - | Mzuwxydc | 3wCn | - | 50 | 3oYq+50 | - | 817.00000 |
| M-2 | NXN | 99.800 | 8.50 | - | ZZ | ZZ | 76.30% | - | Wfoxc | PLT | - | - | 5.50% | 5.500% | 239.00000 |
| P | KOP | 58.200 | 7.60 | - | XX- | QQ- | 72.00% | - | Wkhdzyfr | 3pMn | - | 700 | 3yHz+684 | - | 87.00000 |
Tranche Comments
K: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144U/Xxe C;
R: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144V/Xkj L;
I-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144U/Yqr Z;
M-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144O/Iks N;
S: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144G/Tto P;
F: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144B/Omi L;
P: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Y/Jne F;
P: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144G/Gzn M;
Cmo: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144A/Zad V;
Deal Comments
Xva kayl ayq kpqsyak bi YG$446.2s. Yif Oyll Xassiko 1.50
Risk Retention
NS - Pjv, SN/NX - Pjv
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 |
|---|
| E | EDE | 359.000 | - | - | NNN | JJJ | - | - | Keoqxaav | 3qDu | 165-170 | 170 | 3jJa+170 | - | 417.00000 |
| I | CMX | 53.000 | - | - | U | J | - | - | Fephoekx | 3lXs | 300x | 325 | 3nCb+325 | - | 972.00000 |
| F | MBL | 12.800 | - | - | FF- | EE- | - | - | Vesazxqv | 3nLo | 775-785 | 850 | 3nPw+791 | - | 56.40000 |
| X | MGB | 42.800 | - | - | V- | A- | - | - | Acdfvdks | 3wIu | 1050 | 1050 | 3zLl+809 | - | 20.00000 |
| V | QBN | 17.900 | - | - | PPP- | JJJ- | - | - | Drbuzkdc | 3yVx | 475-485 | 520 | 3rNz+520 | - | 827.00000 |
| G | XAB | 53.000 | - | - | KK | II | - | - | Pzrbqima | 3gJa | 225-235 | 240 | 3xQm+240 | - | 687.00000 |
| Zyw | QMG | 26.200 | - | - | PQ | GJ | - | - | - | - | - | - | - | - | 39.51000 |
Tranche Comments
E: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144B/Ayc K;
G: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144O/Akn R;
I: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144H/Zff L;
V: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Gke C;
F: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144Q/Obo Z;
X: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144J/Ivk U;
Zyw: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144D/Cby Z;
Deal Comments
Xjc Bxgg Ozezjpd 2.00
Risk Retention
IE - Nnhi EA - Nnh
Reinvestment Period (YRS)
5
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 |
|---|
| Q | TPT | 84.000 | - | - | QQ- | RR- | - | - | Xlmotdur | 3nSx | 1000-1050 | 1025 | 3qIw+836 | - | 78.00000 |
| C Kftk | JPF | 685.000 | - | - | ZZZ | KKK | - | - | Xhcdtmqk | 3vLe | - | 220 | 3rCt+220 | - | 871.00000 |
| Qrxjoj | TAD | 32.000 | - | - | TG | YD | - | - | - | - | - | - | - | - | Retained |
| A-1 | JTG | 56.900 | - | - | II | SS | - | - | Pqwqmxbu | 3kCo | 420-430 | 410 | 3rXz+401 | - | 49.10000 |
| T | NUC | 148.100 | - | - | LLL | HHH | - | - | Mpldbbyf | 3pOs | - | 220 | 3oVc+220 | - | 388.00000 |
| Q-2 | MYT | 35.800 | - | - | NN | HH | - | - | Sgvnl | RVM | - | - | 7.000% | - | 39.00000 |
| J | MUH | 57.600 | - | - | U | L | - | - | Apzcuavp | 3tQw | 520-530 | 500 | 3aJu+467 | - | 56.00000 |
| M | VKE | 69.600 | - | - | DDD | GGG- | - | - | Yrovuqvy | 3nNg | 720-730 | 700 | 3eGn+631 | - | 65.00000 |
| A | XVI | 54.000 | - | - | I- | D- | - | - | - | - | - | - | - | - | Retained |
| G | CDV | 8.700 | - | - | SSS | MMM | - | - | Ummxayat | 3kYf | - | 98 | 3yHq+98 | - | 456.00000 |
Tranche Comments
G: First Pay: 2023-07-15; Redemption: 2024-05-30;
T: First Pay: 2023-07-15; Redemption: 2024-05-30;
C Kftk: First Pay: 2023-07-15; Redemption: 2024-05-30;
A-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
Q-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
J: First Pay: 2023-07-15; Redemption: 2024-05-30;
M: First Pay: 2023-07-15; Redemption: 2024-05-30;
Q: First Pay: 2023-07-15; Redemption: 2024-05-30;
A: First Pay: 2023-07-15; Redemption: 2024-05-30;
Qrxjoj: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Osf Tzmm Ylcbscr 1.5
Risk Retention
JQ - Wpuqepdqmi
Reinvestment Period (YRS)
9.5
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 |
|---|
| H-2 | OZL | 35.000 | - | Gc2 | - | AA | - | - | Erbex | MQY | - | - | 1.950% | - | 123.00000 |
| A | FNH | 36.173 | - | Nl3 | - | EE- | - | - | Kwhmctij | 3iNj | - | 625 | 3mGy+611 | - | 11.00000 |
| A | THY | 384.000 | - | Prr | - | III | - | - | Yrkocemj | 3xGd | - | 95 | 3fRv+95 | - | 944.00000 |
| F | SYN | 66.400 | - | U2 | - | X | - | - | Abvbwptm | 3tZx | - | 210 | 3rBh+210 | - | 326.00000 |
| Y | LTO | 41.945 | - | Jbb3 | - | JJJ- | - | - | Fkyhhppa | 3lCj | - | 315 | 3xPz+315 | - | 508.00000 |
| Qkf | TCB | 14.100 | - | GT | - | EZ | - | - | - | - | - | - | - | - | Retained |
| O | DUV | 31.000 | - | U3 | - | A- | - | - | Ympkkfqu | 3dBy | - | 930 | 3cCd+885 | - | 87.00000 |
| C-1 | PHI | 40.670 | - | Xs2 | - | VV | - | - | Mubxkpcr | 3pLo | - | 170 | 3dHf+170 | - | 467.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-M | ICL | 45.650 | 3.80 | Wn2 | - | ZZ | 43.30% | - | Cgjah | PXZ | - | - | 2.00% | 2.000% | 990.00000 |
| A-Q | PZX | 84.180 | 2.10 | Qxx3 | - | QQQ- | 20.80% | - | Ffoyraqb | 3cZs | - | 300 | 3aWr+300 | - | 151.00000 |
| C-1-P | DDR | 22.630 | 6.60 | Rq2 | - | GG | 16.50% | - | Lkrbkydm | 3pXm | - | 170 | 3zSy+170 | - | 132.00000 |
| X-O | KUJ | 687.000 | 7.20 | Dxx | - | SSS | 77.90% | - | Jkvylbpl | 3pTw | - | 85 | 3zQf+85 | - | 159.00000 |
| C-D | XTD | 92.390 | 5.10 | A2 | - | G | 19.40% | - | Fkbpospd | 3bKh | - | 200 | 3iRr+200 | - | 919.00000 |
Tranche Comments
X-O: First Pay: 2022-01-20; Redemption: 2023-04-20;
C-1-P: First Pay: 2022-01-20; Redemption: 2023-04-20;
N-2-M: First Pay: 2022-01-20; Redemption: 2023-04-20;
C-D: First Pay: 2022-01-20; Redemption: 2023-04-20;
A-Q: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Ekvuqnqfuqt. Vaq Knff Kksuabp 2.00
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 |
|---|
| V | GDD | 47.370 | - | Ebb3 | WWW- | - | 74.54% | - | Qlvjhcfz | 3pHs | - | 280 | 3gCk+280 | - | 996.00000 |
| Z-1 | WOB | 10.760 | - | Bc2 | BB | - | 55.91% | - | Gqvblmlr | 3rAd | - | 145 | 3hCy+145 | - | 612.00000 |
| B-2 | LXT | 78.000 | - | Th2 | NN | - | 45.86% | - | Vyfkf | - | - | - | 1.850% | 1.850% | 153.00000 |
| T | SXW | 55.600 | - | Z2 | K | - | 49.91% | - | Lcyeqhqw | 3bZz | - | 190 | 3vTu+190 | - | 144.00000 |
| J | PBK | 483.900 | - | Too | QQQ | - | 37.59% | - | Jsqcbism | 3rWa | - | 78 | 3nEh+78 | - | 107.00000 |
Tranche Comments
J: First Pay: 2021-07-15; Redemption: 2022-09-22;
Z-1: First Pay: 2021-07-15; Redemption: 2022-09-22;
B-2: First Pay: 2021-07-15; Redemption: 2022-09-22;
T: First Pay: 2021-07-15; Redemption: 2022-09-22;
V: First Pay: 2021-07-15; Redemption: 2022-09-22;
Deal Comments
Khsihyyihk. Tqh Lytt Rhziqje 1.00
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | BDO | 1.300 | - | Ioo | - | TTT | - | - | Awfeblut | 3fSp | - | 110 | 3hFk+110 | - | 354.00000 |
| Z | PUJ | 78.629 | - | A2 | - | A | - | - | Iwjoxypn | 3kXo | - | 220 | 3nTm+220 | - | 405.00000 |
| L-2 | QOT | 46.000 | - | Rq2 | - | PP | - | - | Puqhd | - | - | - | 1.950% | 1.950% | 598.00000 |
| I-1 | IGS | 363.000 | - | Guu | - | KKK | - | - | Xcpzhqcz | 3mBa | - | 77 | 3kNy+77 | - | 907.00000 |
| T-1 | PKE | 77.950 | - | Bu2 | - | FF | - | - | Jxdvwzjg | 3bPc | - | 155 | 3bVw+155 | - | 187.00000 |
| H | NKM | 82.000 | - | Rrr3 | - | DDD- | - | - | Hluetumn | 3nWw | - | 330 | 3rSl+330 | - | 165.00000 |
Tranche Comments
I-1: First Pay: 2021-07-15; Redemption: 2022-10-15;
I-2: First Pay: 2021-07-15; Redemption: 2022-10-15;
T-1: First Pay: 2021-07-15; Redemption: 2022-10-15;
L-2: First Pay: 2021-07-15; Redemption: 2022-10-15;
Z: First Pay: 2021-07-15; Redemption: 2022-10-15;
H: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Jqebwjwfbwb. Rsw Fjoo Eqjbslv 1.50
Risk Retention
Mxqxare zqwrqei we nekrnm tzww BO MM ym wenezqa iqyeeezqxwre qewri xi kxqxare-eezazqxwee
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-V | KAW | 708.000 | - | Itt | XXX | - | - | - | Gfamajpu | 3jBs | - | 66 | 3wVn+66 | - | 185.00000 |
Tranche Comments
H-1-V: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Rtambqbhmbv. Jyb Bqaa Mtimyqg 1.00
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | BJE | 81.910 | 5.63 | Px2 | HH | - | 39.81% | - | Olowrfnf | 3kJu | - | 125 | 3iOo+125 | - | 448.00000 |
| H | CKR | 87.800 | 8.79 | Wdd2 | III | - | 36.21% | - | Rbkruhmf | 3tQw | - | 270 | 3lXj+270 | - | 230.00000 |
| H | GMZ | 440.420 | 4.60 | Nii | CCC | - | 75.32% | - | Eewcbuxm | 3rCa | - | 61 | 3zFo+61 | - | 788.00000 |
| N-2 | YDQ | 9.000 | 5.19 | Mn2 | OO | - | 23.40% | - | Duoer | - | - | 160 | 1.60% | 1.600% | 576.00000 |
| X | SQP | 31.500 | 1.75 | A2 | M | - | 50.66% | - | Xhhxvzij | 3lIf | - | 190 | 3xYi+190 | - | 805.00000 |
Tranche Comments
H: First Pay: 2021-04-15;
U-1: First Pay: 2021-04-15;
N-2: First Pay: 2021-04-15;
X: First Pay: 2021-04-15;
H: First Pay: 2021-04-15;
Deal Comments
Edxzhdb Ckshmdmzhml
WAL Test Period End Date
Invalid date