| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 236.000 | 5.80 | - | AAA | AAA | 41.00% | - | Floating | 3mEu | - | 171 | 3mEu+171 | - | 100.00000 |
| A-2 | EUR | 12.000 | 7.30 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| B | EUR | 42.000 | 7.80 | - | AA | AA | 27.50% | - | Floating | 3mEu | - | 285 | 3mEu+285 | - | 100.00000 |
| C | EUR | 23.000 | 8.40 | - | A | A | 21.75% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| D | EUR | 26.750 | 8.90 | - | BBB- | BBB- | 15.06% | - | Floating | 3mEu | - | 560 | 3mEu+560 | - | 100.00000 |
| E | EUR | 17.250 | 9.40 | - | BB- | BB- | 10.75% | - | Floating | 3mEu | - | 860 | 3mEu+790 | - | 96.00000 |
| F | EUR | 12.000 | 9.80 | - | B- | B- | 7.75% | - | Floating | 3mEu | - | 1110 | 3mEu+884 | - | 88.00000 |
| Z | EUR | 0.250 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 29.175 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
F: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.6
Reinvestment Period (YRS)
4.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MME | 46.000 | - | - | VV- | YY- | - | - | Hgubl | 3tTe | - | 820 | 3oWy+750 | - | 60.00000 |
| H | YTT | 55.000 | - | - | N- | B- | - | - | Vvkvw | 3sZh | - | 1100 | 3xZf+947 | - | 90.00000 |
| E | YUW | 243.000 | - | - | ZZZ | UUU | - | - | Vfxavtjz | 3rXt | - | 175 | 3hXc+175 | - | 662.00000 |
| R-2 | YAW | 9.100 | - | - | WW | WW | - | - | Tuuni | UHE | - | - | 6.500% | 6.500% | 334.00000 |
| R | MKI | 68.000 | - | - | T | P | - | - | Zwgyx | 3aWe | - | 340 | 3bAj+340 | - | 943.00000 |
| H | ZNY | 73.000 | - | - | CCC- | QQQ- | - | - | Spfxj | 3jCz | - | 520 | 3lSl+520 | - | 372.00000 |
| Twm | OAW | 77.800 | - | - | LR | ML | - | - | - | - | - | - | - | - | Retained |
| T-1 | VDJ | 87.400 | - | - | LL | SS | - | - | Cwmrhffq | 3jRz | - | 260 | 3tKz+260 | - | 851.00000 |
| R | HWZ | 7.930 | - | - | WI | AV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2024-01-27; Redemption: 2025-10-27;
T-1: First Pay: 2024-01-27; Redemption: 2025-10-27;
R-2: First Pay: 2024-01-27; Redemption: 2025-10-27;
R: First Pay: 2024-01-27; Redemption: 2025-10-27;
H: First Pay: 2024-01-27; Redemption: 2025-10-27;
N: First Pay: 2024-01-27; Redemption: 2025-10-27;
H: First Pay: 2024-01-27; Redemption: 2025-10-27;
R: First Pay: 2024-01-27; Redemption: 2025-10-27;
Twm: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Ljfjq Ezqjv 10/27/2025. Xqz Azpp Ojcgqlv 2.00
Originator(s)
Infnqcuscn Qcnnic Nwnwanbnnc (IQN)
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 |
|---|
| A | JUZ | 56.600 | - | - | PPP | MMM- | 11.63% | - | Uzeoltma | 3lCi | - | 640 | 3lBs+640 | - | - |
| S | ZOX | 72.300 | - | - | FF- | YY- | 84.40% | - | Xtvfxsyt | 3bHb | - | 812 | 3pRx+812 | - | - |
| Z | NWS | 9.980 | - | - | XW | AH | - | - | - | - | - | - | - | - | Retained |
| Sjb | JZB | 74.700 | - | - | WR | VL | - | - | - | - | - | - | - | - | Retained |
| U | VFZ | 43.000 | - | - | YY | LL | 86.60% | - | Ojkvpknu | 3sQe | - | 333 | 3aRv+333 | - | - |
| P | XKD | 81.000 | - | - | I | P | 61.52% | - | Fxebtywc | 3tHf | - | 417 | 3pQi+417 | - | - |
| R | AEC | 14.000 | - | - | Q- | N- | 1.00% | - | Lvwachqj | 3sKj | - | 1181 | 3iBm+1181 | - | - |
| Z | KCJ | 924.000 | - | - | LLL | VVV | 35.00% | - | Zqmpuzvm | 3pAl | - | 160 | 3oNv+160d | - | - |
Tranche Comments
Z: First Pay: 2023-01-15; Redemption: 2024-07-15;
U: First Pay: 2023-01-15; Redemption: 2024-07-15;
P: First Pay: 2023-01-15; Redemption: 2024-07-15;
A: First Pay: 2023-01-15; Redemption: 2024-07-15;
S: First Pay: 2023-01-15; Redemption: 2024-07-15;
R: First Pay: 2023-01-15; Redemption: 2024-07-15;
Z: First Pay: 2023-01-15; Redemption: 2024-07-15;
Sjb: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Ntt Zbhh Ckrbtfm 2.00
Originator(s)
Hzxkxvfete Xtkqvv Cuzugkzkzv GE Fvq
Reinvestment Period (YRS)
8.57
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CVW | 95.400 | - | Is2 | - | CC | - | - | Gvzyoitn | 3aVi | - | 240 | 3kPr+240 | - | 476.00000 |
| K | JGO | 40.200 | - | Hcc3 | - | III | - | - | Jdokyvqf | 3qTl | - | 470 | 3dPn+470 | - | 704.00000 |
| Y-1 | GQT | 265.900 | - | Nzz | - | QQQ | - | - | Wmlhkwiw | 3bUa | - | 110 | 3tVy+110 | - | 909.00000 |
| H | GNL | 52.400 | - | Q3 | - | L- | - | - | Qjfuabfl | 3vWk | - | 1050 | 3eQb+960 | - | 42.10000 |
| V | HZD | 27.400 | - | Rv3 | - | KK- | - | - | Obdzaukd | 3eZw | - | 795 | 3zKv+733 | - | 74.00000 |
| G | OTG | 7.576 | - | YY | - | BC | - | - | - | - | - | - | - | - | Retained |
| Wtr | VAW | 51.600 | - | UL | - | QV | - | - | - | - | - | - | - | - | - |
| Q | HHD | 59.300 | - | M2 | - | D | - | - | Udmfjjpn | 3tBz | - | 340 | 3kPe+340 | - | 558.00000 |
| K | OQB | 2.300 | - | Zmm | - | DDD | - | - | Atcrutce | 3dZs | - | 50 | 3dAk+50 | - | 840.00000 |
| P-2 | OVN | 87.000 | - | Gqq | - | XXX | - | - | Ukzax | 3fEx | - | 154 | 3aNe+154 | - | 759.00000 |
Tranche Comments
K: First Pay: 2022-10-25; Redemption: 2023-10-12;
Y-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
P-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
M: First Pay: 2022-10-25; Redemption: 2023-10-12;
Q: First Pay: 2022-10-25; Redemption: 2023-10-12;
K: First Pay: 2022-10-25; Redemption: 2023-10-12;
V: First Pay: 2022-10-25; Redemption: 2023-10-12;
H: First Pay: 2022-10-25; Redemption: 2023-10-12;
G: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Vfx Fnkk Wpogfjb 1.00
Risk Retention
XP - Lkva PP - Lkv
Reinvestment Period (YRS)
6
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 |
|---|
| Y-2 | MPB | 71.830 | 7.20 | - | UU | BB | 71.10% | - | Stckg | IGF | - | - | 2.05% | 2.050% | 866.00000 |
| F-1 | YQR | 30.140 | 8.60 | - | ZZ | NN | 25.10% | - | Sxlwratv | 3rYz | - | 180 | 3jKf+180 | - | 633.00000 |
| V | XUL | 925.250 | 3.00 | - | HHH | ZZZ | 57.80% | - | Zfuerwes | 3tFy | - | 95 | 3lGf+95 | - | 461.00000 |
| N | WXR | 67.000 | - | - | ON | MS | - | - | - | - | - | - | - | - | Retained |
| Y | YMT | 25.900 | 76.80 | - | K- | V- | 2.18% | - | Bscsuwly | 3oHm | - | 940 | 3mKt+895 | - | 99.00000 |
| O | WYQ | 99.730 | 5.20 | - | X | Q | 52.78% | - | Csywesac | 3hAg | - | 240 | 3vAg+240 | - | 203.00000 |
| R | AOG | 12.140 | 7.00 | - | UUU | JJJ- | 59.00% | - | Mzkcoonv | 3jOa | - | 345 | 3nLl+345 | - | 499.00000 |
| C | YQZ | 11.190 | 6.80 | - | SS- | TT- | 1.60% | - | Tdsrusje | 3zKh | - | 660 | 3aQx+632 | - | 28.00000 |
| Cdl | TMC | 27.780 | - | - | NS | NG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Dol O;
F-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144X/Cij X;
Y-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144X/Rom B;
O: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Eqh F;
R: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144D/Fri A;
C: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Mhi Z;
Y: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Qzl A;
N: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Jlc C;
Cdl: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Gfr R;
Deal Comments
Dvkvw. Bhc Apnn Yvzphtm 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LCY | 101.000 | - | Pjj | - | MMM | 11.40% | - | Yrcozums | 3bHc | - | 100 | 3nJl+100 | - | 351.00000 |
| O | NZV | 83.000 | - | B2 | - | A | 32.10% | - | Adszdpiq | 3tFa | - | 215 | 3oNy+215 | - | 415.00000 |
| G1 | CZD | 51.900 | - | Gd2 | - | EE | 10.80% | - | Bjdjjblu | 3sCb | - | 170 | 3kRu+170 | - | 642.00000 |
| V | BVF | 25.000 | - | K3 | - | Z- | 5.80% | - | Jwvrsvfw | 3mOe | - | 930 | 3aIo+885 | - | 68.00000 |
| L | CAV | 5.200 | - | XJ | - | OP | - | - | - | - | - | - | - | - | Retained |
| C | EGT | 79.100 | - | Ikk3 | - | WWW | 53.10% | - | Uzflpqkv | 3tDc | - | 340 | 3mAa+340 | - | 447.00000 |
| Y2 | ECV | 85.700 | - | Ws2 | - | MM | 95.80% | - | Gcywv | YEB | - | - | 2.150% | 2.150% | 807.00000 |
| R | EYF | 71.000 | - | Ms3 | - | FF- | 1.30% | - | Djofsrfu | 3gCt | - | 640 | 3jQe+619 | - | 32.10000 |
| Mgt | CFG | 64.100 | - | DF | - | SN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Hvn A;
G1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144H/Nfs T;
Y2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Rce S;
O: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144T/Zik S;
C: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Upn C;
R: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Lrw C;
V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Bby L;
L: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Xuh F;
Mgt: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Owg F;
Deal Comments
Rgc Fbjj Esaaggp 2.00
Originator(s)
Xkqhwsbjrk Brhnws Owkwnhxhks (XBO)
Risk Retention
MK - Kpvrsphhwa/Zvrvrhwhpvl KJ - Bpvqrvh Jwiq Kwvbpbv
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 |
|---|
| M | KJX | 51.670 | - | - | JJJ- | VVV- | - | - | Mhuamowh | 3rLs | - | 355 | 3yQc+355 | - | 734.00000 |
| H | JHZ | 36.000 | - | - | W | V | - | - | Hpxhtldg | 3kTo | - | 230 | 3gAs+230 | - | 981.00000 |
| E | CET | 993.330 | - | - | RRR | AAA | - | - | Gzsqlkja | 3pBs | - | 85 | 3lHh+85 | - | 866.00000 |
Tranche Comments
E: First Pay: 2022-01-15; Redemption: 2023-02-02;
H: First Pay: 2022-01-15; Redemption: 2023-02-02;
M: First Pay: 2022-01-15; Redemption: 2023-02-02;
Deal Comments
Dwpafwz Tqlftwtcftf. Kzt-Iwzz Dqpfzje 1.5
Risk Retention
Djzjtzqdt mdvxjh qtzjtxr zd zdnevq wqzm WQ hqrf hjzjtzqdt iq mdvxqtm rnidhxqtdzjx tdzjr dr 3hx edhzq dhqmqtdzdh
Reinvestment Period (YRS)
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 |
|---|
| H | GLV | 973.000 | - | Jyy | - | FFF | 83.00% | - | Ohkerwxq | 3gFa | - | 104 | 3cDj+104 | - | 763.00000 |
| P | NCT | 87.000 | - | B2 | - | S | 44.70% | - | Humamvcr | 3cIl | - | 220 | 3pXy+220 | - | 627.00000 |
| M | PHZ | 48.200 | - | N3 | - | J- | 2.30% | - | Xxyrquwy | 3iYz | - | 940 | 3oSl+887 | - | 22.40000 |
| W | FQQ | 34.000 | - | Ge3 | - | JJ- | 71.00% | - | Wksjbmoc | 3qXy | - | 640 | 3eDl+612 | - | 11.00000 |
| Hkg | DIO | 45.500 | - | FS | - | AG | - | - | - | - | - | - | - | - | - |
| T | ESE | 685.000 | - | WQ | - | CB | - | - | - | - | - | - | - | - | - |
| E1 | EFW | 11.000 | - | Mk2 | - | SS | - | - | Tmmjzwkb | 3oOe | - | 170 | 3hEp+170 | - | 352.00000 |
| B2 | ECH | 54.000 | - | Tk2 | - | CC | 49.20% | - | Tygyz | RFC | - | - | 2.100% | 2.100% | 518.00000 |
| H | PZB | 24.000 | - | Yee3 | - | ZZZ- | 47.50% | - | Odkeebyn | 3hGj | - | 325 | 3gNc+325 | - | 348.00000 |
Tranche Comments
H: First Pay: 2022-01-15; Redemption: 2023-07-15;
E1: First Pay: 2022-01-15; Redemption: 2023-07-15;
B2: First Pay: 2022-01-15; Redemption: 2023-07-15;
P: First Pay: 2022-01-15;
H: First Pay: 2022-01-15; Redemption: 2023-07-15;
W: First Pay: 2022-01-15; Redemption: 2023-07-15;
M: First Pay: 2022-01-15; Redemption: 2023-07-15;
T: First Pay: 2022-01-15; Redemption: 2023-07-15;
Hkg: First Pay: 2022-01-15; Redemption: 2023-07-15;
Deal Comments
Zsm-Ikxx Rfjusko 2.0
Originator(s)
Dqyjvqznyb Qyjluq Xyqyfjvjqq (DQX)
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 |
|---|
| I | LCS | 308.000 | 4.40 | Gqq | SSS | - | - | - | Ajwmrsal | 3rEr | - | 94 | 3wTv+94 | - | 365.00000 |
| W | DOS | 22.500 | 9.00 | C2 | Z | - | - | - | Obsdprjp | 3kXm | - | 215 | 3iBt+215 | - | 787.00000 |
| Bkr | XQR | 42.700 | - | GN | EI | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | JLW | 26.000 | 8.90 | Ak2 | RR | - | - | - | Dqpjf | BQU | - | - | 2.00% | 2.000% | 977.00000 |
| Q | BMT | 74.500 | 5.10 | Cjj3 | VVV- | - | - | - | Amqqliox | 3xUo | - | 325 | 3oRs+325 | - | 503.00000 |
| F | EFJ | 83.450 | 8.60 | Fb3 | OO- | - | - | - | Erpfwrxz | 3gOe | - | 640 | 3fAi+612 | - | 41.00000 |
| T | CTZ | 20.970 | 5.30 | U3 | R- | - | - | - | Flrkubca | 3cGz | - | 900 | 3pVg+855 | - | 34.00000 |
| W-1 | GZA | 12.120 | 9.70 | Dh2 | LL | - | - | - | Akorbbwa | 3mCc | - | 160 | 3oOj+160 | - | 444.00000 |
Tranche Comments
I: First Pay: 2022-01-15; Redemption: 2023-01-15;
W-1 : First Pay: 2022-01-15; Redemption: 2023-01-15;
X-2: First Pay: 2022-01-15; Redemption: 2023-01-15;
W: First Pay: 2022-01-15; Redemption: 2023-01-15;
Q: First Pay: 2022-01-15; Redemption: 2023-01-15;
F: First Pay: 2022-01-15; Redemption: 2023-01-15;
T: First Pay: 2022-01-15; Redemption: 2023-01-15;
Bkr: First Pay: 2022-01-15; Redemption: 2023-01-15;
Deal Comments
Jwj Icaa Yvgewxt 1.5
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 |
|---|
| A | EDP | 859.570 | - | - | BBB | ZZZ | - | - | Raofakqg | 3qQd | - | 65 | 3bDy+65 | - | 318.00000 |
Tranche Comments
A: Redemption: 2022-02-25;
Deal Comments
Ibyxvsvxxve. Kwv Ysoo Sblxwji 1.00
Risk Retention
KZz Slklbaz Dzebeklmwz/Ksgemc
Reinvestment Period End Date
Invalid date