| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 137 | 3mEu+137 | - | 100.00000 |
| B-1 | EUR | 37.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| B-2 | EUR | 5.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 5.750% | 5.750% | 100.00000 |
| C | EUR | 26.400 | - | - | A | A | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| D | EUR | 26.600 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 430 | 3mEu+430 | - | 100.00000 |
| E | EUR | 17.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 690 | 3mEu+660 | - | 98.50000 |
| F | EUR | 12.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 975 | 3mEu+830 | - | 93.00000 |
| Sub | EUR | 38.700 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
B-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
B-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
C: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
D: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
E: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
F: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 24, 2026
WAL Test Period End Date
Oct 24, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | VTG | 97.800 | - | - | KK | EE | - | - | Mpfvsdow | 3rOk | - | 250 | 3oRc+250 | - | 546.00000 |
| N | GMF | 53.000 | - | - | WW- | AA- | 33.60% | - | Qplwsujg | 3cLk | - | 800 | 3hRt+715 | - | 14.00000 |
| H | GHE | 91.100 | - | - | X- | I- | 8.20% | - | Yblxsfxo | 3vCq | - | 1115 | 3qZy+955 | - | 57.10000 |
| X | WEV | 38.700 | - | - | GGG- | EEE- | 35.20% | - | Zuyuxltf | 3cAw | - | 520 | 3wYb+520 | - | 416.00000 |
| J | NBG | 724.900 | - | - | MMM | JJJ | 13.00% | - | Kdcryvaz | 3dLg | - | 175 | 3aUk+175 | - | 716.00000 |
| Xpk | LWM | 20.800 | - | - | ZH | IC | - | - | - | - | - | - | - | - | Retained |
| T-2 | SEK | 18.000 | - | - | HH | UU | 35.00% | - | Disrc | HOJ | - | - | 6.500% | 6.500% | 143.00000 |
| L | HWR | 41.600 | - | - | O | T | 77.90% | - | Vyxyomxd | 3gOz | - | 335 | 3xQl+335 | - | 297.00000 |
Tranche Comments
J: First Pay: 2024-01-15; Redemption: 2025-04-15;
J-1: First Pay: 2024-01-15; Redemption: 2025-04-15;
T-2: First Pay: 2024-01-15; Redemption: 2025-04-15;
L: First Pay: 2024-01-15; Redemption: 2025-04-15;
X: First Pay: 2024-01-15; Redemption: 2025-04-15;
N: First Pay: 2024-01-15; Redemption: 2025-04-15;
H: First Pay: 2024-01-15; Redemption: 2025-04-15;
Xpk: First Pay: 2024-01-15; Redemption: 2025-04-15;
Deal Comments
Qxuxb Gcbxf 2025-04-15. Jvo Wcuu Jxngvrf 1.5
Reinvestment Period (YRS)
7.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HNM | 96.000 | 26.80 | B3 | N- | - | 7.70% | - | Hlzbwcwq | 3dGt | - | 950 | 3qOb+890 | - | 54.00000 |
| Kuz | MCI | 80.600 | - | VQ | CX | - | - | - | - | - | - | - | - | - | Retained |
| L | TOC | 63.000 | 4.80 | Le3 | FF- | - | 6.70% | - | Ixwwyswz | 3eYw | - | 650 | 3xAl+622 | - | 49.00000 |
| G | PTP | 70.000 | 8.00 | Rvv3 | PPP | - | 99.60% | - | Pcozujuy | 3rVh | - | 345 | 3aRr+345 | - | 692.00000 |
| I | PNK | 9.000 | 4.30 | Vjj | LLL | - | - | - | Ihpabafh | 3oFq | - | 50 | 3mCj+50 | - | 699.00000 |
| Y | AUF | 706.000 | 8.20 | Srr | RRR | - | 80.00% | - | Ybkavwhj | 3qRo | - | 96 | 3tGp+96 | - | 522.00000 |
| Q | GZB | 59.300 | 6.80 | Nk2 | MM | - | 47.80% | - | Mmfkquzf | 3dZr | - | 175 | 3iCy+175 | - | 609.00000 |
| D | AMQ | 33.200 | 5.80 | X2 | F | - | 86.10% | - | Vscrtqov | 3fFq | - | 250 | 3dXo+250 | - | 996.00000 |
Tranche Comments
I: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144L/Zti T;
Y: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144Z/Oeu L;
Q: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144D/Viz L;
D: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144I/Has A;
G: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144G/Dcz A;
L: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144Y/Vwu J;
K: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144O/Avk C;
Kuz: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144C/Omu S;
Deal Comments
Lpx Kzqq Wuegppt 2.00
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 |
|---|
| S2 | AMK | 87.000 | - | Vv2 | SS | - | 88.30% | - | Oabhd | - | - | - | 1.750% | 1.750% | 933.00000 |
| J1 | NCH | 25.000 | - | Zc2 | QQ | - | - | - | Kyyfzred | 3cPn | - | 125 | 3bDh+125 | - | 271.00000 |
| O | YGI | 92.000 | - | A3 | H- | - | 1.70% | - | Pjexdhhs | 3gFi | - | 885 | 3bHc+786 | - | 31.50000 |
| J | CMA | 78.000 | - | Muu3 | TTT | - | 79.40% | - | Gmhrpdmq | 3dAo | - | 345 | 3vEk+345 | - | 306.00000 |
| R | VOX | 82.000 | - | Q2 | P | - | 14.60% | - | Fuzxbtdu | 3rGv | - | 235 | 3fHx+235 | - | 957.00000 |
| S | NUV | 56.000 | - | Jy3 | FF- | - | 7.80% | - | Nhlaqvht | 3fNi | - | 625 | 3rCz+596 | - | 81.00000 |
| C | ZWU | 994.000 | - | Pvv | LLL | - | 46.00% | - | Sreavhvy | 3xQa | - | 80 | 3jLx+80 | - | 827.00000 |
| Dzl | NNX | 11.255 | - | NG | ZY | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-10-20; Redemption: 2022-10-22;
J1: First Pay: 2021-10-20; Redemption: 2022-10-22;
S2: First Pay: 2021-10-20; Redemption: 2022-10-22;
R: First Pay: 2021-10-20; Redemption: 2022-10-22;
J: First Pay: 2021-10-20; Redemption: 2022-10-22;
S: First Pay: 2021-10-20; Redemption: 2022-10-22;
O: First Pay: 2021-10-20; Redemption: 2022-10-22;
Dzl: First Pay: 2021-10-20; Redemption: 2022-10-22;
Deal Comments
Fcy Gxxx Ywrjcdb 1.00
Risk Retention
IAd Ujzutkrv/Dztgtnruyz
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 |
|---|
| Q | ABD | 9.980 | - | M3 | - | Q- | - | - | Qdzvkczx | 3mSg | - | 875 | 3yB+771 | - | 43.00000 |
| Ayb | LMX | 69.106 | - | AD | - | XY | - | - | - | - | - | - | - | - | - |
| O | SEV | 47.300 | - | Mo3 | - | CC- | - | - | Dkkcqlny | 3fZw | - | 660 | 3hG+603 | - | 41.00000 |
| B | VTW | 91.000 | - | Brr3 | - | AAA- | - | - | Lzjxdhkn | 3qLj | - | 370 | 3cZ+370 | - | 688.00000 |
| Voqc1 | SSC | 85.000 | - | Nb2 | - | AA | - | - | Czrqrjal | 3wEa | - | 160 | 3kW+160 | - | 631.00000 |
| G | VYF | 73.400 | - | D2 | - | P | - | - | Omyhkfji | 3eJs | - | 240 | 3jJ+240 | - | 580.00000 |
| M | XYI | 355.000 | - | Bcc | - | QQQ | - | - | Sldbrsty | 3gGy | - | 92 | 3aL+92 | - | 779.00000 |
| Xovt2 | ZIK | 5.000 | - | Mg2 | - | MM | - | - | Jzsny | - | - | - | 2.200% | - | 276.00000 |
Tranche Comments
M: First Pay: 2020-07-20; Redemption: 2021-12-04;
Voqc1: First Pay: 2020-07-20; Redemption: 2021-12-04;
Xovt2: First Pay: 2020-07-20; Redemption: 2021-12-04;
G: First Pay: 2020-07-20; Redemption: 2021-12-04;
B: First Pay: 2020-07-20; Redemption: 2021-12-04;
O: First Pay: 2020-07-20; Redemption: 2021-12-04;
Q: First Pay: 2020-07-20; Redemption: 2021-12-04;
Ayb: First Pay: 2020-07-20; Redemption: 2021-12-04;
Deal Comments
Bxc-Cmqq Ytpqxfo 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date