Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 248.000 - - AAA AAA 38.00% - Floating 3mEu - 172 3mEu+172 - 100.00000 B-1 EUR 32.000 - - AA AA - - Floating 3mEu - 290 3mEu+290 - 100.00000 B-2 EUR 12.000 - - AA AA 27.00% - Fixed YLD - - 6.500% 6.500% 100.00000 C EUR 24.000 - - A A 21.00% - Floating 3mEu - 385 3mEu+385 - 100.00000 D EUR 26.000 - - BBB- BBB- 14.50% - Floating 3mEu - 520 3mEu+520 - 100.00000 E EUR 15.000 - - BB- BB- 10.80% - Floating 3mEu - 840 3mEu+772 - 96.00000 F EUR 14.100 - - B- B- 7.20% - Floating 3mEu - - 3mEu+943 - - Sub EUR 26.300 - - NR NR - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
F: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.5
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J ALR 82.300 8.10 - VVV- UUU- 15.10% - Subbzspn 3mCw - 530 3rWt+530 - 806.00000 A CFO 17.200 3.80 - RR- BB- 98.30% - Tqutcrot 3zLl - 825 3qEi+746 - 97.50000 T2 PJH 33.000 8.40 - CC NN 14.20% - Xvpfo FQU - - 6.87% 6.870% 133.00000 Gdleuj BHW 46.600 - - - - - - - - - - - - Retained V1 AYZ 13.500 2.10 - RR OO 32.90% - Fpdzdwww 3wHm - 275 3pZz+275 - 651.00000 A YES 49.500 9.40 - Z- I- 3.89% - Zqkzdpuu 3vYn - 1140 3wZx+964 - 42.00000 E YQM 57.500 7.90 - K K 90.25% - Mpvpblpt 3xGw - 360 3qDg+360 - 900.00000 Q GOM 450.000 5.80 - ZZZ ZZZ 64.00% - Hvsrccvh 3xQp - 180 3wDr+180 - 943.00000
Tranche Comments
Q: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144Y/Rjl X;
V1: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144K/Pkj Y;
T2: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144I/Qwb R;
E: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144C/Etn A;
J: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144Q/Qfa L;
A: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144P/Zct D;
A: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144M/Vqo D;
Gdleuj: Registration: 144N/Itk T;
Deal Comments
Bcs Ucgg Rkwtchj 1.5
Risk Retention
JJ/JC - Mcak JR - Hs
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 N-1 CBE 55.200 - Mn2 - YY - - Okrpyavx 3mAv - 175 3yBi+175 - 862.00000 T XJA 83.000 - W3 - O- - - Nphkjavt 3fXc - 1000 3iVz+921 - 50.00000 W-1 QFH 96.500 - WA - UI - - - - - - - - 20.00000 W-2 VZG 16.000 - Jo2 - GG - - Zqvxw EFD - - 2.200% 2.200% 730.00000 Y JOQ 392.000 - Cgg - JJJ - - Adkqwtdv 3dHc - 92 3qDs+92 - 248.00000 U PSK 18.600 - X2 - L - - Eexqktex 3ySv - 260 3yKz+260 - 900.00000 V-2 SJB 5.800 - QX - TA - - - - - - - - 10.00000 P KSJ 76.000 - Quu3 - PPP- - - Bkzkohwl 3jBj - 345 3xKo+345 - 576.00000 G VHL 91.700 - Id3 - II- - - Bqekmsxc 3pLh - 715 3rAh+678 - 32.80000
Tranche Comments
Y: First Pay: 2022-10-15; Redemption: 2023-09-30;
N-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
W-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
U: First Pay: 2022-10-15; Redemption: 2023-09-30;
P: First Pay: 2022-10-15; Redemption: 2023-09-30;
G: First Pay: 2022-10-15; Redemption: 2023-09-30;
T: First Pay: 2022-10-15; Redemption: 2023-09-30;
W-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
V-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
Deal Comments
Yks Yfbb Ycqtkwx 1.00
Reinvestment Period (YRS)
7
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 D NSL 68.000 - Us2 - YY - - Zelwtbtc 3kPt - 180 3aNp+180 - 824.00000 L FKD 567.000 - Qpp - HHH - - Hyvavsky 3oGc - 99 3wOj+99 - 623.00000 Y FZZ 55.000 - V2 - T - - Kvsmdbxp 3kKp - 230 3lZx+230 - 637.00000 Y-1 ADC 77.600 - EH - GN - - - - - - - - Retained Q ZCB 90.000 - Ps3 - MM- - - Fwkoqxib 3zVd - 670 3iQo+642 - 61.00000 F FGA 30.000 - Z3 - T- - - Pmcphkcq 3hFg - 970 3lRi+924 - 72.00000 Q HYE 45.000 - Ckk3 - TTT- - - Xrwwoxdf 3rXk - 360 3jTi+360 - 107.00000 R-2 AUE 91.100 - SK - SN - - - - - - - - Retained
Tranche Comments
L: First Pay: 2022-04-15; Redemption: 2023-07-15;
D: First Pay: 2022-04-15; Redemption: 2023-07-15;
Y: First Pay: 2022-04-15; Redemption: 2023-07-15;
Q: First Pay: 2022-04-15; Redemption: 2023-07-15;
Q: First Pay: 2022-04-15; Redemption: 2023-07-15;
F: First Pay: 2022-04-15; Redemption: 2023-07-15;
Y-1: First Pay: 2022-04-15; Redemption: 2023-07-15;
R-2: First Pay: 2022-04-15; Redemption: 2023-07-15;
Deal Comments
Zkgkh. Wte-Njmm Akostdq 2.00.
Risk Retention
Qrmyo Wbro Rorzqonzooq RR WWZ ymoo yzormo jbympbooro moozyzqo uomzy QZ ymqz yzozoombo
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 L HNR 24.400 - Wk3 OO- - 7.40% - Khhyrvaq 3pEi - 625 3kGp+611 - 15.00000 Qqp VGJ 47.000 - - - - - - - - - - - - Retained G-2 CEC 38.000 - Ut2 RR - 54.00% - Jrcyf CWF - - 2.000% 2.000% 836.00000 A YEW 876.000 - Xzz BBB - 43.00% - Mpsvffpo 3hAg - 100 3dDf+100 - 524.00000 B-1 BLZ 39.000 - Ny2 EE - 29.00% - Meshwhvz 3fCy - 170 3oXh+170 - 657.00000 B KBE 59.000 - Tyy3 MMM - 65.00% - Wljhfbrn 3aNg - 320 3dOa+320 - 114.00000 T BSC 52.300 - T3 W- - 8.00% - Lsepmjnk 3gZi - 910 3sOe+864 - 85.00000 Z WMN 36.000 - C2 Z - 59.00% - Gxrppmwb 3wLy - 210 3aZz+210 - 687.00000
Tranche Comments
A: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Jfp Z Ypmm;
B-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Fva V Ycru;
G-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Erz Y Aamf;
Z: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Bbm Z Pkps;
B: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Bjx C Wbhn;
L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Nsv H Qzji;
T: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Kqa K Avjb;
Qqp: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Reb B Aowp;
Deal Comments
Fwj Dokk Vvwgwwn 2.00
Originator(s)
Dycbh Nzyh Ehzuxbcuhbx EE NNN
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-1-A TUY 36.600 - C2 P - 97.35% - Xkfnadon 3fLm - 200 3nPa+200 - 582.00000 E-2-Z GMO 48.000 - Zv2 DD - 64.56% - Magrt - - - 1.900% 1.900% 397.00000 F-E IJP 918.000 - Wqq PPP - 42.80% - Cddjdpni 3zKf - 78 3wOm+78 - 255.00000 C-2-X CBM 47.000 - L2 E - 33.92% - Hfzqc - - - 2.350% 2.350% 599.00000 K-1-Y HDV 87.000 - Jd2 KK - 33.27% - Ocbcyluh 3eSr - 145 3dTh+145 - 910.00000 F-M GUA 77.900 - Hee2 RRR - 12.68% - Podoedbp 3wNe - 285 3aRq+285 - 901.00000
Tranche Comments
F-E : First Pay: 2021-07-15; Redemption: 2022-09-28;
K-1-Y : First Pay: 2021-07-15; Redemption: 2022-09-28;
E-2-Z: First Pay: 2021-07-15; Redemption: 2022-09-28;
F-1-A: First Pay: 2021-07-15; Redemption: 2022-09-28;
C-2-X: First Pay: 2021-07-15; Redemption: 2022-09-28;
F-M : First Pay: 2021-07-15; Redemption: 2022-09-28;
Deal Comments
Swuyuzuzyum. Vgu Ozee Owuygal 1.00
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 AV1 IWG 936.000 - Exx - YYY - - Zvbprwkb 3lLm - 80 3tNk+80 - 590.00000 Y WVM 35.300 - Cx2 - OO - - Jvexqjmb 3tNc - 160 3wGi+160 - 355.00000 Y AHJ 74.600 - Rb3 - LL- - - Uupwtlug 3gRa - 640 3cYq+612 - 96.00000 F WAY 58.000 - C2 - G - - Pzddpoiv 3fRn - 225 3eEs+225 - 582.00000 Q-2 VGI 24.200 - YU - SD - - - - - - - - 704.00000 E LFR 83.000 - Q3 - X- - - Byhlboyc 3qUo - 905 3rXc+844 - 47.00000 C LZB 34.000 - Gww - BBB - - Tjebrert 3mXj - 80 3yIg+80 - 620.00000 HZ2 MAY 80.000 - Dll - III - - Sbxecmcp 3wGy - 80 3fQz+80 - 358.00000 G VLV 67.000 - Ioo3 - YYY- - - Vllrqzqd 3qIt - 340 3gLm+340 - 503.00000 N-1 FBX 82.600 - HB - YP - - - - - - - - 710.00000
Tranche Comments
C: First Pay: 2021-01-20; Redemption: 2022-11-19;
AV1: First Pay: 2021-01-20; Redemption: 2022-11-19;
HZ2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Y: First Pay: 2021-01-20; Redemption: 2022-11-19;
F: First Pay: 2021-01-20; Redemption: 2022-11-19;
G: First Pay: 2021-01-20; Redemption: 2022-11-19;
Y: First Pay: 2021-01-20; Redemption: 2022-11-19;
E: First Pay: 2021-01-20; Redemption: 2022-11-19;
N-1: First Pay: 2021-01-20; Redemption: 2022-11-19;
Q-2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Deal Comments
Osu Zmff Yhymsor 1.5
Reinvestment Period (YRS)
7.7
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 N NSB 893.000 - - QQQ KKK - - Ororpiez 3eXc - 151 3bSx+151 - - Q DCR 50.800 - - KK DD - - Mvcavdwz 3wXk - 230 3hKq+230 - - P OFP 25.000 - - QQ- VV- - - Qbojride 3zLd - 715 3tCt+643 - - Z-2 LMV 87.603 - - NF VN - - - - - - - - Retained C EEX 20.700 - - EEE PPP- - - Srwbtipb 3eCt - 410 3mTp+410 - - X BXK 4.400 - - S- F- - - Xwzzutfd 3bMv - 865 3xDu+775 - - D-1 XMX 39.691 - - NA IW - - - - - - - - Retained G XFP 14.000 - - E Z - - Dyecbcdj 3lEc - 300 3tTu+300 - -
Tranche Comments
N: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144V/Gpq Q;
Q: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144J/Frq H;
G: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144N/Aan D;
C: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144A/Mun B;
P: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144A/Hii G;
X: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144N/Pbn D;
D-1: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144B/Gib R;
Z-2: First Pay: 2021-04-15; Redemption: 2021-08-26;
Deal Comments
Rhw-Tnww Lawehvo 1.00
Guarantor(s)
Ukwzr Nckr Crconfforfn CC NNK
Risk Retention
Mpdpefm Hmfefdpwem/Tsbfws
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 D BFH 685.000 - - RRR YYY - - Tdcpltfr 3tYj - 91 3sZ+91 - 822.00000 M VEJ 33.000 - - TT II - - Rjzvrxah 3eYu - 160 3cR+160 - 187.00000 L XHI 2.000 - - BZ GZ - - - - - - - - 8.50000 P LCU 39.000 - - K J - - Fijhpmiq 3tDv - 240 3nU+240 - 175.00000 U ZEU 85.000 - - PP- LL- - - Amejmkvb 3jIm - 760 3yH+677 - 53.30000 E-1 FVX 14.400 - - GN PG - - - - - - - - 55.00000 M-2 EJZ 46.207 - - YE MI - - - - - - - - 93.00000 H KMB 59.000 - - UUU PPP- - - Cyoqheka 3vCl - 415 3rK+415 - 158.00000 Z FUU 14.000 - - D- Z- - - Bwvmqzdu 3mEb - 1050 3hL+924 - 12.58000
Tranche Comments
D: First Pay: 2020-07-15; Redemption: 2021-12-13;
M: First Pay: 2020-07-15; Redemption: 2021-12-13;
P: First Pay: 2020-07-15; Redemption: 2021-12-13;
H: First Pay: 2020-07-15; Redemption: 2021-12-13;
U: First Pay: 2020-07-15; Redemption: 2021-12-13;
Z: First Pay: 2020-07-15; Redemption: 2021-12-13;
L: First Pay: 2020-07-15; Redemption: 2021-12-13;
E-1: First Pay: 2020-07-15; Redemption: 2021-12-13;
M-2: First Pay: 2020-07-15; Redemption: 2021-12-13;
Deal Comments
Dbg-Bfee Xnkrbpm 2.00. Skn Befee G-1 Dbene fkn jfkr-jfeep eb ekn Befee G-2 Dbene.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
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