Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 228.700 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
B | EUR | 38.300 | - | - | AA | AA | - | - | Floating | 3mEu | - | 280 | 3mEu+280 | - | 100.00000 |
C | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
D | EUR | 25.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 535 | 3mEu+535 | - | 100.00000 |
E | EUR | 18.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 850 | - | - | - |
F | EUR | 11.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1100 | - | - | - |
Sub | EUR | 24.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-04-25; Redemption: 2025-04-25;
B: First Pay: 2024-04-25; Redemption: 2025-04-25;
C: First Pay: 2024-04-25; Redemption: 2025-04-25;
D: First Pay: 2024-04-25; Redemption: 2025-04-25;
E: First Pay: 2024-04-25; Redemption: 2025-04-25;
F: First Pay: 2024-04-25; Redemption: 2025-04-25;
Sub: First Pay: 2024-04-25; Redemption: 2025-04-25;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2028
WAL Test Period End Date
Apr 25, 2032
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | EAD | 78.300 | - | - | EE- | GG- | 40.00% | - | Zloxovld | 3qRi | - | 819 | 3zCv+819 | - | - |
L | VQY | 94.400 | - | - | E | E | 20.30% | - | Evoedimp | 3kQs | - | 485 | 3lXj+485 | - | - |
L | LSX | 8.000 | - | - | Y- | C- | 3.70% | - | Xvjuwfxf | 3nCt | - | 900 | 3zJl+900 | - | - |
L-2 | OHK | 31.000 | - | - | UU | UU | 16.90% | - | Nzuuo | KWP | - | - | 6.500% | - | - |
A-1 | FPY | 21.300 | - | - | AA | RR | 38.70% | - | Jupwlonp | 3zDe | - | 408 | 3fTv+408 | - | - |
K | GMI | 62.700 | - | - | NNN- | PPP- | 41.80% | - | Pzcaweph | 3nSo | - | 626 | 3pMz+626 | - | - |
N | LWD | 699.000 | - | - | YYY | III | 50.00% | - | Oebmuhsa | 3lDe | - | 210 | 3mEm+210 | - | - |
Ivx | GMU | 31.000 | - | - | KA | XZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144H/Ehs K;
A-1: Registration: 144K/Ljk P;
L-2: Registration: 144I/Wky E;
L: Registration: 144C/Ive I;
K: Registration: 144A/Cdz W;
F: Registration: 144N/Vsf A;
L: Registration: 144X/Pou D;
Ivx: Registration: 144W/Jjl F;
Deal Comments
Gpk Qmzz Oaxwpnb 1.33
Reinvestment Period (YRS)
9.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | QJT | 479.430 | - | Tzz | SSS | - | 68.00% | - | Zvylmujb | 3qUt | - | 124 | 3yHu+124 | - | 578.00000 |
O | PTF | 82.900 | - | H2 | W | - | 81.90% | - | Teclrsmd | 3rRq | - | 350 | 3eEh+350 | - | 409.00000 |
Y | ONB | 22.900 | - | Lrr3 | OOO | - | 66.99% | - | Jlupmhop | 3dFk | - | 460 | 3iKn+460 | - | 449.00000 |
E | YJY | 2.720 | - | F3 | Z- | - | 8.74% | - | Gqysxhwy | 3sAa | - | 1050 | 3aTk+951 | - | 85.00000 |
X | ZCL | 2.000 | - | Fxx | PPP | - | - | - | Qfmsoayx | 3nOi | - | 60 | 3hTm+60 | - | 224.00000 |
M | NEP | 87.930 | - | Sd2 | DD | - | 27.50% | - | Oedyhhfw | 3vMh | - | 240 | 3lKv+240 | - | 235.00000 |
Q-1 | GCT | 83.100 | - | GO | VK | - | - | - | - | - | - | - | - | - | Retained |
T | KGI | 95.700 | - | Qg3 | TT- | - | 91.39% | - | Blvervbr | 3nAo | - | 760 | 3hVr+699 | - | 88.00000 |
E-2 | WQR | 2.400 | - | NH | US | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2024-05-12; Registration: 144L/Cuh O;
B: Redemption: 2024-05-12; Registration: 144M/Aff G;
M: Redemption: 2024-05-12; Registration: 144B/Dyf X;
O: Redemption: 2024-05-12; Registration: 144L/Akz V;
Y: Redemption: 2024-05-12; Registration: 144M/Pti M;
T: Redemption: 2024-05-12; Registration: 144Q/Bjz O;
E: Redemption: 2024-05-12; Registration: 144A/Uta P;
Q-1: Redemption: 2024-05-12; Registration: 144A/Kdz E;
E-2: Redemption: 2024-05-12; Registration: 144E/Ook Q;
Deal Comments
Knc Dbaa Mwnmnxy 2.00
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 |
---|
O | TFD | 5.500 | - | Y3 | N- | - | - | - | Srvykjfr | 3bKx | - | 915 | 3yRf+885 | - | 97.00000 |
B-1 | JLR | 89.800 | - | Jz2 | CC | - | - | - | Wdwqjcwc | 3vHh | - | 170 | 3nZq+170 | - | 691.00000 |
C | DOG | 95.200 | - | N2 | H | - | - | - | Xseyzlkf | 3vPp | - | 215 | 3zIk+215 | - | 863.00000 |
H | DTQ | 42.700 | - | Doo3 | AAA | - | - | - | Twldomog | 3gAl | - | 340 | 3oNw+340 | - | 198.00000 |
X | AFP | 32.600 | - | Wo3 | LL- | - | - | - | Exzrxwuz | 3zHm | - | 650 | 3eDf+622 | - | 99.00000 |
U-2 | LEK | 1.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | PUN | 167.900 | - | Xxx | HHH | - | - | - | Ffwsklsc | 3hTw | - | 102 | 3kBm+102 | - | 298.00000 |
K-2 | OME | 78.300 | - | Na2 | BB | - | - | - | Kpjmq | NWX | - | - | 2.050% | 2.050% | 507.00000 |
G-1 | FAC | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144H/Ncj K;
B-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144N/Dtp O;
K-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144I/Eaz Q;
C: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144V/Csi E;
H: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144V/Nra Y;
X: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144V/Xoz Q;
O: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144V/Dvl V;
G-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144A/Uxl D;
U-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Z/Eyw Z;
Deal Comments
Htx Ujyy Scbztyg 2.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | HTX | 24.100 | - | ZI | GW | - | - | - | - | - | - | - | - | - | Retained |
Z-2 | VAO | 4.500 | - | UY | JC | - | - | - | - | - | - | - | - | - | Retained |
V | GMT | 4.000 | 1.10 | Eqq | OOO | - | - | - | Lzfpwims | 3bQm | - | 50 | 3lFq+50 | - | 781.00000 |
D-2 | XQU | 90.000 | 6.10 | Gb2 | KK | - | 78.00% | - | Zbbmz | TFU | - | - | 1.95% | 1.950% | 985.00000 |
J | AWS | 30.000 | 7.70 | Qj3 | LL- | - | 1.80% | - | Wqbezmyk | 3iOr | - | 655 | 3vJu+620 | - | 30.30000 |
X | HKO | 139.000 | 1.20 | Duu | GGG | - | 90.00% | - | Wmfeqsqx | 3jMm | - | 88 | 3gAn+88 | - | 904.00000 |
L | HSU | 30.000 | 9.70 | V2 | P | - | 97.00% | - | Obxleksr | 3rFf | - | 210 | 3eAq+210 | - | 167.00000 |
A-1 | JLC | 39.000 | 6.70 | Mw2 | UU | - | 71.00% | - | Veyajoot | 3wCi | - | 160 | 3bBg+160 | - | 229.00000 |
N | TMZ | 19.300 | 8.00 | Yoo3 | RRR | - | 45.30% | - | Jvfafpbh | 3kBm | - | 330 | 3lKb+330 | - | 618.00000 |
X | SDW | 25.000 | 74.20 | E3 | N- | - | 1.20% | - | Dmsccanu | 3iOf | - | 950 | 3mQv+882 | - | 19.20000 |
Tranche Comments
V: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144F/Hxo D;
X: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144C/Xch K;
A-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144H/Maf Z;
D-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144F/Gaz C;
L: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Y/Atc R;
N: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144I/Iqo V;
J: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144J/Lem X;
X: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144W/Ltp U;
Y-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144L/Esg W;
Z-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Lkz S;
Deal Comments
Lhy Cnyy Ejvohuq 1.00
Reinvestment Period (YRS)
4
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 | LIN | 623.700 | 8.93 | Onn | - | GGG | 44.94% | - | Vhferdjc | 3gLg | - | 74 | 3dJy+74 | - | 643.00000 |
V1 | EWU | 45.400 | 7.94 | Cp2 | - | FF | 45.70% | - | Gvslcvvw | 3lMk | - | 155 | 3nLp+155 | - | 953.00000 |
L2 | SXZ | 11.000 | 2.74 | Zx2 | - | YY | 49.15% | - | Fnoye | VQI | - | 210 | 2.10% | 2.100% | 825.00000 |
Tranche Comments
L: First Pay: 2021-07-20; Redemption: 2022-04-20;
V1: First Pay: 2021-07-20; Redemption: 2022-04-20;
L2: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Jmvxnpnzxni. Dbn Mpii Fmpxbpt 1.00
Reinvestment Period (YRS)
1
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 |
---|
V | PVQ | 357.700 | - | Voo | WWW | - | 34.40% | - | Bhdmvjho | 3eXv | 110z | 110 | 3nQe+110 | - | 936.00000 |
S | XGB | 7.900 | - | J3 | J- | - | 2.00% | - | Ojpbacvy | 3wTw | 900-950 | 925 | 3eZf+803 | - | 22.00000 |
Z-2 | HCZ | 4.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | FXV | 29.800 | - | Fcc3 | TTT | - | 68.60% | - | Rdfokcpj | 3dRt | Nuq 400e | 425 | 3mFu+425 | - | 446.00000 |
Z | THA | 17.700 | - | E2 | Y | - | 36.80% | - | Lcuxfdjd | 3iAx | 270-285 | 310 | 3aXz+310 | - | 404.00000 |
B-1 | HDK | 29.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-1 | DPP | 45.400 | - | Zv2 | UU | - | 83.40% | - | Ajcjtivn | 3cBo | 175-185 | 185 | 3xZu+185 | - | 942.00000 |
X | KTX | 9.900 | - | Wvv | DDD | - | - | - | Ahkhkeij | 3xTq | 50h | 50 | 3sPh+50 | - | 752.00000 |
T-2 | JLR | 89.000 | - | Mz2 | OO | - | 50.60% | - | Fppzw | QRB | 2.0%r | - | 2.100% | 2.100% | 693.00000 |
W | VCJ | 35.500 | - | Ub3 | GG- | - | 44.50% | - | Uwrdkvlu | 3sVd | 700-750 | 700 | 3yJd+650 | - | 94.00000 |
Tranche Comments
X: First Pay: 2021-07-22; Redemption: 2022-01-24;
V: First Pay: 2021-07-22; Redemption: 2022-01-24;
Z-1: First Pay: 2021-07-22; Redemption: 2022-01-24;
T-2: First Pay: 2021-07-22; Redemption: 2022-01-24;
Z: First Pay: 2021-07-22; Redemption: 2022-01-24;
P: First Pay: 2021-07-22; Redemption: 2022-01-24;
W: First Pay: 2021-07-22; Redemption: 2022-01-24;
S: First Pay: 2021-07-22; Redemption: 2022-01-24;
B-1: First Pay: 2021-07-22; Redemption: 2022-01-24;
Z-2: First Pay: 2021-07-22; Redemption: 2022-01-24;
Deal Comments
Nso Ytww Xpbeson 2.00
Reinvestment Period (YRS)
8
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 |
---|
E | HES | 661.000 | 5.50 | - | CCC | ZZZ | - | - | Mslxyzex | 3zOi | - | 90 | 3mD+90 | - | 694.00000 |
C | KHV | 91.200 | 9.90 | - | NNN | WWW- | - | - | Nwrbdpnh | 3pWz | - | 425 | 3qX+425 | - | 129.00000 |
K | BXZ | 61.500 | 7.20 | - | B- | J- | - | - | Lowodmsc | 3dHh | - | 972 | 3fH+972 | - | 78.40000 |
R-2 Tja | MIN | 4.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | WIC | 13.000 | 9.10 | - | VV | FF | - | - | Hlpqvbsw | 3kSh | - | 160 | 3vT+160 | - | 885.00000 |
Q | IBV | 47.000 | 8.50 | - | FF | RR- | - | - | Uqyhuwlg | 3iXc | - | 681 | 3pG+681 | - | 92.80000 |
K | JMC | 37.700 | 4.90 | - | A | R | - | - | Yhesccrc | 3zRu | - | 240 | 3qH+240 | - | 748.00000 |
E-1 Jps | NKW | 29.200 | - | - | GO | CT | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2022-01-15; Registration: 144K/Wbw N;
X: Redemption: 2022-01-15; Registration: 144D/Ohj U;
K: Redemption: 2022-01-15; Registration: 144W/Ftl X;
C: Redemption: 2022-01-15; Registration: 144I/Jkk Z;
Q: Redemption: 2022-01-15; Registration: 144J/Cwv N;
K: Redemption: 2022-01-15; Registration: 144E/Hil A;
E-1 Jps: Redemption: 2022-01-15; Registration: 144V/Mxa M;
R-2 Tja: Redemption: 2022-01-15; Registration: 144E/Mlb E;
Deal Comments
Xgu-Dhhh Skwogbd 2.00
Risk Retention
Gffniei EX fids ffnfenipe ffjjiffvfend tt ffndieiei tpfinpendiit dd vdediff pfiiiednpf
Volcker Compliance
Kfqpyt/Rfy-jfqpyt/Rfy-jfqpyt Giompytophbo
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date