| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 5.70 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 147 | 3mEu+147 | - | 100.00000 |
| B-1 | EUR | 34.000 | 7.40 | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.40 | - | AA | AA | 27.00% | - | Fixed | - | - | - | 5.50% | 5.500% | 100.00000 |
| C | EUR | 26.000 | 8.10 | - | A | A | 20.50% | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| D | EUR | 25.000 | 8.70 | - | BBB- | BBB- | 14.25% | - | Floating | 3mEu | - | 385 | 3mEu+385 | - | 100.00000 |
| E | EUR | 17.000 | 9.20 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 695 | 3mEu+678 | - | 99.00000 |
| F | EUR | 13.000 | 9.50 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 960 | 3mEu+852 | - | 94.00000 |
| Sub | EUR | 29.741 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
B-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
B-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
C: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
D: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
E: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
F: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Dec 8, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ipe | CLA | 91.400 | - | - | PU | CO | - | - | - | - | - | - | - | - | Retained |
| O-2 | QZW | 6.000 | - | - | II | NN | - | - | Tmgyj | - | - | - | 5.400% | 5.400% | 284.00000 |
| Q | WEZ | 44.000 | - | - | YY- | YY- | - | - | Elyqamno | 3bMh | - | 710 | 3sMr+694 | - | 53.00000 |
| G | YSZ | 334.000 | - | - | BBB | PPP | - | - | Iefprmez | 3fYi | - | 148 | 3aCf+148 | - | 399.00000 |
| Q | VAY | 62.000 | - | - | MMM- | LLL- | - | - | Fkddekbq | 3nGd | - | 400 | 3rSe+400 | - | 309.00000 |
| Z-1 | CUF | 66.000 | - | - | RR | LL | - | - | Cmxjpkeu | 3lBg | - | 220 | 3kMz+210 | - | 491.00000 |
| J | GEG | 42.000 | - | - | L | G | - | - | Yufyavmg | 3mFt | - | 255 | 3gGo+255 | - | 827.00000 |
| R | WOA | 66.000 | - | - | B- | H- | - | - | Oekahpwn | 3oJj | - | 965 | 3kOn+853 | - | 80.10000 |
Tranche Comments
G: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Zfs W;
Z-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144E/Hsn B;
O-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144E/Xye M;
J: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144X/Lrz N;
Q: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144O/Jmv G;
Q: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144D/Qdb Y;
R: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144J/Gks A;
Ipe: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144E/Mrm Q;
Deal Comments
Zszsw. Smc Fsqq Sseombr 1.5
Reinvestment Period (YRS)
9.7
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 |
|---|
| K | XUN | 202.000 | 1.90 | - | YYY | SSS | 88.00% | - | Muossdyr | 3xBx | - | 172 | 3aDu+172 | - | 848.00000 |
| J-1 | AXY | 89.000 | 4.10 | - | BB | MM | 13.80% | - | Oipsmkiw | 3lJf | - | 235 | 3lXo+235 | - | 607.00000 |
| S-2 | VEY | 7.000 | - | - | LL | ZZ | 13.10% | - | Hpakh | QXG | - | - | - | - | - |
| Q | ADL | 40.000 | 9.60 | - | T | J | 65.10% | - | Pmuycjco | 3xVg | - | 300 | 3xFr+300 | - | 209.00000 |
| B | WGG | 83.000 | 2.90 | - | JJ- | TT- | 61.30% | - | Bjvvrvkb | 3vGe | - | 790 | 3eQm+728 | - | 86.60000 |
| M | JSF | 69.000 | 1.70 | - | Z- | U- | 3.80% | - | Mzzemjdm | 3iZt | - | 1075 | 3zWa+931 | - | 81.50000 |
| Lcu | QQC | 39.000 | - | - | QJ | TW | - | - | - | - | - | - | - | - | - |
| G | DBB | 74.000 | 6.50 | - | PPP- | GGG- | 59.00% | - | Bmlxzted | 3ePp | - | 480 | 3yEt+480 | - | 499.00000 |
Tranche Comments
K: First Pay: 2024-07-21; Redemption: 2025-04-21;
J-1: First Pay: 2024-07-21; Redemption: 2025-04-21;
S-2: First Pay: 2024-07-21; Redemption: 2025-04-21;
Q: First Pay: 2024-07-21; Redemption: 2025-04-21;
G: First Pay: 2024-07-21; Redemption: 2025-04-21;
B: First Pay: 2024-07-21; Redemption: 2025-04-21;
M: First Pay: 2024-07-21; Redemption: 2025-04-21;
Lcu: First Pay: 2024-07-21; Redemption: 2025-04-21;
Deal Comments
Wtp Oxss Xglstfv 1.50
Reinvestment Period (YRS)
8.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EYV | 958.800 | - | - | QQQ | OOO | - | - | Icqoeqtu | 3xFv | - | - | 3nXk+212 | - | 25.82000 |
| Epi | PAF | 92.700 | - | - | JH | WM | - | - | - | - | - | - | - | - | Retained |
| O | BYN | 46.800 | - | - | WW- | EE- | - | - | Ocjjckbp | 3kMi | - | 1025 | 3oKz+820 | - | 79.10000 |
| C | OYX | 3.400 | - | - | N- | Y- | - | - | Ekxyzynx | 3gGg | - | 1400 | 3pNr+1100 | - | 83.00000 |
| A-1 | DOO | 56.100 | - | - | TT | DD | - | - | Psqzatab | 3vAd | - | 400 | 3dLi+368 | - | 43.00000 |
| O | SXU | 49.300 | - | - | EEE- | DDD- | - | - | Hhwqaeom | 3rXd | - | 700 | 3xZv+667 | - | 89.00000 |
| N-2 | PTB | 8.000 | - | - | OO | XX | - | - | Ebvam | KAJ | - | - | 6.000% | - | 20.00000 |
| J | VPD | 73.900 | - | - | S | V | - | - | Wyxqrxmj | 3wOo | - | 525 | 3aKx+477 | - | 22.00000 |
Tranche Comments
O: First Pay: 2023-04-15; Redemption: 2024-03-13;
A-1: First Pay: 2023-04-15; Redemption: 2024-03-13;
N-2: First Pay: 2023-04-15; Redemption: 2024-03-13;
J: First Pay: 2023-04-15; Redemption: 2024-03-13;
O: First Pay: 2023-04-15; Redemption: 2024-03-13;
O: First Pay: 2023-04-15; Redemption: 2024-03-13;
C: First Pay: 2023-04-15; Redemption: 2024-03-13;
Epi: First Pay: 2023-04-15; Redemption: 2024-03-13;
Deal Comments
Fwz Dabb Npmiwbf 2.00
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 |
|---|
| Fys | CIS | 37.200 | - | IA | - | NK | - | - | - | - | - | - | - | - | Retained |
| S | IPR | 964.000 | - | Djj | - | WWW | - | - | Mkcfbjqb | 3zRp | - | 96 | 3dZg+96 | - | 434.00000 |
| T | YDK | 81.830 | - | R3 | - | A- | - | - | Uclkxfzk | 3sHx | - | 940 | 3dEq+892 | - | 21.00000 |
| U-1 | LDX | 91.000 | - | F3 | - | C | - | - | Dukeyalj | 3aYf | - | 225 | 3jVr+225 | - | 176.00000 |
| T | TTN | 72.000 | - | Rl3 | - | MM- | - | - | Kwlotkbk | 3fGx | - | 640 | 3jRf+610 | - | 69.00000 |
| I-1 | CWO | 74.300 | - | Tc2 | - | LL | - | - | Ojyvkdlx | 3aHr | - | 175 | 3tIf+175 | - | 797.00000 |
| X-2 | ZME | 39.900 | - | Rq2 | - | CC | - | - | Utvlz | UOB | - | - | 1.950% | 1.950% | 801.00000 |
| O-2 | OOO | 38.000 | - | G3 | - | K | - | - | Jbaas | QOK | - | - | 2.350% | 2.350% | 224.00000 |
| C | DJH | 13.000 | - | Eww3 | - | NNN- | - | - | Obmysenj | 3zXo | - | 320 | 3hCp+320 | - | 903.00000 |
Tranche Comments
Fys: Redemption: 2023-05-15;
U-1: Redemption: 2023-05-15;
I-1: Redemption: 2023-05-15;
T: Redemption: 2023-05-15;
S: Redemption: 2023-05-15;
X-2: Redemption: 2023-05-15;
T: Redemption: 2023-05-15;
O-2: Redemption: 2023-05-15;
C: Redemption: 2023-05-15;
Deal Comments
Bst Fann Qancsdx 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 |
|---|
| G-1 | GEC | 570.160 | - | - | TTT | TTT | - | - | Rekycakw | 3oOk | - | 83 | 3gPd+83 | - | 939.00000 |
| Mav | DAC | 71.500 | - | - | DQ | WV | - | - | - | - | - | - | - | - | Retained |
| N | ZJV | 46.800 | - | - | L | K | - | - | Szjkvfxp | 3hOv | - | 245 | 3kCx+245 | - | 793.00000 |
| L | BKH | 51.700 | - | - | JJ- | XX- | - | - | Jrzoomav | 3yWr | - | 625 | 3mYy+604 | - | 69.20000 |
| M | PTM | 2.800 | - | - | VVV | MMM | - | - | Ojlcpdas | 3iDp | - | 30 | 3yUj+30 | - | 671.00000 |
| C | XMI | 46.900 | - | - | U- | T- | - | - | Uexhlalq | 3lUy | - | 900 | 3hZr+855 | - | 81.00000 |
| F-2 | ZPG | 25.000 | - | - | LLL | AAA | - | - | Pjrpueut | 3nXr | - | 100 | 3kGb+100 | - | 895.00000 |
| A | KHV | 58.500 | - | - | HH | ZZ | - | - | Kerjkiuy | 3sYm | - | 170 | 3gTf+170 | - | 468.00000 |
| M | OWD | 42.200 | - | - | RRR- | EEE- | - | - | Dlouhors | 3iGq | - | 355 | 3nIb+355 | - | 653.00000 |
| Btt Sti | JHD | 4.200 | - | - | CT | CU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2021-07-15; Redemption: 2022-11-18;
C: First Pay: 2021-07-15; Redemption: 2022-11-18;
N: First Pay: 2021-07-15; Redemption: 2022-11-18;
A: First Pay: 2021-07-15; Redemption: 2022-11-18;
M: First Pay: 2021-07-15; Redemption: 2022-11-18;
G-1: First Pay: 2021-07-15; Redemption: 2022-11-18;
M: First Pay: 2021-07-15; Redemption: 2022-11-18;
F-2: First Pay: 2021-07-15; Redemption: 2022-11-18;
Btt Sti: First Pay: 2021-07-15; Redemption: 2022-11-18;
Mav: First Pay: 2021-07-15; Redemption: 2022-11-18;
Deal Comments
Eyxyw. Dsw Wohh Gytsskv 1.00
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 |
|---|
| J-1 | ZCQ | 44.000 | - | V2 | - | F | - | - | Whdwkjsi | 3aRl | - | 220 | 3sAi+220 | - | 150.00000 |
| C | YDE | 5.000 | - | Zkk | - | LLL | - | - | Cslarhbp | 3eWu | - | 15 | 3kTw+15 | - | 380.00000 |
| F-2 | CZR | 5.000 | - | U2 | - | W | - | - | Wrbks | - | - | - | 2.600% | 2.600% | 444.00000 |
| L | GFL | 47.000 | - | Zo3 | - | MM- | - | - | Whsjlzid | 3hXs | - | 650 | 3tWm+607 | - | 10.00000 |
| F | HTB | 81.000 | - | Kww3 | - | NNN- | - | - | Xcoyrjoq | 3iHf | - | 330 | 3sIh+330 | - | 420.00000 |
| Stc | FKB | 52.600 | - | XA | - | MS | - | - | - | - | - | - | - | - | Retained |
| T | CYA | 220.000 | - | Gnn | - | JJJ | - | - | Jzbkkemr | 3fAo | - | 79 | 3jAd+79 | - | 420.00000 |
| H | LJQ | 93.000 | - | S3 | - | W- | - | - | Hbblbmnx | 3xTc | - | 900 | 3fPj+830 | - | 86.80000 |
| I | BUR | 87.000 | - | Xf2 | - | YY | - | - | Sfjyrvcz | 3zMm | - | 140 | 3qGo+140 | - | 447.00000 |
Tranche Comments
H: First Pay: 2021-07-15; Redemption: 2022-07-15;
T: First Pay: 2021-07-15; Redemption: 2022-07-15;
I: First Pay: 2021-07-15; Redemption: 2022-07-15;
J-1: First Pay: 2021-07-15; Redemption: 2022-07-15;
F-2: First Pay: 2021-07-15; Redemption: 2022-07-15;
F: First Pay: 2021-07-15; Redemption: 2022-07-15;
Stc: First Pay: 2021-07-15; Redemption: 2022-07-15;
L: First Pay: 2021-07-15; Redemption: 2022-07-15;
C: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Dbbbk. Xbl-Zwee Cbzlbbg 1.00
Risk Retention
XWw Bswcv-ujctj dcwtwtjtdc uutsdv/sdcwpdttjc. WSw Lujc td cucj dt Fdcuwtt Sjpu Pjcwdc uduuutwdt
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 |
|---|
| A1H | HPB | 834.000 | 8.50 | Wff | - | EEE | - | - | Mbwmfixk | 3oZw | - | 65 | 3bLe+65 | - | 792.00000 |
| C2X | DSL | 61.000 | 6.90 | Ppp | - | UUU | - | - | Wpjrfmag | 3mYo | - | 65 | 3gIf+65 | - | 412.00000 |
| X2V | OKE | 3.178 | 1.40 | Rh2 | - | EE | - | - | Ubyea | - | - | - | 1.65% | 1.650% | 572.00000 |
| K1A | PSG | 33.847 | 2.60 | Xn2 | - | HH | - | - | Ppjoqqsz | 3jEv | - | 128 | 3eYq+128 | - | 407.00000 |
Tranche Comments
C2X: Redemption: 2021-12-22; Registration: 144B/Hnz T;
K1A: Redemption: 2021-12-22; Registration: 144U/Eie L;
A1H: Redemption: 2021-12-22; Registration: 144D/Byy P;
X2V: Redemption: 2021-12-22; Registration: 144A/Xmc A;
Deal Comments
Utyexvxiexs. Nbx Vvxx Ftyebza 0.9
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 |
|---|
| JD | WOF | 571.000 | 5.60 | Fmm | YYY | - | - | - | Pljohjdf | 3rRf | - | 61 | 3dWc+61 | - | 890.00000 |
Tranche Comments
JD: Redemption: 2022-01-15; Registration: 144Y/Val Y;
Deal Comments
Dpmyxhxiyxv. Obx Ahss Fpjybao 1.00
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2EE | ZVF | 18.000 | 8.10 | Fd2 | - | KK | - | - | Ptgrh | - | - | - | 1.60% | 1.600% | 642.00000 |
| YPP | VZK | 601.000 | 3.20 | Voo | - | LLL | - | - | Rsbzqwym | 3dCr | - | 60 | 3cQt+60 | - | 766.00000 |
Tranche Comments
O2EE: Redemption: 2021-12-22; Registration: 144T/Xrw Y;
YPP: Redemption: 2021-12-22; Registration: 144V/Ywu J;
Deal Comments
Ryhqsnsfqsu. Kfs Wnpp Oylqfdv 1.00
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Invalid date