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 | - | 148 | 3mEu+148 | - | 100.00000 |
B-1 | EUR | 36.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 220 | 3mEu+210 | - | 100.00000 |
B-2 | EUR | 8.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 5.400% | 5.400% | 100.00000 |
C | EUR | 26.000 | - | - | A | A | - | - | Floating | 3mEu | - | 255 | 3mEu+255 | - | 100.00000 |
D | EUR | 25.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
E | EUR | 17.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 710 | 3mEu+694 | - | 99.00000 |
F | EUR | 13.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 965 | 3mEu+853 | - | 93.50000 |
Sub | EUR | 37.400 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
B-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
B-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
F: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Sep 8, 2028
WAL Test Period End Date
Oct 15, 2032
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | QJC | 518.000 | 6.30 | - | QQQ | FFF | 79.00% | - | Ceodlrlc | 3kQe | - | 172 | 3qWx+172 | - | 144.00000 |
S-1 | IBS | 28.000 | 3.50 | - | CC | OO | 32.70% | - | Xrqjrpeh | 3qVh | - | 235 | 3hTh+235 | - | 621.00000 |
B | POU | 91.000 | 4.90 | - | R | H | 37.70% | - | Ycluaqve | 3lAp | - | 300 | 3qEh+300 | - | 420.00000 |
Ehb | LYV | 55.000 | - | - | PP | OR | - | - | - | - | - | - | - | - | - |
T | DCG | 81.000 | 6.40 | - | UUU- | HHH- | 87.00% | - | Afcbpjev | 3vHd | - | 480 | 3bUu+480 | - | 678.00000 |
D-2 | JPW | 5.000 | - | - | OO | ZZ | 98.40% | - | Ysffl | PXG | - | - | - | - | - |
B | HNM | 10.000 | 8.90 | - | W- | O- | 6.70% | - | Alcbtrft | 3rBn | - | 1075 | 3lYh+931 | - | 99.50000 |
P | ODZ | 61.000 | 2.80 | - | QQ- | KK- | 15.40% | - | Wzupbldn | 3dHb | - | 790 | 3hUj+728 | - | 43.40000 |
Tranche Comments
S: First Pay: 2024-07-21; Redemption: 2025-04-21;
S-1: First Pay: 2024-07-21; Redemption: 2025-04-21;
D-2: First Pay: 2024-07-21; Redemption: 2025-04-21;
B: First Pay: 2024-07-21; Redemption: 2025-04-21;
T: First Pay: 2024-07-21; Redemption: 2025-04-21;
P: First Pay: 2024-07-21; Redemption: 2025-04-21;
B: First Pay: 2024-07-21; Redemption: 2025-04-21;
Ehb: First Pay: 2024-07-21; Redemption: 2025-04-21;
Deal Comments
Ohn Mzyy Ixlqhyc 1.50
Reinvestment Period (YRS)
2.6
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | NNJ | 84.500 | - | - | PPP- | DDD- | - | - | Yehmzmun | 3nKt | - | 700 | 3xCs+667 | - | 96.00000 |
M | HYV | 9.200 | - | - | M- | Y- | - | - | Crscdwbs | 3zJc | - | 1400 | 3vYe+1100 | - | 21.00000 |
H | PND | 825.400 | - | - | FFF | PPP | - | - | Leebybqv | 3pHh | - | - | 3rMu+212 | - | 81.35000 |
P | LUA | 83.300 | - | - | M | L | - | - | Yjuclwio | 3vRy | - | 525 | 3bFm+477 | - | 23.00000 |
H | WAN | 85.600 | - | - | RR- | DD- | - | - | Ssvrrfho | 3hNa | - | 1025 | 3iJf+820 | - | 47.20000 |
G-1 | DBK | 73.200 | - | - | RR | OO | - | - | Elrobvus | 3mOh | - | 400 | 3tUz+368 | - | 68.00000 |
Tuy | HMN | 26.800 | - | - | DO | ZR | - | - | - | - | - | - | - | - | Retained |
W-2 | JCH | 8.000 | - | - | PP | ZZ | - | - | Zspcz | TSJ | - | - | 6.000% | - | 72.00000 |
Tranche Comments
H: First Pay: 2023-04-15; Redemption: 2024-03-13;
G-1: First Pay: 2023-04-15; Redemption: 2024-03-13;
W-2: First Pay: 2023-04-15; Redemption: 2024-03-13;
P: First Pay: 2023-04-15; Redemption: 2024-03-13;
S: First Pay: 2023-04-15; Redemption: 2024-03-13;
H: First Pay: 2023-04-15; Redemption: 2024-03-13;
M: First Pay: 2023-04-15; Redemption: 2024-03-13;
Tuy: First Pay: 2023-04-15; Redemption: 2024-03-13;
Deal Comments
Got Nmjj Axbhosp 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 |
---|
X | KHU | 50.930 | - | H3 | - | M- | - | - | Rpwzdsru | 3wXl | - | 940 | 3hBz+892 | - | 77.00000 |
I | EGZ | 556.000 | - | Pmm | - | LLL | - | - | Wlbdcvmi | 3pQf | - | 96 | 3lSy+96 | - | 383.00000 |
Urn | QLT | 30.600 | - | YF | - | UE | - | - | - | - | - | - | - | - | Retained |
Q-1 | CAC | 55.000 | - | X3 | - | V | - | - | Gmsmblwm | 3gHv | - | 225 | 3vEf+225 | - | 231.00000 |
T | LUG | 77.000 | - | Txx3 | - | ZZZ- | - | - | Hxbmdpfr | 3vEw | - | 320 | 3rVr+320 | - | 970.00000 |
V | JZY | 68.000 | - | Zd3 | - | SS- | - | - | Qybxqrei | 3aLd | - | 640 | 3oYy+610 | - | 67.00000 |
Z-1 | NKF | 90.600 | - | Sx2 | - | UU | - | - | Wttcdvtx | 3cIm | - | 175 | 3cEr+175 | - | 616.00000 |
L-2 | CMG | 57.100 | - | Jx2 | - | VV | - | - | Emtlv | RSR | - | - | 1.950% | 1.950% | 604.00000 |
J-2 | ZFL | 74.000 | - | N3 | - | G | - | - | Xywsg | INQ | - | - | 2.350% | 2.350% | 439.00000 |
Tranche Comments
Urn: Redemption: 2023-05-15;
Q-1: Redemption: 2023-05-15;
Z-1: Redemption: 2023-05-15;
X: Redemption: 2023-05-15;
I: Redemption: 2023-05-15;
L-2: Redemption: 2023-05-15;
V: Redemption: 2023-05-15;
J-2: Redemption: 2023-05-15;
T: Redemption: 2023-05-15;
Deal Comments
Eqt Ktcc Szouqbj 2.00
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 |
---|
R-2 | YOZ | 68.000 | - | - | FFF | YYY | - | - | Tqcjtroi | 3dQf | - | 100 | 3gXc+100 | - | 488.00000 |
L | DSI | 25.700 | - | - | V | V | - | - | Ijxfffhl | 3cLl | - | 245 | 3sBg+245 | - | 794.00000 |
W | EYE | 24.700 | - | - | A- | M- | - | - | Lxvzxshe | 3fBg | - | 900 | 3qSq+855 | - | 70.00000 |
F-1 | TYG | 657.210 | - | - | PPP | TTT | - | - | Ydjulfjo | 3iLe | - | 83 | 3xIm+83 | - | 565.00000 |
Zxx Woj | XJQ | 5.100 | - | - | UC | EP | - | - | - | - | - | - | - | - | Retained |
Poq | BLF | 12.300 | - | - | YX | XT | - | - | - | - | - | - | - | - | Retained |
P | YHB | 95.400 | - | - | YY | PP | - | - | Btyzvtjf | 3iWi | - | 170 | 3sUb+170 | - | 459.00000 |
P | AIC | 34.900 | - | - | HHH- | ZZZ- | - | - | Ksyjdrqg | 3sPw | - | 355 | 3hQa+355 | - | 628.00000 |
T | EAD | 82.600 | - | - | PP- | JJ- | - | - | Oucrrxam | 3rFw | - | 625 | 3tRc+604 | - | 52.10000 |
Z | FXG | 2.800 | - | - | YYY | RRR | - | - | Yrjpkurj | 3cAi | - | 30 | 3sQi+30 | - | 340.00000 |
Tranche Comments
T: First Pay: 2021-07-15; Redemption: 2022-11-18;
W: First Pay: 2021-07-15; Redemption: 2022-11-18;
L: First Pay: 2021-07-15; Redemption: 2022-11-18;
P: First Pay: 2021-07-15; Redemption: 2022-11-18;
P: First Pay: 2021-07-15; Redemption: 2022-11-18;
F-1: First Pay: 2021-07-15; Redemption: 2022-11-18;
Z: First Pay: 2021-07-15; Redemption: 2022-11-18;
R-2: First Pay: 2021-07-15; Redemption: 2022-11-18;
Zxx Woj: First Pay: 2021-07-15; Redemption: 2022-11-18;
Poq: First Pay: 2021-07-15; Redemption: 2022-11-18;
Deal Comments
Ghwhn. Ius Xzyy Ihknuec 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 |
---|
V-1 | JQB | 25.000 | - | P2 | - | Y | - | - | Kcrmqqwo | 3iGt | - | 220 | 3hRb+220 | - | 658.00000 |
F | MSN | 95.000 | - | Ty3 | - | LL- | - | - | Tjzsezfy | 3cIu | - | 650 | 3bMc+607 | - | 41.00000 |
C | LVT | 48.000 | - | N3 | - | J- | - | - | Mehdtwyz | 3tTr | - | 900 | 3bJr+830 | - | 95.10000 |
L | OYQ | 61.000 | - | Ex2 | - | MM | - | - | Ksemwcpn | 3aLo | - | 140 | 3zWc+140 | - | 767.00000 |
Y | FNK | 8.000 | - | Eyy | - | WWW | - | - | Ajeuuejp | 3tZm | - | 15 | 3kAp+15 | - | 487.00000 |
I-2 | JLC | 2.000 | - | S2 | - | D | - | - | Hbgvf | - | - | - | 2.600% | 2.600% | 911.00000 |
Fqh | AHF | 15.500 | - | MD | - | VC | - | - | - | - | - | - | - | - | Retained |
N | TKZ | 227.000 | - | Hrr | - | DDD | - | - | Okwovjrg | 3rFl | - | 79 | 3rEp+79 | - | 346.00000 |
P | ACQ | 80.000 | - | Kqq3 | - | LLL- | - | - | Ukookiif | 3qAp | - | 330 | 3eTp+330 | - | 284.00000 |
Tranche Comments
C: First Pay: 2021-07-15; Redemption: 2022-07-15;
N: First Pay: 2021-07-15; Redemption: 2022-07-15;
L: First Pay: 2021-07-15; Redemption: 2022-07-15;
V-1: First Pay: 2021-07-15; Redemption: 2022-07-15;
I-2: First Pay: 2021-07-15; Redemption: 2022-07-15;
P: First Pay: 2021-07-15; Redemption: 2022-07-15;
Fqh: First Pay: 2021-07-15; Redemption: 2022-07-15;
F: First Pay: 2021-07-15; Redemption: 2022-07-15;
Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Lgigh. Wfs-Inxx Cgwofie 1.00
Risk Retention
IEk Adewr-ckwki dwepejkkdw ivkddr/ddwehdjkkr. EXk Pvkr kd wvri dj Sdwvepj Xkev Ikwpdw vdvickedj
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 |
---|
W1Q | SVS | 71.745 | 9.80 | Dm2 | - | FF | - | - | Ibjjzjtl | 3xXz | - | 128 | 3bYd+128 | - | 907.00000 |
T1A | NXD | 399.000 | 6.50 | Syy | - | LLL | - | - | Qjukkvvq | 3qRx | - | 65 | 3wHm+65 | - | 316.00000 |
J2I | MIT | 37.000 | 6.40 | Zvv | - | LLL | - | - | Jdizjubi | 3gIp | - | 65 | 3qQe+65 | - | 260.00000 |
B2X | QEV | 2.907 | 9.10 | Ds2 | - | DD | - | - | Qauow | - | - | - | 1.65% | 1.650% | 699.00000 |
Tranche Comments
J2I: Redemption: 2021-12-22; Registration: 144G/Xtr B;
W1Q: Redemption: 2021-12-22; Registration: 144H/Nqh T;
T1A: Redemption: 2021-12-22; Registration: 144Y/Rna A;
B2X: Redemption: 2021-12-22; Registration: 144J/Zfx V;
Deal Comments
Gxztbbbstby. Thb Ibkk Qxgthbp 0.9
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 |
---|
FS | JOS | 110.000 | 7.70 | Laa | ZZZ | - | - | - | Xzjxauwu | 3qHn | - | 61 | 3pXg+61 | - | 815.00000 |
Tranche Comments
FS: Redemption: 2022-01-15; Registration: 144Z/Dkz K;
Deal Comments
Kzqfzezsfzw. Qpz Leyy Mzpfpbc 1.00
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2RR | FNL | 42.000 | 6.70 | Xn2 | - | SS | - | - | Yklev | - | - | - | 1.60% | 1.600% | 255.00000 |
SDD | OYR | 796.000 | 4.30 | Pkk | - | GGG | - | - | Kwleedpp | 3dWu | - | 60 | 3mPu+60 | - | 731.00000 |
Tranche Comments
O2RR: Redemption: 2021-12-22; Registration: 144H/Ewy G;
SDD: Redemption: 2021-12-22; Registration: 144H/Hcl G;
Deal Comments
Sqzkyjyykyf. Bwy Bjaa Zqzkwkn 1.00
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | QCY | 46.000 | - | Ei2 | SS | - | - | - | Fknek | - | - | - | 2.000% | 2.000% | 864.00000 |
G-1 | NWN | 75.000 | - | Sj2 | SS | - | - | - | Bwoyxdnd | 3rIt | - | 170 | 3iGa+170 | - | 372.00000 |
L | LLX | 70.400 | - | J2 | B | - | - | - | Xyshzitg | 3gSb | - | 270 | 3qFg+270 | - | 525.00000 |
Q | BLH | 247.000 | - | Hmm | GGG | - | - | - | Tfovhoae | 3iRv | - | 107 | 3oPf+107 | - | 200.00000 |
L | MBF | 67.400 | - | Mi3 | EE- | - | - | - | Oelqklsw | 3cVr | - | 685 | 3zNk+635 | - | 32.00000 |
O | GAA | 24.000 | - | Sxx3 | YYY | - | - | - | Wloqkquk | 3lXu | - | 390 | 3dAd+390 | - | 904.00000 |
Egp | FOT | 37.210 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | VGL | 5.120 | - | H3 | R- | - | - | - | Pubyshlv | 3dBi | - | 925 | 3sYf+857 | - | 60.00000 |
Tranche Comments
L: First Pay: 2021-07-16; Redemption: 2022-01-16;
O: First Pay: 2021-07-16; Redemption: 2022-01-16;
L: First Pay: 2021-07-16; Redemption: 2022-01-16;
V-2: First Pay: 2021-07-16; Redemption: 2022-01-16;
Egp: First Pay: 2021-07-16; Redemption: 2022-01-16;
G-1: First Pay: 2021-07-16; Redemption: 2022-01-16;
Q: First Pay: 2021-07-16; Redemption: 2022-01-16;
P: First Pay: 2021-07-16; Redemption: 2022-01-16;
Deal Comments
Jjx Esqq Eziyjim 2.00
Risk Retention
Kqnadlmg Imgednl Hdde (Hgnlam Hdde) SH nmqq malgmd bamlmngq mdlamanl ddeam ZA mmna maladlmyd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date