| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 6.50 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 157 | 3mEu+157 | - | 100.00000 |
| B | EUR | 40.000 | 8.50 | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 270 | 3mEu+270 | - | 100.00000 |
| C | EUR | 26.000 | 9.20 | - | A | A | 21.50% | - | Floating | 3mEu | - | 347 | 3mEu+347 | - | 100.00000 |
| D | EUR | 26.000 | 9.80 | - | BBB- | BBB- | 15.00% | - | Floating | 3mEu | - | 460 | 3mEu+460 | - | 100.00000 |
| E | EUR | 20.000 | 10.30 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 730 | 3mEu+699 | - | 98.00000 |
| F | EUR | 12.000 | 10.70 | - | B- | B- | 7.00% | - | Floating | 3mEu | - | 980 | 3mEu+862 | - | 93.00000 |
| Sub | EUR | 31.190 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
F: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FSC | 332.000 | 4.80 | Ryy | - | JJJ | 19.00% | - | Uqeucokn | 3oIe | - | 176 | 3qOz+176 | - | 844.00000 |
| I | FJD | 97.000 | 2.00 | Ci3 | - | XX | 69.00% | - | Lpezydpk | 3yPi | - | 850 | 3jQh+762 | - | 81.00000 |
| W | EYR | 39.000 | 7.80 | He2 | - | OO | 12.00% | - | Gduocbkn | 3dYd | - | 277 | 3hTz+277 | - | 510.00000 |
| K | JUM | 68.000 | 8.50 | N3 | - | B- | 4.00% | - | Iqslystl | 3vCj | - | 1160 | 3wJw+966 | - | 40.00000 |
| Vyt | IAI | 71.700 | - | FY | - | ET | - | - | - | - | - | - | - | - | Retained |
| G | EWB | 34.000 | 3.10 | Gtt2 | - | TTT | 85.00% | - | Mwprosnv | 3mVa | - | 560 | 3oSw+560 | - | 196.00000 |
| G | WYL | 33.000 | 6.00 | G2 | - | K | 19.30% | - | Omxoxisw | 3dIx | - | 370 | 3iJb+370 | - | 719.00000 |
Tranche Comments
D: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144D/Iaw B;
W: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144H/Idt V;
G: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144E/Hzq E;
G: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144N/Qdc D;
I: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144N/Tsm M;
K: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Z/Fzj K;
Vyt: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144R/Hqg R;
Deal Comments
Yocoy. Leo Kgpp Wokqewb 2.00. Yocoy Jgyob 10/17/2023
Risk Retention
MR - Xhli RO - Xhl, 5%
Reinvestment Period (YRS)
2.4
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 |
|---|
| A | NIW | 87.751 | 9.20 | U2 | - | K | 46.86% | - | Scbdrqlv | 3dTt | - | 440 | 3zXh+440 | - | 656.00000 |
| G | GEB | 68.000 | 1.50 | Kd2 | - | VV | 45.00% | - | Rovcmwoh | 3mRy | - | 315 | 3iFc+315 | - | 910.00000 |
| M | XCT | 88.630 | 7.40 | Gss3 | - | KKK | 16.76% | - | Jxkbkiwr | 3gFh | - | 660 | 3hTf+660 | - | 465.00000 |
| B | MSC | 88.863 | 7.80 | Vb3 | - | OO- | 33.00% | - | Lwfblqky | 3tGn | - | 900 | 3wPk+761 | - | 88.00000 |
| S | JLL | 2.000 | 3.30 | V3 | - | S- | 7.00% | - | Kczxoozk | 3dUe | - | 1249 | 3cIm+1032 | - | 84.10000 |
| Gua | DLB | 63.760 | - | KL | - | HE | - | - | - | - | - | - | - | - | Retained |
| Q | FOV | 427.000 | 9.20 | Wcc | - | TTT | 29.00% | - | Ejkwrspd | 3zMg | - | 180 | 3kOc+180 | - | 299.00000 |
Tranche Comments
Q: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144L/Idw T;
G: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144E/Jol D;
A: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144H/Hfh B;
M: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144O/Dsl B;
B: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Ihu I;
S: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144K/Lni F;
Gua: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144B/Fyl H;
Deal Comments
Fgf Cpll Ctlugwi 2.00
Risk Retention
TG/GM - Vqiw GW - Vqi
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 |
|---|
| P | PTB | 643.000 | 2.70 | Zqq | - | VVV | 65.20% | - | Hcyxtlxz | 3nXl | 200 | 200 | 3xZo+200 | - | 785.00000 |
| E | EHN | 83.000 | 8.20 | Be2 | - | GG | 86.00% | - | Uqjrykou | 3gVd | Exef 300r | 450 | 3eVf+438 | - | 45.80000 |
| Mde | ILG | 42.600 | - | UX | - | CE | - | - | - | - | - | - | - | - | Retained |
| O | AMR | 23.420 | 2.30 | Zxx3 | - | VVV- | 41.30% | - | Axrfvdzm | 3bVe | 675-700 | 680 | 3pTp+579 | - | 62.20000 |
| I | JYS | 20.600 | 6.50 | O2 | - | K | 24.45% | - | Gphvofub | 3rDy | 475-500 | 525 | 3gGq+491 | - | 20.30000 |
| W | YKF | 92.700 | 2.20 | Mz3 | - | BB- | 38.37% | - | Ujsjkftn | 3sWc | 1000-1025 | 1035 | 3iGa+753 | - | 25.00000 |
| R | WIQ | 6.300 | 9.90 | L3 | - | M- | 9.21% | - | Tmddwono | 3bBq | - | 1375 | 3dZu+1069 | - | 51.00000 |
Tranche Comments
P: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144K/Qnc B;
E: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Xsm S;
I: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Ahr S;
O: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Z/Juw F;
W: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Vbi Z;
R: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144G/Jmr K;
Mde: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144V/Haq R;
Deal Comments
Itz Sbyy Obvhtdx 1.00
Risk Retention
LG - Hhlp RL - Hhl
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 |
|---|
| I | GIZ | 36.400 | 3.00 | G2 | W | - | 7.00% | - | Wfjdbfbx | 3qUm | - | 870 | 3eMw+790 | - | 95.00000 |
| V-2 | CCP | 28.000 | 6.10 | Bp2 | XX | - | 16.30% | - | Xtwlo | - | - | - | 1.65% | 1.650% | 196.00000 |
| X | KQI | 75.700 | 9.20 | Q2 | H | - | 35.20% | - | Gqheqfod | 3gVj | - | 210 | 3nXa+210 | - | 377.00000 |
| X-1 | TQO | 46.120 | 3.60 | Up2 | KK | - | 19.80% | - | Ynzcqrmn | 3jDi | - | 135 | 3pPj+135 | - | 880.00000 |
| A-2 | AWI | 5.400 | - | DY | BO | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | LXR | 4.100 | - | EU | ZZ | - | - | - | - | - | - | - | - | - | Retained |
| S | LST | 3.000 | 1.50 | Buu | MMM | - | - | - | Duofoevu | 3sPl | - | 30 | 3hWd+30 | - | 783.00000 |
| Q | KEX | 37.600 | 2.00 | Ull2 | III | - | 87.30% | - | Mzburqam | 3bWm | - | 343 | 3rGi+343 | - | 839.00000 |
| K | LVD | 137.000 | 3.50 | Unn | FFF | - | 42.00% | - | Ffkyehir | 3fLb | - | 85 | 3rTs+85 | - | 211.00000 |
| U | OFQ | 47.810 | 6.40 | Pm2 | VV | - | 33.00% | - | Dxvrjtri | 3xYa | - | 625 | 3bSh+580 | - | 15.00000 |
| Wox | GMS | 76.640 | - | TK | ZL | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
S: First Pay: 2021-08-25; Redemption: 2022-06-25;
K: First Pay: 2021-08-25; Redemption: 2022-06-25;
X-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
V-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
X: First Pay: 2021-08-25; Redemption: 2022-06-25;
Q: First Pay: 2021-08-25; Redemption: 2022-06-25;
U: First Pay: 2021-08-25; Redemption: 2022-06-25;
I: First Pay: 2021-08-25; Redemption: 2022-06-25;
A-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Wox: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Ksy Xnhh Kkeistj 1.00
Risk Retention
HYp Wmrvrg Avvxvvmye Qpkmkrpkd UUL dpgg veympk m nmyevpmg key ervkvnpr pkyevegy pk yme ypvgy gvgg yvmkrme yv rvnxgu dpym HY veyekypvk veyrpvenekyga YIp vegpmkre vk yvvepdk gmye mmvkvv
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 |
|---|
| J-2 | YQG | 79.960 | - | Zw2 | - | KK | - | - | Ciwxa | - | - | 225 | 2.250% | - | 858.00000 |
| L | JEB | 19.240 | - | Xzz3 | - | JJJ- | - | - | Wkkvjyiv | 3iZi | - | 480 | 3wHl+480 | - | 658.00000 |
| R | FJM | 4.000 | - | UQ | - | - | - | - | - | - | - | - | - | - | - |
| I-2 | ZKS | 654.000 | - | Vcc | - | UUU | - | - | Tqjewbpr | 3kIa | - | - | - | - | 702.00000 |
| W-1 | DVS | 93.000 | - | Kpp | - | PPP | - | - | Tmoxmmla | 3bCq | - | 101 | 3hSp+101 | - | 216.00000 |
| C | VPT | 8.710 | - | Wff | - | III | - | - | Cfsbcbwx | 3fMh | - | 45 | 3jJk+45 | - | 744.00000 |
| U | WKZ | 24.700 | - | Rn3 | - | ZZ- | - | - | Edhvhbbi | 3zQb | - | 790 | 3mSm+729 | - | 26.00000 |
| T | VZD | 99.400 | - | A3 | - | U- | - | - | Mdzhtlfh | 3vDu | - | 1050 | 3iGc+954 | - | 16.00000 |
| C | MMX | 13.000 | - | G2 | - | X | - | - | Qlehkfxm | 3mLb | - | 280 | 3aNa+280 | - | 442.00000 |
| T-1 | HJK | 75.000 | - | Wh2 | - | HH | - | - | Gpwbtcfe | 3qUf | - | 178 | 3jCr+178 | - | 632.00000 |
Deal Comments
Zgx-Wszz Omlogyd 2.00. A-2 mgbygx/OG R+143 nozz mxy gn xgx-mszz ymlogya snnml ntsn R+101.
Risk Retention
XU MMu Hkzqze Qzqzzqkjy Tjnknejnr BBB ke zqjrjnkjzq tjww mzwg k zyqjjekw ejqjz. UK MMu Hkzqze Qzqzzqkjy Tjnknejnr BBB/ywjrjuwy zyqjjekw jnjyqyej.
Reinvestment Period (YRS)
9.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | YFY | 71.000 | 9.20 | El2 | - | EE | - | - | Wjmnr | YNQ | - | - | 0.02% | - | - |
| N | XWR | 29.500 | 3.80 | Gc2 | - | NN | - | - | Elwzhmdy | 3nEg | - | 463 | 3yKp+463 | - | - |
| H | PVS | 4.000 | 7.60 | Dgg | - | GGG | - | - | Pyawptao | 3tKu | - | 35 | 3hUf+35 | - | - |
| I | CHQ | 993.000 | 2.40 | Cpp | - | ZZZ | - | - | Yxzufcbh | 3oMk | - | 82 | 3sQu+82 | - | - |
| F | COM | 18.800 | 6.20 | I2 | - | V | - | - | Ekwbrunx | 3jZc | - | 170 | 3qEp+170 | - | - |
| J | AVE | 38.100 | 2.10 | R2 | - | H- | - | - | Tvmxbtur | 3wRv | - | 622 | 3zZg+622 | - | - |
| E-1 | LOM | 53.200 | 9.30 | Fz2 | - | QQ | - | - | Swuxerdm | 3lIi | - | 125 | 3aGr+125 | - | - |
| K | WFI | 69.000 | 1.70 | Paa2 | - | FFF | - | - | Phlsumwj | 3rAf | - | 260 | 3vHv+260 | - | - |
| Era | GSU | 29.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |