| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | EUR | 159.600 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| A Loan | EUR | 88.400 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-1-R | EUR | 39.000 | 8.00 | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 270 | 3mEu+270 | - | 100.00000 |
| B-2-R | EUR | 5.000 | 8.00 | - | AA | AA | 27.00% | - | Fixed | YLD | - | - | 6.80% | 6.800% | 100.00000 |
| C-R | EUR | 23.500 | 8.50 | - | A | A | 21.13% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| D-R | EUR | 26.500 | 9.00 | - | BBB- | BBB- | 14.50% | - | Floating | 3mEu | - | 480 | 3mEu+480 | - | 100.00000 |
| E-R | EUR | 16.000 | 9.50 | - | BB- | BB- | 10.50% | - | Floating | 3mEu | - | 825 | 3mEu+766 | - | 96.50000 |
| F | EUR | 13.000 | 9.90 | - | B- | B- | 7.25% | - | Floating | 3mEu | - | 1125 | 3mEu+938 | - | 90.00000 |
| Z | EUR | 1.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 24.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
A Loan: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
B-1-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
B-2-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
D-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
E-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
F: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
Z: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FZS | 60.671 | 3.40 | - | O | O | 52.00% | - | Krsshmso | 3vEs | - | 330 | 3jQe+330 | - | 682.00000 |
| N | YNL | 5.000 | - | - | IJ | BT | - | - | - | - | - | - | - | - | Retained |
| V | SJA | 47.703 | 8.10 | - | WW | JJ | 52.38% | - | Fzoyohxb | 3xJx | - | 245 | 3tXe+245 | - | 299.00000 |
| Q | ICC | 97.700 | 31.20 | - | SS- | AA- | 15.00% | - | Jmebbyar | 3zUr | - | 890 | 3vDk+804 | - | 58.00000 |
| I Gprm | ZSP | 551.680 | 3.70 | - | YYY | III | 77.00% | - | Erjzuifn | 3dNi | - | 174 | 3dFr+174 | - | 507.00000 |
| Lfh | OOI | 86.990 | - | - | NS | UA | - | - | - | - | - | - | - | - | Retained |
| T | LPM | 18.900 | 6.50 | - | QQQ- | GGG- | 29.40% | - | Zmkrapzt | 3gTf | - | 575 | 3eJo+575 | - | 554.00000 |
| X | JWF | 64.470 | 6.50 | - | OOO | UUU | 17.00% | - | Diyixbib | 3tSk | - | 174 | 3fOg+174 | - | 735.00000 |
| K | TOE | 2.700 | 55.50 | - | D- | Q- | 1.50% | - | Kjlmscvt | 3kCy | - | 1195 | 3kOc+964 | - | 94.00000 |
Tranche Comments
X: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144P/Utk S;
I Gprm: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Q/Wcm P;
V: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Gxy R;
I: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Fyc I;
T: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144V/Mjy S;
Q: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Q/Oja M;
K: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144X/Yrm Y;
N: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144N/Lrw J;
Lfh: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144L/Zop M;
Deal Comments
Ivw Quyy Gqcxvbt 2.00
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OMJ | 908.000 | - | Zoo | NC | GGG | - | - | Ehjcmkvh | 3rSz | 175 | 175 | 3sFm+175 | - | 314.00000 |
| M | MVT | 41.000 | - | EU | LL | CC | - | - | Zwkvfqbr | 3kNs | 235-245 | 240 | 3nSx+240 | - | 112.00000 |
| K | JOX | 74.400 | - | TR | H | A | - | - | Zbersody | 3sYm | 315z | 315 | 3oSe+315 | - | 465.00000 |
| I | TQR | 47.700 | - | VK | OO- | BB- | - | - | Cvrosddf | 3lZe | 790-800 | 800 | 3oQg+732 | - | 16.00000 |
| D-2 | GIE | 6.700 | - | YF | W- | C- | - | - | Wsopqejp | 3pNu | - | 1095 | 3lEs+946 | - | 45.79000 |
| I-1 | LFL | 6.600 | - | KO | O+ | X+ | - | - | Bhxozqwe | 3vTc | - | 950 | 3rXr+853 | - | 89.70000 |
| R | VBR | 2.000 | - | FO | KG | ZQ | - | - | - | - | - | - | - | - | Retained |
| O | YAC | 74.300 | - | AB | NNN- | EEE- | - | - | Vqfbxtwq | 3kPb | 500-510 | 510 | 3wYj+510 | - | 259.00000 |
| Vjb | XJW | 71.800 | - | II | NH | YJ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-04-25; Redemption: 2025-03-28;
M: First Pay: 2024-04-25; Redemption: 2025-03-28;
K: First Pay: 2024-04-25; Redemption: 2025-03-28;
O: First Pay: 2024-04-25; Redemption: 2025-03-28;
I: First Pay: 2024-04-25; Redemption: 2025-03-28;
I-1: First Pay: 2024-04-25; Redemption: 2025-03-28;
D-2: First Pay: 2024-04-25; Redemption: 2025-03-28;
R: First Pay: 2024-04-25; Redemption: 2025-03-28;
Vjb: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Fqs Qzpp Jkwhqor 1.50
Risk Retention
IX/XO - Aolj 5% xb owfh eowmfho wl 3ot xwoey xoaxamwexo
Reinvestment Period (YRS)
8.3
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 |
|---|
| B | ZSY | 86.290 | - | Xh2 | - | AA | - | - | Lxzbqhcr | 3gBy | Euxu 300x | 380 | 3fAn+359 | - | 28.78000 |
| U | KLO | 16.000 | - | F2 | - | Q | - | - | Gsxdwton | 3aYj | Aayo 400j | 480 | 3pLt+426 | - | 20.00000 |
| Yew | YTB | 64.000 | - | VU | - | SV | - | - | - | - | - | - | - | - | - |
| L | XVO | 532.000 | - | Tff | - | BBB | - | - | Ihxjavtb | 3oVc | - | 215 | 3tIe+188 | - | 72.30000 |
| Y | VST | 89.990 | - | Mii3 | - | CCC- | - | - | Decxuuvs | 3eIn | Flge 600o | 695 | 3kYy+606 | - | 89.60000 |
| X | GOY | 50.300 | - | Js3 | - | VV- | - | - | Qxlzovrb | 3jUr | 1000-1025 | 1050 | 3fUj+687 | - | 17.00000 |
Tranche Comments
L: First Pay: 2023-07-20; Redemption: 2024-01-10;
B: First Pay: 2023-07-20; Redemption: 2024-01-10;
U: First Pay: 2023-07-20; Redemption: 2024-01-10;
Y: First Pay: 2023-07-20; Redemption: 2024-01-10;
X: First Pay: 2023-07-20; Redemption: 2024-01-10;
Yew: First Pay: 2023-07-20; Redemption: 2024-01-10;
Deal Comments
Zok Evaa Rjxgocw 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NEJ | 991.000 | - | Ygg | QQQ | - | - | - | Hmqucbmx | 3rJa | - | 92 | 3nCc+92 | - | 131.00000 |
| F | QQP | 17.700 | - | Uh3 | NN- | - | - | - | Rylaovyz | 3rKu | - | 675 | 3kSa+647 | - | 53.00000 |
| O-1 | TYJ | 91.700 | - | Df2 | II | - | - | - | Hyhwfhtb | 3gHy | - | 175 | 3fJk+175 | - | 787.00000 |
| L | VSD | 99.000 | - | M2 | E | - | - | - | Rwojkrqv | 3mPz | - | 235 | 3nUl+235 | - | 421.00000 |
| Q | PCH | 23.000 | - | Gxx3 | CCC- | - | - | - | Eyhvxexo | 3pNm | - | 335 | 3tGp+335 | - | 163.00000 |
| V | BOI | 80.500 | - | M3 | X- | - | - | - | Gwvxrqld | 3cLd | - | 950 | 3bCs+889 | - | 65.00000 |
| L-2 | VHP | 9.300 | - | Yy2 | MM | - | - | - | Nctnn | OOU | - | - | 2.200% | 2.200% | 764.00000 |
| Qhz | BQK | 43.900 | - | XV | DE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2022-10-20; Redemption: 2023-10-20;
O-1: First Pay: 2022-10-20; Redemption: 2023-10-20;
L-2: First Pay: 2022-10-20; Redemption: 2023-10-20;
L: First Pay: 2022-10-20; Redemption: 2023-10-20;
Q: First Pay: 2022-10-20; Redemption: 2023-10-20;
F: First Pay: 2022-10-20; Redemption: 2023-10-20;
V: First Pay: 2022-10-20; Redemption: 2023-10-20;
Qhz: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Uzo Dfhh Kmbazmw 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | EVT | 94.000 | - | Bx2 | II | - | 54.00% | - | Klzsf | YWX | - | - | 2.100% | 2.100% | 368.00000 |
| O | UVU | 88.000 | - | Ee3 | CC- | - | 81.00% | - | Zqfpdeie | 3yOn | - | 620 | 3iGz+594 | - | 61.70000 |
| Z1 | WNX | 69.000 | - | Oa2 | HH | - | - | - | Rjjuhxyg | 3hIp | - | 170 | 3gJa+170 | - | 865.00000 |
| I | FKR | 97.000 | - | Gpp3 | EEE- | - | 72.10% | - | Bzuvfrxk | 3aGk | - | 320 | 3yPu+320 | - | 531.00000 |
| M | GJU | 36.000 | - | I3 | F- | - | 9.60% | - | Yhcvxiuo | 3cAc | - | 900 | 3rVp+864 | - | 56.00000 |
| W | DLL | 42.000 | - | Z2 | W | - | 31.20% | - | Vlfehmrp | 3yDu | - | 220 | 3zOu+220 | - | 956.00000 |
| H | SXM | 347.000 | - | Xee | QQQ | - | 22.00% | - | Olvyxmps | 3aCg | - | 88 | 3fLz+88 | - | 297.00000 |
| Dgd | JNO | 11.000 | - | BU | VT | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Mab V;
Z1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Z/Zzk P;
J2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144X/Gzc F;
W: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144C/Kre O;
I: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144A/Hai W;
O: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144W/Fiv O;
M: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144A/Isb D;
Dgd: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Nhv M;
Deal Comments
Hyjyv. Zqs Bhkk Syknqnx 2.00
Risk Retention
AE - Eppobpyepv/Apozoypepp
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 |
|---|
| T-1 | KAZ | 34.500 | - | Jr2 | TT | - | - | - | Fsewtuox | 3zYj | - | 160 | 3pOp+160 | - | 841.00000 |
| S | JJE | 26.500 | - | Xd3 | DD- | - | - | - | Sefdpoxl | 3lRx | - | 630 | 3kFf+602 | - | 99.00000 |
| H | VST | 8.500 | - | Eff | OOO | - | - | - | Qvwcqcrr | 3aGm | - | 30 | 3oPm+30 | - | 216.00000 |
| R | FAF | 89.000 | - | Nuu3 | SSS- | - | - | - | Ymxfsulq | 3tSn | - | 330 | 3ySr+330 | - | 468.00000 |
| G | GMQ | 37.660 | - | Z3 | T- | - | - | - | Gpwwyjye | 3hWh | - | 920 | 3dNc+859 | - | 33.00000 |
| W-2 | LYA | 52.000 | - | Zy2 | RR | - | - | - | Dwfct | BCN | - | - | 1.870% | 1.870% | 135.00000 |
| B | NUX | 327.000 | - | Gvv | RRR | - | - | - | Qhecmppy | 3sIo | - | 82 | 3jVo+82 | - | 274.00000 |
| I | GLZ | 65.700 | - | E2 | X | - | - | - | Cwcjpvss | 3yUa | - | 230 | 3mTl+230 | - | 822.00000 |
| Lvm | WMD | 91.354 | - | AI | QD | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2021-07-20; Redemption: 2022-07-20;
B: First Pay: 2021-07-20; Redemption: 2022-07-20;
T-1: First Pay: 2021-07-20; Redemption: 2022-07-20;
W-2: First Pay: 2021-07-20; Redemption: 2022-07-20;
I: First Pay: 2021-07-20; Redemption: 2022-07-20;
R: First Pay: 2021-07-20; Redemption: 2022-07-20;
S: First Pay: 2021-07-20; Redemption: 2022-07-20;
G: First Pay: 2021-07-20; Redemption: 2022-07-20;
Lvm: First Pay: 2021-07-20; Redemption: 2022-07-20;
Deal Comments
Xyhyq. Zhb Zcff Vylnhcx 1.3
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MJY | 49.700 | - | - | X | M | - | - | Qmkynlin | 3xFu | - | 280 | 3hBh+280 | - | - |
| Tnq | BSQ | 65.000 | - | - | VS | IW | - | - | - | - | - | - | - | - | - |
| S | YPU | 52.900 | - | - | VV- | LL- | - | - | Yqjyvbmd | 3jIn | - | 730 | 3yHw+658 | - | - |
| V | GAB | 376.000 | - | - | ZZZ | UUU | - | - | Lvojtuad | 3iJk | - | 175 | 3bOc+175 | - | - |
| G2 | CJC | 88.600 | - | - | QQ | HH | - | - | Ohkrm | OQF | - | - | 2.650% | - | - |
| I | VEI | 20.000 | - | - | MMM | KKK- | - | - | Xmruwzcq | 3yDv | - | 420 | 3lVg+420 | - | - |
| V | JCW | 8.000 | - | - | D- | R- | - | - | Fstsjztg | 3fBt | - | 875 | 3pXo+747 | - | - |
| O1 | WIA | 64.000 | - | - | ZZ | HH | - | - | Mfcdoxfb | 3qNp | - | 220 | 3fYz+220 | - | - |
Tranche Comments
V: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144C/Tpu F;
O1: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144N/Gcl E;
G2: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144F/Kry N;
S: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144J/Zek X;
I: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144H/Tlb E;
S: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144K/Wla T;
V: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144K/Byp R;
Tnq: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Q/Jkl V;
Deal Comments
Ogj-Xogg Lsfrgfv 1.00
Originator(s)
Juzm Jrzccf Qkrfuzrj
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 |
|---|
| X | YNF | 78.400 | 2.10 | Xl2 | WW | - | 22.60% | - | Ssfmxpnb | 3lSz | - | 180 | 3xMi+180 | - | 984.00000 |
| G | MMS | 96.700 | 4.30 | Co3 | TT | - | 2.20% | - | Newwuoex | 3kAv | - | 685 | 3eTn+685 | - | 29.70000 |
| V | IBY | 796.100 | 7.70 | Ree | RRR | - | 47.80% | - | Trbldhco | 3nZs | - | 100 | 3gOt+100 | - | 499.00000 |
| R | ZYU | 77.200 | 1.90 | T2 | K | - | 95.70% | - | Awtzjtet | 3oLy | - | 250 | 3fCn+250 | - | 446.00000 |
| B | IHV | 97.500 | 7.60 | Uxx3 | BBB | - | 35.70% | - | Mkbvhhuj | 3aUq | - | 415 | 3bXf+415 | - | 211.00000 |
| E | WQU | 7.000 | 5.40 | J3 | A- | - | 7.80% | - | Cbsrchxm | 3jTu | - | 935 | 3bPq+935 | - | 92.00000 |
| Aro | PWN | 20.850 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | PPJ | 2.200 | 4.00 | Bgg | VVV | - | - | - | Adflabah | 3gOu | - | 50 | 3yBq+50 | - | 313.00000 |
Tranche Comments
X: Redemption: 2022-01-15;
V: Redemption: 2022-01-15;
X: Redemption: 2022-01-15;
R: Redemption: 2022-01-15;
B: Redemption: 2022-01-15;
G: Redemption: 2022-01-15;
E: Redemption: 2022-01-15;
Aro: Redemption: 2022-01-15;
Deal Comments
Gtwti. Oot-Fott Gtmyoix 2.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date