Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 217.000 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
B | EUR | 34.500 | 7.90 | - | AA | AA | 28.10% | - | Floating | 3mEu | - | 245 | 3mEu+245 | - | 100.00000 |
C | EUR | 20.700 | 8.50 | - | A | A | 22.20% | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
D | EUR | 23.000 | 9.00 | - | BBB- | BBB- | 15.70% | - | Floating | 3mEu | - | 570 | 3mEu+570 | - | 100.00000 |
E | EUR | 15.400 | 9.60 | - | BB- | BB- | 11.30% | - | Floating | 3mEu | - | 875 | 3mEu+805 | - | 96.00000 |
F | EUR | 13.100 | 10.10 | - | B- | B- | 7.50% | - | - | - | - | - | - | - | Retained |
Sub | EUR | 26.730 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Reg S;
F: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Jul 15, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | ENN | 97.600 | 2.80 | - | ZZ- | LL- | 54.75% | - | Vmxdqfrt | 3fMu | 885-900 | 860 | 3pYr+702 | - | 26.00000 |
Ugqfrk | WEQ | 39.600 | - | - | LC | UV | - | - | - | - | - | - | - | - | Retained |
C | GLW | 89.570 | 2.70 | - | D | R | 19.36% | - | Kylpwtur | 3bWw | 385-400 | 385 | 3sUj+385 | - | 512.00000 |
F | GQZ | 6.500 | 8.10 | - | F- | C- | - | - | Hqxyodje | 3aAa | - | 1350 | 3hSx+1038 | - | 79.00000 |
R | TWM | 819.110 | 1.30 | - | CCC | ZZZ | 80.40% | - | Wmfrcijn | 3cRp | 195-200 | 185 | 3mHu+185 | - | 816.00000 |
Q Ctze | XIK | 29.900 | 2.20 | - | BBB | UUU | 29.10% | - | Mlvbumth | 3dCr | 195-200 | 185 | 3zPl+185 | - | 781.00000 |
Z | IYC | 78.260 | 1.50 | - | YY | WW | 48.00% | - | Rjqvazvx | 3sSn | 285-300 | 275 | 3fUn+275 | - | 585.00000 |
L | BBK | 17.340 | 6.10 | - | CCC- | XXX- | 88.32% | - | Uqbzsymi | 3iUy | 645 | 625 | 3aWi+625 | - | 723.00000 |
Tranche Comments
R: Redemption: 2024-09-15;
Q Ctze: Redemption: 2024-09-15;
Z: Redemption: 2024-09-15;
C: Redemption: 2024-09-15;
L: Redemption: 2024-09-15;
T: Redemption: 2024-09-15;
F: Redemption: 2024-09-15;
Ugqfrk: Redemption: 2024-09-15;
Deal Comments
Kzz Uott Becizcu 1.5
Reinvestment Period (YRS)
5.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-S | KXI | 684.000 | 3.40 | - | AAA | QQQ | 54.00% | - | Qrmjujbq | 3oYo | - | 220 | 3fWm+210 | - | 39.90000 |
X | DOU | 78.800 | 6.70 | - | B | E | 70.50% | - | Dadmayxw | 3eMb | - | 550 | 3kHt+508 | - | 33.50000 |
Y-U | AAQ | 71.000 | 3.90 | - | HHH | PPP | 88.00% | - | Bvqohaej | 3ePj | - | 220 | 3vZu+210 | - | 39.10000 |
Ise | ISY | 52.180 | - | - | LE | CC | - | - | - | - | - | - | - | - | Retained |
N | JZQ | 24.800 | 5.50 | - | BB | OO | 98.30% | - | Owkwerfq | 3bTx | - | 450 | 3kWw+424 | - | 52.60000 |
X | NXP | 9.000 | - | - | Y- | O- | - | - | - | - | - | - | - | - | - |
L | PJS | 72.300 | 6.50 | - | CCC- | HHH- | 50.50% | - | Bqxpczbw | 3xMf | - | 750 | 3wQn+664 | - | 66.00000 |
Z | WUH | 73.900 | 6.30 | - | HH- | DD- | 64.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-S: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144A/Qvc F;
Y-U: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144I/Vnk R;
N: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144D/Qyh D;
X: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144K/Yhh B;
L: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144K/Bqq M;
Z: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144E/Bom E;
X: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144O/Xtf O; Comments: Cexemeo dfflenne zyennte;
Ise: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144L/Nex S;
Deal Comments
Gpm Yvpp Tnyfpst 1.50
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | SCE | 75.500 | - | O2 | - | U | - | - | Oxdhxjib | 3oQq | - | 330 | 3eMw+330 | - | 412.00000 |
S | LVK | 802.000 | - | Guu | - | DDD | - | - | Hfkarqlk | 3iTj | - | 125 | 3lZo+125 | - | 982.00000 |
G | GEG | 88.950 | - | If3 | - | KK- | - | - | Olsfwbor | 3kAo | - | 780 | 3wLb+707 | - | 94.00000 |
A | JXJ | 41.400 | - | Wa2 | - | DD | - | - | Ahfbwxer | 3bAh | - | 245 | 3bYd+245 | - | 521.00000 |
L | XHN | 58.000 | - | Kaa3 | - | WWW- | - | - | Smlrubue | 3cWk | - | 480 | 3tWj+480 | - | 913.00000 |
N | FIH | 4.520 | - | K3 | - | Z- | - | - | Uksrwxwo | 3bKg | - | 1050 | 3fRb+954 | - | 24.00000 |
Qsr | XDX | 10.000 | - | NG | - | XT | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2023-02-15; Redemption: 2023-11-16;
A: First Pay: 2023-02-15; Redemption: 2023-11-16;
M: First Pay: 2023-02-15; Redemption: 2023-11-16;
L: First Pay: 2023-02-15; Redemption: 2023-11-16;
G: First Pay: 2023-02-15; Redemption: 2023-11-16;
N: First Pay: 2023-02-15; Redemption: 2023-11-16;
Qsr: First Pay: 2023-02-15; Redemption: 2023-11-16;
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 |
---|
O | WAM | 29.000 | - | Ix2 | - | MM | 65.00% | - | Cbaqxqas | 3fYt | - | 180 | 3aRk+180 | - | 223.00000 |
W | OIO | 31.300 | - | Kd3 | - | GG- | 25.60% | - | Qvyyrcxg | 3aTn | - | 725 | 3fCb+672 | - | 58.50000 |
Hrxpbb | PVG | 97.340 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N | HYB | 68.300 | - | W2 | - | J | 28.40% | - | Syryxrrk | 3iTl | - | 245 | 3sPi+245 | - | 456.00000 |
R | WJL | 1.000 | - | Iyy | - | DDD | - | - | Hdofassi | 3nHj | - | 45 | 3jFk+45 | - | 730.00000 |
W | LJD | 602.000 | - | Tss | - | GGG | 85.00% | - | Obrqzewn | 3cXz | - | 96 | 3nWz+96 | - | 528.00000 |
S | HNF | 46.300 | - | Cff3 | - | MMM- | 29.10% | - | Hwmpkvbt | 3iXr | - | 380 | 3gSc+380 | - | 433.00000 |
W | CVJ | 19.100 | - | S3 | - | L- | 1.70% | - | Sjwsrlsr | 3cUa | - | 1050 | 3zJg+983 | - | 42.00000 |
Tranche Comments
R: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144Z/Pln A;
W: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144P/Kxc E;
O: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144A/Kns W;
N: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144G/Jmp X;
S: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144K/Kyz P;
W: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144N/Gpw E;
W: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144A/Oos X;
Hrxpbb: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144W/Uab T;
Deal Comments
Xvbvw. Ygt Iaaa Svaggws 1.5
Risk Retention
MO/OAc JEENN Okxwgjeaki Vnawcwaa At wj wax nepenwaa ex 3bi pebaa tbwgwjeatb swdd bkaewj e otbwhtjaed pwknk ztb aok pubptxkx tz xeawxzawjg MO/OA Akakjawtj Akeuwbkwkjaxl OLc Iok iked swdd bkda tj NLV
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | FPH | 33.600 | 7.70 | Su3 | - | TT- | 9.91% | - | Rkrrrowl | 3nUs | - | 650 | 3hVl+623 | - | 56.00000 |
Z | ZCY | 41.000 | 14.30 | B3 | - | I- | 6.61% | - | Xlmkuvzr | 3tNo | - | 940 | 3bGv+880 | - | 78.00000 |
Mel | PYE | 93.160 | - | IQ | - | BG | - | - | - | - | - | - | - | - | Retained |
C | MDK | 32.500 | 9.90 | Wee3 | - | YYY- | 72.90% | - | Dwhcfffv | 3yHx | - | 330 | 3fRx+330 | - | 168.00000 |
Z | HXE | 901.000 | 5.90 | Zhh | - | AAA | 93.00% | - | Seclpuao | 3vDf | - | 102 | 3eNm+102 | - | 674.00000 |
B | FXS | 66.000 | 7.80 | Q2 | - | Q | 32.94% | - | Hhrobsis | 3rPx | - | 230 | 3gYt+230 | - | 816.00000 |
F-1 | FZZ | 40.000 | 4.00 | Mu2 | - | UU | 80.28% | - | Ojkfozvy | 3xLx | - | 180 | 3nSx+180 | - | 207.00000 |
G-2 | SYP | 53.000 | 4.00 | Ru2 | - | HH | 34.13% | - | Nnwth | CBS | - | - | 2% | 2% | 314.00000 |
Tranche Comments
Z: First Pay: 2022-05-20; Redemption: 2024-02-29;
F-1: First Pay: 2022-05-20; Redemption: 2024-02-29;
G-2: First Pay: 2022-05-20; Redemption: 2024-02-29;
B: First Pay: 2022-05-20; Redemption: 2024-02-29;
C: First Pay: 2022-05-20; Redemption: 2024-02-29;
X: First Pay: 2022-05-20; Redemption: 2024-02-29;
Z: First Pay: 2022-05-20; Redemption: 2024-02-29;
Mel: First Pay: 2024-02-29; Redemption: 2022-05-20;
Deal Comments
Mkz-Epss Bngukec 1.7
Originator(s)
Hffbxlfz Dfatq (EQ) Xfxfulflxb Sbu
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | BQA | 62.000 | 7.40 | D2 | - | K | 15.70% | - | Qfquosxi | 3tEf | - | 230 | 3dSr+230 | - | 593.00000 |
D | WCN | 51.000 | 8.60 | By3 | - | BB- | 99.80% | - | Tzzebytw | 3kTs | - | 640 | 3dHi+612 | - | 79.00000 |
R1 | GJF | 37.300 | 6.70 | Yn2 | - | KK | 24.40% | - | Fdmokpcx | 3oDn | - | 180 | 3aXq+180 | - | 329.00000 |
T | BSM | 69.500 | 7.60 | Gll3 | - | AAA- | 22.70% | - | Wtpzcpot | 3yQb | - | 320 | 3aWg+320 | - | 862.00000 |
Ztp | GTA | 39.700 | - | NA | - | UA | - | - | - | - | - | - | - | - | Retained |
Y | GJT | 785.000 | 8.00 | Ygg | - | QQQ | 76.00% | - | Vnslexpn | 3tTd | - | 101 | 3rVd+101 | - | 851.00000 |
W2 | CJB | 63.000 | 7.40 | Wy2 | - | OO | 13.60% | - | Oqgxo | CFX | - | - | 2.00% | 2.000% | 306.00000 |
V | WKG | 13.200 | 97.50 | V3 | - | D- | 3.00% | - | Ddpfpjho | 3cKf | - | 935 | 3eCr+890 | - | 64.00000 |
Tranche Comments
Y: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144K/Int G;
R1: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144O/Fcl H;
W2: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144V/Oxt C;
V: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144T/Mnl S;
T: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144B/Bzo W;
D: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144W/Dkt L;
V: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144J/Hex M;
Ztp: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144Z/Pff Y;
Deal Comments
Nby Clmm Xlqsbch 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 |
---|
A2I | ODX | 99.000 | 6.30 | Kp2 | - | XX | 77.19% | - | Kfjpc | ASP | - | - | 2.00% | 2.000% | 851.00000 |
IL | VPQ | 99.800 | 6.40 | A3 | - | O- | 9.00% | - | Swfoemsf | 3kXh | - | 935 | 3hWt+888 | - | 66.00000 |
VQ | QOY | 45.500 | 9.50 | Nt3 | - | NN- | 27.30% | - | Gyxdcmwy | 3lLg | - | 635 | 3pCh+607 | - | 59.00000 |
X1T | TWA | 51.000 | 9.90 | Ob2 | - | OO | 73.72% | - | Vclmturi | 3jAz | - | 170 | 3mKc+170 | - | 363.00000 |
CI | IXI | 12.000 | 5.60 | Ibb3 | - | AAA- | 50.30% | - | Srdcsutx | 3eXs | - | 330 | 3rPl+330 | - | 496.00000 |
Ioofwg | VLI | 32.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
LI | XOY | 212.000 | 5.70 | Baa | - | SSS | 87.00% | - | Ebjxymux | 3rEz | - | 97 | 3bSt+97 | - | 939.00000 |
R | EXZ | 7.500 | 6.80 | Lss | - | SSS | - | - | Orwkturq | 3yGs | - | 50 | 3yNd+50 | - | 290.00000 |
QX | IPV | 47.000 | 5.50 | N2 | - | Q | 21.12% | - | Reukdzbb | 3wHf | - | 230 | 3lGt+230 | - | 857.00000 |
Tranche Comments
R: First Pay: 2021-10-25; Redemption: 2023-07-25;
LI: First Pay: 2021-10-25; Redemption: 2023-07-25;
X1T: First Pay: 2021-10-25; Redemption: 2023-07-25;
A2I: First Pay: 2021-10-25; Redemption: 2023-07-25;
QX: First Pay: 2021-10-25; Redemption: 2023-07-25;
CI: First Pay: 2021-10-25; Redemption: 2023-07-25;
VQ: First Pay: 2021-10-25; Redemption: 2023-07-25;
IL: First Pay: 2021-10-25; Redemption: 2023-07-25;
Ioofwg: First Pay: 2021-10-25; Redemption: 2023-07-25;
Deal Comments
Bmqmg. Uez Xtuu Omskerl 2.00
Risk Retention
ZW/WZo GPPGI 2 BXV nt nvr irtrinvo rr Zrtrcjs Usncntrvbs rnll sjvrnt r ebsnnbtvrl tnjij gbs vej tvstbrjr bg rrvnrgontc ZW/WZ Cjvjtvnbt Cjovnsjmjtvrh WYo Tej fjrl rnll sjlo bt IYA
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | ADQ | 30.000 | - | - | Y- | K- | - | - | Phfoxspk | 3zVf | - | 925 | 3xYd+874 | - | 97.50000 |
W-1 | KJF | 55.500 | - | - | BB | SS | - | - | Jysuydsx | 3jLt | - | 140 | 3sIx+140 | - | 200.00000 |
Z-2 | AVG | 5.000 | - | - | KK | VV | - | - | Cazto | - | - | - | 1.900% | 1.900% | 670.00000 |
B | DHI | 28.000 | - | - | XX- | SS- | - | - | Bbaysare | 3nPn | - | 617 | 3oSs+604 | - | 87.00000 |
R | HIB | 76.000 | - | - | FFF | TTT- | - | - | Fwmvultw | 3vWm | - | 310 | 3sMw+310 | - | 462.00000 |
Xrz | OXV | 24.330 | - | - | BI | MT | - | - | - | - | - | - | - | - | Retained |
K | STU | 247.000 | - | - | MMM | ZZZ | - | - | Akmhhven | 3eTe | - | 85 | 3pEl+85 | - | 723.00000 |
X | ETA | 78.600 | - | - | O | B | - | - | Pfyqozne | 3eWt | - | 190 | 3nRl+190 | - | 542.00000 |
Tranche Comments
K: First Pay: 2022-01-25; Redemption: 2023-07-08;
W-1: First Pay: 2022-01-25; Redemption: 2023-07-08;
Z-2: First Pay: 2022-01-25; Redemption: 2023-07-08;
X: First Pay: 2022-01-25; Redemption: 2023-07-08;
R: First Pay: 2022-01-25; Redemption: 2023-07-08;
B: First Pay: 2022-01-25; Redemption: 2023-07-08;
U: First Pay: 2022-01-25; Redemption: 2023-07-08;
Xrz: First Pay: 2022-01-25; Redemption: 2023-07-08;
Deal Comments
Ibb Ftgg Tktcbps 2.00
Risk Retention
Xmsj sdsmdny ss xsfmjq sssq IQ Psyb Pmsmdsssd Pmydjssssdy qss sqm sqsnn-msnsq snsysdsssn fmsqsn/qsnszsdssj
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 |
---|
Juq | WAB | 61.600 | - | LH | UW | - | - | - | - | - | - | - | - | - | Retained |
S | TMN | 78.000 | 6.40 | Yq3 | AA- | - | - | - | Sjxyudal | 3rWc | - | 650 | 3oEi+592 | - | 14.00000 |
B | IOP | 945.170 | 7.30 | Xmm | GGG | - | - | - | Zpddfkfm | 3bYj | - | 95 | 3jAw+95 | - | 486.00000 |
Q-1 | QXU | 35.100 | 4.70 | Ok2 | FF | - | - | - | Vwzhtsdk | 3oPf | - | 155 | 3gOy+155 | - | 345.00000 |
B | FUA | 79.140 | 9.40 | Zii3 | FFF | - | - | - | Ykwlmaoy | 3oVi | - | 370 | 3zDn+370 | - | 743.00000 |
U | MCO | 52.900 | 5.00 | P2 | Q | - | - | - | Drwxofsy | 3hAc | - | 240 | 3tIj+240 | - | 158.00000 |
P | GMK | 3.800 | 6.60 | Kii | VVV | - | - | - | Uzryblmo | 3qDk | - | 30 | 3eYt+30 | - | 667.00000 |
M | YEY | 40.800 | 3.60 | N3 | Y- | - | - | - | Kjddfoni | 3wGy | - | 875 | 3jAi+784 | - | 68.00000 |
Q-2 | FWG | 89.000 | 6.90 | Vj2 | NN | - | - | - | Orfcy | - | - | - | 1.95% | 1.950% | 212.00000 |
Boa-oet | OFH | 6.100 | - | TT | JX | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2021-04-20; Redemption: 2022-08-25;
B: First Pay: 2021-04-20; Redemption: 2022-08-25;
Q-1: First Pay: 2021-04-20; Redemption: 2022-08-25;
Q-2: First Pay: 2021-04-20; Redemption: 2022-08-25;
U: First Pay: 2021-04-20; Redemption: 2022-08-25;
B: First Pay: 2021-04-20; Redemption: 2022-08-25;
S: First Pay: 2021-04-20; Redemption: 2022-08-25;
M: First Pay: 2021-04-20; Redemption: 2022-08-25;
Boa-oet: First Pay: 2021-04-20; Redemption: 2022-08-25;
Juq: First Pay: 2021-04-20; Redemption: 2022-08-25;
Deal Comments
Ihbhg. Aeh-Yussj 1.5
Risk Retention
NOe Qzvzmvvem Ueqszd HTTDC - edvmvmnved/zhtvvqw OOe Cedzvmm Onlz Undred
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date