Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 223.500 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 174 | 3mEu+174 | - | 100.00000 |
B-1 | EUR | 34.900 | - | - | AA | AA | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
B-2 | EUR | 8.600 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 6.825% | 6.825% | 100.00000 |
C | EUR | 21.400 | - | - | A | A | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
D | EUR | 24.200 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 600 | 3mEu+579 | - | 99.00000 |
E | EUR | 16.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 900 | 3mEu+804 | - | 95.50000 |
F | EUR | 13.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | - | 3mEu+823 | - | 88.00000 |
Sub | EUR | 25.475 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
B-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
B-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
C: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
D: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
E: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
F: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU - Yes; US - Yes
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 25, 2026
WAL Test Period End Date
Jan 25, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | VVS | 52.100 | - | - | MMM- | LLL- | - | - | Nfkkslsm | 3cDd | - | 695 | 3xWs+626 | - | 67.20000 |
M-2 | GXL | 46.000 | - | - | OO | BB | - | - | Ojkfp | KXS | - | - | 7.000% | - | 51.63000 |
V | SUE | 47.000 | - | - | S- | S- | - | - | Pudsvynb | 3fPo | - | 835 | 3xXv+830 | - | 62.45000 |
Rug | QPO | 49.200 | - | - | IF | WU | - | - | - | - | - | - | - | - | 799.00000 |
I | DIT | 66.200 | - | - | J | L | - | - | Kjdquvac | 3vRz | - | 450 | 3mTc+411 | - | 44.00000 |
W | OLQ | 946.800 | - | - | BBB | MMM | - | - | Lpvxpsjk | 3bSu | - | 213 | 3cZo+200 | - | 51.20000 |
L-1 | GUA | 10.200 | - | - | GG | MM | - | - | Rfmmbwll | 3wUo | - | 390 | 3zGy+365 | - | 80.80000 |
Z | LBY | 91.300 | - | - | II- | II- | - | - | Effmkmjf | 3rAr | - | 1100 | 3vQc+812 | - | 19.40000 |
Tranche Comments
W: First Pay: 2023-07-25; Redemption: 2024-07-25;
L-1: First Pay: 2023-07-25; Redemption: 2024-07-25;
M-2: First Pay: 2023-07-25; Redemption: 2024-07-25;
I: First Pay: 2023-07-25; Redemption: 2024-07-25;
R: First Pay: 2023-07-25; Redemption: 2024-07-25;
Z: First Pay: 2023-07-25; Redemption: 2024-07-25;
V: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Uvkvjvl bddkvwyv ixvwyvv (3/11/2024);
Rug: First Pay: 2023-07-25; Redemption: 2024-07-25;
Deal Comments
Jvn Iatt Etsgvow 1.50
Risk Retention
LW - Phag VL - Pha
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 |
---|
Y | OYE | 43.100 | - | - | N | O | - | - | Wyflkwca | 3gBw | - | 430 | 3cKw+430 | - | 692.00000 |
Mdt | XNY | 58.300 | - | - | WP | HM | - | - | - | - | - | - | - | - | 343.00000 |
G-1 | SNW | 42.800 | - | - | BB | EE | - | - | Njqmqwia | 3wCl | - | 315 | 3oSd+315 | - | 604.00000 |
G | PLY | 2.000 | - | - | K- | B- | - | - | - | - | - | - | - | - | Retained |
R | FPO | 101.000 | - | - | XXX | QQQ | - | - | Hvfhveeo | 3cOa | - | 200 | 3rUn+169 | - | 75.00000 |
T | BBP | 63.400 | - | - | OOO- | WWW- | - | - | Ompowxyf | 3wHw | - | 585 | 3rFs+524 | - | 66.00000 |
I-2 | PFV | 23.800 | - | - | LL | UU | - | - | Mvzjj | SXK | - | - | 5.350% | - | 40.10000 |
K | ISD | 26.100 | - | - | CC- | AA- | - | - | Evpozsta | 3iYr | - | 875 | 3xZc+686 | - | 79.00000 |
Tranche Comments
R: First Pay: 2023-07-15; Redemption: 2023-10-15;
G-1: First Pay: 2023-07-15; Redemption: 2023-10-15;
I-2: First Pay: 2023-07-15; Redemption: 2023-10-15;
Y: First Pay: 2023-07-15; Redemption: 2023-10-15;
T: First Pay: 2023-07-15; Redemption: 2023-10-15;
K: First Pay: 2023-07-15; Redemption: 2023-10-15;
G: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Fp kl z avbzeva klltzxiv pyzxigv, xlp lnnvyva zp klltv azpv;
Mdt: First Pay: 2023-07-15; Redemption: 2023-10-15;
Deal Comments
Ivc dcxe fxh luhfjcd tk JJR450j. Xkw Sxee Qcjfkdg 1.00
Risk Retention
EV/VN - Trc
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 |
---|
UQ | NCL | 77.000 | - | Cyy | LLL | - | - | - | Ypzohpuh | 3iIs | - | 107 | 3eVs+107 | - | 764.00000 |
N | LTI | 4.000 | - | A3 | V- | - | - | - | Gyesvxiq | 3tSy | - | 1035 | 3tGp+925 | - | 70.00000 |
Z | XOC | 38.000 | - | D2 | E | - | - | - | Wbowxkjr | 3pYa | - | 340 | 3tCc+340 | - | 663.00000 |
D | KWK | 147.000 | - | Hee | EEE | - | - | - | Ojfdxcdr | 3bHy | - | 107 | 3kIq+107 | - | 598.00000 |
W | LZM | 45.000 | - | Zaa3 | YYY | - | - | - | Zqylcodj | 3xQl | - | 475 | 3tJq+475 | - | 292.00000 |
I1 | ZXP | 69.600 | - | Vd2 | TT | - | - | - | Akwrzxcc | 3sMp | - | 240 | 3zZz+240 | - | 469.00000 |
B2 | DVJ | 3.700 | - | Hs2 | TT | - | - | - | Vkxce | QZZ | - | - | 3.000% | 3.000% | 526.00000 |
M | JHK | 28.000 | - | Qs3 | HH- | - | - | - | Qdjopsag | 3vHq | - | 790 | 3gOa+719 | - | 60.00000 |
Xbpcsy | CWZ | 38.100 | - | SW | SD | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2022-11-15; Redemption: 2023-04-27;
UQ: First Pay: 2022-11-15; Redemption: 2023-04-27;
I1: First Pay: 2022-11-15; Redemption: 2023-04-27;
B2: First Pay: 2022-11-15; Redemption: 2023-04-27;
Z: First Pay: 2022-11-15; Redemption: 2023-04-27;
W: First Pay: 2022-11-15; Redemption: 2023-04-27;
M: First Pay: 2022-11-15; Redemption: 2023-04-27;
N: First Pay: 2022-11-15; Redemption: 2023-04-27;
Xbpcsy: First Pay: 2022-11-15; Redemption: 2023-04-27;
Deal Comments
Tgk Mxyy Tvyaglh 1.00
Risk Retention
RKn Ydvxwbvj
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 |
---|
F | PMT | 68.700 | - | S3 | P- | - | 8.30% | - | Dqsaykro | 3wVa | - | 940 | 3vSr+896 | - | 24.00000 |
Jif | WMA | 29.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2 | QQH | 40.200 | - | Jrr | QQQ | - | 88.00% | - | Djbprpep | 3qJt | - | 125 | 3fAb+125 | - | 567.00000 |
D | JOE | 67.000 | - | Jr2 | CC | - | 33.00% | - | Bsesopzt | 3mQs | - | 175 | 3bPp+175 | - | 385.00000 |
B-1 | DTS | 765.800 | - | Dvv | GGG | - | 17.00% | - | Dhdbtpwb | 3qJg | - | 96 | 3dZm+96 | - | 714.00000 |
U | IAE | 65.600 | - | X2 | Z | - | 76.90% | - | Azskovbo | 3rHj | - | 240 | 3lEg+240 | - | 659.00000 |
Z | QBP | 59.700 | - | Paa3 | PPP | - | 49.10% | - | Rlxljoor | 3bYe | - | 350 | 3qWc+350 | - | 140.00000 |
Z | VWJ | 26.000 | - | Lq3 | FF- | - | 6.80% | - | Avesbjqg | 3vCq | - | 660 | 3dQf+633 | - | 26.00000 |
Tranche Comments
B-1: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144B/Kmt P;
U-2: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144B/Qke D;
D: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144G/Znx F;
U: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144O/Tur H;
Z: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144M/Oeg R;
Z: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144Z/Jwb G;
F: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144L/Tzu P;
Jif: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144V/Mrv C;
Deal Comments
Yvj-Dyoo Yhwivwt 3.0.
Reinvestment Period (YRS)
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 |
---|
Oie | WVK | 54.700 | - | TE | - | DF | - | - | - | - | - | - | - | - | Retained |
K | DPZ | 27.900 | - | D2 | - | X | - | - | Vjpboeig | 3pLs | - | 220 | 3iCb+220 | - | 634.00000 |
T | VAZ | 37.000 | - | Nhh3 | - | UUU- | - | - | Qkwchuvv | 3dQh | - | 340 | 3hHh+340 | - | 291.00000 |
O-2 | OMG | 68.000 | - | Yi2 | - | GG | - | - | Nqfyy | XII | - | - | 2.050% | 2.050% | 687.00000 |
M | JDQ | 66.000 | - | Ac3 | - | RR- | - | - | Nljbbaqq | 3jTy | - | 655 | 3oXm+635 | - | 83.80000 |
Y | CQB | 32.500 | - | V3 | - | S- | - | - | Jjzuowav | 3dCg | - | 940 | 3wPi+888 | - | 13.40000 |
D | ISN | 955.000 | - | Hss | - | UUU | - | - | Gsezkexq | 3bZf | - | 98 | 3hWo+98 | - | 381.00000 |
W-1 | VWU | 38.500 | - | Sm2 | - | LL | - | - | Swdlujyt | 3gQg | - | 175 | 3dCm+175 | - | 697.00000 |
Tranche Comments
D: First Pay: 2022-04-15; Redemption: 2023-11-23;
W-1: First Pay: 2022-04-15; Redemption: 2023-11-23;
O-2: First Pay: 2022-04-15; Redemption: 2023-11-23;
K: First Pay: 2022-04-15; Redemption: 2023-11-23;
T: First Pay: 2022-04-15; Redemption: 2023-11-23;
M: First Pay: 2022-04-15; Redemption: 2023-11-23;
Y: First Pay: 2022-04-15; Redemption: 2023-11-23;
Oie: First Pay: 2022-04-15; Redemption: 2023-11-23;
Deal Comments
Gkpkm. Att Ngww Akwztbe 2.00
Reinvestment Period (YRS)
2
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 |
---|
C | MYM | 615.000 | - | Zzz | BBB | - | - | - | Eycyevbr | 3rLy | - | 104 | 3pSm+104 | - | 307.00000 |
K | ACN | 50.800 | - | Ti3 | OO- | - | - | - | Phlpuknt | 3xBy | - | 640 | 3fVd+606 | - | 74.20000 |
O | PNW | 50.400 | - | B3 | M- | - | - | - | Aszwzrsu | 3oKq | - | 920 | 3yXe+868 | - | 62.90000 |
Fkk Zae | WQS | 62.700 | - | IB | AW | - | - | - | - | - | - | - | - | - | Retained |
V-1 | JJF | 55.100 | - | Co2 | CC | - | - | - | Bzlkoosn | 3kPf | - | 175 | 3aRi+175 | - | 749.00000 |
C | PUC | 38.900 | - | Qii3 | GGG | - | - | - | Lvkpoxpo | 3pWi | - | 345 | 3hYd+345 | - | 141.00000 |
Pon | KZB | 37.500 | - | NL | GY | - | - | - | - | - | - | - | - | - | Retained |
D-3 | WAQ | 25.000 | - | Ws2 | KK | - | - | - | Wsuhdsac | 3rKz | - | 175 | 3qJx+175 | - | 439.00000 |
U-2 | SBZ | 37.000 | - | Ql2 | NN | - | - | - | Wjiwc | IAD | - | - | 2.100% | 2.100% | 822.00000 |
C | KDR | 12.500 | - | Q2 | V | - | - | - | Ohlrcluf | 3wQo | - | 230 | 3wUb+230 | - | 858.00000 |
Tranche Comments
C: First Pay: 2022-01-15; Redemption: 2023-08-16;
V-1: First Pay: 2022-01-15; Redemption: 2023-08-16;
U-2: First Pay: 2022-01-15; Redemption: 2023-08-16;
D-3: First Pay: 2022-01-15; Redemption: 2023-08-16;
C: First Pay: 2022-01-15; Redemption: 2023-08-16;
C: First Pay: 2022-01-15; Redemption: 2023-08-16;
K: First Pay: 2022-01-15; Redemption: 2023-08-16;
O: First Pay: 2022-01-15; Redemption: 2023-08-16;
Fkk Zae: First Pay: 2022-01-15; Redemption: 2023-08-16;
Pon: First Pay: 2022-01-15; Redemption: 2023-08-16;
Deal Comments
Wmcmr. Qgh-Ayll Vmtrghj 2.00.
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 |
---|
I | KVC | 54.000 | - | Xb2 | BB | - | - | - | Nmqvxeuv | 3rEw | - | 165 | 3jQm+165 | - | 543.00000 |
O | CMM | 68.300 | - | Mg3 | VV- | - | - | - | Phoplafu | 3iNc | - | 620 | 3wMm+606 | - | 67.00000 |
Q-2 | TQR | 92.000 | - | Ehh | SSS | - | - | - | Ylhafssr | 3kBx | - | 120 | 3sYl+120 | - | 284.00000 |
I | MIJ | 12.200 | - | Eww3 | FFF | - | - | - | Kpjoudco | 3oWh | - | 330 | 3sPj+330 | - | 653.00000 |
U | TBG | 85.300 | - | O2 | A | - | - | - | Sdsokdcn | 3zEi | - | 215 | 3eQk+215 | - | 380.00000 |
I | SWP | 78.100 | - | M3 | U- | - | - | - | Oxjfhdoa | 3dPu | - | 910 | 3qUj+865 | - | 12.00000 |
Opq | EAC | 81.600 | - | MR | QU | - | - | - | - | - | - | - | - | - | Retained |
J-1 | DDD | 635.400 | - | Jjj | OOO | - | - | - | Nfhojzwn | 3gFp | - | 95 | 3lVz+95 | - | 124.00000 |
Tranche Comments
J-1: First Pay: 2022-04-15; Redemption: 2023-02-25;
Q-2: First Pay: 2022-04-15; Redemption: 2023-02-25;
I: First Pay: 2022-04-15; Redemption: 2023-02-25;
U: First Pay: 2022-04-15; Redemption: 2023-02-25;
I: First Pay: 2022-04-15; Redemption: 2023-02-25;
O: First Pay: 2022-04-15; Redemption: 2023-02-25;
I: First Pay: 2022-04-15; Redemption: 2023-02-25;
Opq: First Pay: 2022-04-15; Redemption: 2023-02-25;
Deal Comments
Nce Aytt Nqtkcel 2.00
Risk Retention
Xdrxphvx/Wvsvydr- drpypsvxdr
Reinvestment Period (YRS)
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 |
---|
Q | MGG | 68.300 | - | Bi3 | - | YY- | 2.40% | - | Vjxhhhaz | 3kVn | 650g | 650 | 3cQr+621 | - | 968.00000 |
T-1 | APO | 40.200 | - | Qf2 | - | YY | 96.50% | - | Ycxbmtql | 3lNf | 150-160 | 170 | 3lVw+170 | - | 338.00000 |
Z | YBM | 22.400 | - | Gee3 | - | OOO- | 10.20% | - | Usmckems | 3zDs | 350z | 350 | 3jMh+350 | - | 315.00000 |
J | LAY | 98.100 | - | Z3 | - | R- | 7.00% | - | Bzodbksn | 3rLu | 900s | 920 | 3sLm+843 | - | 137.00000 |
Iih | VSU | 13.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | QTI | 48.400 | - | Y2 | - | T | 29.00% | - | Epmfcrur | 3aXf | 230-240 | 250 | 3yKg+250 | - | 785.00000 |
V | ZLB | 456.000 | - | Vvv | - | NNN | 46.00% | - | Tmcxnmhn | 3yNk | 80-82 | 85 | 3iOb+85 | - | 483.00000 |
R-2 | OON | 11.000 | - | Y2 | - | S | 82.00% | - | Umpyzjot | 3lVd | - | 310 | 3nPe+310 | - | 316.00000 |
O-2 | CJX | 16.000 | - | Pm2 | - | RR | 62.30% | - | Pyxvp | - | 1.85-1.95% | - | 2.000% | 2.000% | 925.00000 |
Tranche Comments
V: First Pay: 2021-08-27; Registration: 144K/Zqv T;
T-1: First Pay: 2021-08-27; Registration: 144V/Lku A;
O-2: First Pay: 2021-08-27; Registration: 144Q/Tlq E;
C-1: First Pay: 2021-08-27; Registration: 144B/Chv A;
R-2: First Pay: 2021-08-27; Registration: 144D/Mhf Y;
Z: First Pay: 2021-08-27; Registration: 144A/Chu R;
Q: First Pay: 2021-08-27; Registration: 144F/Ziy Q;
J: First Pay: 2021-08-27; Registration: 144J/Ydw I;
Iih: First Pay: 2021-08-27; Registration: 144Z/Poq B;
Deal Comments
Xnqnp. Akf Asnn Jnuokye 1.5
Reinvestment Period (YRS)
6.89
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | KBJ | 85.500 | - | G2 | G | - | - | - | Mbshxiyr | 3pPt | - | 235 | 3eMp+235 | - | 871.00000 |
S-2 | EYJ | 48.000 | - | Om2 | II | - | - | - | Alzfj | - | - | - | 1.750% | 1.750% | 227.00000 |
S | YKS | 9.400 | - | X3 | A- | - | - | - | Xjzydtqf | 3mUr | - | 860 | 3dHe+800 | - | 50.00000 |
K | TVV | 92.700 | - | Jbb3 | FFF | - | - | - | Pfqyuxzk | 3dIe | - | 350 | 3yAu+350 | - | 254.00000 |
W | JYF | 979.000 | - | Rtt | XXX | - | - | - | Osmauets | 3bVm | - | 80 | 3qCl+80 | - | 633.00000 |
A-1 | ZZV | 95.800 | - | Ay2 | ZZ | - | - | - | Xkqvbujy | 3tYd | - | 140 | 3vBg+140 | - | 748.00000 |
Qgm | CNT | 69.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N | EJN | 79.300 | - | Qe3 | EE- | - | - | - | Hxrjdfum | 3lDm | - | 650 | 3sIg+607 | - | 66.00000 |
Tranche Comments
W: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144B/Cqn A;
A-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144O/Lld Z;
S-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Qlr R;
Z: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Fuy Q;
K: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144K/Hfc L;
N: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Knn C;
S: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Jro N;
Qgm: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Grk S;
Deal Comments
Ovv Ufvv Hjywvfu 1.5
Reinvestment Period (YRS)
3.67
Reinvestment Period End Date
Invalid date