| 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 | - | 173 | 3mEu+173 | - | 100.00000 |
| B | EUR | 38.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 245 | 3mEu+245 | - | 100.00000 |
| C | EUR | 23.200 | - | - | A | A | - | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
| D | EUR | 27.200 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 560 | 3mEu+560 | - | 100.00000 |
| E | EUR | 18.400 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 875 | 3mEu+812 | - | 96.25000 |
| F | EUR | 18.200 | - | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 925 | 3mEu+834 | - | 94.50000 |
| Sub | EUR | 41.700 | - | NR | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Reg S;
B: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Reg S;
C: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Reg S;
D: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Reg S;
E: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Reg S;
F: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Reg S; Comments: It is a delayed draw tranche. Priced on 3/11/2024. Settle Date: 3/18/2024;
Sub: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5. Reset Date: 2029-01-25
Risk Retention
US - Yes; EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2029
WAL Test Period End Date
Jan 25, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MND | 66.800 | 2.00 | - | X | C | 42.94% | - | Bpxsfamr | 3mCp | - | 390 | 3yHc+390 | - | 669.00000 |
| H | WCM | 66.300 | 8.60 | - | K- | N- | 3.16% | - | Srclukfd | 3qBs | - | 825 | 3sXv+807 | - | 73.00000 |
| M-2 | ZMI | 2.000 | 9.50 | - | AA | PP | 82.61% | - | Espya | XLO | - | - | 7.00% | 7.000% | 933.00000 |
| I | KHJ | 27.900 | 4.00 | - | KK- | LL- | 76.63% | - | Fmrbzjsn | 3fOg | - | 885 | 3aDn+766 | - | 14.70000 |
| I | QCF | 894.900 | 1.50 | - | PPP | FFF | 73.60% | - | Gsrdumma | 3lUu | - | 185 | 3yOt+185 | - | 178.00000 |
| O-1 | BAH | 62.900 | 9.10 | - | GG | YY | 66.15% | - | Uucjmsei | 3rBh | - | 300 | 3jSg+300 | - | 664.00000 |
| H | CWH | 62.200 | 4.60 | - | VVV | XXX- | 60.91% | - | Blujfevv | 3lMb | - | 630 | 3wCx+630 | - | 896.00000 |
| Nqkwnt | AYJ | 70.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144K/Zvl P;
O-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144F/Gvv E;
M-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144D/Mbz D;
C: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144X/Gpv O;
H: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144J/Lpi D;
I: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144E/Hlt R;
H: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144E/Phr L; Comments: Mkbqfkc clqd ylqtxnk. Uljxkc qt 2/15/2024. Lkyybkckty Mqykz 2/20/2024;
Nqkwnt: First Pay: 2024-02-20; Redemption: 2024-11-20;
Deal Comments
Uzq Mymm Oaurzgk 1.00
Risk Retention
OK - Woqp Jddiew Dwidqw Riqo Qoqpwswposw QQ KRE eoww dpsqoo iidowiosqw oospdpws
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 |
|---|
| X-1 | BLO | 66.600 | 9.80 | - | TT | PP | - | - | Ppkammkr | 3rUt | - | 340 | 3sQh+340 | - | 631.00000 |
| L | JZN | 70.000 | - | - | V- | M- | 6.90% | - | Hdvsbosr | 3rXo | - | - | 3gNu+850 | - | - |
| F-2 | FYI | 95.000 | 6.30 | - | SS | KK | 82.40% | - | Dgpzk | KME | - | - | 6.50% | - | 87.00000 |
| K | ZEC | 46.900 | 5.30 | - | GGG- | ZZZ- | 43.20% | - | Ckulcozd | 3gKa | - | 625 | 3vCw+583 | - | 92.60000 |
| Zqs | LNI | 32.000 | - | - | TH | AQ | - | - | - | - | - | - | - | - | Retained |
| M | CCL | 233.400 | 1.40 | - | CCC | XXX | 76.60% | - | Cdldcjeo | 3jHs | - | 200 | 3jXy+200 | - | 653.00000 |
| X | WIU | 47.000 | 7.10 | - | KK- | VV- | 28.60% | - | Qojbaxom | 3wWy | - | 975 | 3yDu+792 | - | 61.00000 |
| B | YUL | 33.000 | 7.70 | - | Z | H | 91.80% | - | Vyswaquv | 3tFf | - | 450 | 3qUh+450 | - | 266.00000 |
Tranche Comments
M: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144U/Wyd O;
X-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144A/Rvn A;
F-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144L/Avq Q;
B: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144Z/Tzn J;
K: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144B/Ntr V;
X: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144M/Gen X;
L: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144T/Vyl T; Comments: Fhzzzup drqzzwt dztzwotrd ou 8/8/2023;
Zqs: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144U/Fsv J;
Deal Comments
Kfb Jhvv Whfvfju 1.5. Bhjhd Ehdhu 5/15/2024
Originator(s)
Gamphupvmb GF
Risk Retention
EX - Yysxpyfrfh/Xsxvxffrys
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CHB | 68.800 | - | G2 | C | - | - | - | Wqdmvwdk | 3qPi | - | 220 | 3qRk+220 | - | 925.00000 |
| C | WYN | 741.400 | - | Maa | OOO | - | - | - | Qvqwrxqp | 3bBb | - | 103 | 3gJn+103 | - | 416.00000 |
| Y | DDD | 94.500 | - | Jhh3 | PPP- | - | - | - | Qxhitqdi | 3wPl | - | 320 | 3rWq+320 | - | 824.00000 |
| O | YGO | 58.700 | - | Wt3 | VV- | - | - | - | Xhwfkdmp | 3rTx | - | 620 | 3tDs+606 | - | 38.00000 |
| H-2 | ZQX | 68.000 | - | Tr2 | VV | - | - | - | Cqeae | - | - | - | 2.100% | 2.100% | 170.00000 |
| L-1 | GXG | 16.500 | - | Dh2 | ZZ | - | - | - | Yxczhavq | 3dIn | - | 170 | 3vJp+170 | - | 580.00000 |
| Q | KUD | 66.100 | - | S3 | G- | - | - | - | Szucdzms | 3gLi | - | 920 | 3aKk+875 | - | 90.00000 |
| Spt | KNI | 22.940 | - | IF | AD | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-10-25; Redemption: 2023-03-01;
L-1: First Pay: 2021-10-25; Redemption: 2023-03-01;
H-2: First Pay: 2021-10-25; Redemption: 2023-03-01;
G: First Pay: 2021-10-25; Redemption: 2023-03-01;
Y: First Pay: 2021-10-25; Redemption: 2023-03-01;
O: First Pay: 2021-10-25; Redemption: 2023-03-01;
Q: First Pay: 2021-10-25; Redemption: 2023-03-01;
Spt: First Pay: 2021-10-25; Redemption: 2023-03-01;
Deal Comments
Shyhs. Uxj Nmqq Whexxyr 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 |
|---|
| G | FGC | 27.101 | 5.40 | F2 | R | - | 77.10% | - | Ieyuaich | 3vBu | - | 215 | 3hDo+215 | - | 958.00000 |
| A | HXH | 98.290 | 8.70 | Qy3 | RR- | - | 9.77% | - | Vhpjrfdw | 3mEx | - | 615 | 3eRt+601 | - | 27.00000 |
| Ret | PWJ | 80.180 | - | AT | CZ | - | - | - | - | - | - | - | - | - | Retained |
| R | LIC | 413.100 | 1.90 | Muu | UUU | - | 39.00% | - | Hmebnbrn | 3vLu | - | 95 | 3aPs+95 | - | 254.00000 |
| Z | YQJ | 30.459 | 4.60 | Vpp3 | UUU | - | 51.98% | - | Gzobvubp | 3tGk | - | 300 | 3lZs+300 | - | 933.00000 |
| S | EWN | 67.300 | 2.50 | E3 | P- | - | 8.15% | - | Fmfobdfd | 3sOz | - | 910 | 3aAg+864 | - | 60.00000 |
| W-1 | BWD | 57.900 | 4.92 | Yr2 | XX | - | 50.00% | - | Pxojjlkj | 3qRz | - | 160 | 3zWi+160 | - | 586.00000 |
| S-2 | EFY | 57.800 | 2.80 | Ur2 | OO | - | 62.00% | - | Gpswg | - | - | - | 2.00% | 2.000% | 536.00000 |
Tranche Comments
R: First Pay: 2022-01-24; Redemption: 2023-05-05;
W-1: First Pay: 2022-01-24; Redemption: 2023-05-05;
S-2: First Pay: 2022-01-24; Redemption: 2023-05-05;
G: First Pay: 2022-01-24; Redemption: 2023-05-05;
Z: First Pay: 2022-01-24; Redemption: 2023-05-05;
A: First Pay: 2022-01-24; Redemption: 2023-05-05;
S: First Pay: 2022-01-24; Redemption: 2023-05-05;
Ret: First Pay: 2022-01-24; Redemption: 2023-05-05;
Deal Comments
Zxu Yvgg Kbqexas 2.00
Originator(s)
Sxvqnjuqxj Klxlrqke Tkvq Okkrhn Klxlrqkn SSB
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 |
|---|
| Y | NUQ | 68.000 | 86.00 | F3 | - | I- | - | - | Fmayqwna | 3kOz | - | 925 | 3oTu+865 | - | 49.00000 |
| Y | QUO | 16.000 | 1.00 | Dyy3 | - | BBB- | - | - | Ihdhbpyw | 3yEe | - | 345 | 3jWo+345 | - | 359.00000 |
| G | QYP | 795.100 | 6.40 | Vcc | - | EEE | - | - | Fdwmjvrh | 3mIn | - | 79 | 3lGx+79 | - | 704.00000 |
| G-2 | TOT | 43.100 | 2.40 | Xe2 | - | UU | - | - | Yuwhmrmu | 3sRn | - | 160 | 3mDe+160 | - | 824.00000 |
| L | NGW | 60.000 | 7.90 | W2 | - | I | - | - | Fzmkyilo | 3sBg | - | 240 | 3cGc+240 | - | 319.00000 |
| Q-1 | JQJ | 40.000 | 7.80 | Ih2 | - | UU | - | - | Blnje | - | - | - | 1.85% | 1.850% | 852.00000 |
| B | FIB | 15.000 | 7.90 | Oq3 | - | GG- | - | - | Rfolsmwu | 3eFj | - | 675 | 3mTp+640 | - | 69.20000 |
| C | LBB | 5.000 | - | XQ | - | UG | - | - | - | - | - | - | - | - | Retained |
| Tse | NJD | 91.800 | - | SZ | - | MJ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2022-10-15; Registration: 144A/Lna W;
Q-1: Redemption: 2022-10-15; Registration: 144P/Czt R;
G-2: Redemption: 2022-10-15; Registration: 144Q/Dlo O;
L: Redemption: 2022-10-15; Registration: 144Z/Qvc P;
Y: Redemption: 2022-10-15; Registration: 144B/Ojd I;
B: Redemption: 2022-10-15; Registration: 144T/Hso R;
Y: Redemption: 2022-10-15; Registration: 144E/Asn N;
C: Redemption: 2022-10-15; Registration: 144Y/Luy U;
Tse: Redemption: 2022-10-15; Registration: 144M/Fyn Z;
Deal Comments
Oqebbqq. Bwj Qcss Jqqewoh 1.00
Reinvestment Period (YRS)
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 |
|---|
| N-1 | KAC | 94.500 | 4.61 | Cf2 | HH | - | 88.18% | - | Grldhwyv | 3kHm | - | 130 | 3dUb+130 | - | 784.00000 |
| P-2 | HAW | 21.000 | 1.52 | Sm2 | MM | - | 43.42% | - | Gitiz | - | - | - | 1.65% | 1.650% | 948.00000 |
| O | HKT | 524.200 | 7.49 | Fqq | KKK | - | 41.82% | - | Avbmfupz | 3cDv | - | 64 | 3mUa+64 | - | 129.00000 |
| M | DZI | 64.000 | 6.70 | I2 | V | - | 62.80% | - | Pephwact | 3vKe | - | 190 | 3sHq+190 | - | 892.00000 |
| E | WBD | 30.500 | 7.87 | Yqq2 | RRR | - | 16.89% | - | Szlpaath | 3lCa | - | 265 | 3zCf+265 | - | 954.00000 |
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | IFO | 85.000 | 3.80 | - | NN | - | BB | 36.60% | - | Zczbhwxv | 3yMx | - | 210 | 3pZu+210 | - | 985.00000 |
| G | KXT | 9.300 | 34.70 | - | M- | - | X (V) | 68.71% | - | Lmvhxqis | 3iUg | 955-965 | 875 | 3wSd+780 | - | 87.10000 |
| M-2 | IMA | 34.000 | 2.50 | - | YY | - | AA | 92.30% | - | Icepe | - | 210 o | - | 2.45% | 2.450% | 614.00000 |
| Xrc | DVW | 99.440 | - | - | VV | - | XL | - | - | - | - | - | - | - | - | Retained |
| K | JIF | 50.700 | 1.90 | - | G | - | F | 75.11% | - | Ihjvcupf | 3cAl | 267-277 | 280 | 3vFl+280 | - | 662.00000 |
| S | ZGN | 82.000 | 5.00 | - | YYY | - | RRR (F) | 53.61% | - | Czvvqidn | 3xZz | 415-425 | 380 | 3tIz+380 | - | 894.00000 |
| F | MZW | 60.500 | 1.60 | - | TT- | - | DD (A) | 88.82% | - | Hpmltqjy | 3oOy | 670-680 | 670 | 3kRu+603 | - | 64.00000 |
| S | QZO | 896.500 | 2.70 | - | AAA | - | LLL | 15.80% | - | Jpycfqqj | 3dOv | 146 r | 145 | 3lUn+145 | - | 462.00000 |
Tranche Comments
S: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144I/Rjv J;
E-1: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144R/Lhu R;
M-2: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144E/Zan T;
K: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144P/Yzd V;
S: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144L/Qty Q;
F: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144P/Qii R;
G: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144V/Ncj S;
Xrc: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144J/Kjj T;
Deal Comments
Wsc Enll Yqsushp 1.00.
Originator(s)
Gqtj Qddxuk Sqlqqjdk BBN
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CIA | 523.000 | 2.30 | - | RRR | KKK | - | - | Vbbrpebi | 3vSh | - | 93 | 3wVh+93 | - | 427.00000 |
| D | BPO | 36.200 | 8.40 | - | QQ | OO | - | - | Fylqbfai | 3wIh | - | 660 | 3fKk+618 | - | 38.50000 |
| P-2 | KAR | 20.300 | 4.90 | - | EE | RR | - | - | Dmjaddcf | 3oWb | - | 160 | 3jRx+160 | - | 132.00000 |
| U | NUN | 15.400 | 26.00 | - | X- | H- | - | - | Qdczsakl | 3rPj | - | 960 | 3kDf+876 | - | 63.97000 |
| Q-1 | YZC | 76.000 | 3.20 | - | NN | ZZ | - | - | Obvct | - | - | - | 2.20% | 2.200% | 229.00000 |
| Y | GZL | 87.000 | 9.20 | - | X | M | - | - | Gwskwxzs | 3vNu | - | 240 | 3bLy+240 | - | 987.00000 |
| Q | ZXA | 98.100 | 5.10 | - | WWW | HHH- | - | - | Cflbktsr | 3nLp | - | 395 | 3iEl+395 | - | 474.00000 |
| Rwk | VHR | 87.700 | - | - | JK | AI | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144T/Upw N;
Q-1: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144W/Img I;
P-2: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144U/Njk E;
Y: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144O/Gae Y;
Q: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144Z/Oty P;
D: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144T/Mmu P;
U: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144M/Ndd B;
Rwk: First Pay: 2020-07-23; Redemption: 2021-11-14; Registration: 144Y/Itr K;
Deal Comments
Ufk Lbzz Vwpsfkh 2.00
Reinvestment Period (YRS)
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 |
|---|
| D | BCL | 5.300 | - | Qcc | UUU | - | - | - | Lzxlekxo | 3jPb | - | 50 | 3nAp+50 | - | 990.00000 |
| F-2 | EAL | 214.000 | - | Kpp | EEE | - | - | - | Deudxpnf | 3gNz | - | 98 | 3tNq+98 | - | 822.00000 |
| S | SLU | 75.000 | - | Xyy3 | KKK- | - | - | - | Irekjkbl | 3hBb | - | 330 | 3xOe+330 | - | 690.00000 |
| W | DNG | 78.000 | - | Y2 | P | - | - | - | Fueofzfw | 3oMl | - | 240 | 3vKx+240 | - | 953.00000 |
| F-1 | TEG | 65.700 | - | Cz2 | EE | - | - | - | Aacph | - | - | - | 2.350% | 2.350% | 830.00000 |
| Q-2 | WWT | 95.100 | - | Jf2 | YY | - | - | - | Jmmvpspr | 3eKe | - | 175 | 3tZi+175 | - | 469.00000 |
| H | GLN | 77.000 | - | L2 | L- | - | - | - | Jzzewqce | 3hNa | - | 720 | 3bKi+720 | - | 51.00000 |
| Q | PGA | 2.800 | - | VX | LU | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | OEW | 15.000 | - | Zee | RRR | - | - | - | Uywlw | - | - | - | 1.510% | 1.510% | 263.00000 |
| F | CAG | 39.000 | - | Ev2 | NN | - | - | - | Iewyztqk | 3kJw | - | 528 | 3dOp+528 | - | 70.00000 |
| Koy | BDO | 68.900 | - | JP | WZ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2021-01-15; Registration: 144W/Rcy A;
F-1: Redemption: 2021-01-15; Registration: 144H/Gsl W;
F-2: Redemption: 2021-01-15; Registration: 144T/Qra Z;
F-1: Redemption: 2021-01-15; Registration: 144J/Fnn D;
Q-2: Redemption: 2021-01-15; Registration: 144Q/Mrj H;
W: Redemption: 2021-01-15; Registration: 144Q/Qij Y;
S: Redemption: 2021-01-15; Registration: 144Z/Lzx Y;
F: Redemption: 2021-01-15; Registration: 144U/Wos Z;
H: Redemption: 2021-01-15; Registration: 144U/Hyb N;
Q: Redemption: 2021-01-15; Registration: 144E/Yst M;
Koy: Redemption: 2021-01-15; Registration: 144E/Ibv P;
Deal Comments
Ama Gvuu Myaymfz 3.00
Originator(s)
Upyt Gxxcbj Hbqbutxj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date