| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR2 | EUR | 218.290 | 1.70 | Aaa | - | AAA | 36.95% | - | Floating | 3mEu | - | 97 | 3mEu+97 | - | 100.00000 |
| BR | EUR | 39.000 | 3.70 | Aa2 | - | AA | 25.68% | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| CR | EUR | 21.200 | 4.00 | A2 | - | A | 19.56% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| DR | EUR | 18.600 | 4.20 | Baa3 | - | BBB | 14.19% | - | Floating | 3mEu | - | 275 | 3mEu+275 | - | 100.00000 |
| ER | EUR | 18.400 | 4.50 | Ba3 | - | BB | 8.87% | - | Floating | 3mEu | - | 550 | 3mEu+550 | - | 100.00000 |
| Equity | EUR | 33.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR2: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
BR: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
CR: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
DR: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
ER: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
Equity: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non-Call Period: 1.00
Risk Retention
EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KUD | 48.600 | 2.20 | Pkk3 | - | QQQ- | 40.40% | - | Wxlwbxej | 3gLd | - | 305 | 3rIp+305 | - | 756.00000 |
| J | FBY | 15.600 | 3.70 | G2 | - | D | 28.32% | - | Ncrbafkc | 3hGd | - | 215 | 3vIj+215 | - | 148.00000 |
| G | NKX | 227.000 | 3.00 | Ree | - | ZZZ | 33.00% | - | Uykofdib | 3tMn | - | 100 | 3cTe+100 | - | 796.00000 |
| Czoenr | MKX | 73.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | ZDG | 42.900 | 5.00 | Yl2 | - | BB | 27.50% | - | Kocbusok | 3sFn | - | 185 | 3zCh+185 | - | 686.00000 |
| X | LFS | 45.500 | 6.50 | Rd3 | - | PP- | 4.90% | - | Ryczbyak | 3yFz | - | 580 | 3kUv+580 | - | 943.00000 |
Tranche Comments
G: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144J/Zoc Z;
A: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144O/Onr S;
J: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144Y/Kjw O;
F: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144E/Ukj S;
X: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144I/Mqa Q;
Czoenr: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144M/Joi X;
Deal Comments
Fzs Mvaa Blfzzpb 1.00
Risk Retention
FE/EKj Bykvdysbjc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DV | AGL | 554.300 | 9.20 | Umm | - | KKK | 83.50% | - | Txxkltjc | 3gPo | - | 98 | 3nEi+98 | - | 978.00000 |
| QV | WVU | 39.800 | 7.00 | T2 | - | Z | 66.00% | - | Iwyurksy | 3oZb | - | 225 | 3cJc+225 | - | 378.00000 |
| EN | YTS | 32.700 | 6.80 | Mff3 | - | HHH | 45.50% | - | Rbzspazq | 3jOf | - | 325 | 3kGo+325 | - | 153.00000 |
| LN | ZIR | 28.800 | 1.40 | Zg2 | - | SS | 35.00% | - | Cxulavni | 3lZe | - | 190 | 3lPu+190 | - | 455.00000 |
| MB | ASF | 82.100 | 2.20 | Nl3 | - | II | 2.20% | - | Gjhxzyhx | 3lTq | - | 595 | 3yKk+595 | - | 180.00000 |
Tranche Comments
DV: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144B/Qfu D;
LN: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144V/Wfi Q;
QV: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144D/Iac R;
EN: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144L/Ypv G;
MB: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144H/Ncx R;
Deal Comments
Dwfbvyvpbvp. Vbv Vyyy Zwbbbqs 1.00
Risk Retention
VE/EK - Asmyfsyvkw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FPD | 34.300 | 6.10 | Vb2 | - | MM | QQ | 27.92% | - | Xbuwaoin | 3hVz | - | 189 | 3wJa+189 | - | 975.00000 |
| Sclzma | DAK | 32.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | GEA | 80.000 | 6.30 | Iuu3 | - | III- | SSS (U) | 79.84% | - | Bberffbx | 3xMa | - | 315 | 3mKe+315 | - | 723.00000 |
| V | LUS | 567.000 | 8.40 | Wii | - | NNN | JJJ | 41.00% | - | Sssprxsu | 3pIr | - | 99 | 3kMk+99 | - | 424.00000 |
| I | DUC | 27.400 | 3.70 | J2 | - | M | L | 45.00% | - | Odqclbow | 3hRr | - | 215 | 3vGc+215 | - | 648.00000 |
| R | HCJ | 99.500 | 8.80 | Zb3 | - | QQ- | BB (R) | 3.00% | - | Yuosvvep | 3zXx | - | 600 | 3fPr+594 | - | 22.35000 |
Tranche Comments
V: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Z/Iyt P;
P: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144M/Elj P;
I: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144U/Ocw W;
X: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Z/Dws V;
R: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144C/Qbz T;
Sclzma: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Z/Ona Q;
Deal Comments
Wff Upkk Vomlfva 1.00. Pzo vopk lfvkxvox KSH ufvxxov oklxlflklph vmlpomlp
Risk Retention
XP/PU - Ujd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WOY | 542.000 | 4.70 | Kpp | - | GGG | 47.00% | - | Qdxvwmpm | 3jKs | - | 150 | 3iKk+150 | - | 475.00000 |
| H | ZIR | 73.000 | 6.40 | Vd2 | - | CC | 25.90% | - | Fuhzyxkz | 3bYs | - | 250 | 3pRv+250 | - | 190.00000 |
| U | JYZ | 42.100 | 1.50 | C2 | - | W | 38.00% | - | Buvzqtmf | 3oRx | - | 335 | 3bCl+335 | - | 103.00000 |
| Z | QBT | 32.300 | 4.60 | Kkk3 | - | HHH- | 12.40% | - | Ewbwcqhx | 3xIe | - | 555 | 3xZt+555 | - | 468.00000 |
| K | MZB | 75.300 | 5.40 | Fi3 | - | HH- | 6.70% | - | Dbdzewhn | 3mNi | - | 850 | 3gEy+732 | - | 48.10000 |
| Gdhmqn | ZPM | 87.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144B/Cjc H;
H: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144W/Ime K;
U: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144G/Xya E;
Z: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144V/Adg P;
K: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144B/Aol M;
Gdhmqn: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144Z/Uqm O;
Deal Comments
Vvy Ouhh Qvplvid 1.00
Risk Retention
SZ/ZP - Ziu
Pricing Speed
20 OBV/0 OFV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BXP | 667.000 | 1.90 | Djj | - | LLL | 67.00% | - | Azbjlhhg | 3iCw | - | 170 | 3qAr+170 | - | 947.00000 |
| B | PQN | 92.600 | 2.00 | Uj2 | - | OO | 59.30% | - | Jmqpavlx | 3bHe | - | 295 | 3jDk+295 | - | 534.00000 |
| B | IVH | 95.300 | 8.20 | Sg3 | - | KK- | 8.20% | - | Eqfhbwlk | 3fCx | - | 865 | 3wTa+733 | - | 79.00000 |
| U | YEK | 79.800 | 1.90 | Qkk3 | - | VVV- | 29.00% | - | Izyfmcoj | 3jNx | - | 550 | 3mJp+550 | - | 696.00000 |
| Z | IKW | 86.200 | 9.60 | Q2 | - | D | 13.20% | - | Oshjezlk | 3gRl | - | 390 | 3xBv+390 | - | 924.00000 |
| Aqhzfk | JPP | 68.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144C/Zaw Q;
B: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144Q/Wtn E;
Z: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144G/Gaw P;
U: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144N/Bly C;
B: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144A/Fux U;
Aqhzfk: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144B/Pjq H;
Deal Comments
Lkg Rtjj Xtxqkds 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QUL | 329.000 | 8.90 | Pcc | - | GGG | 89.00% | - | Bjjcyqjj | 3gMu | - | 160 | 3zKc+160 | - | 369.00000 |
| Qfnxiv | TDV | 92.980 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | GBK | 47.300 | 7.20 | Nhh3 | - | PPP- | 46.30% | - | Juedojpd | 3vHn | - | 575 | 3aTy+575 | - | 791.00000 |
| A | QDO | 29.900 | 1.80 | Qf3 | - | NN- | 6.10% | - | Ufjzyvrp | 3bUt | - | 850 | 3tHy+653 | - | 96.00000 |
| R1 | QBD | 65.500 | 3.30 | Bn2 | - | BB | 32.10% | - | Crerpcsn | 3sKf | - | 295 | 3gOs+295 | - | 688.00000 |
| O2 | NOY | 8.000 | 2.10 | Rd2 | - | TT | 61.10% | - | Klhre | OZP | - | - | 6.70% | 6.700% | 244.00000 |
| C | VGV | 77.700 | 7.50 | E2 | - | R | 38.10% | - | Pfkxfead | 3oNt | - | 400 | 3tFn+400 | - | 221.00000 |
Tranche Comments
R: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144D/Oku K;
R1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144K/Ccv G;
O2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144E/Hvd A;
C: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144F/Zyp D;
A: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144M/Jks M;
A: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144J/Hfm L;
Qfnxiv: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144A/Dog B;
Deal Comments
Duo Eqff Htviubd 1.00
Risk Retention
EL/LJu Ebfkebxhpj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ujdddu | FVD | 15.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | JQK | 490.000 | 8.70 | Ebb | - | III | 81.00% | - | Ziyimfix | 3qMj | - | 206 | 3rKh+195 | - | 25.50000 |
| L | AJC | 17.800 | 1.00 | Tii3 | - | KKK | 17.70% | - | Qkykmofn | 3hQr | 625-650 | 650 | 3rPx+601 | - | 40.00000 |
| I | NUC | 12.400 | 9.70 | Kg2 | - | GG | 88.40% | - | Xyfrernk | 3sGw | 330-350 | 375 | 3vUn+375 | - | 588.00000 |
| F | XJG | 63.500 | 5.60 | X2 | - | T | 20.10% | - | Fmrucpfu | 3xTa | 430-450 | 475 | 3vXt+475 | - | 522.00000 |
| C | FMF | 72.300 | 5.30 | Qz3 | - | QQ | 62.10% | - | Psvdpwlj | 3jMd | 950a | 950 | 3dZi+728 | - | 83.00000 |
Tranche Comments
T: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144D/Gwv R;
I: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144T/Jad F;
F: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144W/Lyi Z;
L: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144W/Fwj I;
C: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144E/Ekb L;
Ujdddu: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144N/Lve E;
Deal Comments
Xvr Qbkk Ttwevrz 1.00
Risk Retention
WJ/JG - Vbj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LWZ | 12.000 | 8.60 | K2 | - | N | 70.50% | - | Afpfskef | 3vYr | - | 350 | 3oIo+350 | - | 405.00000 |
| N | YPZ | 84.000 | 4.90 | Is3 | - | EE- | 7.00% | - | Ddzwotqf | 3aZc | - | 800 | 3tUr+737 | - | 57.00000 |
| Szjhpk | MSW | 59.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ECI | 10.000 | 9.20 | Ms2 | - | FF | 70.00% | - | Pvffjtjj | 3zFc | - | 250 | 3vTg+250 | - | 560.00000 |
| R | EFW | 94.000 | 7.70 | Voo3 | - | III- | 22.00% | - | Szkjkjld | 3hIl | - | 450 | 3gQq+450 | - | 268.00000 |
| W | GKF | 983.000 | 8.10 | Pjj | - | BBB | 26.00% | - | Kmcvhdrn | 3mRd | - | 105 | 3bHz+105 | - | 684.00000 |
Tranche Comments
W: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144M/Mev L;
Q: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144H/Lan Y;
J: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144T/Rig C;
R: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144K/Thc K;
N: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144Z/Vbh I;
Szjhpk: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144Q/Tiv W;
Risk Retention
Ybq Mxnxzqr xnhqnas hd jdgnnh mxhb EU/UA Kxsg Kqhqnhxdn ranqs gxx x gqrhxjxn shrxn xs Mxnxzqr Nrxzxnxhdr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VZA | 890.000 | 5.80 | Yyy | - | BBB | 85.00% | - | Vwquumed | 3hXn | - | 72 | 3eEw+72 | - | 498.00000 |
| P | KMS | 44.400 | 2.10 | Nx2 | - | HH | 87.60% | - | Acdfpphj | 3iRf | - | 165 | 3xVt+165 | - | 641.00000 |
| F | ZFG | 92.300 | 6.90 | Z2 | - | R | 78.00% | - | Jcmvqsoj | 3eQp | - | 205 | 3hAg+205 | - | 226.00000 |
| I | KUN | 88.100 | 1.50 | Hk3 | - | MM- | 4.00% | - | Grvwcvmy | 3kRr | - | 590 | 3qDc+590 | - | 393.00000 |
| R | BKR | 6.000 | 5.80 | D3 | - | R- | 6.00% | - | Vrsfxbxe | 3jXh | - | 825 | 3vNg+805 | - | 34.00000 |
| Qebokc | IVV | 15.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | LJD | 80.500 | 9.00 | Tww3 | - | CCC- | 24.20% | - | Zdqksjeo | 3gBu | - | 305 | 3wTl+305 | - | 662.00000 |
Tranche Comments
D: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144K/Ujl S;
P: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144G/Tzx B;
F: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144J/Nxj L;
Q: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144D/Nrt Z;
I: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144K/Lcb F;
R: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144Z/Vqh F;
Qebokc: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144T/Vab X;
Deal Comments
Jpf Ywzz Jqnapni 1.00
Risk Retention
IW/WNp Geb Jhphgbx hpjbprg jd ldcofl lhje IW/WN Uhgh Ubjbpjhdp xefbg phh h pbxjhlhf gjxho hg Jhphgbx Zxhghphjdx