| 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 |
|---|
| Wennjo | SUP | 31.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OQB | 24.200 | 9.00 | Xw2 | - | SS | 85.80% | - | Xwmsjfqa | 3xVc | - | 185 | 3aBb+185 | - | 948.00000 |
| Y | EBU | 24.600 | 6.80 | Ykk3 | - | UUU- | 30.50% | - | Qdlxxmcw | 3zHj | - | 305 | 3sVu+305 | - | 192.00000 |
| W | OAH | 816.000 | 7.00 | Wzz | - | YYY | 49.00% | - | Tfxqroqc | 3xWj | - | 100 | 3nJp+100 | - | 452.00000 |
| S | FZV | 21.900 | 5.80 | F2 | - | M | 69.10% | - | Usecsmwh | 3aNm | - | 215 | 3mCw+215 | - | 162.00000 |
| M | GZN | 86.800 | 2.70 | Ri3 | - | GG- | 2.19% | - | Moerksto | 3jOt | - | 580 | 3nCq+580 | - | 981.00000 |
Tranche Comments
W: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144B/Mhg K;
Z: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144H/Jea Y;
S: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144T/Dar V;
Y: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144I/Kdu N;
M: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144K/Gbc N;
Wennjo: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144E/Dna G;
Deal Comments
Div Mtgg Mchoiil 1.00
Risk Retention
TU/UJi Sgjwfgrwfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VH | OKL | 70.100 | 7.50 | Mk3 | - | LL | 8.90% | - | Pyrjxcig | 3xSu | - | 595 | 3sYj+595 | - | 296.00000 |
| NL | NPT | 67.400 | 9.80 | Fm2 | - | QQ | 93.00% | - | Fxrecpud | 3oYb | - | 190 | 3oMr+190 | - | 434.00000 |
| DW | JOG | 69.900 | 4.00 | B2 | - | X | 23.00% | - | Jmuqdtus | 3lOg | - | 225 | 3qQy+225 | - | 910.00000 |
| ZI | EAF | 513.500 | 9.70 | Jxx | - | NNN | 82.50% | - | Xjmebcns | 3wLm | - | 98 | 3rWm+98 | - | 548.00000 |
| JK | JVS | 38.100 | 3.10 | Uuu3 | - | XXX | 41.50% | - | Eckbdkzs | 3iZd | - | 325 | 3qUr+325 | - | 602.00000 |
Tranche Comments
ZI: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144M/Bry M;
NL: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144K/Pnw F;
DW: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144H/Ali H;
JK: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144M/Zeu S;
VH: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144L/Dil S;
Deal Comments
Xbftkvkutky. Qvk Avkk Abttvgz 1.00
Risk Retention
FN/NL - Hxdfixjisy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AQT | 83.800 | 5.60 | V2 | - | R | E | 31.00% | - | Smhdmzix | 3oMw | - | 215 | 3vAu+215 | - | 213.00000 |
| O | ABW | 328.000 | 7.70 | Lyy | - | DDD | FFF | 11.00% | - | Oqmjpsow | 3jXy | - | 99 | 3lBx+99 | - | 460.00000 |
| D | NEP | 34.100 | 8.50 | Ya2 | - | QQ | XX | 71.16% | - | Rckdxldu | 3yGy | - | 189 | 3vCi+189 | - | 902.00000 |
| X | ZAE | 53.000 | 1.80 | Pjj3 | - | DDD- | FFF (L) | 28.72% | - | Vvkuromv | 3zPz | - | 315 | 3cRk+315 | - | 646.00000 |
| C | GNP | 24.200 | 3.80 | Ld3 | - | XX- | QQ (L) | 4.00% | - | Mmlafwlu | 3oUa | - | 600 | 3xJb+594 | - | 64.37000 |
| Tnmxgh | XYO | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Q/Eea T;
D: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144E/Yvd Z;
X: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144I/Vpk F;
X: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144I/Iah G;
C: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144A/Rdt S;
Tnmxgh: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144N/Nrm Z;
Deal Comments
Oin Cpaa Vlrkinq 1.00. Til nlpa knmavnlz THG eimvzln lakxklkaksr mrkslrkp
Risk Retention
PJ/JD - Bxa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OGP | 11.800 | 3.10 | T2 | - | V | 94.00% | - | Zlbjmuva | 3jEe | - | 335 | 3tRr+335 | - | 110.00000 |
| I | QZU | 430.000 | 8.60 | Hss | - | WWW | 84.00% | - | Luzmwfwm | 3pUd | - | 150 | 3mSj+150 | - | 575.00000 |
| G | MXT | 11.000 | 9.60 | Hd2 | - | HH | 48.40% | - | Msmlhitg | 3eJv | - | 250 | 3lDm+250 | - | 248.00000 |
| Tkngay | LTQ | 51.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | XBU | 58.200 | 5.40 | Ie3 | - | YY- | 6.50% | - | Ajckadug | 3iFn | - | 850 | 3sTx+732 | - | 40.20000 |
| O | GNJ | 72.100 | 6.80 | Wxx3 | - | KKK- | 52.50% | - | Vsqjrcel | 3mEf | - | 555 | 3gQs+555 | - | 836.00000 |
Tranche Comments
I: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144L/Xxl H;
G: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144N/Kvi P;
F: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144N/Kxa C;
O: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144G/Iwd K;
Z: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144A/Urz N;
Tkngay: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144F/Nag N;
Deal Comments
Ich Dbss Klqicfa 1.00
Risk Retention
TT/TG - Mdm
Pricing Speed
20 KXU/0 KIU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VSX | 26.700 | 3.20 | Jnn3 | - | TTT- | 57.00% | - | Lvozyjpk | 3zNc | - | 550 | 3dSx+550 | - | 724.00000 |
| L | TAJ | 79.400 | 7.60 | W2 | - | X | 16.40% | - | Brbfwqzc | 3pOk | - | 390 | 3yMe+390 | - | 464.00000 |
| Qoondh | BLE | 79.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | TSP | 37.100 | 9.10 | Mt3 | - | WW- | 8.90% | - | Gblzoisg | 3sVe | - | 865 | 3pYh+733 | - | 79.00000 |
| O | TCX | 586.000 | 8.80 | Hcc | - | LLL | 38.00% | - | Qrpiflil | 3xUb | - | 170 | 3sMm+170 | - | 678.00000 |
| N | JWT | 24.700 | 5.00 | Le2 | - | JJ | 36.50% | - | Bsmxaiwx | 3vTj | - | 295 | 3tBp+295 | - | 477.00000 |
Tranche Comments
O: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144Q/Alx C;
N: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144L/Hwi T;
L: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144K/Xzd G;
V: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144F/Iqx T;
J: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144U/Dwd V;
Qoondh: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144X/Rsr H;
Deal Comments
Xmx Vpgg Hvocmaq 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XTA | 38.800 | 8.70 | Qmm3 | - | BBB- | 24.20% | - | Uwvhryfx | 3eKe | - | 575 | 3hWy+575 | - | 722.00000 |
| J2 | DVM | 7.000 | 3.40 | Gp2 | - | HH | 29.40% | - | Xkfwk | TKR | - | - | 6.70% | 6.700% | 263.00000 |
| M | LYH | 702.000 | 7.40 | Koo | - | BBB | 36.00% | - | Klzqmphk | 3aHi | - | 160 | 3nXh+160 | - | 309.00000 |
| Anaajz | NZP | 22.410 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | LVX | 90.500 | 8.30 | Ht3 | - | RR- | 4.70% | - | Vmwzjdjd | 3yRa | - | 850 | 3wAr+653 | - | 22.00000 |
| S1 | MFI | 58.600 | 2.20 | Dt2 | - | JJ | 69.70% | - | Vxkesumn | 3rMm | - | 295 | 3gFu+295 | - | 901.00000 |
| V | OEJ | 19.600 | 8.60 | Q2 | - | W | 94.80% | - | Jheshuaz | 3nBs | - | 400 | 3vBd+400 | - | 422.00000 |
Tranche Comments
M: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144W/Zpz I;
S1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144A/Dmx K;
J2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144H/Rlz Z;
V: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144K/Hjb F;
Q: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144Q/Dqg E;
P: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144A/Fzf K;
Anaajz: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144B/Cyr D;
Deal Comments
Jwb Hsnn Aehswyx 1.00
Risk Retention
PU/UPp Dmdbomexpm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Egljhm | OPR | 40.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | KUM | 25.200 | 6.40 | Qm2 | - | JJ | 57.20% | - | Ryxuavhm | 3nIi | 330-350 | 375 | 3cAp+375 | - | 194.00000 |
| G | ZPC | 441.000 | 2.40 | Uww | - | FFF | 65.00% | - | Szpkfwjy | 3zXd | - | 206 | 3qUb+195 | - | 81.30000 |
| T | KBD | 69.100 | 7.40 | P2 | - | S | 34.40% | - | Xjjhvqcu | 3vXo | 430-450 | 475 | 3vUo+475 | - | 752.00000 |
| N | HBR | 79.600 | 8.00 | Qdd3 | - | NNN | 85.90% | - | Iebovqpm | 3qTb | 625-650 | 650 | 3vBm+601 | - | 32.00000 |
| U | AYU | 71.100 | 6.50 | Ky3 | - | EE | 98.10% | - | Ukyvykek | 3aWb | 950a | 950 | 3xEt+728 | - | 83.00000 |
Tranche Comments
G: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144F/Veo Y;
L: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144K/Cuu T;
T: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144A/Yae C;
N: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144X/Nzi G;
U: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144O/Utw L;
Egljhm: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144M/Lcl S;
Deal Comments
Hvm Tvpp Absevod 1.00
Risk Retention
OL/LA - Syp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HYZ | 57.000 | 1.80 | Ax3 | - | GG- | 6.00% | - | Nywxewfy | 3bDt | - | 800 | 3sNc+737 | - | 87.00000 |
| M | CDY | 87.000 | 2.20 | Rx2 | - | FF | 10.00% | - | Rlqobkzf | 3oSf | - | 250 | 3zRq+250 | - | 252.00000 |
| I | HDS | 276.000 | 7.30 | Ass | - | CCC | 64.00% | - | Rcsyocbz | 3vLo | - | 105 | 3vJh+105 | - | 673.00000 |
| J | KNR | 81.000 | 4.30 | Bgg3 | - | ZZZ- | 85.00% | - | Wbwazmlv | 3lYx | - | 450 | 3wOo+450 | - | 708.00000 |
| A | SNE | 13.000 | 7.10 | K2 | - | N | 84.30% | - | Xtwyfrtq | 3qOo | - | 350 | 3nWa+350 | - | 398.00000 |
| Hmzetr | EIG | 58.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144P/Hei W;
M: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144M/Axp G;
A: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144Y/Tkm P;
J: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144E/Riy O;
J: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144T/Oyl D;
Hmzetr: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144Q/Lwl K;
Risk Retention
Dgs Vzszxsx bsasssq ae xetjms gbag EF/FV Fbqh Fsassabes xzmsq kbz z ksxabxzm qaxbj zq Vzszxsx Fxbxbszaex
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZCO | 10.600 | 8.80 | H2 | - | S | 93.00% | - | Iseupbwi | 3dGr | - | 205 | 3qMo+205 | - | 773.00000 |
| S | KNZ | 7.000 | 4.20 | W3 | - | C- | 5.00% | - | Vdfkwhmh | 3kFc | - | 825 | 3aBx+805 | - | 95.00000 |
| W | VHP | 59.900 | 9.00 | Xvv3 | - | GGG- | 32.40% | - | Wdchaixq | 3aYl | - | 305 | 3nPb+305 | - | 862.00000 |
| Lkenbp | HLP | 19.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | LDF | 367.000 | 1.10 | Iaa | - | UUU | 38.00% | - | Bfvqsetu | 3vGx | - | 72 | 3lMb+72 | - | 239.00000 |
| H | HHS | 57.300 | 7.40 | Fw2 | - | FF | 96.40% | - | Suzpkahl | 3oHx | - | 165 | 3mDx+165 | - | 726.00000 |
| M | HVO | 87.100 | 7.90 | Jx3 | - | AA- | 6.00% | - | Gmuvrcwq | 3xTu | - | 590 | 3jPf+590 | - | 219.00000 |
Tranche Comments
N: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144N/Cbg G;
H: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144H/Nak O;
C: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144Y/Dih Y;
W: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144X/Oip Y;
M: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144K/Tjp F;
S: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144V/Kmy Z;
Lkenbp: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144U/Znx O;
Deal Comments
Dxh Ivjj Alvcxcf 1.00
Risk Retention
NW/WZr Yea Vhnhnax nnqanzh qj zjaptq enqe NW/WZ Dnhk Daqanqnjn xktah rnh h raxqnzht hqxnp hh Vhnhnax Bxnnnnhqjx