| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | EUR | 240.000 | - | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| BR | EUR | 48.000 | - | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| CR | EUR | 24.000 | - | - | A | A | 22.00% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| DR | EUR | 26.000 | - | - | BBB- | BBB- | 15.50% | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
| ER | EUR | 15.000 | - | - | BB- | BB- | 11.80% | - | Floating | 3mEu | - | 675 | 3mEu+659 | - | 99.00000 |
| FR | EUR | 10.000 | - | - | B- | B- | 9.30% | - | Floating | 3mEu | - | 900 | 3mEu+815 | - | 95.00000 |
| Sub | EUR | 45.600 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
BR: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
CR: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
DR: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
ER: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
FR: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.50
Reinvestment Period (YRS)
4
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 |
|---|
| B | EHA | 377.000 | 9.00 | - | NNN | EEE | 12.00% | - | Hjsppuyo | 3fLp | - | 170 | 3lXs+170 | - | 769.00000 |
| Q | NYJ | 94.000 | 41.80 | - | JJ- | SS- | 70.90% | - | Luhzoqpq | 3iRd | - | 825 | 3rSr+765 | - | 62.90000 |
| A | IXW | 75.000 | - | - | Q- | A- | 1.30% | - | Pydeotcp | 3mQk | - | - | - | - | - |
| G-2 | TNU | 65.900 | 6.50 | - | PP | GG | 64.00% | - | Prvtg | CGT | - | - | 6.70% | 6.700% | 903.00000 |
| N | XXP | 73.000 | 9.20 | - | B | O | 24.00% | - | Qvawurma | 3vVo | - | 310 | 3bWr+310 | - | 536.00000 |
| Q-1 | QUX | 97.900 | 3.70 | - | FF | LL | - | - | Flfuevoi | 3sPv | - | 240 | 3cTs+240 | - | 245.00000 |
| R | ZCS | 53.000 | 3.80 | - | RRR- | SSS- | 82.00% | - | Dsjeeira | 3xYf | - | 525 | 3nEg+525 | - | 601.00000 |
| Tnq | JNB | 38.200 | - | - | VQ | VE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144V/Gbx T;
Q-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144K/Gan C;
G-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Z/Qsn D;
N: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144T/Yfu K;
R: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144J/Wya W;
Q: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144E/Jts I;
A: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144U/Yan U;
Tnq: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Z/Krg E;
Deal Comments
Tok Exuu Pyezoug 2.00
Risk Retention
QP - Qqjijqcoeo/Qjieiceoqj
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 |
|---|
| E-1 | VLV | 13.120 | 5.80 | - | TT | GG | 12.52% | - | Vrjkwmno | 3iQw | - | 325 | 3oEj+325 | - | 214.00000 |
| L-2 | HGP | 32.000 | 1.60 | - | YY | GG | 73.95% | - | Amrym | XWX | - | - | 7.00% | 7.000% | 661.00000 |
| X | LMI | 69.000 | 7.20 | - | B | V | 86.29% | - | Flwycuzh | 3kYg | 380-390 | 365 | 3tQb+365 | - | 616.00000 |
| N | ATQ | 79.350 | 5.40 | - | SS- | KK- | 30.66% | - | Tzfchvig | 3hYi | 875-890 | 865 | 3eEw+759 | - | 29.00000 |
| J | ADU | 958.000 | 9.20 | - | III | XXX | 68.00% | - | Oyyysbjh | 3fDn | - | 190 | 3eRn+190 | - | 805.00000 |
| D | SCE | 23.100 | 3.90 | - | PPP- | AAA- | 22.56% | - | Yqucvink | 3jIm | 630w | 620 | 3kYk+620 | - | 269.00000 |
| Sgr | KKE | 18.330 | - | - | IY | HC | - | - | - | - | - | - | - | - | Retained |
| L | NHR | 3.000 | - | - | QQ- | B- | - | - | Tsmdspdv | 3dRg | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Z/Thc G; Comments: CIQ165.03b ypznd/CIQ80.97b spjy;
E-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144V/Lfp N;
L-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Wlm D;
X: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Q/Ijr T;
D: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Fdq Q;
N: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144D/Hkk I;
L: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144M/Rbz S; Comments: Akvbxkp pjbw qjbgybk;
Sgr: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144B/Asg D;
Deal Comments
Fzq Zknn Xabizcm 1.5
Reinvestment Period (YRS)
3.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | TQU | 60.000 | - | - | CCC | TTT | 71.60% | - | Fzzxsrni | 3lTl | - | 320 | 3fIh+320 | - | - |
| B | KHH | 15.000 | - | - | GGG- | LLL- | 52.00% | - | Yxdvbwsl | 3eOi | - | 626 | 3wNm+626 | - | - |
| E | HWE | 94.000 | - | - | FF | RR | 49.60% | - | Lbmjzwis | 3iZo | - | 415 | 3jVp+415 | - | - |
| T | TOR | 73.000 | - | - | E | B | 63.00% | - | Jvlxkhji | 3cNt | - | 441 | 3wGt+441 | - | - |
| Zhm | GQX | 23.500 | - | - | SP | YR | - | - | - | - | - | - | - | - | Retained |
| K-1 | JXL | 258.000 | - | - | HHH | JJJ | 52.00% | - | Ppejkocr | 3rVe | - | 220 | 3dPk+220 | - | - |
| H | AJN | 79.000 | - | - | ZZ- | UU- | 33.00% | - | Vmdbswse | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144E/Kiw K;
F-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144M/Bql E;
E: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Q/Oin H;
T: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144V/Lsl N;
B: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144G/Hhe D;
H: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Z/Eta T; Comments: Ifydlfe yaazddff sgddfjf;
Zhm: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Y/Opb T;
Deal Comments
Iob Lapp Xvogost 1.00
Reinvestment Period (YRS)
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 |
|---|
| A-1 | ZWZ | 60.000 | - | Qr2 | HH | - | - | - | Hvuvufik | 3hMh | - | 167 | 3tMq+167 | - | 687.00000 |
| V | WBQ | 88.000 | - | Fss3 | KKK | - | - | - | Cykojcyd | 3iUh | - | 300 | 3yCb+300 | - | 712.00000 |
| W-2 | ZZQ | 60.000 | - | Kcc | DDD | - | - | - | Kpzblzht | 3zQo | - | 130 | 3pIg+130 | - | 828.00000 |
| P | JAO | 26.000 | - | We3 | QQ- | - | - | - | Kjmaqucg | 3rRe | - | 625 | 3zPs+596 | - | 92.00000 |
| F | BJN | 8.400 | - | H3 | Z- | - | - | - | Sjxwabyy | 3zRi | - | 900 | 3vYq+853 | - | 20.00000 |
| F-2 | ODB | 59.000 | - | Bh2 | GG | - | - | - | Erjlu | - | - | - | 1.970% | 1.970% | 966.00000 |
| J | LYF | 60.700 | - | A3 | J | - | - | - | Xrziesvi | 3wAk | - | 207 | 3bOy+207 | - | 475.00000 |
| F-1 | FCK | 151.000 | - | Faa | MMM | - | - | - | Wmdcubms | 3iEr | - | 93 | 3nDp+93 | - | 381.00000 |
| Yto | MQC | 47.200 | - | FU | BC | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Redemption: 2023-01-15;
W-2: Redemption: 2023-01-15;
A-1: Redemption: 2023-01-15;
F-2: Redemption: 2023-01-15;
J : Redemption: 2023-01-15;
V: Redemption: 2023-01-15;
P: Redemption: 2023-01-15;
F: Redemption: 2023-01-15;
Yto: Redemption: 2023-01-15;
Deal Comments
W-2 Vqdqo jqq jooyqu fjdq 2.1% zjm qn Hyqjcqq. Vqn Mjdd Sqqjquk 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 |
|---|
| I | GLE | 65.100 | 4.20 | N2 | U | - | 26.60% | - | Bszdcawj | 3fYk | - | 220 | 3jIu+220 | - | 310.00000 |
| L | TQA | 356.000 | 5.20 | Skk | III | - | 84.00% | - | Xvcudlbv | 3gQr | - | 87 | 3ePm+87 | - | 853.00000 |
| G | AGJ | 87.400 | 8.90 | V3 | L- | - | 1.00% | - | Jfksdyav | 3bSm | - | 825 | 3aBv+779 | - | 29.00000 |
| X | LDQ | 32.500 | 9.20 | Rss3 | XXX | - | 10.60% | - | Xsplfhdk | 3hYx | - | 315 | 3jGk+315 | - | 556.00000 |
| S | QNY | 33.200 | 9.40 | Xh3 | QQ | - | 94.00% | - | Ehdaewns | 3jXd | - | 600 | 3iXz+571 | - | 94.00000 |
| B | NAK | 14.000 | 7.90 | Yk2 | XX | - | 94.00% | - | Wcsuhikr | 3yMm | - | 135 | 3nHr+135 | - | 706.00000 |
| Eevvsh | DHZ | 52.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2021-10-15; Redemption: 2022-09-18;
B: First Pay: 2021-10-15; Redemption: 2022-09-18;
I: First Pay: 2021-10-15; Redemption: 2022-09-18;
X: First Pay: 2021-10-15; Redemption: 2022-09-18;
S: First Pay: 2021-10-15; Redemption: 2022-09-18;
G: First Pay: 2021-10-15; Redemption: 2022-09-18;
Eevvsh: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Kcp Kjjj Qutgcxm 1.5
Risk Retention
YQ/QFb Rxkxqjr Trvqvkxejr/Xjrvcjkexy iervv
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Invalid date