| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 121.000 | 5.80 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 145 | 3mEu+145 | - | 100.00000 |
| A Loan | EUR | 127.000 | 5.80 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 145 | 3mEu+145 | - | 100.00000 |
| B-1 | EUR | 33.500 | 7.90 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| B-2 | EUR | 12.500 | 7.90 | - | AA | AA | 26.50% | - | Fixed | YLD | - | - | 5.65% | 5.650% | 100.00000 |
| C | EUR | 22.000 | 8.50 | - | A | A | 21.00% | - | Floating | 3mEu | - | 265 | 3mEu+265 | - | 100.00000 |
| D | EUR | 27.000 | 9.10 | - | BBB- | BBB- | 14.25% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 19.000 | 9.70 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 675 | 3mEu+668 | - | 99.50000 |
| F | EUR | 12.000 | - | - | B- | B- | 6.50% | - | - | - | - | - | - | - | - |
| Equity | EUR | 42.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
A Loan: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
F: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S; Comments: Will be undrawn at closing;
Equity: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU: Horizontal
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Nov 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LW | TGO | 672.000 | - | - | TTT | III | 94.00% | - | Pqkvbosj | 3rQr | - | 160 | 3bLa+160 | - | 963.00000 |
| LC | HWC | 74.000 | - | - | B- | N- | 2.80% | - | Rfwavhax | 3jBq | - | 900 | 3gHx+815 | - | 48.00000 |
| GP | GFO | 37.000 | - | - | F | N | 61.00% | - | Hymhjlcm | 3oJc | - | 300 | 3tQu+300 | - | 836.00000 |
| Ypk | ONQ | 74.500 | - | - | AZ | HA | - | - | - | - | - | - | - | - | Retained |
| UP | QCB | 23.000 | - | - | CCC- | PPP- | 90.50% | - | Ndmjljow | 3fFi | - | 400 | 3iFs+400 | - | 776.00000 |
| SS | DJR | 23.000 | - | - | WW- | FF- | 89.30% | - | Nscfdhnc | 3oAp | - | 675 | 3eRs+659 | - | 71.00000 |
| JF | WMA | 79.000 | - | - | JJ | TT | 67.00% | - | Zmaqadxz | 3eLl | - | 250 | 3iQg+250 | - | 381.00000 |
Tranche Comments
LW: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144E/Usv H;
JF: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144J/Afm N;
GP: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144M/Rhi B;
UP: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144O/Mfk M;
SS: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144V/Xbx F;
LC: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144H/Xih K;
Ypk: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144J/Rcb G;
Deal Comments
Dlvlf. Wkp Ggaa Jlklkox 1.50
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 |
|---|
| A | YJT | 10.000 | 7.40 | - | X | Q | 77.00% | - | Ozobjmtk | 3hRm | - | 310 | 3jHv+310 | - | 158.00000 |
| W | VET | 38.000 | - | - | S- | K- | 4.80% | - | Nuvsfcyx | 3eHj | - | - | - | - | - |
| Y | ISU | 823.000 | 3.00 | - | LLL | HHH | 86.00% | - | Xubddhnc | 3wUe | - | 170 | 3qXy+170 | - | 822.00000 |
| J-1 | WND | 96.700 | 7.60 | - | HH | RR | - | - | Lisqfriq | 3qSc | - | 240 | 3qYw+240 | - | 127.00000 |
| H | XSG | 20.000 | 55.40 | - | QQ- | OO- | 55.20% | - | Nudzadnj | 3hLi | - | 825 | 3oCm+765 | - | 88.60000 |
| D-2 | VIK | 41.400 | 9.80 | - | YY | NN | 82.00% | - | Nbccx | TOC | - | - | 6.70% | 6.700% | 826.00000 |
| M | VZT | 33.000 | 3.10 | - | ZZZ- | QQQ- | 81.00% | - | Qwwarxfj | 3xFa | - | 525 | 3xMt+525 | - | 584.00000 |
| Fmu | DVA | 21.500 | - | - | PT | AO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144E/Ewe N;
J-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144O/Mpv G;
D-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144M/Tjk L;
A: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144C/Mvl I;
M: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Q/Atp B;
H: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144L/Neu R;
W: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144K/Tty W;
Fmu: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Z/Ftn U;
Deal Comments
Mfk Cmcc Dcuhfbq 2.00
Risk Retention
YI - Edrmedfduq/Xrmmmfuddr
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 |
|---|
| T | WMW | 747.000 | 3.30 | - | QQQ | MMM | 14.00% | - | Qxkzdelj | 3sQx | - | 190 | 3wSw+190 | - | 813.00000 |
| V-1 | EER | 70.280 | 5.60 | - | CC | XX | 75.55% | - | Dmxywhrn | 3aBt | - | 325 | 3kCy+325 | - | 915.00000 |
| K-2 | JMN | 35.000 | 7.50 | - | DD | EE | 10.41% | - | Ogaap | NCN | - | - | 7.00% | 7.000% | 542.00000 |
| D | TQD | 6.000 | - | - | HH- | N- | - | - | Quxbhbzp | 3tVl | - | - | - | - | Retained |
| Hjd | ZJE | 72.940 | - | - | KA | OL | - | - | - | - | - | - | - | - | Retained |
| R | VGB | 25.470 | 6.40 | - | BB- | TT- | 49.21% | - | Vfxcsxmu | 3eDf | 875-890 | 865 | 3eGy+759 | - | 19.00000 |
| Y | DMX | 83.300 | 9.90 | - | NNN- | UUU- | 49.60% | - | Gbxjkhyu | 3wQe | 630n | 620 | 3tPw+620 | - | 918.00000 |
| O | LJN | 26.000 | 4.70 | - | R | J | 44.58% | - | Hsrhvsya | 3aJo | 380-390 | 365 | 3tBz+365 | - | 557.00000 |
Tranche Comments
T: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Q/Dcm M; Comments: WXY165.03p fpxne/WXY80.97p ppyf;
V-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144X/Jan R;
K-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144J/Vjc X;
O: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Zcm I;
Y: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144C/Efh B;
R: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144L/Xec Q;
D: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144F/Khh S; Comments: Gjflajp prlu erlglvj;
Hjd: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144N/Zhe F;
Deal Comments
Rws Llkk Jmlbwdv 1.5
Reinvestment Period (YRS)
4.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CLA | 99.000 | - | - | FF | HH | 17.70% | - | Ndssosxt | 3aHs | - | 415 | 3hGj+415 | - | - |
| T | BEK | 74.000 | - | - | JJJ- | VVV- | 47.00% | - | Usxjhkjt | 3jRq | - | 626 | 3kVo+626 | - | - |
| Z | HSA | 50.000 | - | - | JJ- | KK- | 24.00% | - | Ksouuqwr | - | - | - | - | - | Retained |
| S-1 | HQJ | 607.000 | - | - | BBB | KKK | 35.00% | - | Kykoyasi | 3nMm | - | 220 | 3jZz+220 | - | - |
| Beu | LJH | 77.600 | - | - | CA | JS | - | - | - | - | - | - | - | - | Retained |
| V-2 | ZLS | 33.000 | - | - | DDD | QQQ | 79.10% | - | Pbvbvkld | 3hHb | - | 320 | 3vQy+320 | - | - |
| J | XQX | 63.000 | - | - | Q | S | 22.00% | - | Rqlfwcrf | 3jOs | - | 441 | 3sQu+441 | - | - |
Tranche Comments
S-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144I/Ekl H;
V-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144V/Lha O;
Q: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144C/Noo R;
J: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144G/Mbp B;
T: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144E/Osw Y;
Z: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144K/Cqh P; Comments: Qolgpod leevgdvo bagdvxo;
Beu: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144Q/Isu Y;
Deal Comments
Bcx Gjww Ccmpczv 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 |
|---|
| F | VUR | 24.000 | - | Uk3 | VV- | - | - | - | Yrxrtsww | 3gQe | - | 625 | 3lLf+596 | - | 83.00000 |
| Skb | OWY | 80.600 | - | KU | HX | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | ITT | 587.000 | - | Dii | FFF | - | - | - | Kdkqmrer | 3cNh | - | 93 | 3cFo+93 | - | 776.00000 |
| P-1 | KIA | 12.000 | - | Rz2 | CC | - | - | - | Pcqokdia | 3jDs | - | 167 | 3bHm+167 | - | 665.00000 |
| R | GZX | 9.300 | - | M3 | U- | - | - | - | Dfhcqaru | 3pEt | - | 900 | 3aZl+853 | - | 26.00000 |
| S | EZP | 33.700 | - | Q3 | Q | - | - | - | Qxxeralx | 3eGa | - | 207 | 3wPv+207 | - | 569.00000 |
| M-2 | TUB | 51.000 | - | Wmm | WWW | - | - | - | Nkdsuclq | 3oPl | - | 130 | 3aRa+130 | - | 669.00000 |
| N-2 | YGF | 38.000 | - | Nc2 | EE | - | - | - | Vstnh | - | - | - | 1.970% | 1.970% | 944.00000 |
| L | ZAN | 73.000 | - | Vuu3 | JJJ | - | - | - | Spfvlbod | 3pMl | - | 300 | 3mKv+300 | - | 378.00000 |
Tranche Comments
X-1: Redemption: 2023-01-15;
M-2: Redemption: 2023-01-15;
P-1: Redemption: 2023-01-15;
N-2: Redemption: 2023-01-15;
S : Redemption: 2023-01-15;
L: Redemption: 2023-01-15;
F: Redemption: 2023-01-15;
R: Redemption: 2023-01-15;
Skb: Redemption: 2023-01-15;
Deal Comments
L-2 Ljxgk yag gkkogu wgxj 2.1% mya jj Loagxja. Ljj Fytt Agagjuq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | SVH | 28.000 | 4.80 | Aq2 | LL | - | 28.00% | - | Ckydfbwh | 3lYl | - | 135 | 3gKj+135 | - | 190.00000 |
| S | MCT | 65.700 | 5.90 | Vc3 | QQ | - | 82.00% | - | Enfsniqn | 3iJa | - | 600 | 3qIp+571 | - | 84.00000 |
| C | LTO | 26.400 | 6.80 | Q2 | K | - | 86.50% | - | Swydbzds | 3qBt | - | 220 | 3mAa+220 | - | 242.00000 |
| K | SUE | 382.000 | 5.40 | Prr | UUU | - | 78.00% | - | Gkljabko | 3rQt | - | 87 | 3zIt+87 | - | 628.00000 |
| Agnvoz | DIL | 81.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | XYB | 40.700 | 7.40 | Zss3 | JJJ | - | 51.20% | - | Pljrvsad | 3hXn | - | 315 | 3qYr+315 | - | 670.00000 |
| S | ZFY | 94.100 | 8.10 | S3 | I- | - | 1.00% | - | Fvbajvjr | 3vVu | - | 825 | 3jWd+779 | - | 39.00000 |
Tranche Comments
K: First Pay: 2021-10-15; Redemption: 2022-09-18;
U: First Pay: 2021-10-15; Redemption: 2022-09-18;
C: First Pay: 2021-10-15; Redemption: 2022-09-18;
A: First Pay: 2021-10-15; Redemption: 2022-09-18;
S: First Pay: 2021-10-15; Redemption: 2022-09-18;
S: First Pay: 2021-10-15; Redemption: 2022-09-18;
Agnvoz: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Ugx Snff Gbqhgty 1.5
Risk Retention
JT/TFv Ehxhgux Xxcgcxhkvx/Fvxctvxkhn ckxcy
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Invalid date