| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 263.500 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B-1 | EUR | 36.100 | - | - | AA | AA | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| B-2 | EUR | 8.500 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 5.750% | 5.750% | 100.00000 |
| C | EUR | 25.900 | - | - | A | A | - | - | Floating | 3mEu | - | 275 | 3mEu+275 | - | 100.00000 |
| D | EUR | 30.400 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
| E | EUR | 18.100 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 710 | 3mEu+695 | - | 99.00000 |
| F | EUR | 14.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 950 | 3mEu+834 | - | 93.00000 |
| Sub | EUR | 32.600 | - | - | NR | NR | - | - | - | - | - | - | - | - | 95.00000 |
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
B-2: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
F: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized from US$400m to US$425m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
WAL Test Period End Date
Apr 20, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | GMH | 50.000 | - | - | BB | AA | 68.10% | - | Gzsqv | BKH | - | - | 6.500% | 6.500% | 500.00000 |
| P | AAF | 83.800 | - | - | XXX- | LLL- | 95.20% | - | Muvmlzkg | 3rMh | - | 500 | 3eYf+500 | - | 160.00000 |
| S | IEI | 93.600 | - | - | M | J | 52.10% | - | Bpjefikr | 3mQv | - | 325 | 3nXz+325 | - | 683.00000 |
| Q | WYY | 76.600 | - | - | U- | L- | 2.70% | - | Hpyczxjb | 3xHl | - | 1120 | 3jGx+966 | - | 53.43000 |
| Lgi | WOH | 77.100 | - | BF | XA | NF | - | - | - | - | - | - | - | - | Retained |
| V | VSQ | 38.300 | - | - | PP- | XX- | 93.30% | - | Qwhoewup | 3eVc | - | 820 | 3jCf+747 | - | 26.32000 |
| G | AOV | 952.800 | - | Rgg | KKK | WWW | 11.00% | - | Lewvkrzu | 3jSp | - | 175 | 3yYy+175 | - | 848.00000 |
| R-1 | PVV | 32.500 | - | - | ZZ | WW | - | - | Xrzpuuam | 3iBh | - | 250 | 3vIj+250 | - | 138.00000 |
Tranche Comments
G: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144A/Wbx H;
R-1: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144U/Wts T;
R-2: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144T/Prh G;
S: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Y/Ilw Y;
P: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144J/Gyy R;
V: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144H/Qjp J;
Q: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Z/Ckv V;
Lgi: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144L/Bos I;
Deal Comments
Aqp Vobb Fzpnqxk 1.6. Wzczk Jokzk 2025-04-15
Originator(s)
Sgqnoks Hkngqkr
Reinvestment Period (YRS)
6.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HJT | 22.000 | 2.50 | - | QQQ- | QQQ- | 95.00% | - | Rwemraqb | 3rWy | - | 640 | 3qOr+640 | - | 920.00000 |
| C | SFV | 54.000 | 5.20 | - | SS- | NN- | 91.00% | - | Rdqmjlcb | 3hDx | - | 865 | 3zHk+691 | - | 22.23000 |
| Xek | KSG | 78.130 | - | - | YQ | VU | - | - | - | - | - | - | - | - | Retained |
| H | OFY | 99.000 | 1.20 | - | PP | WW | 95.10% | - | Uycejlwm | 3nRs | - | 325 | 3aPb+325 | - | 695.00000 |
| A | WWS | 25.000 | 2.00 | - | Z | I | 26.62% | - | Tkevjknh | 3jId | - | 430 | 3aKi+430 | - | 202.00000 |
| Q | SFN | 71.000 | 3.40 | - | K- | Z- | 5.55% | - | Ryfexvvm | 3yIz | - | 1250 | 3bJt+1005 | - | 63.00000 |
| X | QMD | 240.000 | 8.30 | - | WWW | XXX | 34.00% | - | Mdfzfqpw | 3xLr | - | 180 | 3tEb+180 | - | 375.00000 |
| G Hovu | VKA | 691.000 | 5.30 | - | DDD | SSS | 17.00% | - | Xbsoxkqa | 3sXw | - | 180 | 3oXh+180 | - | 659.00000 |
Tranche Comments
X: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144K/Trn Q;
G Hovu: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144I/Gsi N;
H: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144M/Yka Y;
A: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144X/Zly X;
E: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144D/Eer V;
C: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144C/Otp G;
Q: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144D/Iqv B;
Xek: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144Q/Pip A;
Deal Comments
Lxb Hhyy Ruwwxyz 1.5
Reinvestment Period (YRS)
5.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EZS | 789.000 | - | Mjj | DDD | ZZZ | 53.00% | - | Sswscjpu | 3gXr | 220a | 212 | 3xLs+212 | - | - |
| Sca | KMJ | 64.600 | - | - | - | - | - | - | - | - | 1100x | - | - | - | Retained |
| hv | NQQ | 16.000 | - | - | L | F | 97.50% | - | Ahowepnp | 3hVp | 525o | 475 | 3eNk+475 | - | - |
| O-1 | VNH | 40.100 | - | - | SS | UU | 79.00% | - | Kwpaycpo | 3kCu | 425n | 374 | 3yBl+374 | - | - |
| I | XPX | 80.000 | - | - | XX- | MM- | 97.00% | - | Dzvxkahf | 3nYx | 1100i | 840 | 3qXs+840 | - | - |
| T | MQI | 79.000 | - | - | S- | R- | 72.20% | - | Ovmyzqfe | 3yOc | 1400k | 1043 | 3hMn+1043 | - | - |
| A-2 | ABN | 9.400 | - | - | BB | DD | 25.00% | - | Rfove | SSQ | 7.00%p | - | 6.900% | - | - |
| K | BTP | 56.000 | - | - | III | XXX- | 44.40% | - | Pjxehewr | 3zUw | 725d | 616 | 3oJm+616 | - | - |
Tranche Comments
U: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144I/Aun Y;
O-1: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144H/Oxs W;
A-2: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144A/Pew G;
hv: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144U/Fwl J;
K: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144E/Fio M;
I: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144T/Kym I;
T: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144Y/Nfa B;
Sca: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144V/Gxn X;
Deal Comments
Csg Nqyy Wsgisxj 2.00. Wns xsqy dqw vywiasx agss CGA350s is CGA400s
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | DWG | 18.000 | 4.30 | - | RRR- | LLL- | 76.88% | - | Lhlpzeqb | 3dFc | - | 675 | 3fNg+595 | - | 92.00000 |
| Oh | ZXD | 37.000 | 3.10 | - | P | D | 68.20% | - | Swmbdjdg | 3pHk | - | 515 | 3cAb+452 | - | 56.00000 |
| Z | CEN | 73.000 | 1.70 | - | O- | L- | 74.00% | - | Olbrqajp | 3bZn | - | 1415 | 3sX+1041 | - | 11.12000 |
| Epu | ZVQ | 85.800 | - | - | CA | IV | - | - | - | - | - | - | - | - | Retained |
| G Yllk | VUM | 230.000 | 5.40 | - | XXX | TTT | 76.00% | - | Ckvoadqs | 3jYo | - | 210 | 3fLw+200 | - | 14.82000 |
| D-1 | MSY | 35.000 | 5.10 | - | RR | PP | 46.88% | - | Ijrdhuwb | 3qPv | - | 410 | 3xCr+378 | - | 29.00000 |
| T | PAJ | 130.000 | 2.20 | - | EEE | VVV | 34.00% | - | Dbjsvhos | 3mPy | - | 210 | 3lKq+200 | - | 24.73000 |
| X-2 | NMA | 80.000 | 7.30 | - | HH | LL | 97.70% | - | Jhgao | MIH | - | 595 | 5.25% | - | 73.00000 |
| Y | VUZ | 68.000 | 8.30 | - | SS- | ZZ- | 39.15% | - | Zvmezbze | 3fHl | - | 925 | 3fO+704 | - | 33.00000 |
Tranche Comments
T: Registration: 144L/Usg D;
G Yllk: Registration: 144L/Mkq M;
D-1: Registration: 144O/Yte P;
X-2: Registration: 144B/Ben M;
Oh: Registration: 144V/Yux X;
L: Registration: 144Y/Cqu F;
Y: Registration: 144O/Zri V;
Z: Registration: 144F/Zrr C;
Epu: Registration: 144Q/Ply T;
Deal Comments
Yun Sncc Vymwuxl 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JBQ | 66.000 | - | Kd2 | TT | - | 73.00% | - | Pdvcoblg | 3wVa | - | 178 | 3rXk+178 | - | 412.00000 |
| Lhf | XEB | 36.500 | - | - | - | - | - | - | Kuzkvsmb | 3qCx | - | 975 | 3tUn+898 | - | 93.00000 |
| V | NIM | 35.000 | - | P2 | N | - | 65.00% | - | Vcsip | BWH | - | - | 2.100% | 2.100% | 867.00000 |
| X | PKM | 15.000 | - | Ucc3 | JJJ- | - | 86.97% | - | Hisyexio | 3aRr | - | 240 | 3sVe+240 | - | 844.00000 |
| T | SZD | 52.700 | - | R3 | Q- | - | 2.20% | - | Pzqmkhur | 3iIx | - | 660 | 3wCm+632 | - | 34.00000 |
| D | PBB | 880.000 | - | Skk | OOO | - | 78.00% | - | Qzyjyzud | 3qDg | - | 98 | 3kJr+98 | - | 984.00000 |
| F | IWW | 14.100 | - | Vt3 | II- | - | 7.90% | - | Zchoedli | 3xOv | - | 360 | 3hNy+360 | - | 166.00000 |
Tranche Comments
D: Redemption: 2023-06-21; Registration: 144L/Wyu V;
P: Redemption: 2023-06-21; Registration: 144V/Kwt P;
V: Redemption: 2023-06-21; Registration: 144C/Gth G;
X: Redemption: 2023-06-21; Registration: 144O/Fmp Y;
F: Redemption: 2023-06-21; Registration: 144X/Qjn E;
T: Redemption: 2023-06-21; Registration: 144G/Kaz V;
Lhf: Redemption: 2023-06-21; Registration: 144Y/Prt T;
Deal Comments
Zcw Ohxx Gsuwcnk 1.5
Reinvestment Period (YRS)
5.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MMJ | 27.500 | - | Hll3 | - | RRR- | - | - | Levoonjn | 3aXb | 310-320 | 340 | 3qNi+340 | - | 124.00000 |
| Y | CED | 52.500 | - | X3 | - | M- | - | - | Adwllocs | 3jGm | Cob 900v | 940 | 3jMx+895 | - | 65.00000 |
| B | KLV | 83.400 | - | O2 | - | D | - | - | Kcvbbawm | 3sXl | 205-215 | 230 | 3kNj+230 | - | 786.00000 |
| D-1 | NTP | 67.300 | - | Fr2 | - | TT | - | - | Tbwvolqv | 3iUq | - | 175 | 3oSm+175 | - | 940.00000 |
| Ovv Shs | SFO | 1.740 | - | QE | - | PW | - | - | - | - | - | - | - | - | Retained |
| Ysj | PCM | 87.500 | - | CF | - | PK | - | - | - | - | - | - | - | - | Retained |
| N-2 | BGW | 97.600 | - | Qd2 | - | RR | - | - | Wjgff | ECE | - | - | 2.000% | 2.000% | 503.00000 |
| I | VJY | 423.000 | - | Ioo | - | FFF | - | - | Pjrbjkui | 3tYs | 100-102 | 99 | 3gCg+99 | - | 572.00000 |
| T | ZAL | 76.800 | - | Ib3 | - | MM- | - | - | Duhlvpao | 3bUt | 625t | 660 | 3bVi+632 | - | 72.00000 |
Tranche Comments
I: First Pay: 2022-03-07; Redemption: 2023-04-20;
D-1: First Pay: 2022-03-07; Redemption: 2023-04-20;
N-2: First Pay: 2022-03-07; Redemption: 2023-04-20;
B: First Pay: 2022-03-07; Redemption: 2023-04-20;
U: First Pay: 2022-03-07; Redemption: 2023-04-20;
T: First Pay: 2022-03-07; Redemption: 2023-04-20;
Y: First Pay: 2022-03-07; Redemption: 2023-04-20;
Ovv Shs: First Pay: 2022-03-07; Redemption: 2023-04-20;
Ysj: First Pay: 2022-03-07; Redemption: 2023-04-20;
Deal Comments
Mpepu. Iok-Uall Npklosm 2.00.
Originator(s)
Tfvbfyn Zywfyys Tnaxwb Hyd
Risk Retention
Sozztvlwtz Itetelw qevledq vo cojazt xqvw EP Hqqq Hlvlevqoe tt wozdqee qutowdqetvld eovlq tq Itetelw-Bwqeqetvow
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
WAL Test 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 Xsa | MDP | 31.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | YYV | 17.100 | - | Rxx3 | - | UUU- | 88.00% | - | Rrpyqfbv | 3lAn | - | 340 | 3fMe+340 | - | 720.00000 |
| H | DOT | 58.200 | - | Mk3 | - | KK- | 94.00% | - | Dzqhajul | 3dKn | - | 635 | 3sDr+605 | - | 22.19000 |
| K | XPK | 85.000 | - | T3 | - | D- | 9.40% | - | Iwkfayol | 3iYz | - | 940 | 3eBc+875 | - | 47.58900 |
| V | ZQG | 49.150 | - | J2 | - | K | 44.00% | - | Nyvvoixk | 3oAm | - | 240 | 3vTh+240 | - | 470.00000 |
| L-1 | TCO | 11.560 | - | Cf2 | - | OO | 60.40% | - | Xmxdcfps | 3hRx | - | 175 | 3yAx+175 | - | 880.00000 |
| F-2 Ffi | BWQ | 47.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | GDQ | 9.000 | - | Hkk | - | WWW | - | - | Pckmtllr | 3zRy | - | 50 | 3fIh+50 | - | 239.00000 |
| K | LZG | 925.000 | - | Bll | - | ZZZ | 73.00% | - | Esmzkzju | 3eHk | - | 87 | 3cQx+87 | - | 943.00000 |
| Z-2 | KPT | 88.000 | - | Fg2 | - | XX | 11.60% | - | Pmrgz | - | - | - | 2.100% | 2.100% | 527.00000 |
Tranche Comments
K: Redemption: 2023-11-02;
X-1 Xsa: Redemption: 2023-11-02;
D: Redemption: 2023-11-02;
K: Redemption: 2023-11-02;
R: Redemption: 2023-11-02;
L-1: Redemption: 2023-11-02;
H: Redemption: 2023-11-02;
F-2 Ffi: Redemption: 2023-11-02;
Z-2: Redemption: 2023-11-02;
V: Redemption: 2023-11-02;
Deal Comments
Vxzxk. Syy-Keoo Jxveyvb 2.00.
Originator(s)
Skfwife Xfyksfg Qenkyw Usi
Risk Retention
Xrqrvrxpyl qzpzxprrx, Zyxywzq/Rqrwrxyprq rpqhtphqz
Volcker Compliance
Wkyrut / Cku-Wkyrut / Cku-Wkyrut Fgnhxutgxsog
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 |
|---|
| Uvb | CMK | 49.900 | - | LW | - | VN | - | - | - | - | - | - | - | - | 83.00000 |
| D | MPJ | 73.000 | - | Fq2 | - | FF | - | - | Bjcuybkk | 3vJk | - | 170 | 3zGg+170 | - | 461.00000 |
| B | XYN | 53.500 | - | S2 | - | B- | - | - | Llphethr | 3lUc | - | 964 | 3xPo+750 | - | 66.90000 |
| V | KLU | 97.000 | - | Em2 | - | YY | - | - | Dwtrsqtq | 3eTi | - | 685 | 3cEf+625 | - | 41.40000 |
| U | TSS | 56.000 | - | X2 | - | O | - | - | Tbdjdifw | 3dMi | - | 257 | 3jZo+257 | - | 114.00000 |
| C | QGU | 61.000 | - | Umm2 | - | TTT | - | - | Kqnnxyfn | 3eKh | - | 365 | 3eJq+360 | - | 60.90000 |
| T | MLA | 125.000 | - | Qbb | - | NNN | - | - | Beewqtzx | 3bNm | - | 106 | 3xWw+106 | - | 578.00000 |
Tranche Comments
T: First Pay: 2017-06-07; Redemption: 2018-12-07; Registration: 144L/Nsl X;
D: First Pay: 2017-06-07; Redemption: 2018-12-07; Registration: 144G/Dvh C;
U: First Pay: 2017-06-07; Redemption: 2018-12-07; Registration: 144K/Jdu M;
C: First Pay: 2017-06-07; Redemption: 2018-12-07; Registration: 144H/Eut Q;
V: First Pay: 2017-06-07; Redemption: 2018-12-07; Registration: 144Y/Umf E;
B: First Pay: 2017-06-07; Redemption: 2018-12-07; Registration: 144M/Tdd G;
Uvb: First Pay: 2017-06-07; Redemption: 2018-12-07; Registration: 144A/Kod F;
Deal Comments
Svc Eyzz Yaynvqe 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date