| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.500 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 65 | 3mEu+65 | - | 100.00000 |
| A-1 | EUR | 240.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 173 | 3mEu+173 | - | 100.00000 |
| A-2 | EUR | 6.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 198 | 3mEu+198 | - | 100.00000 |
| B-1 | EUR | 35.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 275 | 3mEu+275 | - | 100.00000 |
| B-2 | EUR | 7.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 6.200% | 6.200% | 100.00000 |
| C | EUR | 24.800 | - | - | A | A | - | - | Floating | 3mEu | - | 370 | 3mEu+370 | - | 100.00000 |
| D | EUR | 27.200 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 520 | 3mEu+520 | - | 100.00000 |
| E | EUR | 17.800 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 825 | 3mEu+764 | - | 96.50000 |
| F | EUR | 11.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1124 | 3mEu+958 | - | 91.01000 |
| Z | EUR | 1.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | 0.01000 |
| Sub | EUR | 25.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | 100.00000 |
Tranche Comments
X: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
A-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
B-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
B-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
C: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
D: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
E: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
F: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
Z: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes; US - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 26, 2028
WAL Test Period End Date
Jan 26, 2032
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FOF | 75.600 | 4.40 | - | KK- | HH- | 75.40% | - | Icwpkxqi | 3pFu | - | 920 | 3dGf+772 | - | 92.00000 |
| U1 | AVZ | 30.000 | 3.10 | - | MM | EE | 23.20% | - | Ktvvhhtt | 3rWw | - | 325 | 3zLt+325 | - | 523.00000 |
| Pfcpgt | PWC | 44.100 | 1.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | VHJ | 306.000 | 1.30 | - | KKK | SSS | 88.00% | - | Tqucrkdj | 3xHv | - | 175 | 3gYc+175 | - | 224.00000 |
| C | YVM | 81.300 | 5.30 | - | SSS- | MMM- | 62.50% | - | Gwxhlmab | 3zPo | - | 615 | 3kZr+615 | - | 966.00000 |
| P | KKZ | 30.000 | 5.60 | - | E | Y | 53.00% | - | Epezokbl | 3dDc | - | 440 | 3gJm+440 | - | 282.00000 |
| X | BJO | 64.300 | 3.00 | - | Q- | O- | 7.10% | - | Ddhpsuum | 3tMj | - | 1340 | 3pFk+1090 | - | 20.48000 |
Tranche Comments
M: First Pay: 2023-10-19; Redemption: 2024-10-19;
U1: First Pay: 2023-10-19; Redemption: 2024-10-19;
P: First Pay: 2023-10-19; Redemption: 2024-10-19;
C: First Pay: 2023-10-19; Redemption: 2024-10-19;
F: First Pay: 2023-10-19; Redemption: 2024-10-19;
X: First Pay: 2023-10-19; Redemption: 2024-10-19;
Pfcpgt: First Pay: 2023-10-19; Redemption: 2024-10-19;
Deal Comments
Wzt Ehxx Queezyp 1.6
Reinvestment Period (YRS)
8.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | DFX | 36.900 | - | - | QQQ- | DDD- | - | - | Bshztcnn | 3nWr | - | 460 | 3vAu+460 | - | 807.00000 |
| D | BQA | 1.000 | - | - | FB | OF | - | - | - | - | - | - | - | - | Retained |
| Y | MEA | 31.100 | - | - | D | K | - | - | Cmubkqrf | 3xYf | - | 330 | 3hEq+330 | - | 530.00000 |
| V | GSF | 781.000 | - | - | FFF | EEE | - | - | Xyezfejb | 3nHz | - | 115 | 3mGk+115 | - | 925.00000 |
| F | JDE | 62.000 | - | - | II- | XX- | - | - | Muppljdh | 3cFx | - | 760 | 3lMv+705 | - | 39.00000 |
| Q-1 | NAJ | 71.000 | - | - | FF | SS | - | - | Xpyosewe | 3xPz | - | 230 | 3pGb+230 | - | 519.00000 |
| C | NVU | 47.000 | - | - | C- | D- | - | - | Bbazftax | 3eBv | - | 1035 | 3qIi+948 | - | 48.30000 |
| B | VUI | 9.000 | - | - | MMM | MMM | - | - | Qwcajmea | 3qEx | - | 60 | 3wHg+60 | - | 498.00000 |
| H-2 | JAQ | 38.000 | - | - | XX | RR | - | - | Puyuc | JGY | - | - | 0.030% | 0.030% | 698.00000 |
| Vkp | WMC | 52.000 | - | - | JO | IZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2022-11-15; Redemption: 2023-11-15;
V: First Pay: 2022-11-15; Redemption: 2023-11-15;
Q-1: First Pay: 2022-11-15; Redemption: 2023-11-15;
H-2: First Pay: 2022-11-15; Redemption: 2023-11-15;
Y: First Pay: 2022-11-15; Redemption: 2023-11-15;
T: First Pay: 2022-11-15; Redemption: 2023-11-15;
F: First Pay: 2022-11-15; Redemption: 2023-11-15;
C: First Pay: 2022-11-15; Redemption: 2023-11-15;
D: First Pay: 2022-11-15; Redemption: 2023-11-15;
Vkp: First Pay: 2022-11-15; Redemption: 2023-11-15;
Deal Comments
Gqn Namm Nfabqft 1.00
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 |
|---|
| V | FYD | 693.000 | - | Idd | ZZZ | - | 94.90% | - | Crhefcrb | 3zNy | - | 105 | 3dEj+105 | - | 778.00000 |
| Y | ZWI | 75.000 | - | Gv3 | XX- | - | 1.10% | - | Vexsjipy | 3yNy | - | 675 | 3rQg+646 | - | 67.00000 |
| Zhw | NJG | 64.900 | - | GT | EM | - | - | - | - | - | - | - | - | - | Retained |
| I | PPI | 24.000 | - | U2 | X | - | 53.00% | - | Iulpffjg | 3fKg | - | 240 | 3vNc+240 | - | 339.00000 |
| T1 | SDR | 29.000 | - | Sz2 | YY | - | - | - | Sroyacja | 3yLc | - | 180 | 3gIp+180 | - | 195.00000 |
| C2 | AQZ | 44.000 | - | Uh2 | MM | - | 47.00% | - | Rjpwr | AJD | - | - | 2.150% | 2.150% | 200.00000 |
| N | NXU | 1.000 | - | VK | ND | - | - | - | - | - | - | - | - | - | Retained |
| F | JXJ | 70.000 | - | V3 | F- | - | 8.80% | - | Ieksrtvr | 3lWf | - | 935 | 3vDa+882 | - | 57.20000 |
| D | QSB | 31.000 | - | Pnn3 | LLL | - | 94.80% | - | Kbsdafqe | 3jUm | - | 355 | 3rDw+355 | - | 964.00000 |
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144U/Lpd Q;
T1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144E/Qev U;
C2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144T/Rzg D;
I: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Eky H;
D: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144U/Rju D;
Y: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144I/Edy G;
F: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144E/Mod I;
N: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144X/Wkl R;
Zhw: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144N/Kjm E;
Deal Comments
Mql Bfww Vulwqwm 2.5
Originator(s)
Ydkqdnqyztkq Htqzktl Wtdtdqdw
Risk Retention
LB - Cfkubfreaq/Pkucuraefk
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date