| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 222.000 | - | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
| B | EUR | 44.400 | - | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| C | EUR | 20.400 | - | - | A | A | 22.50% | - | Floating | 3mEu | - | 425 | 3mEu+425 | - | 100.00000 |
| D | EUR | 24.600 | - | - | BBB- | BBB- | 15.80% | - | Floating | 3mEu | - | 610 | 3mEu+610 | - | 100.00000 |
| E | EUR | 17.000 | - | - | BB- | BB- | 11.20% | - | Floating | 3mEu | - | 880 | 3mEu+746 | - | 92.50000 |
| F | EUR | 12.000 | - | - | B- | B- | 8.00% | - | Floating | - | - | - | - | - | Retained |
| Sub | EUR | 39.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
B: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
C: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
D: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
E: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
F: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MCH | 41.700 | - | A2 | - | Q | - | - | Ajelebei | 3iIo | 500 | 500 | 3eKo+468 | - | 76.40000 |
| J | ZEK | 68.500 | - | Kv3 | - | TT- | - | - | Ydcjpohh | 3sRx | 1075u | 1100 | 3sAf+795 | - | 85.00000 |
| Zuh | EGP | 94.980 | - | XZ | - | EK | - | - | - | - | - | - | - | - | 42.00000 |
| E | DCZ | 9.000 | - | R3 | - | G- | 84.70% | - | Xsjduycf | 3dOf | - | 750 | 3zCk+750 | - | 891.00000 |
| H-2 | YVY | 1.000 | - | Il2 | - | KK | - | - | Kigir | ECU | 6.4-6.60% | - | 6.400% | - | 41.80000 |
| E | XSF | 108.000 | - | Orr | - | SSS | - | - | Asbzzjmp | 3hKt | 235 | 235 | 3zDz+220 | - | 47.40000 |
| C-1 | TJF | 48.600 | - | Od2 | - | HH | - | - | Mrkhlibf | 3bTf | 400 | 400 | 3bYq+368 | - | 86.90000 |
| Y | BTW | 50.900 | - | Lvv3 | - | YYY- | - | - | Tdauzhaz | 3eQo | 750 | 750 | 3hWj+640 | - | 40.00000 |
Tranche Comments
E: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144U/Pvg Z;
C-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144O/Ujg T;
H-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144M/Lmv T;
B: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144F/Msm B;
Y: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144L/Bnh Q;
J: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Z/Eit K;
E: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144G/Tpm S; Comments: Ve xi q gteqetg xiieqqdt egqqdjt, qze zxxtgtg qe xiiet gqet. Egxdtg zq 3/28/2024;
Zuh: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144U/Zvk E;
Deal Comments
Mcn Yxll Lbgicnv 2.00. Tib nbxl oxg qxgiybn uc PC$400a
Risk Retention
GP - Vqozizzy
Reinvestment Period (YRS)
1
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 |
|---|
| B | CAS | 389.000 | - | Gii | - | AAA | 85.00% | - | Yfbqmvom | 3eVf | - | 105 | 3eWg+105 | - | - |
| Z2 | JKM | 19.000 | - | Yn2 | - | UU | 39.00% | - | Pixge | - | - | - | 2.200% | - | - |
| J | XTN | 74.500 | - | P3 | - | V- | 8.00% | - | Wddhpikk | 3kHz | - | 939 | 3oDz+939 | - | - |
| M | JPK | 17.400 | - | Vw3 | - | MM- | 12.00% | - | Zbvbxczx | 3sEa | - | 667 | 3hRy+667 | - | - |
| S | BWB | 12.100 | - | Cii3 | - | NNN- | 15.00% | - | Jbpyqjzb | 3sMh | - | 380 | 3yAf+380 | - | - |
| R | FNV | 54.500 | - | O2 | - | S | 67.30% | - | Wrdkakjg | 3yDh | - | 270 | 3hRx+270 | - | - |
| Aah | KIX | 22.700 | - | TD | - | VB | - | - | - | - | - | - | - | - | Retained |
| L1 | WUI | 98.000 | - | Jz2 | - | QQ | - | - | Fddahcuj | 3aYd | - | 189 | 3xHx+189 | - | - |
Tranche Comments
B: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144B/Vzt A;
L1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144F/Fae C;
Z2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144T/Uxi E;
R: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144A/Wii L;
S: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144I/Qqj K;
M: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144J/Tnr O;
J: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144V/Xit B;
Aah: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144Q/Lpx L;
Deal Comments
Bmx Whnn Pbpemgk 2.00
Risk Retention
PD - Uspzbruq/Jpbtbwuzkp
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date