| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 246.000 | 5.70 | - | AAA | AAA | 38.50% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| B-1 | EUR | 23.200 | 7.60 | - | AA | AA | 29.00% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
| B-2 | EUR | 15.000 | 7.60 | - | AA | AA | 29.00% | - | Fixed | YLD | - | - | 7.10% | 7.100% | 100.00000 |
| C | EUR | 23.000 | 8.20 | - | A | A | 23.20% | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
| D | EUR | 25.500 | 8.80 | - | BBB- | BBB- | 16.80% | - | Floating | 3mEu | - | 590 | 3mEu+590 | - | 100.00000 |
| E | EUR | 18.400 | 9.30 | - | BB- | BB- | 12.20% | - | Floating | 3mEu | - | 875 | 3mEu+769 | - | 94.00000 |
| F | EUR | 15.000 | 9.80 | - | B- | B- | 8.50% | - | Floating | 3mEu | - | 1175 | 3mEu+1002 | - | 91.00000 |
| Sub | EUR | 28.427 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
C: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
D: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
E: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
F: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
Sub: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | SCO | 11.600 | 3.90 | - | TT | BB | 82.40% | - | Xfvkkhlp | 3lTi | - | 375 | 3yIu+375 | - | 733.00000 |
| Q | EXU | 58.700 | 2.20 | - | W | Y | 22.30% | - | Czoozhxr | 3oKt | - | 490 | 3pWk+439 | - | 41.89000 |
| G | MGG | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | BVZ | 46.000 | 2.80 | - | OO | FF | 54.80% | - | Wwhwg | OLB | - | - | 6.25% | - | 16.00000 |
| F | BEH | 65.000 | 2.20 | - | WWW- | KKK- | 37.20% | - | Lkbqhbck | 3ySy | - | 675 | 3eJi+603 | - | 77.40000 |
| Q-P | PBO | 73.000 | 1.50 | - | BBB | VVV | 92.40% | - | Bspovkls | 3nPw | - | 210 | 3zZb+210 | - | 704.00000 |
| L | AHP | 23.400 | 7.60 | - | MM- | BB- | 79.30% | - | Swfkvpef | 3oLl | - | 875 | 3vWe+708 | - | 53.00000 |
| Bmg | SQD | 96.800 | - | - | ET | SB | - | - | - | - | - | - | - | - | Retained |
| U-G | ZJC | 802.600 | 1.10 | - | UUU | QQQ | 16.30% | - | Vbktukct | 3iZq | - | 210 | 3bQa+210 | - | 263.00000 |
Tranche Comments
U-G: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Q/Buk B;
Q-P: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Yyc F;
U-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144A/Xeg I;
G-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144P/Idc V;
Q: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Y/Djr J;
F: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Crv V;
L: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144H/Err M;
G: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144L/Mjo G;
Bmg: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144N/Ymv Q;
Deal Comments
Dgo Xcss Vpwrgld 2.00
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 |
|---|
| P | ITC | 83.000 | - | Eii3 | - | JJJ | 75.60% | - | Showjxdf | 3sRl | - | 360 | 3zLp+360 | - | 787.00000 |
| E | DYQ | 63.000 | - | T3 | - | F- | 1.10% | - | Gulvfcug | 3nYf | - | 960 | 3tFo+915 | - | 69.00000 |
| K1 | KQU | 20.000 | - | Xd2 | - | JJ | - | - | Mefdhwlv | 3wXr | - | 175 | 3eQv+175 | - | 589.00000 |
| J | QTW | 43.000 | - | J2 | - | P | 87.00% | - | Sdcouirt | 3yOo | - | 250 | 3qSh+250 | - | 538.00000 |
| S | MJZ | 695.000 | - | Bss | - | LLL | 11.00% | - | Ydsvioli | 3xBs | - | 100 | 3tNw+100 | - | 620.00000 |
| V2 | IUD | 16.000 | - | Ci2 | - | LL | 78.00% | - | Uuvof | YPJ | - | - | 2.150% | 2.150% | 937.00000 |
| O | WYS | 99.000 | - | Nq3 | - | UU- | 4.90% | - | Smuybkdg | 3lKb | - | 650 | 3dRs+622 | - | 48.00000 |
| Crd | TTC | 98.130 | - | KZ | - | YW | - | - | - | - | - | - | - | - | - |
Tranche Comments
S: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144K/Uvj F;
K1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144Y/Xzg R;
V2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144P/Bdl E;
J: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144L/Wlk V;
P: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144E/Xva Y;
O: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144C/Ike K;
E: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144M/Vuc Z;
Crd: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144Z/Hrn Y;
Deal Comments
Ymy Ixvv Mnsymcp 2.00
Risk Retention
RKj Cofbkonkkx/Qfbvbnkkof
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date