2024-1

Lugo Funding DAC (LUGO) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Banco Bilbao Vizcaya Argentaria SA (BBVA)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F	NNO	60.816	-	-	VK	-	KY	-	-	-	-	-	-	-	-	-	Retained
A	CUM	9.000	-	-	XP	-	EA	-	-	-	-	-	-	-	-	-	Retained
F	OFL	26.398	6.50	-	LL	-	TT	68.69%	-	Cxxrzvhl	3aIq	Febc 100v	175-180	250	3yOh+150	-	95.38040
X	LNT	8.620	6.70	-	SS	-	D	9.69%	-	Jewwyvnm	3dWm	-	-	450	3qQq+350	-	Retained
Q	BSV	237.990	2.80	-	QQQ	-	QQQ	95.50%	-	Ojxsjunf	3gWh	Boh ho Acw 100n	-	200	3nAd+100	-	64.84240
V	KMA	20.522	4.20	-	V	-	P-	41.14%	-	Eyclldrh	3gZd	Xnp db Qnew 200d	280	300	3gKk+200	-	28.46960
O	OYX	2.410	6.10	-	VVV	-	EE-	50.19%	-	Fzhhqkle	3rNa	-	-	400	3oNl+300	-	Retained
N	GHF	26.400	5.90	-	OOO+	-	KKK-	97.38%	-	Ulfrduei	3sHh	-	-	350	3tVp+250	-	Retained

Filings

ABS-15G

Tranche Comments

Q: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144D/Xav N; F: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144L/Rll L; V: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144A/Pmk G; N: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144F/Rmx Y; O: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144B/Lmd S; X: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144I/Xyk I; F: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144J/Rsw Q; A: First Pay: 2025-02-26; Redemption: 2030-02-26; Registration: 144N/Pyu M;

Originator(s)

Nfjfoadmf Wfdx SU

Risk Retention

WZ - Ked

Pricing Speed

4.5% JVB