Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1 EUR 450.000 2.65 Aa3 - - AA 13.50% - Floating 3mEu - 95 3mEu+95 - 100.00000 A2 EUR 155.500 2.65 Aa3 - - AA 13.50% - Floating 3mEu - 95 3mEu+95 - Retained B EUR 94.500 - NR - - NR - - Fixed YLD - - 2.000% - Retained
Tranche Comments
A1: Book size: 680; First Pay: 2023-06-15; Registration: Reg S Only;
A2: First Pay: 2023-06-15; Registration: Reg S Only;
B: First Pay: 2023-06-15; Registration: Reg S Only;
Deal Comments
Class A was upsized from EUR€400m to EUR€450m. 10% Clean-up Call option
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L GKL 60.000 - CT - - VL - - Xvxez - - - 2.000% - Retained G CNN 769.000 3.27 Zi3 - - ZZ 46.00% - Qkdsorpu 3iXa 70-75 70 3aBs+70 - 310.00000
Tranche Comments
G: First Pay: 2022-05-16; Registration: Uos P Aqty;
L: First Pay: 2022-05-16; Registration: Hcf D Tcod;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V FIC 8,881.000 - Lo3 ZZ - - - Mkljo - - - 0.500% 0.500% 590.00000 U ELH 961.000 - QA NK - - - Tnqyb - - - 2% - 813.17000
Tranche Comments
V: Registration: Jvq K Pkuw; Comments: HTZTt AAZAAKI3F220.;
U: Registration: Hhm N Dwwa; Comments: EDWDr UUW00IIN239.;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N1 TLS 246.000 4.49 Ax3 - - OO 71.00% - Yemhplus 3dRg - 57 3uO+70 - 613.60000 Z HEG 50.000 - US - - WQ - - Syqtm - - - 2.000% - Retained M2 OPY 986.000 2.37 Mj3 - - XX 43.00% - Qlfxphab 3jAm - - 3nH+70 - Retained
Tranche Comments
N1: First Pay: 2020-01-15; Registration: Jzo J Jbho;
M2: First Pay: 2020-01-15; Registration: Fui R Dtda;
Z: First Pay: 2020-01-15; Registration: Vdt Y Zbam;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z1 XGB 555.000 9.00 Ul3 ZZ - XX 20.00% - Xbqyjccc 3cXy 95s 95 3pJG+95 - 260.00000 B2 ZGU 788.000 4.00 Eq3 LL - DD 15.00% - Grfvsapa 3oBi - - - - Retained M TFP 168.000 - ZN SQ - HQ - - Bvvkbcdy - - - - - Retained
Tranche Comments
Z1: Registration: Zbv T Ptdz;
B2: Registration: Loc A Vwuy;
M: Registration: Mjb E Emkn;
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