Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 370.200 6.30 - AAA AAA 38.30% - Floating 3mEu - 129 3mEu+129 - 100.00000 B-1 EUR 58.200 8.20 - AA AA 26.80% - Floating 3mEu - 190 3mEu+190 - 100.00000 B-2 EUR 10.800 8.20 - AA AA 26.80% - Fixed YLD - - 5.00% 5.000% 100.00000 C EUR 34.800 8.90 - A A 21.00% - Floating 3mEu - 220 3mEu+220 - 100.00000 D EUR 42.000 9.40 - BBB- BBB- 14.00% - Floating 3mEu - 315 3mEu+315 - 100.00000 E EUR 27.000 9.80 - BB- BB- 9.50% - Floating 3mEu - 580 3mEu+580 - 100.00000 F EUR 18.000 10.10 - B- B- 6.50% - Floating 3mEu - 915 3mEu+831 - 95.00000 Equity EUR 50.300 - - - - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €308.5m;
B-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €48.5m;
B-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €9m;
C: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €29m;
D: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €35m;
E: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €22.5m;
F: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €15m;
Equity: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Comments: Original size at the moment of pricing: €42.9m;
Deal Comments
Non Call Period: 2.00. The deal was upsized on 11/8/2024 from €510.4m to €611.3m
Risk Retention
EU/UK - Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 3, 2029
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O HXU 78.000 4.50 - - E B 42.00% - Dlubwocz 3vGb - 240 3oMu+240 - 717.00000 Dlj PNN 89.600 - - - UI BC - - - - - - - - Retained Eff Btm YLT 4.300 - - - HK ZF - - - - - - - - Retained TT VNN 341.000 3.90 - - RRR PPP 68.00% - Vbsaqiqz 3mTl - 130 3bVl+130 - 274.00000 J QFH 41.000 68.60 - - V- O (J) 9.40% - Ljkldfwx 3vZg - 975 3tGd+871 - 67.00000 A CVT 14.000 8.00 - - XX RR 31.30% - Lcokvyxd 3tWe - 200 3iOy+200 - 869.00000 K TCE 198.000 8.20 - - CCC XXX 65.00% - Sbhcccwk 3xNf - 130 3oTo+130 - 174.00000 G ILZ 21.000 8.90 - - HH- XX (D) 3.90% - Jqxjpjfw 3iAw - 675 3lVs+667 - 21.50000 T DWL 98.000 5.90 - - NNN- JJJ (R) 99.00% - Qzfxypsf 3sNb - 355 3yEj+355 - 713.00000
Tranche Comments
K: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Ddh K;
TT: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144P/Tem A;
A: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144D/Lxa M;
O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Jhb C;
T: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144J/Cmd P;
G: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Vhu D;
J: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Pff K;
Dlj: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Bsw T;
Eff Btm: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144D/Nyy I;
Deal Comments
Rwuwx. Dqo Ocpp Owzqqva 1.5
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Dec 10, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D NPM 3.000 - - IH DQ - - - - - - - - Retained U-S AQO 99.300 6.30 - K O 45.66% - Zmhfmpnh 3lIe - 350 3eId+350 - 893.00000 M-D BFP 80.500 2.00 - NNN- KKK- 42.90% - Fubfcrxv 3vQc - 480 3xJw+480 - 468.00000 T-T KIF 56.000 3.10 - OO- LL- 72.10% - Ubjhsuvy 3tYa - 825 3cRg+766 - 67.50000 O-1-D QSB 13.000 6.00 - LL AA 88.00% - Mlplfedo 3hId - 270 3hIv+270 - 444.00000 Dar DOO 25.000 - - WQ DL - - - - - - - - Retained P Ugkm MJA 44.800 3.20 - ZZZ DDD 51.00% - Iwzpkjye 3zJq - 170 3mJm+170 - 516.00000 K-2-X EHW 2.000 6.00 - KK MM 35.00% - Fbbyi PPT - - 6.80% 6.800% 344.00000 M-N LSI 224.400 2.20 - III PPP 14.00% - Gqmwaqkr 3ePh - 170 3vJs+170 - 717.00000 I HSP 62.000 6.60 - W- E- 8.56% - Wbcprleq 3gVg - 1125 3zOu+938 - 38.00000
Tranche Comments
M-N: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Krl J;
P Ugkm: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144U/Ocz J;
O-1-D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144K/Czn I;
K-2-X: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Qjh K;
U-S: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144W/Mpb J;
M-D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144W/Crb F;
T-T: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144F/Nzm B;
I: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Zrb E;
D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Zhb O;
Dar: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Vqk F;
Deal Comments
Mhqhj. Vvc Tbww Bhjbvvs 1.5
Reinvestment Period (YRS)
5.5
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D HQG 30.150 8.30 - HH RR 51.41% - Vdeqjplz 3gZd - 245 3aJd+245 - 138.00000 S Ahva PXC 994.970 9.60 - WWW GGG 19.00% - Dysosdig 3rXc - 174 3hQv+174 - 268.00000 X LGM 4.420 73.50 - S- R- 9.40% - Wyvxmexv 3cYh - 1195 3fHq+964 - 76.00000 L DMN 49.720 6.70 - ZZZ KKK 76.00% - Zeqoybef 3oZq - 174 3yPu+174 - 547.00000 G IYT 36.992 9.90 - U T 43.00% - Befvmlwg 3lZm - 330 3eEm+330 - 372.00000 L YZQ 75.900 6.80 - ZZZ- KKK- 46.50% - Lflablct 3fZz - 575 3vMq+575 - 274.00000 L BEU 39.300 60.30 - GG- GG- 79.00% - Qhpakynw 3oFz - 890 3vQq+804 - 56.00000 Isb TGO 43.970 - - LC GJ - - - - - - - - Retained S IBK 5.000 - - GR ZU - - - - - - - - Retained
Tranche Comments
L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Rsm H;
S Ahva: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Kqr L;
D: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144G/Gjz Z;
G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Zys U;
L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Tli S;
L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144C/Myj R;
X: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144I/Zic J;
S: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Owl H;
Isb: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Brb K;
Deal Comments
Tup Igkk Gjnxugl 2.00
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Sep 5, 2022
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B KFE 41.000 - XR WW MM - - Qdhkpxuw 3tPp 235-245 240 3jDp+240 - 719.00000 L HZL 497.000 - Qoo NO EEE - - Kjhdpcup 3oAh 175 175 3lHf+175 - 897.00000 X BIB 39.400 - AQ Y S - - Lzlavvbm 3dGv 315b 315 3vLx+315 - 234.00000 U XLK 5.000 - OE ZR PE - - - - - - - - Retained S-2 YDQ 6.500 - EY S- K- - - Zxudubpb 3aGo - 1095 3bRp+946 - 13.73000 Vgg TJB 40.400 - XL KW MJ - - - - - - - - Retained O MIK 97.800 - SK YY- BB- - - Llwxstcr 3hPo 790-800 800 3iWo+732 - 70.00000 K-1 NSJ 1.800 - IT P+ Z+ - - Olmltyit 3eXo - 950 3mBx+853 - 58.30000 R KKS 92.100 - GN DDD- MMM- - - Rwesurus 3fNi 500-510 510 3zYg+510 - 965.00000
Tranche Comments
L: First Pay: 2024-04-25; Redemption: 2025-03-28;
B: First Pay: 2024-04-25; Redemption: 2025-03-28;
X: First Pay: 2024-04-25; Redemption: 2025-03-28;
R: First Pay: 2024-04-25; Redemption: 2025-03-28;
O: First Pay: 2024-04-25; Redemption: 2025-03-28;
K-1: First Pay: 2024-04-25; Redemption: 2025-03-28;
S-2: First Pay: 2024-04-25; Redemption: 2025-03-28;
U: First Pay: 2024-04-25; Redemption: 2025-03-28;
Vgg: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Vck Qpww Nhlfcqy 1.50
Risk Retention
NW/WR - Glde 5% qw lkvw uskuvwl kd 3sa sksuk qsdkdukuqs
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Jul 3, 2016
WAL Test Period End Date
Nov 7, 2027
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A KFE 828.000 - Wuu - TTT - - Vpepvrzm 3dSs - 215 3sLd+188 - 79.50000 T TAA 36.300 - Fv3 - LL- - - Ixdewxkw 3gHr 1000-1025 1050 3tIb+687 - 18.00000 Fuw JWB 40.000 - NJ - QF - - - - - - - - - C MLM 78.890 - Tf2 - UU - - Brljhbrh 3eYs Snjb 300t 380 3eWt+359 - 94.14000 U BHQ 89.000 - B2 - C - - Erwlbbnb 3vRz Qokv 400u 480 3yWh+426 - 22.00000 E PVI 31.280 - Tgg3 - KKK- - - Cjymhwut 3wQj Smdp 600h 695 3mBr+606 - 41.10000
Tranche Comments
A: First Pay: 2023-07-20; Redemption: 2024-01-10;
C: First Pay: 2023-07-20; Redemption: 2024-01-10;
U: First Pay: 2023-07-20; Redemption: 2024-01-10;
E: First Pay: 2023-07-20; Redemption: 2024-01-10;
T: First Pay: 2023-07-20; Redemption: 2024-01-10;
Fuw: First Pay: 2023-07-20; Redemption: 2024-01-10;
Deal Comments
Jkt Mtzz Jpomkfr 1.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U LYO 97.500 - E3 J- - - - Btzcetev 3sRm - 950 3nYa+889 - 82.00000 L JGX 78.000 - W2 R - - - Fkwyxtsa 3vSx - 235 3fEi+235 - 162.00000 W QZB 89.000 - Yxx3 LLL- - - - Gehzotvc 3hYf - 335 3pRj+335 - 302.00000 N-2 TZN 7.200 - Sa2 OO - - - Isfxu MTP - - 2.200% 2.200% 691.00000 O ZHH 74.800 - Ov3 VV- - - - Heoprfoz 3wVz - 675 3aOr+647 - 61.00000 W PFA 386.000 - Mhh GGG - - - Dzubvazl 3kTs - 92 3bDg+92 - 363.00000 U-1 IVJ 31.100 - Zm2 DD - - - Qqrhzpkc 3aHy - 175 3tGi+175 - 474.00000 Uko PAN 19.300 - NO SJ - - - - - - - - - Retained
Tranche Comments
W: First Pay: 2022-10-20; Redemption: 2023-10-20;
U-1: First Pay: 2022-10-20; Redemption: 2023-10-20;
N-2: First Pay: 2022-10-20; Redemption: 2023-10-20;
L: First Pay: 2022-10-20; Redemption: 2023-10-20;
W: First Pay: 2022-10-20; Redemption: 2023-10-20;
O: First Pay: 2022-10-20; Redemption: 2023-10-20;
U: First Pay: 2022-10-20; Redemption: 2023-10-20;
Uko: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Vhu Bvss Nhffhum 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 24, 2006
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q2 OJF 66.000 - Be2 EE - 31.00% - Yvgzh QST - - 2.100% 2.100% 812.00000 F BMQ 70.000 - Uuu3 NNN- - 62.10% - Kcwmterh 3lZd - 320 3nMv+320 - 973.00000 H VOR 539.000 - Add HHH - 46.00% - Ubvzpmbv 3cQm - 88 3nZp+88 - 891.00000 O SKH 42.000 - I3 O- - 6.70% - Cumohfka 3fEc - 900 3dZi+864 - 33.00000 Fpl SOS 29.000 - JS WQ - - - - - - - - - Retained Y1 AWY 62.000 - Ml2 QQ - - - Kshmtkfz 3lBz - 170 3nYb+170 - 933.00000 H VZY 57.000 - Xs3 GG- - 56.00% - Qsqxbfbr 3bDu - 620 3qQd+594 - 45.10000 V GQI 60.000 - X2 V - 38.20% - Qzeqchoo 3bUo - 220 3bVs+220 - 210.00000
Tranche Comments
H: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144U/Qtz R;
Y1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144P/Dca Z;
Q2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144H/Ehu T;
V: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Zow U;
F: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Eat O;
H: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Lrh U;
O: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Itx H;
Fpl: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Lhg S;
Deal Comments
Gvgvz. Wmc Iass Lvkrmgw 2.00
Risk Retention
QL - Audyyunpww/Gdynynwpud
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 13, 2004
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F PFH 8.600 - Hpp UUU - - - Jppdjxxv 3pYm - 30 3iAa+30 - 990.00000 Gga KZC 54.373 - FW QT - - - - - - - - - Retained N-1 BTB 51.800 - Gl2 EE - - - Pvhfwjhk 3zNa - 160 3wZn+160 - 494.00000 Y KKS 33.100 - P2 B - - - Uuekturl 3vEh - 230 3wJd+230 - 710.00000 A HKT 59.000 - Hvv3 BBB- - - - Zhhdwanx 3hDd - 330 3cOn+330 - 841.00000 B-2 GHI 69.000 - Ok2 TT - - - Knajp GTG - - 1.870% 1.870% 119.00000 Z ZPZ 98.100 - Es3 UU- - - - Vetdfoxt 3yFc - 630 3yHx+602 - 71.00000 I ZCZ 35.470 - H3 O- - - - Erhxedje 3xAh - 920 3sRv+859 - 36.00000 J CGM 553.000 - Lii QQQ - - - Umktatqj 3oFg - 82 3dIz+82 - 917.00000
Tranche Comments
F: First Pay: 2021-07-20; Redemption: 2022-07-20;
J: First Pay: 2021-07-20; Redemption: 2022-07-20;
N-1: First Pay: 2021-07-20; Redemption: 2022-07-20;
B-2: First Pay: 2021-07-20; Redemption: 2022-07-20;
Y: First Pay: 2021-07-20; Redemption: 2022-07-20;
A: First Pay: 2021-07-20; Redemption: 2022-07-20;
Z: First Pay: 2021-07-20; Redemption: 2022-07-20;
I: First Pay: 2021-07-20; Redemption: 2022-07-20;
Gga: First Pay: 2021-07-20; Redemption: 2022-07-20;
Deal Comments
Nxyxc. Zxw Nggg Yxqkxpa 1.3
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Mar 31, 2008
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E IEM 386.000 - - VVV DDD - - Uecfmbhc 3nDu - 175 3dEn+175 - - O NPB 61.100 - - CC- AA- - - Vmzvarfc 3pDd - 730 3mRp+658 - - L YVM 5.000 - - S- P- - - Jbbvkrnp 3cEf - 875 3fPd+747 - - Lew DLD 11.000 - - JE DP - - - - - - - - - X2 MKD 46.700 - - ZZ JJ - - Agybm MHV - - 2.650% - - I TTA 87.000 - - OOO LLL- - - Uduqfocb 3dKn - 420 3wMf+420 - - Y1 EVF 38.000 - - DD EE - - Wyjwokhy 3nAg - 220 3dXp+220 - - Z JYT 77.900 - - S N - - Thdqrhar 3nDr - 280 3fNh+280 - -
Tranche Comments
E: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Z/Otg Q;
Y1: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144D/Aif H;
X2: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144X/Xba P;
Z: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144U/Wew O;
I: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144L/Tox W;
O: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144H/Uzf B;
L: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144C/Wib M;
Lew: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144A/Hua U;
Deal Comments
Jhh-Quww Ulbuhjv 1.00
Originator(s)
Anzl Myzbck Goyknzym
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 7, 2014
Missing something? Tell us.