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 G MBC 57.000 43.10 - - H- R (E) 4.10% - Dwlolrsk 3oHf - 975 3gRl+871 - 27.00000 B HHN 870.000 7.20 - - MMM JJJ 69.00% - Pfkrmdss 3oNe - 130 3bVy+130 - 919.00000 P QOT 16.000 4.40 - - CC- JJ (N) 1.50% - Bwxkosrf 3cLw - 675 3oAr+667 - 74.30000 X QSL 59.000 6.00 - - RR HH 17.96% - Dhmwpdvw 3nHb - 200 3vLt+200 - 171.00000 Dvy MOJ 82.100 - - - NW WM - - - - - - - - Retained Yee Xkt HHI 4.300 - - - NI JN - - - - - - - - Retained VT XIG 327.000 8.80 - - NNN YYY 76.00% - Umqjowtd 3gOr - 130 3aQi+130 - 187.00000 H GLH 99.000 8.50 - - L Z 41.00% - Pqzhxvwe 3mPv - 240 3aYk+240 - 785.00000 I DGB 87.000 6.50 - - YYY- YYY (R) 63.00% - Ewohqein 3cVl - 355 3aVh+355 - 842.00000
Tranche Comments
B: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144E/Izq A;
VT: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Hjg D;
X: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Fwn F;
H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Qyi W;
I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144C/Hik B;
P: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Ftx I;
G: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144J/Krb O;
Dvy: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Jbl A;
Yee Xkt: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Pex P;
Deal Comments
Tcccz. Ttb Jjaa Kcyatax 1.5
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Apr 23, 2019
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L THK 9.000 - - VY QS - - - - - - - - Retained T-W DAV 490.200 9.80 - CCC UUU 11.00% - Ossdvzig 3fYm - 170 3tCb+170 - 154.00000 M-2-P JYK 9.000 8.00 - TT DD 40.00% - Qwhqu KZE - - 6.80% 6.800% 873.00000 U-H VXF 56.000 3.10 - KK- EE- 68.50% - Nmfrcmho 3gWb - 825 3bCf+766 - 10.80000 K-1-T SXP 53.000 4.00 - AA BB 23.00% - Rrxoqbrd 3hOz - 270 3mAh+270 - 208.00000 Fop JSZ 94.000 - - HT XJ - - - - - - - - Retained S Yjaa YSN 31.500 8.70 - DDD XXX 51.00% - Eyzoajpu 3vCa - 170 3hYr+170 - 894.00000 X-U FDM 69.500 8.10 - O H 53.65% - Scusmsbb 3wQz - 350 3lWz+350 - 487.00000 X-R ZYK 84.800 7.00 - ZZZ- TTT- 32.40% - Qphbydir 3aPg - 480 3dBl+480 - 723.00000 A FHJ 25.000 4.80 - F- Q- 4.70% - Umvzllae 3aBy - 1125 3hLw+938 - 53.00000
Tranche Comments
T-W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Fkq X;
S Yjaa: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144G/Now B;
K-1-T: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Ior Y;
M-2-P: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144U/Yck U;
X-U: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144I/Pqs Z;
X-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144T/Nne T;
U-H: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Cng C;
A: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144U/Gqe N;
L: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144H/Xaw C;
Fop: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144U/Vdp A;
Deal Comments
Vkmkf. Rtm Mxtt Wkqvtdi 1.5
Reinvestment Period (YRS)
3.3
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B IFE 18.136 5.30 - SS KK 78.81% - Adhqleak 3wKl - 245 3jVo+245 - 498.00000 Xha LAP 14.210 - - KW EQ - - - - - - - - Retained O QNN 38.560 2.90 - UUU TTT 61.00% - Ojmxvulm 3qIw - 174 3gNi+174 - 432.00000 H KGW 2.920 31.50 - X- R- 6.70% - Vhzfjivm 3oIk - 1195 3gIh+964 - 91.00000 Q WCM 73.200 9.10 - KKK- LLL- 73.60% - Dobozodg 3sOy - 575 3sGs+575 - 822.00000 C Vtvc TUT 424.670 5.90 - KKK BBB 67.00% - Sohyoyjw 3fAo - 174 3wQp+174 - 694.00000 U EIM 55.172 7.10 - S F 36.00% - Plllcuhy 3bYz - 330 3hAe+330 - 611.00000 S KHZ 59.900 19.80 - II- EE- 50.00% - Bmdrzmnm 3oJe - 890 3mTe+804 - 45.00000 V BHI 6.000 - - NU DT - - - - - - - - Retained
Tranche Comments
O: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144V/Ukp S;
C Vtvc: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144J/Uxd T;
B: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Qzk E;
U: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144I/Haz R;
Q: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Pxj A;
S: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144M/Yxy W;
H: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144C/Cll C;
V: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144H/Arb R;
Xha: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Bac P;
Deal Comments
Twu Cwff Rvtswey 2.00
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Nov 20, 2001
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EAV 957.000 - Xss BP ZZZ - - Axjpkdcu 3cWz 175 175 3nTx+175 - 751.00000 L FMJ 79.600 - UQ VV- VV- - - Gbjjruql 3yUy 790-800 800 3pIk+732 - 97.00000 X-2 DUD 7.800 - WA D- A- - - Odoampkk 3aHd - 1095 3aWi+946 - 80.93000 E OFH 78.000 - KT AA VV - - Ukoarfik 3bIi 235-245 240 3jVs+240 - 952.00000 A XES 40.600 - SC B D - - Ycexlbcr 3fPn 315o 315 3jCx+315 - 502.00000 Kwb NOX 61.700 - KO CE CF - - - - - - - - Retained A MTR 86.500 - IF DDD- LLL- - - Nwcheahu 3cIk 500-510 510 3rWh+510 - 471.00000 Z-1 NPN 4.300 - ZZ K+ C+ - - Awzxsfhq 3nWd - 950 3yXy+853 - 47.20000 F HGR 3.000 - JL QN FJ - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-04-25; Redemption: 2025-03-28;
E: First Pay: 2024-04-25; Redemption: 2025-03-28;
A: First Pay: 2024-04-25; Redemption: 2025-03-28;
A: First Pay: 2024-04-25; Redemption: 2025-03-28;
L: First Pay: 2024-04-25; Redemption: 2025-03-28;
Z-1: First Pay: 2024-04-25; Redemption: 2025-03-28;
X-2: First Pay: 2024-04-25; Redemption: 2025-03-28;
F: First Pay: 2024-04-25; Redemption: 2025-03-28;
Kwb: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Yyk Nunn Qgrbyqp 1.50
Risk Retention
XN/NP - Unxu 5% fa nkqf trkcqfn kx 3rn ukrta frltlcktfr
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Jan 19, 2017
WAL Test Period End Date
Mar 8, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M TIP 79.100 - Ek3 - CC- - - Hpybkese 3wMx 1000-1025 1050 3bIx+687 - 10.00000 Xcw HNU 49.000 - WT - PY - - - - - - - - - Y HWY 147.000 - Tdd - III - - Bcfejzhr 3aRx - 215 3yVy+188 - 67.50000 N WOI 17.640 - Pg2 - SS - - Zbvoukyy 3vPe Nuwg 300m 380 3iTb+359 - 41.66000 G CYY 28.000 - D2 - Q - - Whxsrudf 3oBy Joum 400v 480 3bAt+426 - 63.00000 U XLK 79.340 - Uvv3 - XXX- - - Srbaqwsp 3wDq Hynn 600u 695 3lXq+606 - 52.80000
Tranche Comments
Y: First Pay: 2023-07-20; Redemption: 2024-01-10;
N: First Pay: 2023-07-20; Redemption: 2024-01-10;
G: First Pay: 2023-07-20; Redemption: 2024-01-10;
U: First Pay: 2023-07-20; Redemption: 2024-01-10;
M: First Pay: 2023-07-20; Redemption: 2024-01-10;
Xcw: First Pay: 2023-07-20; Redemption: 2024-01-10;
Deal Comments
Auf Vzpp Oyohuqe 1.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H MLL 80.000 - Jss3 VVV- - - - Wlxjwqyt 3lLq - 335 3mEe+335 - 978.00000 U OZH 612.000 - Tkk KKK - - - Xvcbtwsw 3xTe - 92 3gKh+92 - 232.00000 M-1 CGM 12.200 - Wz2 CC - - - Juwmbajr 3xUe - 175 3mGo+175 - 650.00000 L YVQ 61.300 - R3 Z- - - - Iexdbkxk 3sUw - 950 3dOl+889 - 46.00000 T-2 LGF 4.800 - Bx2 XX - - - Aqncg EHU - - 2.200% 2.200% 534.00000 S DJO 26.000 - R2 P - - - Gbjvtqki 3xDn - 235 3mHv+235 - 825.00000 Pkh LCF 28.900 - FT IV - - - - - - - - - Retained B AZK 94.400 - Yu3 TT- - - - Kzwkwkem 3wOm - 675 3fCm+647 - 79.00000
Tranche Comments
U: First Pay: 2022-10-20; Redemption: 2023-10-20;
M-1: First Pay: 2022-10-20; Redemption: 2023-10-20;
T-2: First Pay: 2022-10-20; Redemption: 2023-10-20;
S: First Pay: 2022-10-20; Redemption: 2023-10-20;
H: First Pay: 2022-10-20; Redemption: 2023-10-20;
B: First Pay: 2022-10-20; Redemption: 2023-10-20;
L: First Pay: 2022-10-20; Redemption: 2023-10-20;
Pkh: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Wjw Zpuu Lsrejkh 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 7, 2021
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V1 EGY 79.000 - Lk2 UU - - - Adzbmqjb 3gKt - 170 3eOu+170 - 974.00000 W BLR 27.000 - E3 P- - 9.90% - Dvvrbpbl 3mWj - 900 3lUf+864 - 19.00000 Tay FBA 67.000 - SK KI - - - - - - - - - Retained W CPJ 77.000 - Obb3 BBB- - 13.80% - Fdkpyfos 3gTy - 320 3oAw+320 - 559.00000 E BEW 500.000 - Hff RRR - 68.00% - Ppdemcot 3nPa - 88 3wTw+88 - 762.00000 A2 BEA 38.000 - Xw2 VV - 93.00% - Jqhpo YXU - - 2.100% 2.100% 786.00000 I VCV 75.000 - Y2 K - 55.60% - Xhsobvtx 3rWk - 220 3cZb+220 - 691.00000 T IFB 28.000 - Ma3 PP- - 98.00% - Azckoanq 3jJr - 620 3tZr+594 - 99.20000
Tranche Comments
E: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144D/Avt X;
V1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144I/Tti U;
A2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Vpg L;
I: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Jpj A;
W: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144J/Fof W;
T: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144I/Ydt U;
W: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144J/Hmy X;
Tay: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144P/Vup I;
Deal Comments
Uwgwa. Tbh Bvtt Bwacblk 2.00
Risk Retention
IW - Rdkuodouvu/Okuquovudk
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 28, 2014
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z-2 MVF 50.000 - Bb2 GG - - - Gptld UOR - - 1.870% 1.870% 550.00000 P-1 SVK 41.800 - Rv2 GG - - - Iwbbxhtr 3oQo - 160 3gUi+160 - 767.00000 E BPP 62.000 - Nqq3 TTT- - - - Vubuqbtp 3qLc - 330 3fDm+330 - 288.00000 R QBM 3.300 - Coo GGG - - - Avsqzkji 3vOm - 30 3aJm+30 - 379.00000 L TGG 481.000 - Tss UUU - - - Nfyxwzzw 3lCh - 82 3nGk+82 - 632.00000 Q KNV 20.100 - Sw3 YY- - - - Evkdlapd 3iSr - 630 3zIo+602 - 18.00000 T HIZ 46.800 - T3 K- - - - Nauxbbfa 3mYh - 920 3cVp+859 - 11.00000 H HQO 61.400 - J2 W - - - Treabqnj 3zDf - 230 3jZv+230 - 148.00000 Pww MXZ 24.157 - HP LG - - - - - - - - - Retained
Tranche Comments
R: First Pay: 2021-07-20; Redemption: 2022-07-20;
L: First Pay: 2021-07-20; Redemption: 2022-07-20;
P-1: First Pay: 2021-07-20; Redemption: 2022-07-20;
Z-2: First Pay: 2021-07-20; Redemption: 2022-07-20;
H: First Pay: 2021-07-20; Redemption: 2022-07-20;
E: First Pay: 2021-07-20; Redemption: 2022-07-20;
Q: First Pay: 2021-07-20; Redemption: 2022-07-20;
T: First Pay: 2021-07-20; Redemption: 2022-07-20;
Pww: First Pay: 2021-07-20; Redemption: 2022-07-20;
Deal Comments
Olxlh. Gzs Xxtt Tllizhy 1.3
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Sep 18, 2018
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D1 ZPX 83.000 - - HH KK - - Chkvliud 3sLh - 220 3xMj+220 - - G LEY 9.000 - - I- C- - - Lsrrpsoy 3wJr - 875 3oHs+747 - - V CDA 149.000 - - HHH KKK - - Ccqmmwsi 3aZy - 175 3pCl+175 - - F XFG 14.400 - - HH- II- - - Ymmcqpte 3oXj - 730 3lZm+658 - - Syv JYN 85.000 - - DZ QS - - - - - - - - - A2 SEM 95.700 - - XX YY - - Pbzni NBJ - - 2.650% - - Q YWC 31.000 - - NNN CCC- - - Mellsfki 3tKd - 420 3bVv+420 - - Q SOB 74.100 - - K B - - Hlpfrinp 3hXm - 280 3xEw+280 - -
Tranche Comments
V: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144G/Ezb N;
D1: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Z/Uyu Q;
A2: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144E/Akg F;
Q: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144X/Itw L;
Q: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Y/Uvv H;
F: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144O/Fav R;
G: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144F/Atk W;
Syv: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144E/Dmu Z;
Deal Comments
Xhb-Zmaa Aqsxhxg 1.00
Originator(s)
Rqyk Exyruu Srxuqyxl
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 10, 2005
Missing something? Tell us.