| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 23.575 | 3.46 | - | AA- | AA | 5.25% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| B | EUR | 17.860 | 4.00 | - | A | A | 2.75% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| C | EUR | 15.717 | 4.00 | - | BBB+ | BBB+ | 0.55% | - | Floating | 3mEu | - | 575 | 3mEu+575 | - | 100.00000 |
| D | EUR | 2.144 | 4.00 | - | BBB+ | BB+ | 0.25% | - | Floating | 3mEu | - | 800 | 3mEu+800 | - | 100.00000 |
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
Pricing Speed
10% CPR, 0% defaults, 0% delinquencies