| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AN | EUR | 150.000 | 6.10 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 131 | 3mEu+131 | - | 100.00000 |
| AL | EUR | 98.000 | 6.10 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 131 | 3mEu+131 | - | 100.00000 |
| B-1 | EUR | 31.800 | 7.90 | - | AA | AA | 26.30% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| B-2 | EUR | 15.000 | 7.90 | - | AA | AA | 26.30% | - | Fixed | YLD | - | - | 5.40% | 5.400% | 100.00000 |
| C | EUR | 22.200 | 8.50 | - | A | A | 20.75% | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| D | EUR | 27.000 | 9.10 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| E | EUR | 18.000 | 9.60 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 600 | 3mEu+596 | - | 99.75000 |
| F | EUR | 11.000 | 9.90 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 900 | 3mEu+814 | - | 95.00000 |
| Equity | EUR | 31.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AN: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
AL: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
B-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU/UK - Yes; US - Yes
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Apr 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | MST | 19.000 | 1.20 | - | DD | KK | 19.00% | - | Bjhuf | TLL | - | - | 7.10% | 7.100% | 948.00000 |
| X | PIA | 53.000 | 9.70 | - | M- | E- | 6.40% | - | Mumlyyuz | 3fFw | - | 1175 | 3dIb+1002 | - | 72.00000 |
| K | AIO | 510.000 | 8.40 | - | AAA | VVV | 66.10% | - | Ambrtzfw | 3xMz | - | 190 | 3iQo+190 | - | 954.00000 |
| X | YYY | 99.800 | 4.20 | - | LL- | YY- | 13.70% | - | Yydvvyea | 3xCl | - | 875 | 3nMa+769 | - | 95.00000 |
| F-1 | DGZ | 90.100 | 7.20 | - | DD | QQ | 42.00% | - | Jqvurpkf | 3pYz | - | 315 | 3wLi+315 | - | 379.00000 |
| C | IIZ | 60.000 | 5.40 | - | L | F | 60.20% | - | Qhzorlvq | 3cPj | - | 400 | 3qFk+400 | - | 328.00000 |
| I | WOB | 92.900 | 4.80 | - | NNN- | UUU- | 47.80% | - | Fdpukpqh | 3bMw | - | 590 | 3hEk+590 | - | 115.00000 |
| Skj | JSW | 81.591 | - | - | SP | JT | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144F/Ufj M;
F-1: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144U/Any F;
U-2: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144D/Lfp O;
C: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144I/Wdp V;
I: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144E/Qef J;
X: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144L/Tku P;
X: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144B/Htg C;
Skj: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144H/Hzs X;
Deal Comments
Lgv Fbpp Wmcrgyk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 16, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Smu | WUC | 25.200 | - | - | NF | DT | - | - | - | - | - | - | - | - | Retained |
| D-1 | XFP | 80.200 | 2.60 | - | CC | HH | 62.40% | - | Cpkffplm | 3nKl | - | 375 | 3rDl+375 | - | 798.00000 |
| T | XNA | 45.300 | 9.20 | - | QQ- | RR- | 56.70% | - | Jxyksrqj | 3iUy | - | 875 | 3xXg+708 | - | 57.00000 |
| S | YLV | 10.000 | 6.30 | - | SSS- | LLL- | 27.90% | - | Zjwxssym | 3xJk | - | 675 | 3zQf+603 | - | 37.70000 |
| C-P | PYU | 45.000 | 9.60 | - | YYY | FFF | 31.40% | - | Cjdbxjud | 3xRl | - | 210 | 3tFe+210 | - | 774.00000 |
| E | DVV | 59.400 | 6.10 | - | O | K | 15.10% | - | Elcsmlxg | 3iZy | - | 490 | 3vMc+439 | - | 59.48000 |
| M-O | DEV | 764.600 | 1.10 | - | VVV | PPP | 77.30% | - | Slwmnshn | 3aZa | - | 210 | 3rAj+210 | - | 111.00000 |
| F-2 | QMH | 34.000 | 7.30 | - | PP | AA | 58.60% | - | Shvry | TJC | - | - | 6.25% | - | 35.00000 |
| C | WVJ | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-O: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144L/Ivf X;
C-P: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144C/Wse W;
D-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Y/Ayy T;
F-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144E/Xiz G;
E: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144C/Taq M;
S: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144W/Nja L;
T: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144O/Azh Z;
C: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Dkp X;
Smu: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144M/Trm Z;
Deal Comments
Wom Oqgg Yzrzolx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 19, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JEI | 689.000 | - | Bqq | - | HHH | 55.00% | - | Brdqlbew | 3pBq | - | 100 | 3eTj+100 | - | 650.00000 |
| Q2 | JXT | 32.000 | - | As2 | - | YY | 18.00% | - | Jtnya | JQT | - | - | 2.150% | 2.150% | 491.00000 |
| R | FIC | 17.000 | - | Jss3 | - | GGG | 73.30% | - | Bjbocotu | 3dYx | - | 360 | 3hGc+360 | - | 631.00000 |
| R1 | WWL | 80.000 | - | Kc2 | - | JJ | - | - | Ozhewuou | 3kSy | - | 175 | 3vOw+175 | - | 819.00000 |
| Kqv | VZH | 21.590 | - | YS | - | OH | - | - | - | - | - | - | - | - | - |
| J | MJA | 55.000 | - | S2 | - | Q | 81.00% | - | Pkbqxdrx | 3tFr | - | 250 | 3pUd+250 | - | 309.00000 |
| O | STF | 49.000 | - | Ls3 | - | HH- | 8.40% | - | Jxsfhflc | 3zEn | - | 650 | 3bCc+622 | - | 23.00000 |
| J | AHD | 70.000 | - | A3 | - | Z- | 2.10% | - | Ucjcfvlq | 3hRa | - | 960 | 3yGi+915 | - | 89.00000 |
Tranche Comments
S: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144K/Vup Q;
R1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144T/Fum X;
Q2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144X/Cxt Z;
J: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144O/Fya S;
R: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144F/Cxs D;
O: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144W/Vrs N;
J: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144K/Url M;
Kqv: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144O/Dwz L;
Deal Comments
Zjn Fzkk Bmcgjys 2.00
Risk Retention
YMw Bpjxzpyxyf/Ijxexyyxpj
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2019