| 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 |
|---|
| Ljq | BDB | 73.951 | - | - | KS | DG | - | - | - | - | - | - | - | - | Retained |
| H | WFV | 93.400 | 4.60 | - | JJJ- | EEE- | 42.90% | - | Sobjhioq | 3xMa | - | 590 | 3xKt+590 | - | 847.00000 |
| V | VHY | 58.000 | 7.50 | - | B | N | 59.90% | - | Dyextixt | 3lMt | - | 400 | 3rGq+400 | - | 219.00000 |
| A-2 | PTE | 77.000 | 4.10 | - | HH | EE | 31.00% | - | Auhtr | GPZ | - | - | 7.10% | 7.100% | 915.00000 |
| W | JIV | 363.000 | 4.60 | - | PPP | BBB | 74.60% | - | Cuakazaz | 3eNa | - | 190 | 3xEp+190 | - | 990.00000 |
| J | PTE | 62.000 | 7.90 | - | V- | R- | 2.70% | - | Quymcamp | 3kUw | - | 1175 | 3vOb+1002 | - | 89.00000 |
| Q-1 | ONH | 92.500 | 1.60 | - | MM | YY | 16.00% | - | Gedhodla | 3fCe | - | 315 | 3kEo+315 | - | 469.00000 |
| N | XMP | 85.600 | 9.60 | - | XX- | CC- | 77.20% | - | Teqbcbrv | 3nAp | - | 875 | 3yJj+769 | - | 98.00000 |
Tranche Comments
W: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144Q/Nqb U;
Q-1: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144A/Iyc B;
A-2: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144L/Amg S;
V: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144N/Jet M;
H: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144Z/Rfq P;
N: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144N/Eyk C;
J: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144K/Uur O;
Ljq: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144Q/Qan H;
Deal Comments
Fnc Xfgg Wuxnnkw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 22, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-V | GJC | 58.000 | 8.30 | - | DDD | ZZZ | 28.80% | - | Buqcczde | 3fHs | - | 210 | 3mUw+210 | - | 213.00000 |
| H | TJR | 83.100 | 6.30 | - | Q | Y | 74.70% | - | Jmoqlprz | 3sXe | - | 490 | 3iVq+439 | - | 16.38000 |
| Raf | DCL | 39.300 | - | - | VR | QV | - | - | - | - | - | - | - | - | Retained |
| L-S | QOF | 804.400 | 1.90 | - | CCC | VVV | 40.60% | - | Vrzfkcow | 3tMp | - | 210 | 3oVj+210 | - | 183.00000 |
| K-2 | OIX | 57.000 | 1.10 | - | JJ | ZZ | 98.60% | - | Wrfeo | WSN | - | - | 6.25% | - | 13.00000 |
| H | DSR | 74.000 | 4.90 | - | AAA- | KKK- | 89.20% | - | Rfkqfelc | 3wCn | - | 675 | 3oSi+603 | - | 65.40000 |
| F | XKX | 97.900 | 4.80 | - | ZZ- | SS- | 20.80% | - | Ojyveyad | 3sFv | - | 875 | 3pWy+708 | - | 32.00000 |
| P-1 | KEA | 53.300 | 9.20 | - | YY | BB | 52.40% | - | Savdaaee | 3lVw | - | 375 | 3kKc+375 | - | 647.00000 |
| M | FSD | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-S: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144O/Ywl W;
V-V: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144G/Urj P;
P-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144M/Dkx F;
K-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144G/Ezn S;
H: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144F/Ghk P;
H: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144B/Jeo Z;
F: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144O/Qmr D;
M: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144I/Tss U;
Raf: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144L/Xhe R;
Deal Comments
Qgy Xquu Lycngns 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 6, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QDN | 752.000 | - | Fii | - | TTT | 62.00% | - | Ljeuyabe | 3sIh | - | 100 | 3bOm+100 | - | 454.00000 |
| V2 | VCL | 46.000 | - | Ox2 | - | RR | 85.00% | - | Kghmy | RKY | - | - | 2.150% | 2.150% | 573.00000 |
| E | NLZ | 95.000 | - | I2 | - | L | 30.00% | - | Hezkbqql | 3cYp | - | 250 | 3wJm+250 | - | 165.00000 |
| M | MVC | 45.000 | - | Oo3 | - | ZZ- | 9.30% | - | Hqudtmzk | 3gBr | - | 650 | 3dIc+622 | - | 38.00000 |
| Sei | VFB | 97.960 | - | NB | - | ER | - | - | - | - | - | - | - | - | - |
| P | IAN | 30.000 | - | Duu3 | - | HHH | 10.80% | - | Ghdmqmcv | 3zYx | - | 360 | 3yQu+360 | - | 567.00000 |
| U | HIF | 44.000 | - | O3 | - | B- | 1.10% | - | Zdhclpjk | 3bKi | - | 960 | 3iMx+915 | - | 92.00000 |
| N1 | PEQ | 41.000 | - | Sz2 | - | RR | - | - | Pxxstyen | 3cVc | - | 175 | 3fUe+175 | - | 194.00000 |
Tranche Comments
X: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144Z/Lwv Y;
N1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144R/Vhn R;
V2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144P/Zwj H;
E: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144W/Eqr I;
P: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144C/Vrh N;
M: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144P/Jig I;
U: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144Q/Umh C;
Sei: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144T/Cqe X;
Deal Comments
Zmo Dwzz Xyojmvu 2.00
Risk Retention
MSv Vowupoiwmz/Cwupuimwow
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 9, 1998