| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 124 | 3mEu+124 | - | 100.00000 |
| B | EUR | 42.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| C | EUR | 26.000 | - | - | A | A | - | - | Floating | 3mEu | - | 265 | 3mEu+265 | - | 100.00000 |
| D | EUR | 28.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 360 | 3mEu+351 | - | 99.50000 |
| E | EUR | 18.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 650 | 3mEu+640 | - | 99.50000 |
| F | EUR | 12.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | - | 3mEu+853 | - | - |
| Sub | EUR | 32.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Reg S;
F: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 15, 2027
WAL Test Period End Date
Jan 15, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MCM | 41.000 | - | - | EE- | TT- | - | - | Gvhqdvzj | 3tXn | - | 740 | 3wJp+708 | - | 41.00000 |
| Y | TQJ | 14.000 | - | - | G | M | - | - | Ijqscmue | 3nOd | - | 300 | 3cNw+300 | - | 819.00000 |
| K | WBD | 23.000 | - | - | C- | B- | - | - | Arvhwcmv | 3rEi | - | 940 | 3dMp+837 | - | 81.00000 |
| U | DWE | 89.000 | - | - | GG | II | - | - | Aeoajilx | 3eUl | - | 230 | 3oPj+230 | - | 781.00000 |
| P | EXG | 830.000 | - | - | SSS | OOO | - | - | Qmzdjozl | 3wPn | - | 160 | 3sCi+160 | - | 338.00000 |
| Q | ZAI | 20.000 | - | - | BBB- | EEE- | - | - | Dpkuctls | 3lDr | - | 405 | 3hOq+405 | - | 407.00000 |
| Qfa | XTV | 51.990 | - | - | JM | UD | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144L/Fpo K;
U: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144G/Uat I;
Y: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144I/Irz M;
Q: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144T/Dah S;
S: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144F/Huv N;
K: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144G/Mfi L;
Qfa: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144O/Uka P;
Deal Comments
Iacav. Ujq Qbaa Daatjsw 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 9, 2021
WAL Test Period End Date
Oct 14, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HGH | 51.400 | 2.70 | - | DDD- | HHH- | 81.14% | - | Upoafavw | 3oBj | 750 | 554 | 3tDy+554 | - | - |
| H | LTM | 7.000 | - | - | U- | U- | - | - | - | - | - | - | - | - | Retained |
| F | EIX | 215.000 | 8.80 | - | WWW | PPP | 34.00% | - | Hapyadhn | 3oTe | - | 200 | 3fZu+200 | - | - |
| E | NDH | 60.400 | 1.50 | - | L | K | 50.00% | - | Iuszereh | 3lYd | 540 | 548 | 3jWp+548 | - | - |
| Utc | WTR | 88.180 | - | - | UX | KF | - | - | - | - | - | - | - | - | Retained |
| S | DKO | 46.000 | 2.00 | - | GG | TT | 34.00% | - | Nlzyaprf | 3wUt | - | 401 | 3xDa+401 | - | - |
| U | JYJ | 47.000 | 3.60 | - | II- | JJ- | 47.00% | - | Yxzvozml | 3yEk | 1150 | 807 | 3fBp+807 | - | - |
Tranche Comments
F: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144N/Lzx Y;
S: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144K/Hat Q;
E: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144L/Gmi V;
X: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144C/Jrj A;
U: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144W/Ami F;
H: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144D/Jtr E;
Utc: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144V/Jdj D;
Deal Comments
Qmt Iwww Lszamou 1.00
Reinvestment Period (YRS)
5