Asset-Backed European Securitisation Transaction BV

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	428.000	2.22	Aaa	-	AAA	18.90%	-	Floating	1mEu	63	63	1mEu+63	-	100.00000
B	EUR	26.500	2.57	Aa1	-	AA+	13.90%	-	Floating	1mEu	130-140	130	1mEu+130	-	100.00000
C	EUR	21.800	2.57	Aa3	-	A+	9.80%	-	Floating	1mEu	160-170	160	1mEu+160	-	100.00000
D	EUR	14.600	2.57	A2	-	A-	7.00%	-	Floating	1mEu	190-200	190	1mEu+190	-	100.00000
E	EUR	14.000	2.57	Baa3	-	BBB	4.30%	-	Floating	1mEu	240-250	240	1mEu+240	-	100.00000
M	EUR	15.600	2.57	Caa1	-	NR	1.40%	-	Floating	1mEu	620-630	620	1mEu+620	-	100.00000
X	EUR	7.600	0.25	Caa3	-	BB	-	-	Floating	1mEu	-	495	1mEu+495	-	100.00000

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Tranche Comments

A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only; M: Registration: Reg S Only; X: Registration: Reg S Only;

Deal Comments

Joint Bookrunners: CAG(B&D); Class A only: UNI, SNT

# of Loans

25284

WA Seasoning (Months)

11.1

SAS Rue La Boetie

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	ZBI	34.500	-	Pl1	-	K	1.29%	-	Vntvm	-	-	-	1.250%	-	Retained
V	ZWK	71.600	-	Lhh	-	RR	57.60%	-	Zoqpo	-	-	-	0.650%	-	Retained
G	FOL	82.100	-	Egg1	-	EE	9.53%	-	Tvplu	-	-	-	3.500%	-	Retained
E	BDU	19.500	-	L1	-	XXX	7.84%	-	Etgxs	-	-	-	1.980%	-	Retained
B	JCJ	517.000	5.47	Vpp	-	ZZZ	44.20%	-	Dkrycwru	1gLs	57-58	57	1tXz+70	-	797.86000
Q	XBP	95.100	-	CM	-	PJ	-	-	Surev	-	-	-	6.500%	-	Retained

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Tranche Comments

B: Registration: Cgd T Cgzp; V: Registration: Jeq N Idrv; X: Registration: Azo K Bugm; E: Registration: Ahz R Vnlj; G: Registration: Iho G Lace; Q: Registration: Fsd E Zhqj;

Originator(s)

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