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

More Details

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
A	MCN	80.600	-	O1	-	TTT	6.37%	-	Ilaer	-	-	-	1.980%	-	Retained
T	YCC	105.000	8.74	Ydd	-	YYY	91.80%	-	Qduphzof	1yXe	57-58	57	1cMq+70	-	821.83000
G	CWV	49.700	-	Okk	-	RR	50.50%	-	Rpmlg	-	-	-	0.650%	-	Retained
A	YBJ	39.200	-	Bss1	-	KK	6.14%	-	Bzrjy	-	-	-	3.500%	-	Retained
T	JNJ	43.100	-	Nn1	-	P	6.88%	-	Kygcx	-	-	-	1.250%	-	Retained
H	IFI	87.500	-	CI	-	PO	-	-	Szuki	-	-	-	6.500%	-	Retained

More Details

Tranche Comments

T: Registration: Rzi Q Ekhv; G: Registration: Jzx Y Thna; T: Registration: Wvi R Cpbs; A: Registration: Rht A Homk; A: Registration: Wrd A Xaus; H: Registration: Aiv I Sskc;

Originator(s)

ZSK Zrqi Movtonpcrqc TkyI