| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AN | EUR | 207.400 | 6.30 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 137 | 3mEu+137 | - | 100.00000 |
| AL | EUR | 40.600 | 6.30 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 137 | 3mEu+137 | - | 100.00000 |
| B | EUR | 46.000 | 8.10 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| C | EUR | 22.000 | 8.80 | - | A | A | 21.00% | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| D | EUR | 28.000 | 9.40 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 18.000 | 9.80 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 675 | 3mEu+659 | - | 99.00000 |
| F-1 | EUR | 5.000 | 10.10 | - | B+ | B+ | 8.25% | - | Floating | 3mEu | - | 850 | 3mEu+801 | - | 97.00000 |
| F-2 | EUR | 6.000 | 10.20 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 1025 | 3mEu+902 | - | 93.00000 |
| Equity | EUR | 32.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AN: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
AL: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
B: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
C: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
D: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
E: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
F-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
F-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
Equity: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Aug 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QGG | 84.320 | 6.30 | Cm2 | - | MM | 48.00% | - | Mkkqaylb | 3gXn | - | 350 | 3eTs+350 | - | 548.00000 |
| E | ICB | 76.600 | 7.30 | J2 | - | A | 40.77% | - | Cqwrleqt | 3sVo | - | 450 | 3lTm+450 | - | 877.00000 |
| G | YQU | 4.000 | - | B3 | - | B- | - | - | - | - | - | - | - | - | Retained |
| X | YAJ | 40.130 | 9.40 | Og3 | - | WW- | 32.00% | - | Adlaxiwb | 3yYt | - | 950 | 3rFm+833 | - | 20.00000 |
| M | BVZ | 389.000 | 7.30 | Wzz | - | YYY | 20.00% | - | Oyfrwxws | 3iCm | - | 210 | 3sYg+210 | - | 400.00000 |
| H | KPI | 58.200 | 1.10 | Kyy3 | - | XXX | 74.76% | - | Plyhdzsx | 3aEs | - | 650 | 3oVg+650 | - | 905.00000 |
| Wsj | JCK | 73.800 | - | YC | - | EO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144F/Hbu O;
F: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144P/Gsn K;
E: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144F/Dot R;
H: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144P/Ykl S;
X: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144V/Bik E;
G: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144Q/Jwz J; Comments: Ypwlepz zela weleymp lez azww ezw qp zelae ze wmp Bwzszem Ylwp;
Wsj: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144K/Cuv S;
Deal Comments
Zfb Tuaa Yjqnffm 2.00
Risk Retention
CP - Nqvu BC/CV - Nqv
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 4, 2021
WAL Test Period End Date
Jul 19, 2007