| 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 |
|---|
| W | YZV | 25.100 | 3.80 | Epp3 | - | UUU | 50.49% | - | Wjkxtilv | 3zAe | - | 650 | 3wEe+650 | - | 578.00000 |
| N | GSQ | 38.370 | 4.90 | Iv3 | - | OO- | 15.00% | - | Odwsjztv | 3pZt | - | 950 | 3zWe+833 | - | 29.00000 |
| Q | NVO | 10.440 | 2.30 | Vi2 | - | AA | 66.00% | - | Txhpuufo | 3yUp | - | 350 | 3fFh+350 | - | 542.00000 |
| K | EXG | 32.200 | 3.90 | W2 | - | H | 20.51% | - | Cmjvlfwx | 3nPc | - | 450 | 3xUv+450 | - | 303.00000 |
| O | NCV | 5.000 | - | F3 | - | D- | - | - | - | - | - | - | - | - | Retained |
| Q | SOJ | 270.000 | 7.80 | Mpp | - | WWW | 45.00% | - | Mkkrmtbu | 3rPi | - | 210 | 3dWj+210 | - | 185.00000 |
| Wxs | QBL | 21.960 | - | PB | - | PO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144D/Hrx J;
Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144T/Gbp F;
K: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144V/Kvn F;
W: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144T/Atd I;
N: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144J/Ukt N;
O: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144N/Eqc L; Comments: Umqelmh hver pvehqym ehh rjqq hhp xm hverh hh pym Iqhjjhy Uepm;
Wxs: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144D/Ltw E;
Deal Comments
Ttx Ajww Ggvctvk 2.00
Risk Retention
JM - Guzv GJ/JZ - Guz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 11, 2018
WAL Test Period End Date
Jun 28, 2002