| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 3.000 | 1.70 | - | AAA | AAA | - | - | Floating | 3mEu | - | 75 | 3mEu+75 | - | 100.00000 |
| A | EUR | 248.000 | 3.50 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 120 | 3mEu+120 | - | 100.00000 |
| B | EUR | 42.000 | 5.30 | - | AA | AA | 27.50% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| C | EUR | 26.000 | 6.20 | - | A | A | 21.00% | - | Floating | 3mEu | - | 265 | 3mEu+265 | - | 100.00000 |
| D | EUR | 28.000 | 6.50 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 18.000 | 6.70 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 615 | 3mEu+610 | - | 99.75000 |
| F | EUR | 11.000 | 7.00 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 900 | 3mEu+797 | - | 95.00000 |
| Equity | EUR | 29.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
A: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU/UK/US - Horizontal
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KX | JQR | 98.000 | 9.20 | Cyy | - | KKK | 74.00% | - | Gflbkucb | 3zUf | - | 178 | 3xUo+178 | - | 522.00000 |
| L | QGH | 32.400 | 2.00 | - | RR- | AA- | 66.30% | - | Tqyykeqs | 3hAb | - | 800 | 3aAt+738 | - | 87.20000 |
| Omsohg | GYI | 71.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZX | KIM | 834.000 | 5.90 | Brr | - | WWW | 44.00% | - | Laekumal | 3yYh | - | 178 | 3xBq+178 | - | 841.00000 |
| K | PZZ | 69.000 | 5.40 | - | H | P | 15.60% | - | Ldmflkxh | 3nKo | - | 350 | 3jCq+350 | - | 395.00000 |
| G | FBZ | 54.300 | 9.30 | - | II | RR | 36.60% | - | Isufoizd | 3cIc | - | 260 | 3eQe+260 | - | 908.00000 |
| E | QUV | 12.100 | 7.30 | - | YYY- | CCC- | 96.00% | - | Pvfllupf | 3lEj | - | 540 | 3tBe+540 | - | 284.00000 |
| X | SDB | 55.600 | 3.90 | - | Q- | L- | 5.00% | - | Ovjylrky | 3jFm | - | 1100 | 3eJl+945 | - | 87.00000 |
Tranche Comments
ZX: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144J/Phx N;
KX: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144D/Jvw R;
G: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144E/Bbs I;
K: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144P/Jut W;
E: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144C/Dzo V;
L: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144T/Ply K;
X: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144B/Bfq U;
Omsohg: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144U/Voz Z;
Deal Comments
Dfs Bbpp Ijjnfoa 1.5
Risk Retention
TL/LC - Bwfrdwwcbvj LE - Wpy
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Jun 24, 2013