| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 5,947.500 | 8.76 | Aaa | - | AAA | 9.40% | - | Floating | 3mEu | - | 45 | 3mEu+45 | - | 100.00000 |
| B | EUR | 552.500 | - | - | - | NR | - | - | Floating | 3mEu | - | 275 | 3mEu+275 | - | 100.00000 |
| C | EUR | 59.500 | - | - | - | NR | - | - | Fixed | YLD | - | - | 0.081% | 0.081% | 100.00000 |
Tranche Comments
A: Redemption: 2026-03-20; Registration: Reg S Only;
B: Redemption: 2026-03-20; Registration: Reg S Only;
C: Redemption: 2026-03-20; Registration: Reg S Only;
Collateral
Prime O-O/investment fixed rate mortgages
Risk Retention
US - Yes; EU - Yes
Use of Proceeds
To the Swap Counterparty the Upfront Payment pursuant to the Swap Agreement
WA Seasoning (Months)
57.98