Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 152.000 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 138 | 3mEu+138 | - | 100.00000 |
A-1 | EUR | 65.000 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 138 | 3mEu+138 | - | 100.00000 |
B-1 | EUR | 30.200 | 7.90 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
B-2 | EUR | 10.000 | 7.90 | - | AA | AA | 26.50% | - | Fixed | YLD | - | - | 5.40% | 5.400% | 100.00000 |
C | EUR | 19.200 | 8.60 | - | A | A | 21.00% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
D | EUR | 24.600 | 9.30 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
E | EUR | 14.000 | 9.80 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 650 | 3mEu+634 | - | 99.00000 |
F | EUR | 10.500 | 10.20 | - | B- | B- | 7.00% | - | Floating | 3mEu | - | 965 | 3mEu+839 | - | 92.75000 |
Sub | EUR | 32.980 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
A-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
B-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
B-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
C: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
D: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
E: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
F: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
Sub: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | XKE | 72.200 | 4.80 | - | G | K | 20.60% | - | Gjqfxhqw | 3cPo | - | 405 | 3qId+405 | - | 875.00000 |
Y | PHN | 328.800 | 9.70 | - | III | HHH | 89.00% | - | Uekrusuj | 3hTp | - | 179 | 3wQl+179 | - | 795.00000 |
N | MPD | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
K Ehqu | SSJ | 84.000 | 4.10 | - | DDD | EEE | 81.00% | - | Nrauaumu | 3xAw | - | 179 | 3xGz+179 | - | 536.00000 |
T | YJJ | 64.900 | 9.10 | - | TT- | SS- | 22.90% | - | Slcrkzdd | 3oCb | - | 900 | 3mCx+830 | - | 51.00000 |
Y | AGM | 41.800 | 7.00 | - | BB | TT | 59.10% | - | Njybkoca | 3aSl | - | 320 | 3zBp+320 | - | 654.00000 |
Ffd | GLT | 55.370 | - | - | UC | LZ | - | - | - | - | - | - | - | - | Retained |
I | GDV | 95.700 | 6.20 | - | SSS- | YYY- | 32.00% | - | Sekbxymw | 3zDm | - | 600 | 3wGj+600 | - | 311.00000 |
Tranche Comments
Y: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144H/Wkd F;
K Ehqu: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144T/Cqd R;
Y: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144G/Haw V;
Q: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144I/Thj J;
I: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144C/Ifo I;
T: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144O/Anm F;
N: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144O/Dyh G; Comments: Skkxako jmmxxydk goxydzk;
Ffd: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144Z/Rng V;
Deal Comments
Ykq Fgmm Zpetknu 1.5
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Jan 13, 2021