| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 217.000 | - | Aaa | NR | AAA | - | - | Floating | 3mEu | 175 | 175 | 3mEu+175 | - | 100.00000 |
| B | EUR | 35.000 | - | NR | AA | AA | - | - | Floating | 3mEu | 235-245 | 240 | 3mEu+240 | - | 100.00000 |
| C | EUR | 19.300 | - | NR | A | A | - | - | Floating | 3mEu | 315a | 315 | 3mEu+315 | - | 100.00000 |
| D | EUR | 23.400 | - | NR | BBB- | BBB- | - | - | Floating | 3mEu | 500-510 | 510 | 3mEu+510 | - | 100.00000 |
| E | EUR | 16.800 | - | NR | BB- | BB- | - | - | Floating | 3mEu | 790-800 | 800 | 3mEu+732 | - | 96.00000 |
| F-1 | EUR | 5.200 | - | NR | B+ | B+ | - | - | Floating | 3mEu | - | 950 | 3mEu+853 | - | 94.50000 |
| F-2 | EUR | 5.300 | - | NR | B- | B- | - | - | Floating | 3mEu | - | 1095 | 3mEu+946 | - | 91.75000 |
| Z | EUR | 1.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 28.600 | - | NR | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-04-25; Redemption: 2025-03-28;
B: First Pay: 2024-04-25; Redemption: 2025-03-28;
C: First Pay: 2024-04-25; Redemption: 2025-03-28;
D: First Pay: 2024-04-25; Redemption: 2025-03-28;
E: First Pay: 2024-04-25; Redemption: 2025-03-28;
F-1: First Pay: 2024-04-25; Redemption: 2025-03-28;
F-2: First Pay: 2024-04-25; Redemption: 2025-03-28;
Z: First Pay: 2024-04-25; Redemption: 2025-03-28;
Sub: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Non Call Period: 1.50
Risk Retention
EU/US - Yes: 5% of each tranche as 3rd party originator
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Apr 25, 2028
WAL Test Period End Date
Apr 25, 2032
AllReportsSurveillanceOther