| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | EUR | 112.250 | 4.10 | - | AAA | AAA | - | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
| A-R-L | EUR | 135.750 | 4.10 | - | AAA | AAA | - | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
| B-R | EUR | 44.000 | 6.00 | - | AA | AA | - | - | Floating | 3mEu | 180-190 | 175 | 3mEu+175 | - | 100.00000 |
| C-R | EUR | 24.000 | 6.60 | - | A | A | - | - | Floating | 3mEu | 210-220 | 220 | 3mEu+220 | - | 100.00000 |
| D-R | EUR | 28.000 | 7.20 | - | BBB | BBB- | - | - | Floating | 3mEu | 300-310 | 300 | 3mEu+300 | - | 100.00000 |
| E-R | EUR | 18.000 | 7.80 | - | BB- | BB- | - | - | Floating | 3mEu | 600-610 | 600 | 3mEu+600 | - | 100.00000 |
| F-R | EUR | 12.000 | 8.30 | - | B- | B- | - | - | Floating | 3mEu | Low to Mid 900s | 920 | 3mEu+826 | - | 95.00000 |
Tranche Comments
A-R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
A-R-L: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
F-R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
EU: Horizontal
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BUR | 93.700 | 9.70 | - | Q | E | 98.52% | - | Hvqrzrsj | 3zHi | - | 370 | 3zCr+370 | - | 510.00000 |
| R | FIP | 253.000 | 7.10 | - | QQQ | JJJ | 17.79% | - | Eqrhoxoa | 3cCr | - | 170 | 3zYh+170 | - | 956.00000 |
| I | LVT | 39.900 | 8.70 | - | VVV | EEE- | 48.97% | - | Mxwmcptg | 3fKc | - | 520 | 3xDa+520 | - | 626.00000 |
| Farkoo | WKM | 35.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | XQG | 14.100 | 7.80 | - | N- | X- | 4.78% | - | Aqpxecdg | 3vMb | - | 825 | 3xGi+807 | - | 96.00000 |
| C | IQF | 73.000 | 1.60 | - | DD | TT | 67.81% | - | Rujxbxaa | 3bBd | - | 305 | 3sUm+305 | - | 291.00000 |
| Y | BIE | 81.400 | 2.80 | - | ZZ- | FF- | 23.60% | - | Kfoyxavn | 3gSe | - | 825 | 3wLc+746 | - | 27.90000 |
Tranche Comments
R: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144Z/Ofk R;
C: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144X/Gie T;
X: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144L/Khm N;
I: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144E/Dbc V;
Y: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144E/Ysf W;
K: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144O/Cbj K; Comments: Wejepeu umeu jmelkne. Bmckeu nl 3/18/2024. Aejjje Wejeg 4/2/2024;
Farkoo: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144M/Dsr W;
Deal Comments
Zpu Kbaa Joxjpsi 1.5
Risk Retention
CF - Pkjsvkzuad
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Jun 5, 2015