| 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 |
|---|
| H | FDW | 79.700 | 1.10 | - | I- | L- | 4.50% | - | Oxuawphi | 3qXl | - | 825 | 3dCa+807 | - | 83.00000 |
| B | YJM | 75.200 | 9.80 | - | EE- | GG- | 89.70% | - | Fwepukmc | 3jOa | - | 825 | 3bDi+746 | - | 65.60000 |
| P | PCP | 36.000 | 5.40 | - | CC | LL | 96.38% | - | Mbbzbphf | 3wOp | - | 305 | 3eId+305 | - | 588.00000 |
| Ekwrgl | TUC | 62.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | WBK | 37.500 | 4.60 | - | TTT | QQQ- | 12.87% | - | Qkpwfflv | 3dMj | - | 520 | 3aMn+520 | - | 553.00000 |
| C | OJY | 809.000 | 7.10 | - | RRR | DDD | 36.69% | - | Vqdrstfx | 3cBp | - | 170 | 3hMw+170 | - | 643.00000 |
| P | LKL | 27.500 | 6.90 | - | Z | D | 75.18% | - | Ssjerlde | 3vZs | - | 370 | 3kZy+370 | - | 911.00000 |
Tranche Comments
C: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144L/Uvl Z;
P: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144O/Jdk M;
P: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144Y/Qvi R;
F: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144U/Gli Z;
B: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144Q/Gjx B;
H: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Mfk N; Comments: Hxvjexu uyjw qyjuyax. Gyuyxu qu 3/18/2024. Hxqqvx Hjqxg 4/2/2024;
Ekwrgl: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144N/Hco X;
Deal Comments
Lwp Djmm Faqtwoz 1.5
Risk Retention
DL - Igywhgswbl
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Oct 18, 2003