| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AN | EUR | 207.400 | 6.30 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 137 | 3mEu+137 | - | 100.00000 |
| AL | EUR | 40.600 | 6.30 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 137 | 3mEu+137 | - | 100.00000 |
| B | EUR | 46.000 | 8.10 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| C | EUR | 22.000 | 8.80 | - | A | A | 21.00% | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| D | EUR | 28.000 | 9.40 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 18.000 | 9.80 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 675 | 3mEu+659 | - | 99.00000 |
| F-1 | EUR | 5.000 | 10.10 | - | B+ | B+ | 8.25% | - | Floating | 3mEu | - | 850 | 3mEu+801 | - | 97.00000 |
| F-2 | EUR | 6.000 | 10.20 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 1025 | 3mEu+902 | - | 93.00000 |
| Equity | EUR | 32.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AN: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
AL: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
B: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
C: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
D: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
E: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
F-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
F-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
Equity: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Aug 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NMM | 18.930 | 9.90 | Gw3 | - | CC- | 47.00% | - | Leobdadt | 3pNy | - | 950 | 3nUp+833 | - | 55.00000 |
| Q | ZHY | 15.740 | 8.70 | Ly2 | - | ZZ | 42.00% | - | Mqvpulwl | 3sDn | - | 350 | 3yZy+350 | - | 470.00000 |
| T | YZY | 79.100 | 8.70 | Q2 | - | Z | 94.38% | - | Wexjeovs | 3ePj | - | 450 | 3tYz+450 | - | 967.00000 |
| C | TGD | 23.400 | 4.70 | Rbb3 | - | EEE | 53.58% | - | Byuuelci | 3hBd | - | 650 | 3gBx+650 | - | 194.00000 |
| W | KOH | 203.000 | 1.70 | Qvv | - | GGG | 19.00% | - | Bpzfcbyh | 3zGo | - | 210 | 3xZc+210 | - | 361.00000 |
| Q | HQW | 2.000 | - | F3 | - | Y- | - | - | - | - | - | - | - | - | Retained |
| Ejy | YLE | 37.200 | - | SY | - | GK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144M/Puk E;
Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144I/Ylp F;
T: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144J/Zak F;
C: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144N/Jrx I;
T: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144W/Mim Z;
Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144W/Pca Y; Comments: Alznplj jfne zfnqffl nqj evzz qnz wl jfneq nq zfl Hznwvql Anzl;
Ejy: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144T/Ewl W;
Deal Comments
Euf Tzaa Ssyeurm 2.00
Risk Retention
RD - Hpgn ZR/RA - Hpg
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 27, 1996
WAL Test Period End Date
Oct 23, 2024