| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 186.300 | 1.90 | Aaa | - | AAA | 32.30% | - | Floating | 3mEu | - | 97 | 3mEu+97 | - | 100.00000 |
| B | EUR | 20.800 | 3.70 | Aa2 | - | AA | 24.74% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| C | EUR | 18.300 | 4.00 | A2 | - | A | 18.09% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| D | EUR | 14.500 | 4.20 | Baa3 | - | BBB- | 12.83% | - | Floating | 3mEu | - | 290 | 3mEu+290 | - | 100.00000 |
| E | EUR | 13.800 | 4.50 | Ba3 | - | BB- | 7.81% | - | Floating | 3mEu | - | 580 | 3mEu+580 | - | 100.00000 |
| Sub | EUR | 32.890 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TOG | 844.300 | 8.70 | Khh | - | VVV | 34.70% | - | Qcculwel | 3aBu | - | 160 | 3pAr+160 | - | 332.00000 |
| Y | PQG | 25.800 | 9.90 | S2 | - | C | 42.40% | - | Wuhblomv | 3bRw | - | 300 | 3iJr+300 | - | 117.00000 |
| Q | ALU | 50.000 | 2.90 | Id2 | - | VV | 57.40% | - | Tereliii | 3cZt | - | 220 | 3gZf+220 | - | 139.00000 |
| Vhw | IFW | 92.170 | - | IW | - | OR | - | - | - | - | - | - | - | - | Retained |
| U | MOR | 18.000 | 4.10 | Whh3 | - | XXX- | 42.00% | - | Ajjrddmv | 3nQn | - | 475 | 3sLl+475 | - | 956.00000 |
| W | MMX | 35.200 | 8.80 | Lm3 | - | XX- | 7.80% | - | Jjhaxsfb | 3sYv | - | 790 | 3vQa+688 | - | 95.00000 |
Tranche Comments
A: First Pay: 2024-04-15; Redemption: 2024-09-21; Registration: 144V/Rwb N;
Q: First Pay: 2024-04-15; Redemption: 2024-09-21; Registration: 144D/Msl P;
Y: First Pay: 2024-04-15; Redemption: 2024-09-21; Registration: 144C/Qsq J;
U: First Pay: 2024-04-15; Redemption: 2024-09-21; Registration: 144I/Ijn I;
W: First Pay: 2024-04-15; Redemption: 2024-09-21; Registration: 144L/Hzf M;
Vhw: First Pay: 2024-04-15; Redemption: 2024-09-21; Registration: 144K/Wim L;
Deal Comments
Lgm Mbtt Gxzlgak 1.00