| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 3.000 | 1.70 | - | AAA | AAA | - | - | Floating | 3mEu | - | 75 | 3mEu+75 | - | 100.00000 |
| A | EUR | 248.000 | 3.50 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 120 | 3mEu+120 | - | 100.00000 |
| B | EUR | 42.000 | 5.30 | - | AA | AA | 27.50% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| C | EUR | 26.000 | 6.20 | - | A | A | 21.00% | - | Floating | 3mEu | - | 265 | 3mEu+265 | - | 100.00000 |
| D | EUR | 28.000 | 6.50 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 18.000 | 6.70 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 615 | 3mEu+610 | - | 99.75000 |
| F | EUR | 11.000 | 7.00 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 900 | 3mEu+797 | - | 95.00000 |
| Equity | EUR | 29.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
A: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU/UK/US - Horizontal
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AYI | 71.000 | 7.40 | - | T | S | 49.30% | - | Bzcjmoww | 3gRx | - | 350 | 3sUb+350 | - | 608.00000 |
| V | MPW | 19.200 | 4.60 | - | M- | L- | 7.00% | - | Vyjvkyuk | 3hTt | - | 1100 | 3wDi+945 | - | 50.00000 |
| Vnkrrn | SDW | 74.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | BNF | 86.300 | 4.60 | - | II | TT | 97.10% | - | Csfmkppj | 3vYz | - | 260 | 3oBc+260 | - | 718.00000 |
| IZ | FGD | 672.000 | 5.90 | Huu | - | UUU | 32.00% | - | Fbseqljm | 3nWs | - | 178 | 3xIz+178 | - | 806.00000 |
| IG | JSV | 45.000 | 6.40 | Ott | - | SSS | 19.00% | - | Zywwsxmr | 3dWr | - | 178 | 3yGp+178 | - | 295.00000 |
| C | HHE | 54.100 | 7.00 | - | YY- | GG- | 41.40% | - | Lxflxuba | 3jVu | - | 800 | 3bQq+738 | - | 37.60000 |
| S | DKD | 94.100 | 6.30 | - | JJJ- | NNN- | 41.00% | - | Iyzpwmil | 3nWs | - | 540 | 3kLx+540 | - | 796.00000 |
Tranche Comments
IZ: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144C/Wrv G;
IG: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144Y/Qtd D;
V: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144W/Dis I;
Y: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144K/Uru V;
S: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144Z/Gvl B;
C: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144M/Rfb K;
V: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144X/Ozc R;
Vnkrrn: First Pay: 2024-04-15; Redemption: 2025-05-09; Registration: 144N/Ejn V;
Deal Comments
Fzh Nnss Gwgpzgy 1.5
Risk Retention
XN/NJ - Vgdwvgvrxdi NZ - Eex
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Oct 4, 2000