| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 5.80 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-1 | EUR | 33.000 | 7.80 | - | AA | AA | 27.30% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.80 | - | AA | AA | 27.30% | - | Fixed | YLD | - | - | 6.10% | 6.100% | 100.00000 |
| C | EUR | 23.100 | 8.50 | - | A | A | 21.50% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| D | EUR | 27.400 | 9.10 | - | BBB- | BBB- | 14.60% | - | Floating | 3mEu | - | 520 | 3mEu+520 | - | 100.00000 |
| E | EUR | 16.300 | 9.70 | - | BB- | BB- | 10.60% | - | Floating | 3mEu | - | 825 | 3mEu+756 | - | 96.00000 |
| F | EUR | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Sub | EUR | 37.600 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S;
B-1: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S;
B-2: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S;
C: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S;
D: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S;
E: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S;
F: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S; Comments: Delayed issuance tranche;
Sub: First Pay: 2024-05-25; Redemption: 2025-05-09; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 25, 2028