| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 210.000 | - | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B-1 | EUR | 30.300 | - | - | AA | AA | - | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | - | AA | AA | 28.50% | - | Fixed | YLD | - | - | 6.700% | 6.700% | 100.00000 |
| C | EUR | 21.000 | - | - | A | A | 22.50% | - | Floating | 3mEu | - | 425 | 3mEu+425 | - | 100.00000 |
| D | EUR | 22.700 | - | - | BBB | BBB+ | 16.00% | - | Floating | 3mEu | - | 625 | 3mEu+625 | - | 100.00000 |
| E | EUR | 14.000 | - | - | BB- | BB- | 12.00% | - | Floating | 3mEu | - | 752 | 3mEu+752 | - | - |
| F | EUR | 12.300 | - | - | B- | B- | 8.50% | - | Floating | 3mEu | - | 1013 | 3mEu+1013 | - | - |
| Sub | EUR | 29.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
C: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
D: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
E: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
F: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU - Horizontal
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Jan 15, 2026