| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 201.500 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| B-1 | EUR | 32.500 | - | - | AA | AA | - | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| B-2 | EUR | 3.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 6.700% | - | 100.00000 |
| C | EUR | 18.500 | - | - | A | A | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
| D | EUR | 21.500 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 600 | 3mEu+600 | - | 100.00000 |
| E | EUR | 13.500 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 925 | 3mEu+832 | - | 95.00000 |
| F | EUR | 10.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | - | - | - | - |
| Sub | EUR | 31.750 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
D: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
E: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
F: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.5