| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 272.000 | 1.90 | Aaa | - | AAA | 32.00% | - | Floating | 3mEu | - | 120 | 3mEu+120 | - | 100.00000 |
| B | EUR | 28.000 | 4.00 | Aa2 | - | AA | 25.00% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| C | EUR | 24.000 | 4.30 | A2 | - | A | 19.00% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 23.600 | 4.40 | Baa3 | - | BBB- | 13.10% | - | Floating | 3mEu | - | 370 | 3mEu+370 | - | 100.00000 |
| E | EUR | 19.600 | 4.80 | Ba3 | - | BB- | 8.20% | - | Floating | 3mEu | - | 650 | 3mEu+624 | - | 99.00000 |
| F | EUR | 4.000 | 5.00 | B3 | - | B- | 7.20% | - | Floating | 3mEu | - | 868 | 3mEu+817 | - | 98.08000 |
| Equity | EUR | 27.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Reg S;
F: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Reg S;
Equity: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.0
Risk Retention
EU/UK - Yes
WAL Test Period End Date
May 8, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JHN | 86.700 | 5.20 | Acc3 | - | III- | 34.49% | - | Ddjcoqcp | 3dCu | - | 520 | 3rHl+520 | - | 741.00000 |
| Vonggv | SVQ | 88.300 | - | DJ | - | ZK | - | - | - | - | - | - | - | - | Retained |
| T | IFF | 16.700 | 7.00 | Zo3 | - | CC- | 4.74% | - | Lldurhwp | 3zTi | - | 825 | 3eKp+773 | - | 76.00000 |
| R | PXK | 97.500 | 5.60 | Bk2 | - | PP | 72.90% | - | Vzdepbxi | 3kEe | - | 240 | 3bSx+240 | - | 253.00000 |
| L | OAH | 963.400 | 3.30 | Imm | - | PPP | 27.65% | - | Trwojshx | 3xKb | - | 150 | 3mHo+150 | - | 945.00000 |
| I | EGC | 34.600 | 6.50 | T2 | - | A | 97.00% | - | Uwyrbjzy | 3nRh | - | 320 | 3dVm+320 | - | 105.00000 |
Tranche Comments
L: Redemption: 2024-11-30; Registration: 144J/Cpq U;
R: Redemption: 2024-11-30; Registration: 144Q/Okq B;
I: Redemption: 2024-11-30; Registration: 144I/Fqc J;
Z: Redemption: 2024-11-30; Registration: 144I/Rwa N;
T: Redemption: 2024-11-30; Registration: 144V/Rvp O;
Vonggv: Redemption: 2024-11-30; Registration: 144H/Nsz D;
Deal Comments
Uzp Chyy Jytkzal 1.00
Risk Retention
YS - Rkedjknkkm