| 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 |
|---|
| A | OII | 26.900 | 1.10 | Kp2 | - | VV | 10.20% | - | Cerkfpfs | 3qHw | - | 240 | 3hNj+240 | - | 643.00000 |
| D | JQR | 16.300 | 9.00 | Ew3 | - | YY- | 8.31% | - | Yahmhxua | 3eBr | - | 825 | 3tIn+773 | - | 27.00000 |
| Kpdbfp | BGL | 83.100 | - | NO | - | ZN | - | - | - | - | - | - | - | - | Retained |
| P | FLW | 51.100 | 4.30 | Too3 | - | CCC- | 46.57% | - | Fjwlphfo | 3wQe | - | 520 | 3vRt+520 | - | 137.00000 |
| C | FEZ | 73.400 | 9.90 | Z2 | - | W | 99.00% | - | Ehjawbbk | 3gTl | - | 320 | 3pEf+320 | - | 864.00000 |
| I | LXE | 228.200 | 8.50 | Spp | - | SSS | 41.76% | - | Svsmyims | 3sDn | - | 150 | 3fYs+150 | - | 222.00000 |
Tranche Comments
I: Redemption: 2024-11-30; Registration: 144Z/Nbb S;
A: Redemption: 2024-11-30; Registration: 144I/Fcc G;
C: Redemption: 2024-11-30; Registration: 144Y/Kzp F;
P: Redemption: 2024-11-30; Registration: 144G/Znm R;
D: Redemption: 2024-11-30; Registration: 144U/Ade W;
Kpdbfp: Redemption: 2024-11-30; Registration: 144K/Oec E;
Deal Comments
Kon Nszz Nxnuopd 1.00
Risk Retention
BF - Cpurepwjkm