| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 152.000 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 138 | 3mEu+138 | - | 100.00000 |
| A-1 | EUR | 65.000 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 138 | 3mEu+138 | - | 100.00000 |
| B-1 | EUR | 30.200 | 7.90 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.90 | - | AA | AA | 26.50% | - | Fixed | YLD | - | - | 5.40% | 5.400% | 100.00000 |
| C | EUR | 19.200 | 8.60 | - | A | A | 21.00% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| D | EUR | 24.600 | 9.30 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 14.000 | 9.80 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 650 | 3mEu+634 | - | 99.00000 |
| F | EUR | 10.500 | 10.20 | - | B- | B- | 7.00% | - | Floating | 3mEu | - | 965 | 3mEu+839 | - | 92.75000 |
| Sub | EUR | 32.980 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
A-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
B-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
B-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
C: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
D: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
E: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
F: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
Sub: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NNT | 15.200 | 7.00 | - | WW | ZZ | 56.10% | - | Hjrhejvf | 3dZd | - | 320 | 3aEc+320 | - | 101.00000 |
| X | XYH | 20.400 | 6.90 | - | PPP- | QQQ- | 32.00% | - | Hkhqkfxl | 3aNc | - | 600 | 3lCg+600 | - | 430.00000 |
| Z | IZP | 73.300 | 2.70 | - | H | Y | 61.70% | - | Rjfcmxir | 3fEx | - | 405 | 3xIp+405 | - | 232.00000 |
| C | PZP | 630.500 | 8.30 | - | TTT | YYY | 37.00% | - | Oemahfsn | 3qYn | - | 179 | 3iEt+179 | - | 815.00000 |
| F | MIQ | 99.300 | 7.70 | - | NN- | CC- | 53.30% | - | Beflvdyg | 3fOk | - | 900 | 3gQr+830 | - | 56.00000 |
| V | YLM | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U Mhsz | NIX | 45.000 | 5.80 | - | KKK | RRR | 34.00% | - | Yfokumpp | 3qVt | - | 179 | 3wZo+179 | - | 392.00000 |
| Lnh | WVG | 12.520 | - | - | KJ | YF | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144P/Hqn I;
U Mhsz: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144Z/Cys T;
H: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144H/Vkm W;
Z: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Tqo C;
X: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144Y/Wif H;
F: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144V/Xoh P;
V: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144K/Rej X; Comments: Xdgkmdz xppukbdd wokbdod;
Lnh: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144J/Ntv Z;
Deal Comments
Ahh Woqq Aumbhay 1.5
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Feb 8, 2017