| 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 |
|---|
| B | AAV | 35.400 | 5.10 | - | H | E | 27.50% | - | Lkhaxiyx | 3jWz | - | 405 | 3bBw+405 | - | 229.00000 |
| Zeb | WUY | 44.910 | - | - | TF | FR | - | - | - | - | - | - | - | - | Retained |
| T | QXY | 77.700 | 4.20 | - | VV- | MM- | 22.80% | - | Bvmqzwkn | 3kWm | - | 900 | 3hKo+830 | - | 34.00000 |
| P | XMC | 76.100 | 2.00 | - | NN | AA | 50.80% | - | Pwqazkoj | 3bPp | - | 320 | 3dWf+320 | - | 646.00000 |
| M | OPE | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | KPA | 77.800 | 9.40 | - | PPP- | EEE- | 99.00% | - | Pxvosklf | 3vJp | - | 600 | 3bLh+600 | - | 967.00000 |
| I | DVU | 241.100 | 9.80 | - | UUU | XXX | 74.00% | - | Teslxusv | 3tEu | - | 179 | 3qTd+179 | - | 660.00000 |
| M Eoge | ZNS | 77.000 | 8.80 | - | BBB | QQQ | 92.00% | - | Fxrsolyp | 3fVz | - | 179 | 3hGj+179 | - | 454.00000 |
Tranche Comments
I: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144Z/Qoz X;
M Eoge: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144D/Jlf Z;
P: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144V/Chg R;
B: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144M/Uhu N;
M: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Xdx L;
T: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144H/Znr H;
M: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144V/Vke M; Comments: Maebqaq gxxlbyaa albyala;
Zeb: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144N/Hcg M;
Deal Comments
Kkk Kjff Belikup 1.5
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Feb 24, 2006