| 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 |
|---|
| V Czpw | KEX | 12.000 | 8.50 | - | ZZZ | GGG | 52.00% | - | Usxdtpls | 3gVa | - | 179 | 3yZc+179 | - | 297.00000 |
| Ogf | LEX | 53.800 | - | - | FA | CE | - | - | - | - | - | - | - | - | Retained |
| W | TUM | 18.100 | 9.10 | - | ZZZ- | OOO- | 76.00% | - | Bcrsqvox | 3cZb | - | 600 | 3iXv+600 | - | 734.00000 |
| H | VTI | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | VML | 61.600 | 7.00 | - | ZZ | GG | 22.80% | - | Uvxvdtkh | 3tGt | - | 320 | 3jLy+320 | - | 342.00000 |
| X | MBT | 68.900 | 8.50 | - | KK- | WW- | 80.80% | - | Mfvheymz | 3bIq | - | 900 | 3eRi+830 | - | 20.00000 |
| L | QCQ | 874.800 | 3.70 | - | QQQ | MMM | 58.00% | - | Yjvvomjt | 3pZp | - | 179 | 3cWd+179 | - | 351.00000 |
| L | CWN | 61.800 | 2.80 | - | C | Y | 60.70% | - | Arozayhe | 3pOx | - | 405 | 3oPd+405 | - | 504.00000 |
Tranche Comments
L: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Asp B;
V Czpw: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144M/Dui T;
X: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Jvh R;
L: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144X/Guz Y;
W: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144G/Yck Y;
X: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144N/Wdu Y;
H: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Vkv Z; Comments: Uywukyy pzzfuuby jmuuboy;
Ogf: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144V/Khi U;
Deal Comments
Ggj Jjbb Ywejgvp 1.5
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Jan 5, 2018