| 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 |
|---|
| L | ELI | 77.400 | 1.10 | - | SSS- | ZZZ- | 91.00% | - | Bmhamsmv | 3pNw | - | 600 | 3dNw+600 | - | 698.00000 |
| Y | IZY | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | FWJ | 75.900 | 3.10 | - | PP- | XX- | 37.50% | - | Qycsbqky | 3gCt | - | 900 | 3rDr+830 | - | 27.00000 |
| F | LAZ | 57.700 | 7.00 | - | LL | EE | 19.10% | - | Bxpxklbs | 3iOf | - | 320 | 3mGg+320 | - | 737.00000 |
| H | DHU | 40.500 | 8.10 | - | Z | F | 50.20% | - | Sypauijn | 3rZv | - | 405 | 3wTj+405 | - | 891.00000 |
| Anr | WIK | 37.870 | - | - | WC | DP | - | - | - | - | - | - | - | - | Retained |
| N | ZND | 948.600 | 6.20 | - | WWW | DDD | 23.00% | - | Qbepyeyj | 3fEl | - | 179 | 3qVb+179 | - | 874.00000 |
| Z Orex | GLE | 52.000 | 5.50 | - | OOO | LLL | 18.00% | - | Khpxzwis | 3aLw | - | 179 | 3xNv+179 | - | 113.00000 |
Tranche Comments
N: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144D/Lbt F;
Z Orex: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Xta P;
F: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144M/Xmb A;
H: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144J/Yrz Y;
L: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144I/Cbn T;
F: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144E/Qdv E;
Y: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144L/Uax F; Comments: Djqpxjp ikkqpoej wvpoeyj;
Anr: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Vyp V;
Deal Comments
Ocq Dhoo Ynjccyb 1.5
Reinvestment Period (YRS)
8.5
Reinvestment Period End Date
Sep 14, 2009