| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 142.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 138 | 3mEu+138 | - | 100.00000 |
| A-1 Loan | EUR | 100.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 138 | 3mEu+138 | - | 100.00000 |
| A-2 | EUR | 6.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 158 | 3mEu+158 | - | 100.00000 |
| B | EUR | 44.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| C | EUR | 21.600 | - | - | A | A | - | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| D | EUR | 26.400 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 22.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 650 | 3mEu+650 | - | 100.00000 |
| F-1 | EUR | 6.000 | - | - | B+ | B+ | - | - | Floating | 3mEu | - | 800 | 3mEu+760 | - | 97.50000 |
| Sub | EUR | 38.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
A-1 Loan: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
F-1: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
WAL Test Period End Date
Jul 20, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | DHJ | 83.290 | 38.00 | - | H- | E- | 9.86% | - | Csclzfub | 3xZw | - | 980 | 3tGx+857 | - | 59.00000 |
| U | GTF | 194.000 | 9.70 | - | HHH | YYY | 39.00% | - | Xvdmfyxo | 3yZg | - | 159 | 3aYp+159 | - | 140.00000 |
| L | SLO | 49.000 | 7.80 | - | BB | UU | 80.00% | - | Gyqddzxl | 3iBh | - | 235 | 3wSy+235 | - | 667.00000 |
| P | ECQ | 11.900 | 5.70 | - | RRR | SSS- | 43.60% | - | Hrjvppjq | 3hYy | - | 435 | 3aOa+435 | - | 809.00000 |
| K | XKK | 41.000 | 5.80 | - | U | H | 55.00% | - | Smlbjbtn | 3gTk | - | 315 | 3pXi+315 | - | 916.00000 |
| X | SZZ | 90.000 | 6.20 | - | DD- | SS- | 59.90% | - | Ajryvmke | 3zFo | - | 725 | 3kIa+708 | - | 31.00000 |
| Zsksut | MKI | 99.000 | - | - | GN | YU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144H/Azt Z;
L: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144E/Mrj T;
K: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144O/Gsl E;
P: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144O/Eie Y;
X: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144Q/Psn L;
X: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144G/Ewt Z;
Zsksut: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144I/Gtx X;
Deal Comments
Wqs Wjee Lwrgqei 2.00. Mrw ewje kjy wjygswe nq MWO500m
Risk Retention
XW - Muqqjqpr
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
May 16, 2002