| 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 |
|---|
| Z | IXL | 276.000 | 6.70 | - | JJJ | WWW | 44.00% | - | Hfcvconq | 3bBs | - | 159 | 3nIt+159 | - | 326.00000 |
| E | CPX | 26.000 | 3.30 | - | HH- | JJ- | 15.90% | - | Ilmzcpzs | 3qLc | - | 725 | 3fDa+708 | - | 58.00000 |
| N | LLA | 82.910 | 29.00 | - | T- | O- | 5.20% | - | Ssqwrvax | 3rEa | - | 980 | 3sYz+857 | - | 63.00000 |
| R | SYK | 77.000 | 4.20 | - | QQ | RR | 74.00% | - | Ekjrzvbc | 3cTm | - | 235 | 3oEm+235 | - | 280.00000 |
| Usfwex | DCB | 80.000 | - | - | LF | EH | - | - | - | - | - | - | - | - | Retained |
| N | MMS | 29.500 | 3.50 | - | AAA | AAA- | 89.30% | - | Lszskoqf | 3vSx | - | 435 | 3iIw+435 | - | 354.00000 |
| F | JWH | 40.000 | 6.20 | - | L | E | 92.00% | - | Tdfxxrpl | 3iHr | - | 315 | 3bKb+315 | - | 966.00000 |
Tranche Comments
Z: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144V/Gor P;
R: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144X/Ijv A;
F: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144O/Inb X;
N: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144Z/Cna E;
E: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144G/Rxk D;
N: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144A/Lvu P;
Usfwex: First Pay: 2025-02-15; Redemption: 2026-06-07; Registration: 144W/Uiq O;
Deal Comments
Gcj Ycyy Peqbcgx 2.00. Jqe gecy ccy nfybveg rc BFJ500c
Risk Retention
PM - Rqxmbmuy
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Oct 8, 2011