| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 1,221.976 | 3.09 | - | AAA | - | AAA | - | - | Floating | 3mEu | - | 75 | 3mEu+75 | - | 100.00000 |
| B | EUR | 72.306 | 5.17 | - | AA | - | AA | - | - | Floating | 3mEu | - | - | 3mEu+105 | - | 99.31000 |
| C | EUR | 50.614 | 5.17 | - | AA+ | - | A (L) | - | - | Floating | 3mEu | - | - | 3mEu+145 | - | 99.54000 |
| D | EUR | 48.445 | 5.17 | - | BBB | - | BBB (L) | - | - | Floating | 3mEu | - | - | 3mEu+210 | - | 99.77000 |
| E | EUR | 31.091 | 5.17 | - | BB | - | B (L) | - | - | Floating | 3mEu | - | - | 3mEu+350 | - | 96.17000 |
| F | EUR | 21.693 | 5.17 | - | CCC | - | NR | - | - | Floating | 3mEu | - | - | 3mEu+550 | - | 96.35000 |
| X | EUR | 36.153 | - | - | BB+ | - | NR | - | - | Floating | 3mEu | - | 450 | 3mEu+450 | - | 100.00000 |
| R | EUR | 2.000 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
B: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
C: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
D: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
E: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
F: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
X: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
R: First Pay: 2024-11-22; Registration: 144A/Reg S; Comments: Pre-Placed;
Risk Retention
EU/UK - Yes; US - Yes