| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 95 | 3mEu+95 | - | 100.00000 |
| B-1 | EUR | 31.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | Aa2 | AA | - | 27.75% | - | Fixed | YLD | - | - | 2.200% | 2.200% | 100.00000 |
| C | EUR | 23.000 | - | A2 | A | - | 22.00% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| D | EUR | 29.000 | - | Baa3 | BBB- | - | 14.75% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 20.000 | - | Ba3 | BB- | - | 9.75% | - | Floating | 3mEu | - | 700 | 3mEu+670 | - | 98.00000 |
| F | EUR | 13.000 | - | B3 | B- | - | 6.50% | - | Floating | 3mEu | - | 1000 | 3mEu+936 | - | 96.00000 |
| Sub | EUR | 29.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-10-28; Registration: 144A/Reg S;
B-1: Redemption: 2023-10-28; Registration: 144A/Reg S;
B-2: Redemption: 2023-10-28; Registration: 144A/Reg S;
C: Redemption: 2023-10-28; Registration: 144A/Reg S;
D: Redemption: 2023-10-28; Registration: 144A/Reg S;
E: Redemption: 2023-10-28; Registration: 144A/Reg S;
F: Redemption: 2023-10-28; Registration: 144A/Reg S;
Sub: Redemption: 2023-10-28; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 27, 2026