| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 230.800 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | - | 3mEu+212 | - | 99.85000 |
| B-1 | EUR | 43.400 | - | - | AA | AA | - | - | Floating | 3mEu | - | 400 | 3mEu+368 | - | 98.00000 |
| B-2 | EUR | 5.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 6.000% | - | 98.00000 |
| C | EUR | 21.800 | - | - | A | A | - | - | Floating | 3mEu | - | 525 | 3mEu+477 | - | 97.00000 |
| D | EUR | 25.900 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 700 | 3mEu+667 | - | 98.00000 |
| E | EUR | 17.900 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 1025 | 3mEu+820 | - | 88.50000 |
| F | EUR | 9.600 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1400 | 3mEu+1100 | - | 88.00000 |
| Sub | EUR | 37.400 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-04-15; Redemption: 2024-03-13;
B-1: First Pay: 2023-04-15; Redemption: 2024-03-13;
B-2: First Pay: 2023-04-15; Redemption: 2024-03-13;
C: First Pay: 2023-04-15; Redemption: 2024-03-13;
D: First Pay: 2023-04-15; Redemption: 2024-03-13;
E: First Pay: 2023-04-15; Redemption: 2024-03-13;
F: First Pay: 2023-04-15; Redemption: 2024-03-13;
Sub: First Pay: 2023-04-15; Redemption: 2024-03-13;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 12, 2027
WAL Test Period End Date
Apr 15, 2031