| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 245.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 190 | 3mEu+187 | - | 99.85000 |
| B-1 | EUR | 26.100 | - | - | AA | AA | - | - | Floating | 3mEu | 375a | 375 | 3mEu+375 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 6.950% | 6.950% | 100.00000 |
| C | EUR | 20.900 | - | - | A | A | - | - | Floating | 3mEu | 450a | 490 | 3mEu+474 | - | 99.00000 |
| D | EUR | 26.500 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | 600-625 | 680 | 3mEu+ 630 | - | 97.00000 |
| E | EUR | 17.400 | - | - | BB- | BB- | - | - | Floating | 3mEu | 925-950 | 990 | 3mEu+791 | - | 89.00000 |
| F | EUR | 0.000 | - | - | B- | B- | - | - | - | - | - | - | - | - | - |
| Sub | EUR | 45.300 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-04-25; Redemption: 2024-05-02;
B-1: First Pay: 2023-04-25; Redemption: 2024-05-02;
B-2: First Pay: 2023-04-25; Redemption: 2024-05-02;
C: First Pay: 2023-04-25; Redemption: 2024-05-02;
D: First Pay: 2023-04-25; Redemption: 2024-05-02;
E: First Pay: 2023-04-25; Redemption: 2024-05-02;
F: First Pay: 2023-04-25; Redemption: 2024-05-02; Comments: Delayed Issuance Tranche;
Sub: First Pay: 2023-04-25; Redemption: 2024-05-02;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 2, 2027
WAL Test Period End Date
May 2, 2031