| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 Note | EUR | 78.200 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 199 | 3mEu+199 | - | - |
| A-1 Loan | EUR | 92.800 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 199 | 3mEu+199 | - | - |
| A-2 | EUR | 15.000 | - | - | AAA | AAA | 38.00% | - | Fixed | - | - | - | 4.870% | - | - |
| B-1 | EUR | 22.500 | - | - | AA | AA | 28.30% | - | Floating | 3mEu | - | 432 | 3mEu+432 | - | - |
| B-2 | EUR | 6.600 | - | - | AA | AA | 28.30% | - | Fixed | - | - | - | 7.270% | - | - |
| C | EUR | 15.300 | - | - | A+ | A+ | 23.20% | - | Floating | 3mEu | - | 502 | 3mEu+502 | - | - |
| D | EUR | 18.600 | - | - | BBB | BBB- | 17.00% | - | Floating | 3mEu | - | 679 | 3mEu+679 | - | - |
| E | EUR | 12.000 | - | - | BB- | BB- | 13.00% | - | Floating | - | - | 803 | 3mEu+803 | - | - |
| F | EUR | 10.500 | - | - | B- | B- | 9.50% | - | - | - | - | - | - | - | - |
| Sub | EUR | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1 Note: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
A-1 Loan: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
A-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
B-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
B-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
C: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
D: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
E: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
F: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S; Comments: Delayed draw tranche and not issued on the Settlement Date;
Sub: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 28, 2023
WAL Test Period End Date
Nov 28, 2029