| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.500 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| A | EUR | 114.300 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| A Loan | EUR | 115.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| B-1 | EUR | 33.300 | - | - | AA | AA | - | - | Floating | 3mEu | 420-430 | 410 | 3mEu+401 | - | 99.50000 |
| B-2 | EUR | 11.500 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 7.000% | - | 98.00000 |
| C | EUR | 21.600 | - | - | A | A | - | - | Floating | 3mEu | 520-530 | 500 | 3mEu+467 | - | 98.00000 |
| D | EUR | 27.700 | - | - | BBB | BBB- | - | - | Floating | 3mEu | 720-730 | 700 | 3mEu+631 | - | 63.00000 |
| E | EUR | 16.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | 1000-1050 | 1025 | 3mEu+836 | - | 90.00000 |
| F | EUR | 16.000 | - | - | B- | B- | - | - | - | - | - | - | - | - | Retained |
| Equity | EUR | 51.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-07-15; Redemption: 2024-05-30;
A: First Pay: 2023-07-15; Redemption: 2024-05-30;
A Loan: First Pay: 2023-07-15; Redemption: 2024-05-30;
B-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
B-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
C: First Pay: 2023-07-15; Redemption: 2024-05-30;
D: First Pay: 2023-07-15; Redemption: 2024-05-30;
E: First Pay: 2023-07-15; Redemption: 2024-05-30;
F: First Pay: 2023-07-15; Redemption: 2024-05-30;
Equity: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU - Horizontal
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 15, 2027
WAL Test Period End Date
May 30, 2031