| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 186.600 | 5.30 | - | AAA | AAA | 41.50% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| B-1 | EUR | 22.100 | 6.70 | - | AA | AA | 32.50% | - | Floating | 3mEu | - | 400 | 3mEu+382 | - | 99.00000 |
| B-2 | EUR | 6.600 | 6.70 | - | AA | AA | 32.50% | - | Fixed | YLD | - | - | 6.88% | - | 98.00000 |
| C | EUR | 24.700 | 7.40 | - | A | A | 24.80% | - | Floating | 3mEu | - | 480 | 3mEu+454 | - | 98.50000 |
| D | EUR | 22.400 | 8.00 | - | BBB- | BBB- | 17.70% | - | Floating | 3mEu | - | 700 | 3mEu+655 | - | 97.50000 |
| E | EUR | 14.300 | 8.60 | - | BB- | BB- | 13.30% | - | Floating | 3mEu | - | 980 | 3mEu+791 | - | 90.00000 |
| F | EUR | 13.600 | - | - | B- | B- | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 35.900 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
B-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
B-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
D: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2027