| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 88.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | 215a | 205 | 3mEu+205 | - | 100.00000 |
| A-L | EUR | 90.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| B-1 | EUR | 25.500 | - | - | AA | AA | - | - | Floating | 3mEu | 370-380 | 300 | 3mEu+300 | - | 100.00000 |
| B-2 | EUR | 5.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 6.750% | - | 99.00000 |
| C | EUR | 17.200 | - | - | A | A | - | - | Floating | 3mEu | 440-450 | 400 | 3mEu+400 | - | 100.00000 |
| D | EUR | 19.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | 640-650 | 585 | 3mEu+585 | - | 100.00000 |
| E | EUR | 12.500 | - | - | BB- | BB- | - | - | Floating | 3mEu | 950-975 | 860 | 3mEu+719 | - | 92.00000 |
| F | EUR | 9.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1250 | 3mEu+1007 | - | 88.00000 |
| Equity | EUR | 22.700 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-08-16;
A-L: Redemption: 2024-08-16;
B-1: Redemption: 2024-08-16;
B-2: Redemption: 2024-08-16;
C: Redemption: 2024-08-16;
D: Redemption: 2024-08-16;
E: Redemption: 2024-08-16;
F: Redemption: 2024-08-16;
Equity: Redemption: 2024-08-16;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Sep 15, 2027