| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | 1.50 | - | AAA | AAA | - | - | Floating | 3mEu | - | 68 | 3mEu+68 | - | 100.00000 |
| A | EUR | 240.000 | 5.70 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 185 | 3mEu+185 | - | 100.00000 |
| B-1 | EUR | 30.000 | 7.40 | - | AA | AA | 30.50% | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| B-2 | EUR | 8.000 | 7.40 | - | AA | AA | 30.50% | - | Fixed | YLD | - | - | 6.20% | 6.200% | 100.00000 |
| C | EUR | 23.900 | 8.00 | - | A | A | 24.53% | - | Floating | 3mEu | - | 365 | 3mEu+365 | - | 100.00000 |
| D | EUR | 29.200 | 8.60 | - | BBB | BBB- | 17.23% | - | - | - | - | - | - | - | Retained |
| E | EUR | 18.100 | 9.10 | - | BB- | BB- | 12.70% | - | - | - | - | - | - | - | Retained |
| F | EUR | 16.800 | 9.60 | - | B- | B- | 8.50% | - | - | - | - | - | - | - | Retained |
| Equity | EUR | 42.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-07-20; Redemption: 2024-07-20;
A: First Pay: 2023-07-20; Redemption: 2024-07-20;
B-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
B-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
C: First Pay: 2023-07-20; Redemption: 2024-07-20;
D: First Pay: 2023-07-20; Redemption: 2024-07-20;
E: First Pay: 2023-07-20; Redemption: 2024-07-20;
F: First Pay: 2023-07-20; Redemption: 2024-07-20;
Equity: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU: Horizontal
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2027