| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 232.300 | 2.09 | - | AAA | - | AAA | 33.58% | - | Floating | 1mEu | 170-175 | 170 | 1mEu+100 | - | 98.58000 |
| B | EUR | 25.900 | 2.39 | - | AA | - | AA+ | 26.18% | - | Floating | 1mEu | - | 300 | 1mEu+200 | - | 97.73000 |
| C | EUR | 17.500 | 2.39 | - | A | - | A+ | 21.18% | - | Floating | 1mEu | - | 450 | 1mEu+275 | - | 96.10000 |
| D | EUR | 17.500 | 2.39 | - | BBB- | - | BBB+ | 16.17% | - | Floating | 1mEu | - | 625 | 1mEu+375 | - | 94.54000 |
| E | EUR | 11.700 | 2.39 | - | BB | - | BB+ | 12.83% | - | Floating | 1mEu | - | - | 1mEu+550 | - | - |
| F | EUR | 5.900 | 2.39 | - | B | - | BB- | 11.14% | - | Floating | 1mEu | - | - | 1mEu+650 | - | - |
| G | EUR | 12.500 | 2.39 | - | B- | - | B | 7.57% | - | Floating | 1mEu | - | - | 1mEu+750 | - | - |
| RFN | EUR | 6.700 | - | - | NR | - | NR | - | - | Fixed | - | - | - | 7.000% | - | - |
| Z1 | EUR | 5.000 | - | - | NR | - | NR | - | - | Fixed | - | - | - | 8.000% | - | - |
| Z2 | EUR | 6.200 | - | - | NR | - | NR | - | - | Fixed | - | - | - | 10.000% | - | - |
| X | EUR | 2.000 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Y | EUR | 2.000 | - | - | NR | - | NR | - | - | Fixed | - | - | - | 5.000% | - | - |
Tranche Comments
A: First Pay: 2023-03-24; Registration: 144A/Reg S;
B: First Pay: 2023-03-24; Registration: 144A/Reg S;
C: First Pay: 2023-03-24; Registration: 144A/Reg S;
D: First Pay: 2023-03-24; Registration: 144A/Reg S;
E: First Pay: 2023-03-24; Registration: 144A/Reg S;
F: First Pay: 2023-03-24; Registration: 144A/Reg S;
G: First Pay: 2023-03-24; Registration: 144A/Reg S;
RFN: First Pay: 2023-03-24; Registration: 144A/Reg S;
Z1: First Pay: 2023-03-24; Registration: 144A/Reg S;
Z2: First Pay: 2023-03-24; Registration: 144A/Reg S;
X: First Pay: 2023-03-24; Registration: 144A/Reg S;
Y: First Pay: 2023-03-24; Registration: 144A/Reg S;
Deal Comments
Distribution Stats: By type: Fund Managers: 81% Banks 19%. By geography: UK: 64% Europe: 24% US: 12%
Originator(s)
Permanent TSB plc, EBS DAC, AIB Mortgage Bank Unltd Co and others
Risk Retention
5% Vertical