| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 180.000 | 5.80 | - | AAA | AAA | 39.50% | - | Floating | 3mEu | 185 | 165 | 3mEu+165 | - | 100.00000 |
| A Loan | EUR | 62.000 | 5.80 | - | AAA | AAA | 39.50% | - | Floating | 3mEu | 185 | 165 | 3mEu+165 | - | 100.00000 |
| B | EUR | 40.000 | 7.50 | - | AA | AA | 29.50% | - | Floating | 3mEu | 265-275 | 300 | 3mEu+300 | - | 100.00000 |
| C | EUR | 23.500 | 8.10 | - | A | A | 23.63% | - | Floating | 3mEu | 365-375 | 400 | 3mEu+400 | - | 100.00000 |
| D | EUR | 26.000 | 8.60 | - | BBB- | BBB- | 17.13% | - | Floating | 3mEu | 600a | 600 | 3mEu+600 | - | 100.00000 |
| E | EUR | 20.500 | 9.20 | - | BB- | BB- | 12.00% | - | Floating | 3mEu | 875 | 850 | 3mEu+691 | - | 91.00000 |
| F | EUR | 0.000 | - | - | B- | B- | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 43.250 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
A Loan: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
B: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
C: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
D: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
E: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
F: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
Sub: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.6