| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 213.500 | 5.80 | - | AAA | AAA | 39.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B1 | EUR | 26.800 | 7.50 | - | AA | AA | 28.50% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| B2 | EUR | 10.000 | 7.50 | - | AA | AA | 28.50% | - | Fixed | - | - | - | 6.40% | 6.400% | 100.00000 |
| C | EUR | 19.300 | 8.10 | - | A | A | 23.00% | - | Floating | 3mEu | - | 425 | 3mEu+425 | - | 100.00000 |
| D | EUR | 21.900 | 8.60 | - | BBB- | BBB- | 16.70% | - | Floating | 3mEu | - | 600 | 3mEu+600 | - | 100.00000 |
| E | EUR | 14.900 | 9.00 | - | BB- | BB- | 12.50% | - | Floating | 3mEu | - | 835 | 3mEu+711 | - | 93.00000 |
| F | EUR | 10.500 | 9.30 | - | B- | B- | 9.50% | - | Floating | 3mEu | - | 1150 | 3mEu+973 | - | 91.00000 |
| Equity | EUR | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-08-15; Redemption: 2024-09-30;
B1: First Pay: 2023-08-15; Redemption: 2024-09-30;
B2: First Pay: 2023-08-15; Redemption: 2024-09-30;
C: First Pay: 2023-08-15; Redemption: 2024-09-30;
D: First Pay: 2023-08-15; Redemption: 2024-09-30;
E: First Pay: 2023-08-15; Redemption: 2024-09-30;
F: First Pay: 2023-08-15; Redemption: 2024-09-30;
Equity: First Pay: 2023-08-15; Redemption: 2024-09-30;
Deal Comments
Non Call Period: 1.50
Risk Retention
EU/UK - Horizontal
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Nov 15, 2027