| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 240.000 | 5.70 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 188 | 3mEu+188 | - | 100.00000 |
| B-1 | EUR | 36.000 | 7.60 | - | AA | AA | - | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.60 | - | AA | AA | 28.50% | - | Fixed | YLD | - | - | 6.90% | - | 100.00000 |
| C | EUR | 22.000 | 8.30 | - | A | A | 23.00% | - | Floating | 3mEu | - | 450 | 3mEu+450 | - | 100.00000 |
| D | EUR | 26.000 | 8.80 | - | BBB | BBB- | 16.50% | - | Floating | 3mEu | - | 640 | 3mEu+640 | - | 100.00000 |
| E | EUR | 18.000 | 9.40 | - | BB- | BB- | 12.00% | - | Floating | 3mEu | - | 915 | 3mEu+781 | - | 92.50000 |
| F | EUR | 12.000 | 9.80 | - | B- | B- | 9.00% | - | Floating | 3mEu | - | 1175 | 3mEu+1006 | - | 91.00000 |
| Sub | EUR | 26.700 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
C: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
D: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
E: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
F: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 15, 2028