| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 212.800 | 1.90 | Aaa | - | AAA | 35.50% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | - |
| B-1 | EUR | 11.200 | 4.00 | Aa2 | - | AA | 29.10% | - | Floating | 3mEu | - | 406 | 3mEu+406 | - | - |
| B-2 | EUR | 10.000 | 4.00 | Aa2 | - | AA | 29.10% | - | Fixed | YLD | - | - | 7.15% | - | - |
| C | EUR | 20.100 | 4.50 | A2 | - | A | 23.00% | - | Floating | 3mEu | - | 522 | 3mEu+522 | - | - |
| D | EUR | 16.500 | 5.10 | Baa3 | - | BBB- | 18.00% | - | Floating | 3mEu | - | 672 | 3mEu+672 | - | - |
| E | EUR | 19.800 | 5.50 | Ba3 | - | BB- | 12.00% | - | Floating | 3mEu | - | 737 | 3mEu+737 | - | - |
| F | EUR | 5.800 | 5.50 | B3 | - | B- | 10.00% | - | Floating | 3mEu | - | 953 | 3mEu+953 | - | - |
| Z | EUR | 13.850 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| S | EUR | 14.700 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
B-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
B-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
D: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
E: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
F: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
Z: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
S: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
AllReportsSurveillanceOther