| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 172.000 | - | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
| A-1 Loan | EUR | 74.000 | - | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
| A-2A | EUR | 22.500 | - | - | AA | AA | 30.00% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| A-2B | EUR | 13.500 | - | - | AA | AA | 30.00% | - | Fixed | YLD | - | - | 6.500% | - | 98.00000 |
| B | EUR | 21.600 | - | - | A | A | 24.00% | - | Floating | 3mEu | - | 475 | 3mEu+475 | - | 100.00000 |
| C | EUR | 23.400 | - | - | BBB- | BBB- | 17.50% | - | Floating | 3mEu | - | 680 | 3mEu+630 | - | 97.00000 |
| D | EUR | 17.100 | - | - | BB- | BB- | 12.75% | - | Floating | 3mEu | - | 1000 | 3mEu+763 | - | 87.00000 |
| E | EUR | 13.500 | - | - | B- | B- | 9.00% | - | Floating | 3mEu | - | 1430 | 3mEu+1076 | - | 83.00000 |
| S-1 Sub | EUR | 9.350 | - | - | NR | NR | - | - | Floating | 3mEu | - | - | 3mEu+1125 | - | - |
| S-2 Sub | EUR | 20.600 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-1 Loan: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-2A: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-2B: First Pay: 2023-04-25; Redemption: 2024-04-25;
B: First Pay: 2023-04-25; Redemption: 2024-04-25;
C: First Pay: 2023-04-25; Redemption: 2024-04-25;
D: First Pay: 2023-04-25; Redemption: 2024-04-25;
E: First Pay: 2023-04-25; Redemption: 2024-04-25;
S-1 Sub: First Pay: 2023-04-25; Redemption: 2024-04-25;
S-2 Sub: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Reset Date: 4/25/2024. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2027
AllReportsSurveillanceOther