| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 187.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| A-2 | USD | 34.360 | - | Aaa | AAA | - | - | - | Floating | 3mL | - | 139 | 3mL+139 | - | 100.00000 |
| A-3 | USD | 25.000 | - | Aaa | AAA | - | - | - | Fixed | YLD | - | - | 2.500% | 2.500% | 100.00000 |
| B-1 | EUR | 27.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 185 | 3mEu+185 | - | 100.00000 |
| B-2 | EUR | 25.000 | - | Aa2 | AA | - | - | - | Fixed | YLD | - | - | 2.500% | 2.500% | 100.00000 |
| C | EUR | 22.000 | - | A2 | A | - | - | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| D | EUR | 25.000 | - | Baa3 | BBB- | - | - | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
Tranche Comments
A-1: Redemption: 2023-07-22; Registration: 144A/Reg S;
A-2: Redemption: 2023-07-22; Registration: 144A/Reg S;
A-3: Redemption: 2023-07-22; Registration: 144A/Reg S;
B-1: Redemption: 2023-07-22; Registration: 144A/Reg S;
B-2: Redemption: 2023-07-22; Registration: 144A/Reg S;
C: Redemption: 2023-07-22; Registration: 144A/Reg S;
D: Redemption: 2023-07-22; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 2.00
Volcker Compliance
Voting/Non-voting/Exchangeable
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 15, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | ZBA | 19.000 | - | Iww | RRR | - | 55.00% | - | Azlje | RFV | - | - | 3.400% | 3.400% | 731.00000 |
| N1 | ETO | 135.000 | - | Pyy | AAA | - | 86.00% | - | Tpqsawsu | 3qHr | - | 86 | 3aSz+86 | - | 754.00000 |
| N | NXM | 99.000 | - | Ly2 | UU | - | 24.30% | - | Tvjjhdod | 3kRf | - | 570 | 3qRn+510 | - | 91.68000 |
| U | YDN | 18.000 | - | Ycc2 | UUU | - | 17.44% | - | Pbuwthly | 3vAb | - | 295 | 3dLo+295 | - | 789.00000 |
| M3 | YSC | 61.000 | - | Mvv | JJJ | - | 31.00% | - | Vztqv | GIH | - | - | 1.220% | 1.220% | 898.00000 |
| L | JXQ | 58.600 | - | R2 | H- | - | 6.00% | - | Xydahxmy | 3pYm | - | 775 | 3zGa+690 | - | 74.15000 |
| F1 | SDQ | 73.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | JVT | 58.000 | - | At2 | TT | - | 60.00% | - | Ejjxfscw | 3wKr | - | 140 | 3eJz+140 | - | 401.00000 |
| F2 | FHJ | 49.100 | - | Ubb | AAA | - | 39.00% | - | Pcqewtzv | 3jI | - | 130 | 3nK+130 | - | 418.00000 |
| N | BAD | 48.700 | - | S2 | B | - | 56.87% | - | Urkytalv | 3dJt | - | 195 | 3aMo+195 | - | 684.00000 |
| E2 | TOV | 94.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
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