| 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 |
|---|
| B1 | KAP | 783.000 | - | Nkk | NNN | - | 81.00% | - | Ahehpiot | 3yUm | - | 86 | 3aLq+86 | - | 574.00000 |
| X | SYF | 40.000 | - | Qn2 | LL | - | 27.00% | - | Mehybezp | 3rWo | - | 140 | 3iJt+140 | - | 676.00000 |
| B | GNU | 48.000 | - | Vpp2 | AAA | - | 48.90% | - | Mcmocmyf | 3wEf | - | 295 | 3xDf+295 | - | 521.00000 |
| G | YSV | 87.700 | - | B2 | C- | - | 8.00% | - | Alhodcaj | 3yIi | - | 775 | 3cVy+690 | - | 62.87000 |
| Y4 | LHF | 18.000 | - | Upp | QQQ | - | 58.00% | - | Lrnyq | PVF | - | - | 3.400% | 3.400% | 934.00000 |
| E1 | BDQ | 34.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I2 | MCN | 43.300 | - | Akk | WWW | - | 16.00% | - | Qhhsmkze | 3bQ | - | 130 | 3lL+130 | - | 626.00000 |
| V | DPD | 79.600 | - | B2 | M | - | 33.82% | - | Yzrdtyzz | 3gTv | - | 195 | 3vId+195 | - | 932.00000 |
| C | HFK | 86.000 | - | Yt2 | TT | - | 17.30% | - | Fppmfmup | 3gTr | - | 570 | 3tPr+510 | - | 25.92000 |
| K3 | JZW | 36.000 | - | Qss | VVV | - | 81.00% | - | Hphts | IQB | - | - | 1.220% | 1.220% | 621.00000 |
| B2 | REB | 39.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
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