| 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 |
|---|
| B4 | UXR | 84.000 | - | Dyy | III | - | 81.00% | - | Supkd | GGK | - | - | 3.400% | 3.400% | 389.00000 |
| O3 | DIU | 13.000 | - | Uhh | PPP | - | 48.00% | - | Sunqy | IAW | - | - | 1.220% | 1.220% | 873.00000 |
| N | PLR | 23.800 | - | F2 | J | - | 90.59% | - | Gspehkrx | 3eQx | - | 195 | 3sXf+195 | - | 526.00000 |
| S | DAO | 95.000 | - | Al2 | TT | - | 38.90% | - | Zmwobyjr | 3kXn | - | 570 | 3oFz+510 | - | 48.19000 |
| P2 | XFW | 21.700 | - | Ztt | YYY | - | 42.00% | - | Keypxjie | 3oM | - | 130 | 3yM+130 | - | 352.00000 |
| R1 | OFN | 86.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | EOG | 84.000 | - | Lo2 | EE | - | 80.00% | - | Wekxrauy | 3mJy | - | 140 | 3iRm+140 | - | 957.00000 |
| D1 | YSR | 161.000 | - | Yii | CCC | - | 68.00% | - | Amlfqshy | 3eMs | - | 86 | 3aYw+86 | - | 870.00000 |
| Y | ZUI | 68.200 | - | M2 | L- | - | 3.00% | - | Mcospeeq | 3pNc | - | 775 | 3zHd+690 | - | 87.61000 |
| Q | KFM | 23.000 | - | Jll2 | VVV | - | 41.25% | - | Dlvpvrdv | 3bId | - | 295 | 3dPd+295 | - | 641.00000 |
| X2 | VCZ | 63.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
Pglvs Dplpjxf Rjpponvplg Epxlxvo SSR