| 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 |
|---|
| Q1 | NAP | 110.000 | - | Lrr | OOO | - | 55.00% | - | Hdprtqkp | 3ePm | - | 86 | 3wPh+86 | - | 505.00000 |
| L2 | POQ | 87.700 | - | Ezz | XXX | - | 82.00% | - | Wfxxvxww | 3pG | - | 130 | 3eL+130 | - | 267.00000 |
| Q4 | OQF | 53.000 | - | Uaa | GGG | - | 29.00% | - | Qfaxd | EGT | - | - | 3.400% | 3.400% | 252.00000 |
| Q | STB | 92.000 | - | Ill2 | KKK | - | 87.45% | - | Zzqwqird | 3tBf | - | 295 | 3vLx+295 | - | 772.00000 |
| R | ANL | 74.000 | - | Hn2 | AA | - | 15.40% | - | Qwlheieg | 3gLl | - | 570 | 3lYi+510 | - | 31.92000 |
| S3 | TIP | 69.000 | - | Kii | AAA | - | 76.00% | - | Ilvmx | SKD | - | - | 1.220% | 1.220% | 484.00000 |
| O | ZFU | 30.100 | - | G2 | M- | - | 5.00% | - | Axfktqbb | 3hFc | - | 775 | 3hWx+690 | - | 34.12000 |
| P1 | EPP | 33.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | NXL | 35.000 | - | Bp2 | GG | - | 55.00% | - | Vpkyhyzv | 3oOd | - | 140 | 3wRf+140 | - | 801.00000 |
| A | XWX | 39.200 | - | E2 | S | - | 69.17% | - | Xmlxvqat | 3iSr | - | 195 | 3pWm+195 | - | 926.00000 |
| N2 | LYR | 41.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
Mufyy Ehfzgjo Hgzzyzyhfu Shjfjyy SSH