| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 240.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| B | EUR | 52.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| C | EUR | 26.000 | - | - | A | A | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| D | EUR | 25.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 405 | 3mEu+405 | - | 100.00000 |
| E | EUR | 17.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 740 | 3mEu+708 | - | 98.00000 |
| F | EUR | 12.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 940 | 3mEu+837 | - | 94.00000 |
| Sub | EUR | 34.550 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Reg S;
B: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Reg S;
C: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Reg S;
D: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Reg S;
E: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Reg S;
F: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Reg S;
Sub: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 24, 2028
WAL Test Period End Date
Nov 24, 2032
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MOI | 5.000 | - | - | M- | X- | - | - | - | - | - | - | - | - | Retained |
| Wtd | QSG | 95.550 | - | - | WG | KC | - | - | - | - | - | - | - | - | Retained |
| G | SYX | 227.000 | 5.20 | - | UUU | TTT | 18.00% | - | Dxsepbya | 3fBq | - | 200 | 3zVs+200 | - | - |
| Y | HVY | 84.000 | 3.00 | - | OO | FF | 91.00% | - | Qrxemhuo | 3bEy | - | 401 | 3lNl+401 | - | - |
| I | KAI | 51.700 | 7.80 | - | VVV- | ZZZ- | 70.64% | - | Ljxkfotq | 3iPg | 750 | 554 | 3fSt+554 | - | - |
| C | PYK | 78.300 | 5.90 | - | I | Q | 55.00% | - | Wdxbfjlz | 3zJz | 540 | 548 | 3pCc+548 | - | - |
| I | EDO | 89.000 | 5.90 | - | DD- | XX- | 75.00% | - | Hfdoxfyw | 3pMq | 1150 | 807 | 3vNv+807 | - | - |
Tranche Comments
G: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144G/Mua X;
Y: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144P/Bdw O;
C: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144Z/Icw P;
I: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144L/Yae F;
I: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144G/Nkv J;
N: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144I/Bel I;
Wtd: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144Y/Cdr L;
Deal Comments
Fqp Vmoo Nfvjqgx 1.00
Reinvestment Period (YRS)
9