| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A Note | EUR | 160.000 | 5.90 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 220 | 3mEu+218 | - | 99.90000 |
| A Loan | EUR | 80.000 | 5.90 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 220 | 3mEu+218 | - | 99.90000 |
| B | EUR | 40.000 | 7.50 | - | AA | AA | 30.00% | - | Floating | 3mEu | - | 380 | 3mEu+363 | - | 99.00000 |
| C | EUR | 23.000 | 8.00 | - | A | A | 24.25% | - | Floating | 3mEu | - | 450 | 3mEu+417 | - | 98.00000 |
| D | EUR | 27.000 | 8.60 | - | BBB- | BBB- | 17.50% | - | Floating | 3mEu | - | 670 | 3mEu+619 | - | 97.00000 |
| E | EUR | 17.500 | 9.10 | - | BB- | BB- | 13.13% | - | Floating | 3mEu | - | 950 | 3mEu+677 | - | 85.00000 |
| F | EUR | 0.000 | - | - | B- | B- | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 31.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A Note: First Pay: 2023-07-21; Redemption: 2024-06-15;
A Loan: First Pay: 2023-07-21; Redemption: 2024-06-15;
B: First Pay: 2023-07-21; Redemption: 2024-06-15;
C: First Pay: 2023-07-21; Redemption: 2024-06-15;
D: First Pay: 2023-07-21; Redemption: 2024-06-15;
E: First Pay: 2023-07-21; Redemption: 2024-06-15;
F: First Pay: 2023-07-21; Redemption: 2024-06-15; Comments: Delayed issuance;
Sub: First Pay: 2023-07-21; Redemption: 2024-06-15;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Jul 21, 2027