| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 247.000 | 5.90 | - | AAA | AAA | 38.25% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B | EUR | 36.000 | 7.70 | - | AA | AA | 29.25% | - | Floating | 3mEu | - | 305 | 3mEu+305 | - | 100.00000 |
| C | EUR | 24.500 | 8.30 | - | A | A | 23.13% | - | Floating | 3mEu | - | 370 | 3mEu+370 | - | 100.00000 |
| D | EUR | 26.800 | 8.90 | - | BBB | BBB- | 16.43% | - | Floating | 3mEu | - | 520 | 3mEu+520 | - | 100.00000 |
| E | EUR | 17.300 | 9.40 | - | BB- | BB- | 12.10% | - | Floating | 3mEu | - | 825 | 3mEu+746 | - | 95.50000 |
| F | EUR | 14.400 | 8.70 | - | B- | B- | 8.54% | - | Floating | 3mEu | - | 825 | 3mEu+807 | - | 99.00000 |
| Equity | EUR | 38.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
B: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
C: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
D: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
E: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
F: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Reg S; Comments: Delayed draw tranche. Priced on 3/18/2024. Settle Date: 4/2/2024;
Equity: First Pay: 2023-10-15; Redemption: 2024-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU - Horizontal
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Oct 15, 2027