| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 186.000 | 5.40 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 88 | 3mEu+88 | - | 100.00000 |
| B-1 | EUR | 21.300 | 7.20 | Aa2 | AA | - | 27.90% | - | Floating | 3mEu | - | 135 | 3mEu+135 | - | 100.00000 |
| B-2 | EUR | 9.000 | 7.20 | Aa2 | AA | - | 27.90% | - | Fixed | - | - | - | 1.70% | 1.700% | 100.00000 |
| C | EUR | 17.900 | 7.90 | A2 | A | - | 21.90% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 18.900 | 8.50 | Baa3 | BBB | - | 15.60% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| E | EUR | 16.900 | 9.10 | Ba3 | BB- | - | 10.00% | - | Floating | 3mEu | - | 580 | 3mEu+552 | - | 98.00000 |
| F | EUR | 8.300 | 9.70 | B3 | B- | - | 7.20% | - | Floating | 3mEu | - | 850 | 3mEu+790 | - | 95.98000 |
| Sub | EUR | 29.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2022-06-29; Registration: 144A/Reg S;
B-1: Redemption: 2022-06-29; Registration: 144A/Reg S;
B-2: Redemption: 2022-06-29; Registration: 144A/Reg S;
C: Redemption: 2022-06-29; Registration: 144A/Reg S;
D: Redemption: 2022-06-29; Registration: 144A/Reg S;
E: Redemption: 2022-06-29; Registration: 144A/Reg S;
F: Redemption: 2022-06-29; Registration: 144A/Reg S;
Sub: Redemption: 2022-06-29; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 17, 2025