| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.000 | 0.20 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 30 | 3mEu+30 | - | 100.00000 |
| A | EUR | 273.000 | 5.40 | Aaa | AAA | - | 37.80% | - | Floating | 3mEu | - | 83 | 3mEu+83 | - | 100.00000 |
| B-1 | EUR | 31.800 | 7.30 | Aa2 | AA | - | 28.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B-2 | EUR | 11.200 | 7.30 | Aa2 | AA | - | 28.00% | - | Fixed | - | - | - | 1.70% | 1.700% | 100.00000 |
| C | EUR | 25.800 | 7.90 | A2 | A | - | 22.10% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 29.900 | 8.50 | Baa3 | BBB | - | 15.30% | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 24.000 | 9.20 | Ba3 | BB- | - | 9.80% | - | Floating | 3mEu | - | 600 | 3mEu+586 | - | 99.01000 |
| F | EUR | 12.300 | 9.70 | B3 | B- | - | 7.00% | - | Floating | 3mEu | - | 850 | 3mEu+806 | - | 97.07000 |
| Sub | EUR | 52.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2022-06-05;
A: Redemption: 2022-06-05;
B-1: Redemption: 2022-06-05;
B-2: Redemption: 2022-06-05;
C: Redemption: 2022-06-05;
D: Redemption: 2022-06-05;
E: Redemption: 2022-06-05;
F: Redemption: 2022-06-05;
Sub: Redemption: 2022-06-05;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 22, 2025