| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 360.000 | 9.00 | Aaa | AAA | - | AAA | 40.00% | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| A-2 | EUR | 57.000 | 9.00 | Aa2 | AA | - | AA | 30.50% | - | Floating | 3mEu | - | 135 | 3mEu+135 | - | 100.00000 |
| B | EUR | 60.000 | 9.00 | - | A | - | A | 20.50% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| C | EUR | 39.000 | 9.00 | - | BBB- | - | BBB- | 14.00% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| D | EUR | 24.000 | 9.00 | Ba3 | BB- | - | BB- | 10.00% | - | Floating | 3mEu | - | 595 | 3mEu+595 | - | 100.00000 |
| Equity | EUR | 62.540 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2022-10-15; Registration: 144A/Reg S;
A-2: Redemption: 2022-10-15; Registration: 144A/Reg S;
B: Redemption: 2022-10-15; Registration: 144A/Reg S;
C: Redemption: 2022-10-15; Registration: 144A/Reg S;
D: Redemption: 2022-10-15; Registration: 144A/Reg S;
Equity: Redemption: 2022-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.75
Risk Retention
Horizontal retention, Manager/Originator structure
Volcker Compliance
Voting/Non-Voting/Non-Voting Exchangeable
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 15, 2025