| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-N | EUR | 229.000 | 6.00 | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 79 | 3mEu+79 | - | 100.00000 |
| A-L | EUR | 50.000 | 6.00 | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 79 | 3mEu+79 | - | 100.00000 |
| B-1 | EUR | 25.000 | 8.00 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B-2 | EUR | 20.000 | 8.00 | Aa2 | - | AA | 28.00% | - | Fixed | - | - | - | 1.85% | 1.850% | 100.00000 |
| C | EUR | 31.500 | 8.60 | A2 | - | A | 21.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 27.000 | 9.20 | Baa3 | - | BBB- | 15.00% | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| E | EUR | 22.500 | 9.70 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | - | 650 | 3mEu+622 | - | 98.00000 |
| F | EUR | 13.500 | 10.20 | B3 | - | B- | 7.00% | - | Floating | 3mEu | - | 900 | 3mEu+834 | - | 95.50000 |
| Sub | EUR | 52.200 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-N: Redemption: 2022-10-15; Registration: 144A/Reg S;
A-L: Redemption: 2022-10-15; Registration: 144A/Reg S;
B-1: Redemption: 2022-10-15; Registration: 144A/Reg S;
B-2: 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;
E: Redemption: 2022-10-15; Registration: 144A/Reg S;
F: Redemption: 2022-10-15; Registration: 144A/Reg S;
Sub: Redemption: 2022-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2025