| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.500 | 0.90 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 30 | 3mEu+30 | - | 100.00000 |
| A | EUR | 248.000 | 5.70 | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| B-1 | EUR | 26.000 | 7.70 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| B-2 | EUR | 14.000 | 7.70 | Aa2 | - | AA | 28.00% | - | Fixed | - | - | - | 1.90% | 1.900% | 100.00000 |
| C | EUR | 28.000 | 8.40 | A2 | - | A | 21.00% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 23.200 | 9.00 | Baa3 | - | BBB- | 15.20% | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
| E | EUR | 20.800 | 9.50 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | - | 650 | 3mEu+622 | - | 98.00000 |
| F | EUR | 12.000 | 10.00 | B3 | - | B- | 7.00% | - | Floating | 3mEu | - | 920 | 3mEu+860 | - | 96.00000 |
Tranche Comments
X: Redemption: 2022-10-15; Registration: 144A/Reg S;
A: 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;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 15, 2025