| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 186.000 | 5.90 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 93 | 3mEu+93 | - | 100.00000 |
| B | EUR | 30.500 | 7.60 | Aa2 | AA | - | 27.80% | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| C | EUR | 21.000 | 8.40 | A2 | A | - | 20.80% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 18.000 | 9.00 | Baa3 | BBB | - | 14.80% | - | Floating | 3mEu | - | 313 | 3mEu+313 | - | 100.00000 |
| E | EUR | 16.000 | 9.70 | Ba3 | BB- | - | 9.50% | - | Floating | 3mEu | - | 625 | 3mEu+597 | - | 98.00000 |
| F | EUR | 9.000 | 10.20 | B3 | B- | - | 6.50% | - | Floating | 3mEu | - | 920 | 3mEu+875 | - | 97.00000 |
| Sub | EUR | 27.760 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
B: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
C: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
D: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
E: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
F: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 28, 2026