| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 236.000 | 5.80 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 94 | 3mEu+94 | - | 100.00000 |
| B-1 | EUR | 27.750 | 7.20 | Aa2 | AA | - | - | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| B-2 | EUR | 15.000 | 7.20 | Aa2 | AA | - | - | - | Fixed | YLD | - | - | 2.00% | 2.000% | 100.00000 |
| C | EUR | 34.500 | 8.00 | A2 | A | - | - | - | Floating | 3mEu | - | 215 | 3mEu+215 | - | 100.00000 |
| D | EUR | 26.500 | 8.70 | Baa3 | BBB- | - | - | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| E | EUR | 19.750 | 9.40 | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 640 | 3mEu+612 | - | 98.00000 |
| F | EUR | 13.250 | 9.90 | B3 | B- | - | - | - | Floating | 3mEu | - | 900 | 3mEu+855 | - | 97.00000 |
| Sub | EUR | 32.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-01-15; Redemption: 2023-01-15;
B-1 : First Pay: 2022-01-15; Redemption: 2023-01-15;
B-2: First Pay: 2022-01-15; Redemption: 2023-01-15;
C: First Pay: 2022-01-15; Redemption: 2023-01-15;
D: First Pay: 2022-01-15; Redemption: 2023-01-15;
E: First Pay: 2022-01-15; Redemption: 2023-01-15;
F: First Pay: 2022-01-15; Redemption: 2023-01-15;
Sub: First Pay: 2022-01-15; Redemption: 2023-01-15;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 15, 2026