| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-N | EUR | 188.000 | 5.80 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| A-L | EUR | 60.000 | 5.80 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| B1 | EUR | 15.000 | 7.40 | Aa2 | AA | - | 28.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B2 | EUR | 25.000 | 7.40 | Aa2 | AA | - | 28.00% | - | Fixed | YLD | - | - | 1.90% | 1.900% | 100.00000 |
| C | EUR | 25.000 | 8.10 | A2 | A | - | 21.80% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 27.800 | 8.80 | Baa3 | BBB | - | 14.80% | - | Floating | 3mEu | - | 345 | 3mEu+345 | - | 100.00000 |
| E | EUR | 19.200 | 9.50 | Ba3 | BB- | - | 10.00% | - | Floating | 3mEu | - | 660 | 3mEu+617 | - | 97.00000 |
| F | EUR | 12.000 | 10.00 | B3 | B- | - | 7.00% | - | Floating | 3mEu | - | 945 | 3mEu+899 | - | 97.00000 |
| Sub | EUR | 33.600 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-N: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
A-L: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
B1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
B2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
F: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 22, 2026