| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 2,248.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 104 | 3mEu+104 | - | 100.00000 |
| B | EUR | 40.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 185 | 3mEu+185 | - | 100.00000 |
| C | EUR | 24.000 | - | A2 | A | - | - | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| D | EUR | 28.000 | - | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 21.200 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 645 | 3mEu+624 | - | 98.50000 |
| F | EUR | 11.400 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 950 | 3mEu+905 | - | 97.00000 |
| Add Sub | EUR | 7.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 31.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-01-15; Redemption: 2023-08-18;
B: First Pay: 2022-01-15; Redemption: 2023-08-18;
C: First Pay: 2022-01-15; Redemption: 2023-08-18;
D: First Pay: 2022-01-15; Redemption: 2023-08-18;
E: First Pay: 2022-01-15; Redemption: 2023-08-18;
F: First Pay: 2022-01-15; Redemption: 2023-08-18;
Add Sub: First Pay: 2022-01-15; Redemption: 2023-08-18;
Sub: First Pay: 2022-01-15; Redemption: 2023-08-18;
Deal Comments
Reset. Non-Call Period: 2.00.
Risk Retention
Collateral manager intends to comply with EU risk retention by holding a vertical slice as manager-originator.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2026
WAL Test Period End Date
Apr 15, 2030