| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 5.80 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 103 | 3mEu+103 | - | 100.00000 |
| B-1 | EUR | 26.000 | 7.60 | - | AA | AA | 28.50% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-2 | EUR | 12.000 | 7.60 | - | AA | AA | 28.50% | - | Fixed | YLD | - | - | 1.95% | 1.950% | 100.00000 |
| C | EUR | 29.000 | 8.30 | - | A | A | 21.25% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| D | EUR | 27.000 | 8.90 | - | BBB- | BBB- | 14.50% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| E | EUR | 20.000 | 8.60 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 605 | 3mEu+591 | - | 99.00000 |
| F | EUR | 11.000 | 10.00 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 890 | 3mEu+845 | - | 97.00000 |
| M-1 | EUR | 17.900 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| M-2 | EUR | 18.100 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| M-3 | EUR | 0.100 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-01-20; Redemption: 2023-04-20;
B-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
B-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
C: First Pay: 2022-01-20; Redemption: 2023-04-20;
D: First Pay: 2022-01-20; Redemption: 2023-04-20;
E: First Pay: 2022-01-20; Redemption: 2023-04-20;
F: First Pay: 2022-01-20; Redemption: 2023-04-20;
M-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
M-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
M-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes; US - No
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2026