| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 3.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 60 | 3mEu+60 | - | 100.00000 |
| A | EUR | 248.000 | - | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 100 | 3mEu+100 | - | 100.00000 |
| B1 | EUR | 18.600 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B2 | EUR | 20.000 | - | Aa2 | - | AA | 28.40% | - | Fixed | YLD | - | - | 2.050% | 2.050% | 100.00000 |
| C | EUR | 24.400 | - | A2 | - | A | 22.30% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 28.000 | - | Baa3 | - | BBB- | 15.30% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| E | EUR | 22.000 | - | Ba3 | - | BB- | 9.80% | - | Floating | 3mEu | - | 625 | 3mEu+611 | - | 99.00000 |
| F | EUR | 12.000 | - | B3 | - | B- | 6.80% | - | Floating | 3mEu | - | 910 | 3mEu+865 | - | 97.00000 |
| M | EUR | 0.250 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 33.700 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
A: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
B1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
B2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
C: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
D: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
E: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
F: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
M: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00