| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 244.700 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 97 | 3mEu+97 | - | 100.00000 |
| B-1 | EUR | 26.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-2 | EUR | 15.000 | - | Aa2 | AA | - | - | - | Fixed | - | - | - | 2.050% | 2.050% | 100.00000 |
| C | EUR | 27.800 | - | A2 | A | - | - | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 26.900 | - | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| E | EUR | 21.000 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 625 | 3mEu+611 | - | 99.00000 |
| F | EUR | 11.000 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 920 | 3mEu+875 | - | 97.00000 |
| Sub | EUR | 33.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-05-20; Redemption: 2023-05-20;
B-1: First Pay: 2022-05-20; Redemption: 2023-05-20;
B-2: First Pay: 2022-05-20; Redemption: 2023-05-20;
C: First Pay: 2022-05-20; Redemption: 2023-05-20;
D: First Pay: 2022-05-20; Redemption: 2023-05-20;
E: First Pay: 2022-05-20; Redemption: 2023-05-20;
F: First Pay: 2022-05-20; Redemption: 2023-05-20;
Sub: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Horizontal
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 20, 2026