| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 3.30 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 79 | 3mEu+79 | - | 100.00000 |
| B2 | EUR | 20.000 | 5.00 | Aa2 | - | AA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| C | EUR | 27.000 | 5.60 | A2 | - | A | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| D | EUR | 24.000 | 6.10 | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
Tranche Comments
A: First Pay: 2022-01-14; Redemption: 2023-02-18;
B2: First Pay: 2022-01-14; Redemption: 2023-02-18;
C: First Pay: 2022-01-14; Redemption: 2023-02-18;
D: First Pay: 2022-01-14; Redemption: 2023-02-18;
Deal Comments
Refinancing. Non Call Period: 2.00
Risk Retention
EU: Sponsor will retain not less than 5% of the vertical slice of the structure; US: Reliance on LSTA open market exemption
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 14, 2023
WAL Test Period End Date
Jun 11, 2028