| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 290.940 | 6.00 | - | AAA | AAA | 38.75% | - | Floating | 3mEu | - | 95 | 3mEu+95 | - | 100.00000 |
| B-1 | EUR | 27.550 | 7.60 | - | AA | AA | 29.50% | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| B-2 | EUR | 16.390 | 7.60 | - | AA | AA | 29.50% | - | Fixed | YLD | - | - | 2.05% | 2.050% | 100.00000 |
| C | EUR | 34.440 | 8.30 | - | A | A | 22.25% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 34.440 | 9.00 | - | BBB | BBB- | 15.00% | - | Floating | 3mEu | - | 345 | 3mEu+345 | - | 100.00000 |
| E | EUR | 26.130 | 9.70 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 660 | 3mEu+632 | - | 98.00000 |
| F | EUR | 13.060 | 10.20 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 940 | 3mEu+895 | - | 97.00000 |
| Z | EUR | 25.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 40.640 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
B-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
B-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
C: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
D: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
E: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
F: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
Z: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00