| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 242.000 | - | - | AAA | AAA | 39.50% | - | Floating | 3mEu | - | 96 | 3mEu+96 | - | 100.00000 |
| B1 | EUR | 24.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B2 | EUR | 10.000 | - | - | AA | AA | 31.00% | - | Fixed | YLD | - | - | 2.000% | 2.000% | 100.00000 |
| C | EUR | 42.000 | - | - | A | A- | 20.50% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 26.000 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 18.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 635 | 3mEu+635 | - | 100.00000 |
| Z1 | EUR | 0.100 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Z2 | EUR | 7.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Z3 | EUR | 0.100 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| PTC | EUR | 48.400 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
B1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
B2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
C: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
D: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
E: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
Z1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
Z2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
Z3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
PTC: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Vertical/Originator
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 15, 2026