| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 94 | 3mEu+94 | - | 100.00000 |
| B | EUR | 42.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 178 | 3mEu+178 | - | 100.00000 |
| C | EUR | 24.000 | - | A2 | - | A | - | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 28.000 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| E | EUR | 19.200 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 645 | 3mEu+624 | - | 98.50000 |
| F | EUR | 12.000 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 955 | 3mEu+909 | - | 97.00000 |
| Sub | EUR | 34.700 | - | NR | - | NR | - | - | - | - | - | - | - | - | 95.00000 |
Tranche Comments
A: First Pay: 2022-07-15; Redemption: 2023-06-22;
B: First Pay: 2022-07-15; Redemption: 2023-06-22;
C: First Pay: 2022-07-15; Redemption: 2023-06-22;
D: First Pay: 2022-07-15; Redemption: 2023-06-22;
E: First Pay: 2022-07-15; Redemption: 2023-06-22;
F: First Pay: 2022-07-15; Redemption: 2023-06-22;
Sub: First Pay: 2022-07-15; Redemption: 2023-06-22;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026
WAL Test Period End Date
Jul 15, 2030