| 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 | - | 96 | 3mEu+96 | - | 100.00000 |
| B-1 | EUR | 24.500 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B-2 | EUR | 15.000 | - | Aa2 | - | AA | - | - | Fixed | YLD | - | - | 2.100% | 2.100% | 100.00000 |
| C | EUR | 24.500 | - | A2 | - | A | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 28.250 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
| E | EUR | 20.950 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 700 | 3mEu+657 | - | 97.00000 |
| F | EUR | 11.600 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 970 | 3mEu+932 | - | 97.50000 |
| Sub | EUR | 34.650 | - | NR | - | NR | - | - | - | - | - | - | - | - | 94.50000 |
Tranche Comments
A: First Pay: 2022-07-27; Redemption: 2023-07-12;
B-1: First Pay: 2022-07-27; Redemption: 2023-07-12;
B-2: First Pay: 2022-07-27; Redemption: 2023-07-12;
C: First Pay: 2022-07-27; Redemption: 2023-07-12;
D: First Pay: 2022-07-27; Redemption: 2023-07-12;
E: First Pay: 2022-07-27; Redemption: 2023-07-12;
F: First Pay: 2022-07-27; Redemption: 2023-07-12;
Sub: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 27, 2026
WAL Test Period End Date
Jul 27, 2030