| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 5.90 | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 99 | 3mEu+99 | - | 100.00000 |
| B-1 | EUR | 21.000 | 7.60 | Aa2 | - | AA | 29.00% | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| B-2 | EUR | 15.000 | 7.60 | Aa2 | - | AA | 29.00% | - | Fixed | YLD | - | - | 2.10% | 2.100% | 100.00000 |
| C | EUR | 28.000 | 8.30 | A2 | - | A | 22.00% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 29.000 | 8.90 | Baa3 | - | BBB- | 14.75% | - | Floating | 3mEu | - | 345 | 3mEu+345 | - | 100.00000 |
| E | EUR | 20.000 | 9.60 | Ba3 | - | BB- | 9.75% | - | Floating | 3mEu | - | 645 | 3mEu+624 | - | 98.50000 |
| F | EUR | 12.000 | 10.10 | B3 | - | B- | 6.75% | - | Floating | 3mEu | - | - | 3mEu+940 | - | 96.00000 |
| Sub | EUR | 34.450 | - | NR | - | NR | - | - | - | - | - | - | - | - | 95.00000 |
Tranche Comments
A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
B-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
B-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
C: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026