| 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 | - | 92 | 3mEu+92 | - | 100.00000 |
| B-1 | EUR | 32.500 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B-2 | EUR | 7.500 | - | Aa2 | AA | - | - | - | Fixed | YLD | - | - | 2.20% | 2.200% | 100.00000 |
| C | EUR | 28.000 | - | A2 | A | - | - | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 26.000 | - | Baa3 | BBB- | - | - | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
| E | EUR | 19.300 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 675 | 3mEu+647 | - | 98.00000 |
| F | EUR | 11.700 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 950 | 3mEu+889 | - | 96.00000 |
| Sub | EUR | 32.500 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-20; Redemption: 2023-10-20;
B-1: First Pay: 2022-10-20; Redemption: 2023-10-20;
B-2: First Pay: 2022-10-20; Redemption: 2023-10-20;
C: First Pay: 2022-10-20; Redemption: 2023-10-20;
D: First Pay: 2022-10-20; Redemption: 2023-10-20;
E: First Pay: 2022-10-20; Redemption: 2023-10-20;
F: First Pay: 2022-10-20; Redemption: 2023-10-20;
Sub: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2026