| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 215.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 94 | 3mEu+94 | - | 100.00000 |
| A-2 | EUR | 33.000 | - | - | AAA | AAA | - | - | Floating | YLD | - | - | 3mEu+132 | - | 99.80000 |
| B | EUR | 41.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| C | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| D | EUR | 29.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
| E | EUR | 19.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 775 | 3mEu+715 | - | 96.00000 |
| F | EUR | 12.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1075 | 3mEu+993 | - | 95.00000 |
| Sub | EUR | 37.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-07-20; Redemption: 2023-09-22;
A-2: First Pay: 2022-07-20; Redemption: 2023-09-22;
B: First Pay: 2022-07-20; Redemption: 2023-09-22;
C: First Pay: 2022-07-20; Redemption: 2023-09-22;
D: First Pay: 2022-07-20; Redemption: 2023-09-22;
E: First Pay: 2022-07-20; Redemption: 2023-09-22;
F: First Pay: 2022-07-20; Redemption: 2023-09-22;
Sub: First Pay: 2022-07-20; Redemption: 2023-09-22;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2026
WAL Test Period End Date
Oct 20, 2030