| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.500 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 50 | 3mEu+50 | - | 100.00000 |
| A-1 | EUR | 224.500 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 110 | 3mEu+110 | - | 100.00000 |
| A-2 | EUR | 50.000 | - | Aaa | - | AAA | - | - | Fixed | 3mEu | - | 154 | 3mEu+154 | - | 100.00000 |
| B | EUR | 47.300 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| C | EUR | 23.900 | - | A2 | - | A | - | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| D | EUR | 30.900 | - | Baa3 | - | BBB | - | - | Floating | 3mEu | - | 470 | 3mEu+470 | - | 100.00000 |
| E | EUR | 25.600 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 795 | 3mEu+733 | - | 96.00000 |
| F | EUR | 12.200 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 1050 | 3mEu+960 | - | 94.50000 |
| Z | EUR | 0.625 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 34.400 | - | NR | - | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2022-10-25; Redemption: 2023-10-12;
A-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
A-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
B: First Pay: 2022-10-25; Redemption: 2023-10-12;
C: First Pay: 2022-10-25; Redemption: 2023-10-12;
D: First Pay: 2022-10-25; Redemption: 2023-10-12;
E: First Pay: 2022-10-25; Redemption: 2023-10-12;
F: First Pay: 2022-10-25; Redemption: 2023-10-12;
Z: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Yes; US - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 25, 2026
WAL Test Period End Date
Oct 25, 2030