| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.300 | 1.80 | - | AAA | AAA | - | - | Floating | 3mEu | - | 70 | 3mEu+70 | - | - |
| A | EUR | 248.000 | 4.40 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 117 | 3mEu+117 | - | - |
| B | EUR | 34.000 | 6.30 | - | AA | AA | 29.50% | - | Floating | 3mEu | - | 270 | 3mEu+270 | - | - |
| C | EUR | 28.500 | 6.60 | - | A | A | 22.38% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | - |
| D | EUR | 28.000 | 7.00 | - | BBB- | BBB- | 15.38% | - | Floating | 3mEu | - | 463 | 3mEu+463 | - | - |
| E | EUR | 19.500 | 7.60 | - | BB- | BB- | 10.50% | - | Floating | 3mEu | - | 723 | 3mEu+723 | - | - |
| F | EUR | 14.000 | 8.20 | - | B- | B- | 7.00% | - | Fixed | YLD | - | - | 10.03% | - | - |
| Add Sub | EUR | 6.850 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 22.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
A: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
B: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
C: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
D: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
E: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
F: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
Add Sub: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
Sub: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2025