| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 298.500 | 3.21 | Aaa | AAA | - | 10.50% | - | Floating | 3mEu | 85 | 85 | 3mEu+85 | - | 100.00000 |
| B | EUR | 13.300 | 5.04 | Aa2 | AA | - | 6.50% | - | Floating | 3mEu | 140a | 140 | 3mEu+140 | - | 100.00000 |
| C | EUR | 8.300 | 5.04 | A1 | AA- | - | 4.00% | - | Floating | 3mEu | 180a | 180 | 3mEu+180 | - | 100.00000 |
| D | EUR | 8.300 | 5.04 | Baa2 | BBB- | - | 1.50% | - | Floating | 3mEu | 240a | 240 | 3mEu+240 | - | 100.00000 |
| E | EUR | 5.000 | 5.04 | Caa3 | B- | - | - | - | Floating | 3mEu | - | - | 3mEu+690 | - | 98.60400 |
| X | EUR | 10.000 | - | Caa2 | B- | - | - | - | Floating | 3mEu | - | 660 | 3mEu+660 | - | 100.00000 |
Tranche Comments
A: Redemption: 2027-04-15; Registration: Reg S Only;
B: Redemption: 2027-04-15; Registration: Reg S Only;
C: Redemption: 2027-04-15; Registration: Reg S Only;
D: Redemption: 2027-04-15; Registration: Reg S Only;
E: Redemption: 2027-04-15; Registration: Reg S Only;
X: Redemption: 2027-04-15; Registration: Reg S Only;
WA Seasoning (Months)
4.22