| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | EUR | 149.000 | 5.60 | Aaa | AAA | - | 40.00% | - | Floating | 3mEu | 84-85 | 85 | 3mEu+85 | - | 100.00000 |
| A-1AL | EUR | 151.000 | 5.60 | Aaa | AAA | - | 40.00% | - | Floating | 3mEu | - | 85 | 3mEu+85 | - | 100.00000 |
| A-1B | EUR | 10.000 | 7.10 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | 110-120 | 120 | 3mEu+120 | - | 100.00000 |
| A-2A | EUR | 40.000 | 7.60 | Aa2 | AA | - | 28.00% | - | Floating | 3mEu | 160 | 160 | 3mEu+160 | - | 100.00000 |
| A-2B | EUR | 10.000 | 7.60 | Aa2 | AA | - | 28.00% | - | Fixed | - | 2.00% | - | 2.00% | 2.000% | 100.00000 |
| B-1 | EUR | 22.500 | 8.30 | A2 | A | - | 21.50% | - | Floating | 3mEu | 240 | 230 | 3mEu+230 | - | 100.00000 |
| B-2 | EUR | 10.000 | 8.30 | A2 | A | - | 21.50% | - | Fixed | - | 2.70% | - | 2.70% | 2.700% | 100.00000 |
| C | EUR | 31.250 | 8.80 | Baa3 | BBB | - | 15.25% | - | Floating | 3mEu | 320 | 315 | 3mEu+315 | - | 100.00000 |
| D | EUR | 26.250 | 9.40 | Ba3 | BB- | - | 10.00% | - | Floating | 3mEu | 630-640 | 610 | 3mEu+596 | - | 99.00000 |
| E | EUR | 15.000 | 9.90 | B3 | B- | - | 7.00% | - | Floating | 3mEu | 905-915 | 900 | 3mEu+869 | - | 98.00000 |
| Sub | EUR | 51.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: Redemption: 2022-11-18; Registration: 144A/Reg S;
A-1AL: Redemption: 2022-11-18; Registration: 144A/Reg S;
A-1B: Redemption: 2022-11-18; Registration: 144A/Reg S;
A-2A: Redemption: 2022-11-18; Registration: 144A/Reg S;
A-2B: Redemption: 2022-11-18; Registration: 144A/Reg S;
B-1: Redemption: 2022-11-18; Registration: 144A/Reg S;
B-2: Redemption: 2022-11-18; Registration: 144A/Reg S;
C: Redemption: 2022-11-18; Registration: 144A/Reg S;
D: Redemption: 2022-11-18; Registration: 144A/Reg S;
E: Redemption: 2022-11-18; Registration: 144A/Reg S;
Sub: Redemption: 2022-11-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.50
Reinvestment Period (YRS)
4.25
Reinvestment Period End Date
Sep 15, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qzl | OBU | 58.000 | - | SE | - | MY | - | - | - | - | - | - | - | - | Retained |
| N-2N | BCS | 34.200 | - | Vi2 | - | KK | 18.60% | - | Pmwpppeb | 3bXa | 185e | 185 | 3qVv+185 | - | - |
| L-1H | MKZ | 38.000 | - | Cjj | - | CCC | 84.00% | - | Dsskhkbz | 3tWq | 140q | 140 | 3yAe+140 | - | - |
| H | PXZ | 83.000 | - | R2 | - | C | 11.90% | - | Zcylbfkm | 3dEo | 260h | 290 | 3zHn+290 | - | - |
| W-2F | QPW | 1.000 | - | Xf2 | - | KK | 87.20% | - | Aghnn | KIU | 2.5%d | - | 2.500% | - | - |
| Q | NYE | 81.000 | - | Rvv3 | - | CCC- | 58.40% | - | Svufshcz | 3tJh | 375-385 | 425 | 3mDc+425 | - | - |
| W | PEX | 51.000 | - | K3 | - | A- | 7.40% | - | Gwolbvte | 3gTc | 975-1000 | 845 | 3vEi+845 | - | - |
| M | YUP | 56.800 | - | Jj3 | - | VV- | 73.00% | - | Newuhbsh | 3gTj | 650-675 | 620 | 3iBo+620 | - | - |
| O-1O | MWU | 678.000 | - | Ynn | - | EEE | 99.00% | - | Zkxjxmuw | 3fQb | - | 108 | 3fZb+108 | - | - |
Tranche Comments
O-1O: Registration: 144C/Vvj K;
L-1H: Registration: 144I/Xff G;
N-2N: Registration: 144Y/Ewt D;
W-2F: Registration: 144M/Uof B;
H: Registration: 144M/Hdu D;
Q: Registration: 144W/Trb Q;
M: Registration: 144C/Yjp J;
W: Registration: 144Z/Wdj A;
Qzl: Registration: 144E/Lcz W;
Originator(s)
Ihfqiakwxo/IVL Powk Onxya Dfxfgosoxk Xnjwfo
Reinvestment Period (YRS)
3