| 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 |
|---|
| J | MUL | 30.000 | - | Shh3 | - | PPP- | 83.60% | - | Xzcyycbb | 3dXf | 375-385 | 425 | 3jDg+425 | - | - |
| F | NSJ | 52.800 | - | Gv3 | - | II- | 86.00% | - | Sqlkqoyw | 3oQm | 650-675 | 620 | 3vVb+620 | - | - |
| F | DMW | 36.000 | - | X2 | - | G | 20.50% | - | Guyyclve | 3lVg | 260t | 290 | 3sSx+290 | - | - |
| Ash | AWB | 76.000 | - | AV | - | ZI | - | - | - | - | - | - | - | - | Retained |
| H-2H | MXI | 63.400 | - | Cy2 | - | LL | 74.90% | - | Zsdaeqfx | 3hKn | 185c | 185 | 3dSm+185 | - | - |
| F-1F | BLC | 786.000 | - | Gss | - | XXX | 39.00% | - | Rpjluwah | 3wUg | - | 108 | 3jHl+108 | - | - |
| A-1G | NGJ | 94.000 | - | Off | - | EEE | 77.00% | - | Wmwdzfqm | 3kEf | 140z | 140 | 3cTe+140 | - | - |
| B | TLN | 71.000 | - | J3 | - | S- | 4.10% | - | Bslcjpwf | 3kVi | 975-1000 | 845 | 3pTx+845 | - | - |
| F-2H | AOQ | 5.000 | - | Yf2 | - | NN | 35.80% | - | Ybwnk | ZLP | 2.5%r | - | 2.500% | - | - |
Tranche Comments
F-1F: Registration: 144J/Mkf M;
A-1G: Registration: 144P/Avs K;
H-2H: Registration: 144O/Ven B;
F-2H: Registration: 144K/Jpj W;
F: Registration: 144L/Qtq G;
J: Registration: 144Q/Kic Z;
F: Registration: 144P/Wju E;
B: Registration: 144C/Hct G;
Ash: Registration: 144D/Wpb S;
Originator(s)
Uajywaavnq/AZA Zqya Synca Pjnjkqkqna Eydvgq
Reinvestment Period (YRS)
8