| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 112.200 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 200 | 3mEu+145 | - | 98.62000 |
| B | EUR | 27.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 300 | 3mEu+265 | - | 98.50000 |
| C | EUR | 13.700 | - | - | A | A | - | - | Floating | 3mEu | - | 400 | 3mEu+327 | - | 96.50000 |
| D | EUR | 11.800 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 625 | 3mEu+464 | - | 92.00000 |
| E | EUR | 8.700 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 1025 | 3mEu+700 | - | 85.00000 |
| Sub | EUR | 34.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | 100.00000 |
Tranche Comments
A: First Pay: 2021-01-20; Redemption: 2021-05-20;
B: First Pay: 2021-01-20; Redemption: 2021-05-20;
C: First Pay: 2021-01-20; Redemption: 2021-05-20;
D: First Pay: 2021-01-20; Redemption: 2021-05-20;
E: First Pay: 2021-01-20; Redemption: 2021-05-20;
Sub: First Pay: 2021-01-20; Redemption: 2021-05-20;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 20, 2021