| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 124.750 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| B | EUR | 25.500 | - | - | AA | AA | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| C | EUR | 16.000 | - | - | A | A | - | - | Floating | 3mEu | - | 280 | 3mEu+280 | - | 100.00000 |
| D | EUR | 13.200 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 440 | 3mEu+431 | - | 99.47000 |
| E | EUR | 10.500 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | - | 3mEu+700 | - | - |
| Sub | EUR | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2021-02-22; Redemption: 2021-05-22;
B: First Pay: 2021-02-22; Redemption: 2021-05-22;
C: First Pay: 2021-02-22; Redemption: 2021-05-22;
D: First Pay: 2021-02-22; Redemption: 2021-05-22;
E: First Pay: 2021-02-22; Redemption: 2021-05-22;
Sub: First Pay: 2021-02-22; Redemption: 2021-05-22;
Deal Comments
Non-Call Period: 1.00
Risk Retention
Manager will retain vertical interest under EU risk retention
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 22, 2023