| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | 65-70 | 70 | 3mEu+70 | - | 100.00000 |
| A | EUR | 174.700 | - | - | AAA | AAA | 41.77% | - | Floating | 3mEu | 150a | 145 | 3mEu+145 | - | 100.00000 |
| B-1 | EUR | 20.000 | - | - | AA | AA | - | - | Fixed | - | 2.55-2.65% | - | 2.550% | 2.550% | 100.00000 |
| B-2 | EUR | 10.800 | - | - | AA | AA | 31.50% | - | Floating | 3mEu | 210-220 | 210 | 3mEu+210 | - | 100.00000 |
| C | EUR | 21.500 | - | - | A | A | 24.33% | - | Floating | 3mEu | 290-300 | 290 | 3mEu+290 | - | 100.00000 |
| D | EUR | 17.800 | - | - | BBB | BBB- | 18.40% | - | Floating | 3mEu | 400a | 400 | 3mEu+400 | - | 100.00000 |
| E | EUR | 15.300 | - | - | BB- | BB- | 13.30% | - | Floating | 3mEu | 700a | 700 | 3mEu+613 | - | 95.00000 |
| M | EUR | 250.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | - |
| Sub | EUR | 33.700 | - | - | NR | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2021-04-21; Redemption: 2021-07-15;
A: First Pay: 2021-04-21; Redemption: 2021-07-15;
B-1: First Pay: 2021-04-21; Redemption: 2021-07-15;
B-2: First Pay: 2021-04-21; Redemption: 2021-07-15;
C: First Pay: 2021-04-21; Redemption: 2021-07-15;
D: First Pay: 2021-04-21; Redemption: 2021-07-15;
E: First Pay: 2021-04-21; Redemption: 2021-07-15;
M: First Pay: 2021-04-21; Redemption: 2021-07-15;
Sub: First Pay: 2021-04-21; Redemption: 2021-07-15;
Deal Comments
Non-Call Period: 1.00
Risk Retention
EU - Horizontal/Originator
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 15, 2023