| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 206.500 | 4.70 | - | AAA | AAA | 41.00% | - | Floating | 3mEu | - | 110 | 3mEu+110 | - | 100.00000 |
| B-1 | EUR | 16.000 | 6.20 | - | AA | AA | 31.57% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| B-2 | EUR | 17.000 | 6.20 | - | AA | AA | 31.57% | - | Fixed | - | - | 210 | 2.10% | - | 100.00000 |
| C | EUR | 24.000 | 6.70 | - | A | A | 24.71% | - | Floating | 3mEu | - | 290 | 3mEu+290 | - | 100.00000 |
| D | EUR | 22.000 | 7.10 | - | BBB- | BBB- | 18.43% | - | Floating | 3mEu | - | 425 | 3mEu+425 | - | 100.00000 |
| E | EUR | 26.000 | 7.80 | - | BB- | BB- | 11.00% | - | Floating | 3mEu | - | 735 | 3mEu+659 | - | 100.00000 |
| F | EUR | 8.300 | 8.40 | - | B- | B- | 8.63% | - | Floating | 3mEu | - | 802 | 3mEu+802 | - | 95.50000 |
| Sub | EUR | 33.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-07-25; Redemption: 2021-11-25;
B-1: First Pay: 2021-07-25; Redemption: 2021-11-25;
B-2: First Pay: 2021-07-25; Redemption: 2021-11-25;
C: First Pay: 2021-07-25; Redemption: 2021-11-25;
D: First Pay: 2021-07-25; Redemption: 2021-11-25;
E: First Pay: 2021-07-25; Redemption: 2021-11-25;
F: First Pay: 2021-07-25; Redemption: 2021-11-25;
Sub: First Pay: 2021-07-25; Redemption: 2021-11-25;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU RR: Originator/Subordinated notes. Retention Holder: NP Europe Loan Management I Designated Activity Company; US RR: Foreign Safe Harbor
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 25, 2024