| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 217.000 | - | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 105 | 3mEu+105 | - | 100.00000 |
| B1 | EUR | 15.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B2 | EUR | 20.000 | - | Aa2 | - | AA | 28.00% | - | Fixed | - | - | - | 2.00% | 2.000% | 100.00000 |
| C | EUR | 21.900 | - | A2 | - | A | 21.70% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| D | EUR | 22.700 | - | Baa3 | - | BBB- | 15.30% | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
| E | EUR | 18.400 | - | Ba2 | - | BB | 10.00% | - | Floating | 3mEu | - | 605 | 3mEu+561 | - | 97.00000 |
| F | EUR | 8.800 | - | B2 | - | B | 7.50% | - | Floating | 3mEu | - | 875 | 3mEu+766 | - | 93.00000 |
| Y | EUR | 15.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 29.950 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-07-15; Redemption: 2022-07-15;
B1: First Pay: 2021-07-15; Redemption: 2022-07-15;
B2: First Pay: 2021-07-15; Redemption: 2022-07-15;
C: First Pay: 2021-07-15; Redemption: 2022-07-15;
D: First Pay: 2021-07-15; Redemption: 2022-07-15;
E: First Pay: 2021-07-15; Redemption: 2022-07-15;
F: First Pay: 2021-07-15; Redemption: 2022-07-15;
Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
Sub: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Vertical/Originator
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2025