| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mL | - | 90 | 3mL+90 | - | 100.00000 |
| B1 | EUR | 13.000 | - | - | AA | AA | - | - | Floating | 3mL | - | 135 | 3mL+135 | - | 100.00000 |
| B2 | EUR | 20.000 | - | - | AA | AA | 29.80% | - | Fixed | - | - | - | 1.650% | 1.650% | 100.00000 |
| C | EUR | 27.600 | - | - | A | A | 22.90% | - | Floating | 3mL | - | 210 | 3mL+210 | - | 100.00000 |
| D | EUR | 23.800 | - | - | BBB | BBB- | 16.90% | - | Floating | 3mL | - | 300 | 3mL+300 | - | 100.00000 |
| E | EUR | 27.600 | - | - | BB- | BB- | 10.00% | - | Floating | 3mL | - | 560 | 3mL+525 | - | 97.50000 |
| F | EUR | 12.000 | - | - | B- | B- | 7.00% | - | Floating | 3mL | - | 820 | 3mL+746 | - | 95.00000 |
| Sub | EUR | 35.075 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-10-25; Redemption: 2022-10-25;
B1: First Pay: 2021-10-25; Redemption: 2022-10-25;
B2: First Pay: 2021-10-25; Redemption: 2022-10-25;
C: First Pay: 2021-10-25; Redemption: 2022-10-25;
D: First Pay: 2021-10-25; Redemption: 2022-10-25;
E: First Pay: 2021-10-25; Redemption: 2022-10-25;
F: First Pay: 2021-10-25; Redemption: 2022-10-25;
Sub: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Non Call Period: 1.00
Risk Retention
Horizontal/Originator
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2025