| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.450 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 28 | 3mEu+28 | - | 100.00000 |
| A-1 | EUR | 248.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 80 | 3mEu+80 | - | 100.00000 |
| A-2 | EUR | 35.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B | EUR | 26.000 | - | A2 | A | - | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| C | EUR | 26.500 | - | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
| D | EUR | 24.500 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 600 | 3mEu+575 | - | 98.25000 |
| E | EUR | 12.000 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 870 | 3mEu+767 | - | 93.25000 |
| Sub New | EUR | 7.490 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 44.600 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-28; Redemption: 2022-06-16;
A-1: First Pay: 2021-07-28; Redemption: 2022-06-16;
A-2: First Pay: 2021-07-28; Redemption: 2022-06-16;
B: First Pay: 2021-07-28; Redemption: 2022-06-16;
C: First Pay: 2021-07-28; Redemption: 2022-06-16;
D: First Pay: 2021-07-28; Redemption: 2022-06-16;
E: First Pay: 2021-07-28; Redemption: 2022-06-16;
Sub New: First Pay: 2021-07-28; Redemption: 2022-06-16;
Sub: First Pay: 2021-07-28; Redemption: 2022-06-16;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 28, 2025