| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 249.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 83 | 3mEu+83 | - | 100.00000 |
| B-1 | EUR | 24.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 135 | 3mEu+135 | - | 100.00000 |
| B-2 | EUR | 15.000 | - | Aa2 | - | AA | - | - | Fixed | - | - | - | 1.65% | 1.650% | 100.00000 |
| C | EUR | 26.750 | - | A2 | - | A | - | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| D | EUR | 27.500 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 20.250 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 595 | 3mEu+570 | - | 98.15000 |
| F | EUR | 12.000 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 875 | 3mEu+831 | - | 97.00000 |
| Sub | EUR | 43.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub-R | EUR | 12.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-07-15; Redemption: 2023-03-31;
B-1: First Pay: 2021-07-15; Redemption: 2023-03-31;
B-2: First Pay: 2021-07-15; Redemption: 2023-03-31;
C: First Pay: 2021-07-15; Redemption: 2023-03-31;
D: First Pay: 2021-07-15; Redemption: 2023-03-31;
E: First Pay: 2021-07-15; Redemption: 2023-03-31;
F: First Pay: 2021-07-15; Redemption: 2023-03-31;
Sub: First Pay: 2021-07-15; Redemption: 2023-03-31;
Sub-R: First Pay: 2021-07-15; Redemption: 2023-03-31;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2026
WAL Test Period End Date
Apr 15, 2030