| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 15 | 3mEu+15 | - | 100.00000 |
| A | EUR | 250.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 79 | 3mEu+79 | - | 100.00000 |
| B | EUR | 36.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 140 | 3mEu+140 | - | 100.00000 |
| C-1 | EUR | 18.000 | - | A2 | - | A | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| C-2 | EUR | 7.000 | - | A2 | - | A | - | - | Fixed | - | - | - | 2.600% | 2.600% | 100.00000 |
| D | EUR | 29.000 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
| E | EUR | 20.000 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 650 | 3mEu+607 | - | 97.00000 |
| F | EUR | 12.000 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 900 | 3mEu+830 | - | 95.50000 |
| Sub | EUR | 37.200 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2021-07-15; Redemption: 2022-07-15;
A: First Pay: 2021-07-15; Redemption: 2022-07-15;
B: First Pay: 2021-07-15; Redemption: 2022-07-15;
C-1: First Pay: 2021-07-15; Redemption: 2022-07-15;
C-2: First Pay: 2021-07-15; Redemption: 2022-07-15;
D: First Pay: 2021-07-15; Redemption: 2022-07-15;
Sub: First Pay: 2021-07-15; Redemption: 2022-07-15;
E: First Pay: 2021-07-15; Redemption: 2022-07-15;
X: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Reset. Non-Call Period: 1.00
Risk Retention
EU: Third-party originator method/horizontal. US: Deal to rely on Foreign Safe Harbor exemption
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 15, 2025