| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 228.500 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 62 | 3mEu+62 | - | 100.00000 |
| B-1 | EUR | 10.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 1.60% | 1.600% | 100.00000 |
| B-2 | EUR | 27.250 | - | - | AA | AA | - | - | Floating | 3mEu | - | 140 | 3mEu+140 | - | 100.00000 |
| C | EUR | 23.000 | - | - | A | A | - | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 22.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| E | EUR | 22.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 570 | 3mEu+552 | - | 99.00000 |
| F | EUR | 10.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 865 | 3mEu+798 | - | 96.50000 |
| Sub A | EUR | 3.650 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 38.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-07-24; Redemption: 2022-03-24;
B-1: First Pay: 2021-07-24; Redemption: 2022-03-24;
B-2: First Pay: 2021-07-24; Redemption: 2022-03-24;
C: First Pay: 2021-07-24; Redemption: 2022-03-24;
D: First Pay: 2021-07-24; Redemption: 2022-03-24;
E: First Pay: 2021-07-24; Redemption: 2022-03-24;
F: First Pay: 2021-07-24; Redemption: 2022-03-24;
Sub A: First Pay: 2021-07-24; Redemption: 2022-03-24;
Sub: First Pay: 2021-07-24; Redemption: 2022-03-24;
Deal Comments
Reset. Non-Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 24, 2023