| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 27 | 3mEu+27 | - | 100.00000 |
| A | EUR | 252.000 | - | Aaa | AAA | - | 37.00% | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| B | EUR | 36.000 | - | Aa2 | AA | - | 28.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| C | EUR | 27.000 | - | A2 | A | - | 21.30% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| D | EUR | 28.000 | - | Baa3 | BBB | - | 14.30% | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
| E | EUR | 20.400 | - | Ba3 | BB- | - | 9.20% | - | - | - | - | - | - | - | Retained |
| F | EUR | 13.600 | - | B3 | B- | - | 5.80% | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 22.525 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
A: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
B: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
C: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
D: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
E: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
F: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Horizontal/Originator
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2025