| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ARR | EUR | 215.500 | 3.30 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 72 | 3mEu+72 | - | 100.00000 |
| B1RR | EUR | 26.930 | 5.10 | Aa2 | - | AA | - | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B2RR | EUR | 9.000 | 5.10 | Aa2 | - | AA | - | - | Fixed | - | - | - | 1.70% | 1.700% | 100.00000 |
| CRR | EUR | 23.310 | 5.70 | A2 | - | A | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
Tranche Comments
ARR: First Pay: 2021-04-15; Redemption: 2022-03-29;
B1RR: First Pay: 2021-04-15; Redemption: 2022-03-29;
B2RR: First Pay: 2021-04-15; Redemption: 2022-03-29;
CRR: First Pay: 2021-04-15; Redemption: 2022-03-29;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
EU: Vertical; US: Reliance on LSTA open market exemption
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2023
WAL Test Period End Date
Apr 15, 2028