| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 73.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 80 | 3mEu+80 | - | 100.00000 |
| AL1 | EUR | 125.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 80 | 3mEu+80 | - | 100.00000 |
| AL2 | EUR | 50.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 80 | 3mEu+80 | - | 100.00000 |
| B | EUR | 38.500 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| C | EUR | 25.000 | - | A2 | - | A | - | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 29.000 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| E | EUR | 20.500 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 640 | 3mEu+612 | - | 98.00000 |
| F | EUR | 11.000 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 905 | 3mEu+844 | - | 96.00000 |
| M-1 | EUR | 20.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | 100.00000 |
| M-2 | EUR | 13.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | 100.00000 |
Tranche Comments
A: First Pay: 2021-01-20; Redemption: 2022-11-19;
AL1: First Pay: 2021-01-20; Redemption: 2022-11-19;
AL2: First Pay: 2021-01-20; Redemption: 2022-11-19;
B: First Pay: 2021-01-20; Redemption: 2022-11-19;
C: First Pay: 2021-01-20; Redemption: 2022-11-19;
D: First Pay: 2021-01-20; Redemption: 2022-11-19;
E: First Pay: 2021-01-20; Redemption: 2022-11-19;
F: First Pay: 2021-01-20; Redemption: 2022-11-19;
M-1: First Pay: 2021-01-20; Redemption: 2022-11-19;
M-2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Nov 19, 2025
WAL Test Period End Date
Nov 19, 2029