| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | EUR | 150.000 | 5.90 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 83 | 3mEu+83 | - | 100.00000 |
| A | EUR | 129.000 | 5.90 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 83 | 3mEu+83 | - | 100.00000 |
| B1 | EUR | 35.000 | 7.60 | Aa2 | AA | - | - | - | Floating | 3mEu | - | 155 | 3mEu+155 | - | 100.00000 |
| B2 | EUR | 10.000 | 7.60 | Aa2 | AA | - | - | - | Fixed | - | - | - | 1.95% | 1.950% | 100.00000 |
| C | EUR | 31.500 | 8.30 | A2 | A | - | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 28.100 | 9.00 | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
| E | EUR | 22.500 | 9.60 | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 625 | 3mEu+604 | - | 98.50000 |
| F | EUR | 14.600 | 10.10 | B3 | B- | - | - | - | Floating | 3mEu | - | 900 | 3mEu+870 | - | 98.00000 |
Tranche Comments
A-L: First Pay: 2021-11-22; Redemption: 2022-11-22;
A: First Pay: 2021-11-22; Redemption: 2022-11-22;
B1: First Pay: 2021-11-22; Redemption: 2022-11-22;
B2: First Pay: 2021-11-22; Redemption: 2022-11-22;
C: First Pay: 2021-11-22; Redemption: 2022-11-22;
D: First Pay: 2021-11-22; Redemption: 2022-11-22;
E: First Pay: 2021-11-22; Redemption: 2022-11-22;
F: First Pay: 2021-11-22; Redemption: 2022-11-22;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 22, 2025