| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 223.000 | 5.60 | Aaa | AAA | - | 38.10% | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| B-1 | EUR | 28.000 | 7.60 | Aa2 | AA | - | 27.50% | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.60 | Aa2 | AA | - | 27.50% | - | Fixed | - | - | - | 1.95% | 1.950% | 100.00000 |
| C | EUR | 23.500 | 8.40 | A2 | A | - | 21.00% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 22.500 | 9.00 | Baa3 | BBB | - | 14.70% | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| E | EUR | 17.000 | 9.60 | Ba3 | BB- | - | 10.00% | - | Floating | 3mEu | - | 630 | 3mEu+609 | - | 98.50000 |
| F | EUR | 11.700 | 10.10 | B3 | B- | - | 6.80% | - | Floating | 3mEu | - | 920 | 3mEu+875 | - | 97.00000 |
| Sub | EUR | 34.500 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
B-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
B-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
C: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
D: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
E: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
F: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
Sub: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.3
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Jul 24, 2025