| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | 1.10 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 30 | 3mEu+30 | - | 100.00000 |
| A | EUR | 217.000 | 5.60 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 85 | 3mEu+85 | - | 100.00000 |
| B | EUR | 35.000 | 7.40 | Aa2 | AA | - | 28.00% | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| C | EUR | 24.500 | 8.10 | A2 | A | - | 21.00% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 21.000 | 8.80 | Baa3 | BBB | - | 15.00% | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| E | EUR | 18.200 | 9.40 | Ba3 | BB- | - | 9.80% | - | Floating | 3mEu | - | 630 | 3mEu+609 | - | 98.50000 |
| F | EUR | 10.500 | 9.90 | B3 | B- | - | 6.80% | - | Floating | 3mEu | - | 900 | 3mEu+870 | - | 98.00000 |
Tranche Comments
X: First Pay: 2021-07-15; Redemption: 2022-10-15;
A: First Pay: 2021-07-15; Redemption: 2022-10-15;
B: First Pay: 2021-07-15; Redemption: 2022-10-15;
C: First Pay: 2021-07-15; Redemption: 2022-10-15;
D: First Pay: 2021-07-15; Redemption: 2022-10-15;
E: First Pay: 2021-07-15; Redemption: 2022-10-15;
F: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 15, 2025