| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 83 | 3mEu+83 | - | 100.00000 |
| B-1 | EUR | 28.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | Aa2 | - | AA | - | - | Fixed | - | - | - | 1.970% | 1.970% | 100.00000 |
| C | EUR | 25.000 | - | A2 | - | A | - | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 29.000 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 20.000 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 640 | 3mEu+620 | - | 98.50000 |
| F | EUR | 12.000 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 915 | 3mEu+856 | - | 96.00000 |
| Z | EUR | 4.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 37.750 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-10-25; Redemption: 2022-11-20;
B-1: First Pay: 2021-10-25; Redemption: 2022-11-20;
B-2: First Pay: 2021-10-25; Redemption: 2022-11-20;
C: First Pay: 2021-10-25; Redemption: 2022-11-20;
D: First Pay: 2021-10-25; Redemption: 2022-11-20;
E: First Pay: 2021-10-25; Redemption: 2022-11-20;
F: First Pay: 2021-10-25; Redemption: 2022-11-20;
Z: First Pay: 2021-10-25; Redemption: 2022-11-20;
Sub: First Pay: 2021-10-25; Redemption: 2022-11-20;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2026