| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 20 | 3mEu+20 | - | 100.00000 |
| A | EUR | 150.400 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| A-L | EUR | 159.600 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| B-1 | EUR | 34.750 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| B-2 | EUR | 12.750 | - | Aa2 | - | AA | - | - | Fixed | - | - | - | 1.95% | 1.950% | 100.00000 |
| C | EUR | 33.850 | - | A2 | - | A | - | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| D | EUR | 33.650 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 305 | 3mEu+305 | - | 100.00000 |
| E | EUR | 26.250 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 575 | 3mEu+562 | - | 99.00000 |
| F | EUR | 15.000 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 865 | 3mEu+828 | - | 97.50000 |
| Sub | EUR | 45.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-25; Redemption: 2022-11-25;
A: First Pay: 2021-10-25; Redemption: 2022-11-25;
A-L: First Pay: 2021-10-25; Redemption: 2022-11-25;
B-1: First Pay: 2021-10-25; Redemption: 2022-11-25;
B-2: First Pay: 2021-10-25; Redemption: 2022-11-25;
C: First Pay: 2021-10-25; Redemption: 2022-11-25;
D: First Pay: 2021-10-25; Redemption: 2022-11-25;
E: First Pay: 2021-10-25; Redemption: 2022-11-25;
F: First Pay: 2021-10-25; Redemption: 2022-11-25;
Sub: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Reset. Non Call Period: 1.5
Risk Retention
EU: Manager originator method/horizontal
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Nov 25, 2025