| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | EUR | 236.000 | 5.90 | - | AAA | AAA | - | - | Floating | 3mEu | - | 85 | 3mEu+85 | - | 100.00000 |
| B-1-R | EUR | 20.000 | 7.40 | - | AA | AA | - | - | Floating | 3mEu | - | 155 | 3mEu+155 | - | 100.00000 |
| B-2-R | EUR | 25.000 | 7.40 | - | AA | AA | - | - | Fixed | - | - | - | 2.00% | 2.000% | 100.00000 |
| C-R | EUR | 31.000 | 8.20 | - | A | A | - | - | Floating | 3mEu | - | 215 | 3mEu+215 | - | 100.00000 |
| D-R | EUR | 24.500 | 8.90 | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| E-R | EUR | 22.000 | 9.50 | - | BB- | BB- | - | - | Floating | 3mEu | - | 585 | 3mEu+571 | - | 99.00000 |
| F-R | EUR | 12.500 | 10.00 | - | B- | B- | - | - | Floating | 3mEu | - | 875 | 3mEu+830 | - | 97.00000 |
| Add Sub | EUR | 6.400 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2021-10-25; Redemption: 2023-01-25;
B-1-R : First Pay: 2021-10-25; Redemption: 2023-01-25;
B-2-R: First Pay: 2021-10-25; Redemption: 2023-01-25;
C-R: First Pay: 2021-10-25; Redemption: 2023-01-25;
D-R: First Pay: 2021-10-25; Redemption: 2023-01-25;
E-R: First Pay: 2021-10-25; Redemption: 2023-01-25;
F-R: First Pay: 2021-10-25; Redemption: 2023-01-25;
Add Sub: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
Retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2026