| 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 | - | 30 | 3mEu+30 | - | 100.00000 |
| A | EUR | 213.500 | - | Aaa | AAA | - | 39.00% | - | Floating | 3mEu | - | 88 | 3mEu+88 | - | 100.00000 |
| B | EUR | 37.600 | - | Aa2 | AA | - | 28.30% | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| C | EUR | 21.000 | - | A2 | A | - | 22.30% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| D | EUR | 24.500 | - | Baa3 | BBB | - | 15.30% | - | Floating | 3mEu | - | 305 | 3mEu+305 | - | 100.00000 |
| E | EUR | 19.300 | - | Ba3 | BB- | - | 9.70% | - | Floating | 3mEu | - | 605 | 3mEu+591 | - | 99.00000 |
| F | EUR | 8.700 | - | B3 | B- | - | 7.30% | - | Floating | 3mEu | - | 860 | 3mEu+830 | - | 98.00000 |
| Sub | EUR | 47.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
A: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
B: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
C: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
D: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
F: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
Sub: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU - Horizontal/Originator; US - Foreign Safe Harbor
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2025