| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 232.500 | - | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 95 | 3mEu+95 | - | 100.00000 |
| B1 | EUR | 27.500 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| B2 | EUR | 10.000 | - | Aa2 | AA | - | 28.00% | - | Fixed | - | - | - | 2.000% | 2.000% | 100.00000 |
| C | EUR | 26.300 | - | A2 | A | - | 21.00% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 23.400 | - | Baa3 | BBB- | - | 14.70% | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 18.700 | - | Ba3 | BB- | - | 9.80% | - | Floating | 3mEu | - | 640 | 3mEu+626 | - | 99.00000 |
| F | EUR | 11.300 | - | B3 | B- | - | 6.70% | - | Floating | 3mEu | - | 900 | 3mEu+870 | - | 98.00000 |
| Sub | EUR | 34.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
B1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
B2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
C: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
D: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
E: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
F: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
Sub: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Risk Retention
EU - Vertical/Originator
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 18, 2026