| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.750 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 30 | 3mEu+30 | - | 100.00000 |
| A | EUR | 244.000 | - | Aaa | AAA | - | 39.00% | - | Floating | 3mEu | - | 99 | 3mEu+99 | - | 100.00000 |
| B1 | EUR | 33.400 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 185 | 3mEu+185 | - | 100.00000 |
| B2 | EUR | 10.000 | - | Aa2 | AA | - | 28.20% | - | Fixed | YLD | - | - | 2.15% | 2.150% | 100.00000 |
| C | EUR | 26.900 | - | A2 | A | - | 21.40% | - | Floating | 3mEu | - | 245 | 3mEu+245 | - | 100.00000 |
| D | EUR | 25.700 | - | Baa3 | BBB- | - | 15.00% | - | Floating | 3mEu | - | 355 | 3mEu+355 | - | 100.00000 |
| E | EUR | 21.700 | - | Ba3 | BB- | - | 9.60% | - | Floating | 3mEu | - | 675 | 3mEu+647 | - | 98.00000 |
| F | EUR | 10.300 | - | B3 | B- | - | 7.00% | - | Floating | 3mEu | - | 950 | 3mEu+904 | - | 97.00000 |
| Sub | EUR | 52.250 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-25; Redemption: 2023-01-25;
A: First Pay: 2021-10-25; Redemption: 2023-01-25;
B1: First Pay: 2021-10-25; Redemption: 2023-01-25;
B2: First Pay: 2021-10-25; Redemption: 2023-01-25;
C: First Pay: 2021-10-25; Redemption: 2023-01-25;
D: First Pay: 2021-10-25; Redemption: 2023-01-25;
E: First Pay: 2021-10-25; Redemption: 2023-01-25;
F: First Pay: 2021-10-25; Redemption: 2023-01-25;
Sub: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Reset. Non Call Period: 1.5
Risk Retention
EU - Vertical/Originator
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 25, 2026