| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.500 | 1.40 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 45 | 3mEu+45 | - | 100.00000 |
| A | EUR | 248.000 | 5.80 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 97 | 3mEu+97 | - | 100.00000 |
| B1 | EUR | 28.500 | 7.30 | Aa2 | AA | - | 28.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B2 | EUR | 11.500 | 7.30 | Aa2 | AA | - | 28.00% | - | Fixed | YLD | - | - | 2.10% | 2.100% | 100.00000 |
| C | EUR | 28.000 | 8.00 | A2 | A | - | 21.00% | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 24.000 | 8.50 | Baa3 | BBB | - | 15.00% | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| E | EUR | 20.000 | 9.00 | Ba2 | BB- | - | 10.00% | - | Floating | 3mEu | - | 620 | 3mEu+606 | - | 99.00000 |
| F | EUR | 12.000 | 9.50 | B2 | B- | - | 7.00% | - | Floating | 3mEu | - | 915 | 3mEu+868 | - | 97.00000 |
| Equity | EUR | 39.500 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2021-11-15; Redemption: 2023-08-15;
A: First Pay: 2021-11-15; Redemption: 2023-08-15;
B1: First Pay: 2021-11-15; Redemption: 2023-08-15;
B2: First Pay: 2021-11-15; Redemption: 2023-08-15;
C: First Pay: 2021-11-15; Redemption: 2023-08-15;
D: First Pay: 2021-11-15; Redemption: 2023-08-15;
E: First Pay: 2021-11-15; Redemption: 2023-08-15;
F: First Pay: 2021-11-15; Redemption: 2023-08-15;
Equity: First Pay: 2021-11-15; Redemption: 2023-08-15;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Feb 15, 2026