| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | EUR | 305.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 90 | 3mEu+90 | - | 100.00000 |
| B-1-R | EUR | 35.500 | - | - | AA | AA | - | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B-2-R | EUR | 17.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 1.950% | 1.950% | 100.00000 |
| C-R | EUR | 33.750 | - | - | A | A | - | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| D-R | EUR | 33.750 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| E-R | EUR | 25.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 590 | 3mEu+577 | - | 99.00000 |
| F-R | EUR | 15.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 885 | 3mEu+848 | - | 97.50000 |
| Sub | EUR | 50.625 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
B-1-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
B-2-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
C-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
D-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
E-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
F-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
Sub: First Pay: 2021-10-15; Redemption: 2022-12-24;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
Deal intends to comply with EU Risk Retention Regulations via the sponsor/horizontal route
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2026