| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 228.165 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 110 | 3mEu+110 | - | 100.00000 |
| B-1 | EUR | 26.965 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| B-2 | EUR | 12.980 | - | Aa2 | AA | - | - | - | Fixed | - | - | 210 | 2.100% | 2.100% | 100.00000 |
| C | EUR | 27.970 | - | A2 | A | - | - | - | Floating | 3mEu | - | 280 | 3mEu+280 | - | 100.00000 |
| D | EUR | 27.300 | - | Baa3 | BBB- | - | - | - | Floating | 3mEu | - | 425 | 3mEu+425 | - | 100.00000 |
| E | EUR | 22.730 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 800 | 3mEu+699 | - | 94.25000 |
| F | EUR | 7.800 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 900 | 3mEu+770 | - | 92.50000 |
| Z | EUR | 25.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | - |
| Sub | EUR | 40.640 | - | NR | NR | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Redemption: 2021-11-12;
B-1: Redemption: 2021-11-12;
B-2: Redemption: 2021-11-12;
C: Redemption: 2021-11-12;
D: Redemption: 2021-11-12;
E: Redemption: 2021-11-12;
F: Redemption: 2021-11-12;
Z: Redemption: 2021-11-12;
Sub: Redemption: 2021-11-12;
Deal Comments
Non-Call Period: 1.00
Risk Retention
EU RR: Originator/Horizontal. US RR: Foreign Safe Harbor.
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Jan 21, 2024