| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.500 | 1.40 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 30 | 3mEu+30 | - | 100.00000 |
| A-1 | EUR | 119.000 | 5.80 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| A-1L | EUR | 191.000 | 5.80 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| A-2A | EUR | 39.000 | 7.60 | Aa2 | AA | - | - | - | Floating | 3mEu | - | 163 | 3mEu+163 | - | 100.00000 |
| A-2B | EUR | 11.000 | 7.60 | Aa2 | AA | - | - | - | Fixed | - | - | - | 2.03% | 2.030% | 100.00000 |
| B | EUR | 35.000 | 8.20 | A2 | A | - | - | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| C | EUR | 30.000 | 8.70 | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| D | EUR | 25.000 | 9.10 | Ba2 | BB- | - | - | - | Floating | 3mEu | - | 645 | 3mEu+616 | - | 98.00000 |
| E | EUR | 12.500 | 9.50 | B2 | B- | - | - | - | Floating | 3mEu | - | 930 | 3mEu+851 | - | 95.00000 |
| Equity | EUR | 56.930 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-15; Redemption: 2022-10-15;
A-1: First Pay: 2021-07-15; Redemption: 2022-10-15;
A-1L: First Pay: 2021-07-15; Redemption: 2022-10-15;
A-2A: First Pay: 2021-07-15; Redemption: 2022-10-15;
A-2B: First Pay: 2021-07-15; Redemption: 2022-10-15;
B: First Pay: 2021-07-15; Redemption: 2022-10-15;
C: First Pay: 2021-07-15; Redemption: 2022-10-15;
D: First Pay: 2021-07-15; Redemption: 2022-10-15;
E: First Pay: 2021-07-15; Redemption: 2022-10-15;
Equity: First Pay: 2021-07-15; Redemption: 2022-10-15;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Originator/Equity; US: Reliance on foreign safe harbor
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2025
WAL Test Period End Date
Apr 15, 2030