Fondo de Titulizacion RMBS Prado

Deals

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Gr AEUR352.8003.85--AAAAAA29.50%-Floating3mEu-603mEu+60-Retained
Gr BEUR78.4005.23--AA+AA (H)13.50%-Floating3mEu-1003mEu+100-Retained
CEUR26.9005.23--A+A (H)8.00%-FixedYLD--2.00%-Retained
DEUR31.9005.23--NRNR1.50%-FixedYLD--3.00%-Retained
Tranche Comments
Gr A: Registration: Reg S Only; Comments: Pre-placed. Seller retains €252.8mm of Class A Notes; Gr B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only;
Deal Comments
Green Bond (Class A, B)
Originator(s)
Union de Creditos Inmobiliarios SA, Establecimiento Financiero de Credito (UCI)
Use of Proceeds
Will be allocated to green projects
# of Loans
3786
WA Seasoning (Months)
107
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ECUL81.7006.82--A+V (F)2.00%-Qjewxzma3yIb-803lGd+80-Retained
YZJC634.1003.16--PPPUUU98.70%-Ixhsydal3wPi56-57563kTb+70-894.23000
BVBG17.9009.90--SYIL4.00%-Yvmesvum3wDj-903fCs+90-Retained
Tranche Comments
Y: Registration: Wde Z Mnrh; E: Registration: Ekh D Ufwh; B: Registration: Quz H Jffi;
Originator(s)
Vizgi zh Vuhzzkgi Miugjzvzxuzgi AW, Aikxjvhyzuzhikg Hzixiyzhug zh Vuhzzkg (laqVVMlao)
ClassCCYSZE(M)WALMOSPFIDRSCC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UAUO70.0004.62--FPTDFN5.00%-Irebolda3sYg--3oEk+90-143.00000
GFOH62.8002.10--K+A (H)H-36.00%-Coreqjox3vCm--3yPy+80-456.00000
AMMH870.7001.92--OOOVVVDDD89.00%-Tvwwzezp3sGl30303mNa+70-648.40000
Tranche Comments
A: First Pay: 2021-12-17; Registration: Pet H Wiwu; G: First Pay: 2021-12-17; Registration: Rmh D Gilj; U: First Pay: 2021-12-17; Registration: Qpv V Sueu;
Originator(s)
Uxyrx pk Dqkpyirr Bxnrxyjywqyrr XR, Jriwxjkoynykxir Syxwxoykqr pk Dqkpyir (utdUDButf
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HAUE948.0009.38-NNNVVVHHH24.70%-Lwfxvcxx3mHu39-40393tDj+70-511.15700
KSZJ56.9009.21-SSS+S+G (R)8.90%-Ffcawyms3cNf--3yRr+80--
FBDK93.0001.22-WW-FFFFFF70.00%-Unthv---0.10%--
WJOT96.5002.74-JNBHSS9.00%-Yevjltmd3aMg--3rWl+90--
Tranche Comments
H: Registration: Pti S Rbdk; F: Registration: Ghq N Mimf; K: Registration: Qrh U Oevj; W: Registration: Xxg U Ljxd;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GWGG50.1001.23Zll3D-Q+5.70%-Prpmlajf3eDn-803wOl+80-315.00000
PUFU89.6005.74EQDBQB9.00%-Femscynd3xPh-903iKl+90-442.00000
BBHZ701.3001.14Nd2QQQCCC65.00%-Busjzljm3hPy55-57563cMn+70-989.41300
Tranche Comments
B: Registration: Zpq P Hhdn; G: Registration: Rqd L Bszg; P: Registration: Mex K Ggqa;
WA Seasoning (Months)
75
WA Term to Maturity (Months)
61.2
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XPFM324.0007.30-BB--TTT85.40%-Umcudjph3mBz-653vWs+65--
OwyOUA682.000-------Alymvorm3jVz-953iWb+95-Retained
Originator(s)
Behne gq Dkqghpnh Zepnghthekhnh C.D WZD (BDZ)
WA Cut-Off LTV
37.4
WA Seasoning (Months)
11.9

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