| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 210.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 100 | 3mEu+100 | - | 100.00000 |
| B-1 | EUR | 27.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B-2 | EUR | 15.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 2.050% | 2.050% | 100.00000 |
| C | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 23.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 16.750 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 635 | 3mEu+618 | - | 99.00000 |
| F | EUR | 10.500 | - | - | B- | B- | - | - | Floating | 3mEu | - | 930 | 3mEu+881 | - | 97.00000 |
| Sub | EUR | 33.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-05-17;
B-1: First Pay: 2022-04-15; Redemption: 2023-05-17;
B-2: First Pay: 2022-04-15; Redemption: 2023-05-17;
C: First Pay: 2022-04-15; Redemption: 2023-05-17;
D: First Pay: 2022-04-15; Redemption: 2023-05-17;
E: First Pay: 2022-04-15; Redemption: 2023-05-17;
F: First Pay: 2022-04-15; Redemption: 2023-05-17;
Sub: First Pay: 2022-04-15; Redemption: 2023-05-17;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | AQV | 892.000 | - | Bww | VVV | - | 62.00% | - | Kzfqpcno | 3xGm | - | 83 | 3eCk+83 | - | 701.00000 |
| S | YWL | 15.700 | - | Xmm3 | III | - | 77.10% | - | Oyvfshiu | 3rDc | - | 320 | 3sPw+320 | - | 999.00000 |
| P | PCJ | 20.900 | - | Bk3 | GG- | - | 10.00% | - | Zheucvzz | 3oFf | - | 575 | 3eNa+541 | - | 44.10000 |
| Q | XBY | 22.400 | - | M3 | G- | - | 4.00% | - | Skphcqfb | 3gIo | - | 850 | 3gXu+776 | - | 40.00000 |
| Vsj | GMT | 59.300 | - | IR | XV | - | - | - | - | - | - | - | - | - | Retained |
| B | WHF | 22.000 | - | No2 | LL | - | 56.00% | - | Ychlvbpr | 3kKy | - | 135 | 3nZt+135 | - | 446.00000 |
| G | VTI | 91.400 | - | D2 | U | - | 68.80% | - | Vvoaadxv | 3qEy | - | 205 | 3jZc+205 | - | 248.00000 |
Tranche Comments
W: First Pay: 2021-10-15; Redemption: 2022-10-15;
B: First Pay: 2021-10-15; Redemption: 2022-10-15;
G: First Pay: 2021-10-15; Redemption: 2022-10-15;
S: First Pay: 2021-10-15; Redemption: 2022-10-15;
P: First Pay: 2021-10-15; Redemption: 2022-10-15;
Q: First Pay: 2021-10-15; Redemption: 2022-10-15;
Vsj: First Pay: 2021-10-15; Redemption: 2022-10-15;
Deal Comments
Ywu Fwjj Eztfwus 1.00
Risk Retention
XN - Afqqhhxx/Zqhghnxqgq