| 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 |
|---|
| M | FQV | 55.700 | - | W2 | X | - | 40.30% | - | Rzfumuxp | 3lVm | - | 205 | 3jCx+205 | - | 531.00000 |
| C | LCH | 38.900 | - | Zm3 | TT- | - | 59.00% | - | Rdxbjhkd | 3rWz | - | 575 | 3nYe+541 | - | 31.10000 |
| M | JSH | 13.000 | - | Uj2 | UU | - | 80.00% | - | Zwhvlqzi | 3gPm | - | 135 | 3nYg+135 | - | 409.00000 |
| E | QXN | 79.100 | - | Bll3 | AAA | - | 81.90% | - | Yjfzranq | 3hGs | - | 320 | 3tTi+320 | - | 150.00000 |
| K | ICY | 79.600 | - | T3 | V- | - | 2.00% | - | Ltzpoeot | 3oDz | - | 850 | 3nUf+776 | - | 80.00000 |
| Fjs | YDR | 41.200 | - | OA | MO | - | - | - | - | - | - | - | - | - | Retained |
| Y | ZLX | 614.000 | - | Hkk | ZZZ | - | 78.00% | - | Ozjrdisl | 3wDv | - | 83 | 3kBx+83 | - | 261.00000 |
Tranche Comments
Y: First Pay: 2021-10-15; Redemption: 2022-10-15;
M: First Pay: 2021-10-15; Redemption: 2022-10-15;
M: First Pay: 2021-10-15; Redemption: 2022-10-15;
E: First Pay: 2021-10-15; Redemption: 2022-10-15;
C: First Pay: 2021-10-15; Redemption: 2022-10-15;
K: First Pay: 2021-10-15; Redemption: 2022-10-15;
Fjs: First Pay: 2021-10-15; Redemption: 2022-10-15;
Deal Comments
Ixu Syvv Yzuxxsl 1.00
Risk Retention
AR - Ufuwjcay/Uujqjrawpu