| 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 |
|---|
| K | OGB | 26.200 | - | Jii3 | XXX | - | 62.60% | - | Ffxabmtz | 3zZi | - | 320 | 3mZg+320 | - | 572.00000 |
| Twd | SKP | 58.200 | - | TY | MO | - | - | - | - | - | - | - | - | - | Retained |
| G | JZC | 29.100 | - | Ho3 | RR- | - | 51.00% | - | Wpvlhxwe | 3iMk | - | 575 | 3eQe+541 | - | 50.70000 |
| H | EDZ | 20.900 | - | C2 | F | - | 41.60% | - | Qzcsoves | 3vHx | - | 205 | 3cDx+205 | - | 854.00000 |
| E | FCO | 21.800 | - | K3 | N- | - | 8.00% | - | Scwfskwp | 3sQm | - | 850 | 3yOw+776 | - | 32.00000 |
| W | BKQ | 291.000 | - | Daa | EEE | - | 78.00% | - | Mhbcwxlz | 3bKy | - | 83 | 3dZk+83 | - | 761.00000 |
| I | PUF | 84.000 | - | Br2 | MM | - | 65.00% | - | Ssvvpbuu | 3mXw | - | 135 | 3lVi+135 | - | 929.00000 |
Tranche Comments
W: First Pay: 2021-10-15; Redemption: 2022-10-15;
I: First Pay: 2021-10-15; Redemption: 2022-10-15;
H: First Pay: 2021-10-15; Redemption: 2022-10-15;
K: First Pay: 2021-10-15; Redemption: 2022-10-15;
G: First Pay: 2021-10-15; Redemption: 2022-10-15;
E: First Pay: 2021-10-15; Redemption: 2022-10-15;
Twd: First Pay: 2021-10-15; Redemption: 2022-10-15;
Deal Comments
Bmv Wgpp Myqimjw 1.00
Risk Retention
XX - Zwfwbmap/Qfbdbrawrf