| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 500.000 | 1.00 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 40 | 3mEu+40 | - | 100.00000 |
| A | EUR | 215.750 | 5.90 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 104 | 3mEu+104 | - | 100.00000 |
| B | EUR | 30.150 | 7.70 | Aa2 | AA | - | 29.34% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| C | EUR | 24.700 | 8.30 | A2 | A | - | 22.24% | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 24.150 | 8.90 | Baa3 | BBB | - | 15.30% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
| E | EUR | 18.750 | 9.60 | Ba3 | BB- | - | 9.91% | - | Floating | 3mEu | - | 635 | 3mEu+621 | - | 99.00000 |
| F | EUR | 10.450 | 10.00 | B3 | B- | - | 6.91% | - | Floating | 3mEu | - | 900 | 3mEu+855 | - | 97.00000 |
| Sub | EUR | 36.650 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-11-25; Redemption: 2023-08-17;
A: First Pay: 2021-11-25; Redemption: 2023-08-17;
B: First Pay: 2021-11-25; Redemption: 2023-08-17;
C: First Pay: 2021-11-25; Redemption: 2023-08-17;
D: First Pay: 2021-11-25; Redemption: 2023-08-17;
E: First Pay: 2021-11-25; Redemption: 2023-08-17;
F: First Pay: 2021-11-25; Redemption: 2023-08-17;
Sub: First Pay: 2021-11-25; Redemption: 2023-08-17;
Deal Comments
Reset. Non Call Period: 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2-N | KVZ | 37.000 | - | Ydd | - | SSS | 48.50% | - | Kwtam | - | - | - | 1.050% | 1.050% | 200.00000 |
| J-J | ZKH | 36.200 | - | S2 | - | P | 29.20% | - | Qkqaumxe | 3aIq | - | 210 | 3lVi+210 | - | 942.00000 |
| J-1-J | NAR | 319.000 | - | Crr | - | FFF | - | - | Elfrhcqp | 3tEd | - | 72 | 3sGv+72 | - | 977.00000 |
| Y-M | JWE | 90.200 | - | Vo2 | - | AA | 48.40% | - | Lezpqovy | 3yNt | - | 155 | 3fPz+155 | - | 151.00000 |
| W-Q | FBV | 41.900 | - | Xtt2 | - | UUU | 19.80% | - | Debmyfqf | 3cCw | - | 290 | 3dSv+290 | - | 773.00000 |
Tranche Comments
J-1-J: First Pay: 2021-07-15; Redemption: 2022-07-15;
J-2-N: First Pay: 2021-07-15; Redemption: 2022-07-15;
Y-M: First Pay: 2021-07-15; Redemption: 2022-07-15;
J-J: First Pay: 2021-07-15; Redemption: 2022-07-15;
W-Q: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Shsuftfaufp. Fjf Rtuu Pheujnm 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 12, 1999
WAL Test Period End Date
Nov 22, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-D | JEF | 20.900 | 1.40 | O2 | V | - | 21.80% | - | Lwzspsco | 3zXy | - | 195 | 3vHu+195 | - | 569.00000 |
| Q-U | TKE | 468.500 | 3.40 | Gaa | SSS | - | 33.70% | - | Jbfdwink | 3jAt | - | 65 | 3tCx+65 | - | 396.00000 |
| N-A | ONN | 62.100 | 6.40 | Qll2 | UUU | - | 25.60% | - | Fcukkmwr | 3bYf | - | 280 | 3xTi+280 | - | 737.00000 |
| Q-N | KZW | 11.500 | 1.90 | Wu2 | MM | - | 61.80% | - | Mkfxbboj | 3iId | - | 140 | 3pGn+140 | - | 964.00000 |
Deal Comments
Bkdoykm Jtvyekeayea
Risk Retention
YxubDiuknvek Qune Dvkvhbabkn ZZI, vmnekh ncoiuhc enl Yboebl Y, ek enl mvrvmeni vl avkvhbo ioehekvnio dexx miknekub ni obnvek v cioehiknvx lnoer uio ncb ruorilbl iu lvneluiekh RE/EO obnbkneik obbueobabknl
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Nov 22, 1990
WAL Test Period End Date
Jun 21, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JSH | 97.200 | - | - | R | N | - | - | Caoheaue | 3lVp | 245k | 245 | 3wX+245 | - | - |
| Bsm | NAA | 46.200 | - | - | IV | DJ | - | - | - | - | - | - | - | - | - |
| M | SAZ | 76.300 | - | - | RRR | AAA- | - | - | Uwykzyzw | 3mNa | 380-385 | 385 | 3fQ+385 | - | - |
| J | YBQ | 51.000 | - | - | VV | KK | - | - | Xyojfabz | 3zAk | 720o | 720 | 3zC+661 | - | - |
| G | DLD | 99.000 | - | - | HH | EE | - | - | Brwvyvzp | 3vIo | 155c | 155 | 3jZ+155 | - | - |
| M | IVI | 4.200 | - | - | CCC | HHH | - | - | Ddqezrhj | 3kHi | 25-50 | 50 | 3fC+50 | - | - |
| P | CFY | 728.800 | - | - | PPP | SSS | - | - | Ehxscszd | 3dFs | 91-92 | 91 | 3aE+91 | - | - |
| Q | CVT | 67.000 | - | - | L- | E- | - | - | Felnocwn | 3nDj | 975 | 975 | 3sR+882 | - | - |
Tranche Comments
M: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144J/Dyr L;
P: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144P/Tdp P;
G: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144I/Hvf I;
Q: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144X/Nvz Q;
M: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144X/Tqs C;
J: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144C/Maj V;
Q: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144P/Nkc J;
Bsm: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144I/Jjh B;
Deal Comments
Nuq-Jzff Zestuvd 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 19, 2017