| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 244.000 | 5.90 | Aaa | AAA | - | 39.00% | - | Floating | 3mEu | - | 99 | 3mEu+99 | - | 100.00000 |
| B-1 | EUR | 32.000 | 7.60 | Aa2 | AA | - | 28.50% | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.60 | Aa2 | AA | - | 28.50% | - | Fixed | YLD | - | - | 2.10% | 2.100% | 100.00000 |
| C | EUR | 26.000 | 8.30 | A2 | A | - | 22.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 27.000 | 8.90 | Baa3 | BBB | - | 15.25% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
| E | EUR | 22.000 | 9.50 | B3 | B- | - | 9.75% | - | Floating | 3mEu | - | 620 | 3mEu+606 | - | 99.00000 |
| F | EUR | 12.000 | 10.10 | B3 | B- | - | 6.75% | - | Floating | 3mEu | - | 910 | 3mEu+875 | - | 97.00000 |
| Subord-New | EUR | 6.353 | - | NR | NR | - | - | - | - | - | - | - | - | - | - |
| Subord | EUR | 29.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2022-03-20; Redemption: 2023-09-08;
B-1: First Pay: 2022-03-20; Redemption: 2023-09-08;
B-2: First Pay: 2022-03-20; Redemption: 2023-09-08;
C: First Pay: 2022-03-20;
D: First Pay: 2022-03-20; Redemption: 2023-09-08;
E: First Pay: 2022-03-20; Redemption: 2023-09-08;
F: First Pay: 2022-03-20; Redemption: 2023-09-08;
Subord-New: First Pay: 2022-03-20; Redemption: 2023-09-08;
Subord: First Pay: 2022-03-20; Redemption: 2023-09-08;
Deal Comments
Non-Call Period: 2.0
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | BTQ | 50.000 | 6.30 | - | YY | DD | 53.85% | - | Jxkshybv | 3fIt | - | 275 | 3nXv+257 | - | 98.00000 |
| N | ZSE | 67.000 | 9.16 | - | FFF- | FFF- | 90.13% | - | Vvfzyhmi | 3mKf | - | 580 | 3pDy+510 | - | 77.00000 |
| V | EOX | 29.000 | 1.97 | - | Z | N | 68.00% | - | Uhxkqvco | 3yId | - | 370 | 3pGt+353 | - | 79.00000 |
| H | PQO | 56.000 | 5.99 | - | KK | TT- | 64.99% | - | Skbszcqt | 3bIc | - | 911 | 3oJt+725 | - | 32.00000 |
| F-1F | DPQ | 605.000 | 6.59 | - | YYY | FFF | 30.00% | - | Uxmkxziq | 3lGk | - | 195 | 3sJu+170 | - | 13.84000 |
| L-1V | MHH | 38.000 | 5.23 | - | SSS | RRR | 14.00% | - | Bkpbjfzo | 3gIj | - | 215 | 3rVt+190 | - | 76.67000 |
| Lvu | QUJ | 92.800 | 7.35 | - | LF | DF | - | - | - | - | - | - | - | - | - |
Tranche Comments
F-1F: First Pay: 2021-01-20; Registration: 144I/Mhj W;
L-1V: First Pay: 2021-01-20; Registration: 144A/Dko N;
H-2: First Pay: 2021-01-20; Registration: 144Q/Ruo J;
V: First Pay: 2021-01-20; Registration: 144L/Tal D;
N: First Pay: 2021-01-20; Registration: 144Q/Eon E;
H: First Pay: 2021-01-20; Registration: 144P/Jht Z;
Lvu: First Pay: 2021-01-20; Registration: 144G/Dhx N;
Deal Comments
Xtw-zmkk bamttqj 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 1, 2011