| 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 |
|---|
| I-1I | DEB | 870.000 | 4.43 | - | HHH | UUU | 35.00% | - | Obpjkzwq | 3mPg | - | 195 | 3vUl+170 | - | 59.90000 |
| Nnt | IXA | 92.900 | 4.57 | - | AS | ID | - | - | - | - | - | - | - | - | - |
| N-2 | QFZ | 33.000 | 9.90 | - | YY | WW | 82.88% | - | Meuwtpqq | 3nQm | - | 275 | 3jDn+257 | - | 62.00000 |
| Z | CYS | 35.000 | 3.48 | - | AAA- | XXX- | 36.12% | - | Nxsqeoxx | 3tTk | - | 580 | 3tBj+510 | - | 41.00000 |
| Z | BGS | 13.000 | 9.65 | - | T | E | 12.00% | - | Cqudxyky | 3wTt | - | 370 | 3kXr+353 | - | 34.00000 |
| M | PAK | 61.000 | 5.31 | - | CC | YY- | 57.77% | - | Bqmcepco | 3oIq | - | 911 | 3eRd+725 | - | 88.00000 |
| U-1Y | EDL | 69.000 | 3.49 | - | PPP | XXX | 15.00% | - | Qrboyopw | 3hWy | - | 215 | 3iZa+190 | - | 99.41000 |
Tranche Comments
I-1I: First Pay: 2021-01-20; Registration: 144E/Hkr Z;
U-1Y: First Pay: 2021-01-20; Registration: 144B/Nxw B;
N-2: First Pay: 2021-01-20; Registration: 144X/Kkw W;
Z: First Pay: 2021-01-20; Registration: 144E/Elq A;
Z: First Pay: 2021-01-20; Registration: 144E/Usx R;
M: First Pay: 2021-01-20; Registration: 144X/Iio N;
Nnt: First Pay: 2021-01-20; Registration: 144V/Rpt E;
Deal Comments
Oaj-xqtt awxzayu 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2001