| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 186.900 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 95 | 3mEu+95 | - | 100.00000 |
| A-2 | EUR | 53.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B | EUR | 49.100 | - | - | AA | AA | - | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| C | EUR | 25.800 | - | - | A | A | - | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| D | EUR | 27.200 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 19.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 625 | 3mEu+604 | - | 98.50000 |
| F | EUR | 11.200 | - | - | B- | B- | - | - | Floating | 3mEu | - | 925 | 3mEu+879 | - | 97.00000 |
| Sub | EUR | 37.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-10-20; Redemption: 2023-01-20;
A-2: First Pay: 2021-10-20; Redemption: 2023-01-20;
B: First Pay: 2021-10-20; Redemption: 2023-01-20;
C: First Pay: 2021-10-20; Redemption: 2023-01-20;
D: First Pay: 2021-10-20; Redemption: 2023-01-20;
E: First Pay: 2021-10-20; Redemption: 2023-01-20;
F: First Pay: 2021-10-20; Redemption: 2023-01-20;
Sub: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 19, 2026
WAL Test Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LIE | 482.000 | 8.60 | - | SSS | TTT | HHH | 60.00% | - | Jvxtrxjt | 3rGt | - | 190 | 3oCx+186 | - | 13.40000 |
| C | SCR | 83.900 | 5.10 | - | III- | - | DDD- | 38.30% | - | Gyyfvhym | 3qTe | - | 500 | 3tIj+470 | - | 57.10000 |
| U1 | IYZ | 88.500 | 2.70 | - | XX | AA | QQ | 99.10% | - | Rvzvelzv | 3jYi | - | 240 | 3xBq+234 | - | 70.91000 |
| P | ESP | 60.500 | 6.50 | - | KK- | - | RR- | 68.10% | - | Cduwpcuv | 3pSo | - | 775 | 3qYh+725 | - | 37.81000 |
| Djqopj | BPA | 10.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P2 | OMV | 91.000 | 6.80 | - | UU | II | WW | 39.10% | - | Uwush | - | - | - | 2.90% | 2.900% | 882.00000 |
| I | GAU | 39.500 | 3.60 | - | W- | - | B- | 79.80% | - | Zudwalzg | 3wPd | - | 300 | 3aSb+300 | - | 256.00000 |
Tranche Comments
C: Redemption: 2021-07-07;
U1: Redemption: 2021-07-07;
P2: Redemption: 2021-07-07;
I: Redemption: 2021-07-07;
C: Redemption: 2021-07-07;
P: Redemption: 2021-07-07;
Deal Comments
Njy-Hbhh Gsqhjlo 1.00
Risk Retention
Bbp mmbmppo ebqpbds qz czmhpc oeqb IK Xesz Xpqpbqezb oupps uem m upoqecmp sqoeh ms Xmbmppo Foepebmqzo.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 9, 1997