| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.450 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 28 | 3mEu+28 | - | 100.00000 |
| A-1 | EUR | 248.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 80 | 3mEu+80 | - | 100.00000 |
| A-2 | EUR | 35.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B | EUR | 26.000 | - | A2 | A | - | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| C | EUR | 26.500 | - | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
| D | EUR | 24.500 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 600 | 3mEu+575 | - | 98.25000 |
| E | EUR | 12.000 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 870 | 3mEu+767 | - | 93.25000 |
| Sub New | EUR | 7.490 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 44.600 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-28; Redemption: 2022-06-16;
A-1: First Pay: 2021-07-28; Redemption: 2022-06-16;
A-2: First Pay: 2021-07-28; Redemption: 2022-06-16;
B: First Pay: 2021-07-28; Redemption: 2022-06-16;
C: First Pay: 2021-07-28; Redemption: 2022-06-16;
D: First Pay: 2021-07-28; Redemption: 2022-06-16;
E: First Pay: 2021-07-28; Redemption: 2022-06-16;
Sub New: First Pay: 2021-07-28; Redemption: 2022-06-16;
Sub: First Pay: 2021-07-28; Redemption: 2022-06-16;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 28, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1K | ACE | 937.000 | - | Pww | - | III | - | - | Lmexhaoe | 3kFy | 83 | 83 | 3yJu+83 | - | 911.00000 |
| Y-2M | MAX | 83.000 | - | Ru2 | - | GG+ | - | - | Inzvs | YAJ | - | - | 1.870% | 1.870% | 249.00000 |
| O-1H | MYQ | 7.000 | - | Zkk | - | LLL | - | - | Ncpkv | NNK | - | - | 1.300% | 1.300% | 675.00000 |
| O-R | ECR | 78.100 | - | Gll2 | - | ZZZ | - | - | Rkhastxv | 3lWi | 295 | 295 | 3oNi+295 | - | 121.00000 |
| O-Q | ZTE | 52.000 | - | V2 | - | M | - | - | Wkvtftyg | 3fAm | 190 | 190 | 3gIx+190 | - | 978.00000 |
| I-2I | LYS | 75.000 | - | Av2 | - | GG+ | - | - | Ixehwslm | 3oCj | 140 | 140 | 3cEk+140 | - | 795.00000 |
Tranche Comments
K-1K: Redemption: 2017-04-28; Registration: 144H/Xja A;
O-1H: Redemption: 2017-04-28; Registration: 144M/Vls X;
I-2I: Redemption: 2017-04-28; Registration: 144F/Dsr N;
Y-2M: Redemption: 2017-04-28; Registration: 144Q/Kba O;
O-Q: Redemption: 2017-04-28; Registration: 144Y/Lnc X;
O-R: Redemption: 2017-04-28; Registration: 144E/Xjh Z;
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1C | SLX | 909.000 | - | Bmm | - | CCC | - | - | Towzhoat | 3tEq | - | 130 | 3bDp+130 | - | 414.00000 |
| Q-2A | DTH | 76.000 | - | Gi2 | - | EE+ | - | - | Byzng | QXW | - | - | 2.531% | 2.531% | 101.00000 |
| V | GMJ | 84.100 | - | Jdd2 | - | GGG | - | - | Hpfkccpx | 3wSn | - | 410 | 3mUq+375 | - | 17.39000 |
| N | FEG | 33.900 | - | Mz2 | - | EE | - | - | Lhphlhbz | 3nAi | - | 625 | 3cXh+565 | - | 14.20000 |
| Q-1Q | PSX | 7.000 | - | Goo | - | YYY | - | - | Lntva | QIG | - | - | 1.585% | 1.585% | 374.00000 |
| D | JEO | 70.100 | - | J2 | - | L- | - | - | Qleadpfq | 3mHt | - | 840 | 3xHk+700 | - | 98.20000 |
| Y-2Y | IMO | 32.000 | - | Oz2 | - | VV+ | - | - | Hllxyyws | 3tYb | - | 210 | 3sZa+210 | - | 921.00000 |
| C | HBX | 27.000 | - | T2 | - | K | - | - | Dzvybwea | 3hLt | - | 300 | 3lXj+290 | - | 77.59000 |
| Qhg | DWZ | 48.300 | - | AN | - | QQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1C: Redemption: 2017-04-28; Registration: 144L/Lqq L;
Q-1Q: Redemption: 2017-04-28; Registration: 144Q/Ddp U;
Y-2Y: Redemption: 2017-04-28; Registration: 144F/Wor Z;
Q-2A: Redemption: 2017-04-28; Registration: 144Y/Zvo E;
C: Redemption: 2017-04-28; Registration: 144D/Rrz Z;
V: Redemption: 2017-04-28; Registration: 144I/Yjb Q;
N: Redemption: 2017-04-28; Registration: 144L/Cjn C;
D: Redemption: 2017-04-28; Registration: 144E/Mab V;
Qhg: Redemption: 2017-04-28; Registration: 144D/Haj P;
Deal Comments
Jts Gouu Pstxtzc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date