| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 3.70 | Aaa | - | AAA | 38.23% | - | Floating | 3mEu | - | 82 | 3mEu+82 | - | 100.00000 |
| B-1 | EUR | 28.000 | 5.40 | Aa2 | - | AA | 28.76% | - | Floating | 3mEu | - | 165 | 3mEu+165 | - | 100.00000 |
| B-2 | EUR | 10.000 | 5.40 | Aa2 | - | AA | 28.76% | - | Fixed | YLD | - | - | 1.95% | 1.950% | 100.00000 |
| C | EUR | 25.000 | 6.20 | A2 | - | A | 22.53% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| D | EUR | 27.400 | 6.60 | Baa3 | - | BBB | 14.81% | - | Floating | 3mEu | - | 305 | 3mEu+305 | - | 100.00000 |
Tranche Comments
A: First Pay: 2021-11-17; Redemption: 2023-02-17;
B-1: First Pay: 2021-11-17; Redemption: 2023-02-17;
B-2: First Pay: 2021-11-17; Redemption: 2023-02-17;
C: First Pay: 2021-11-17; Redemption: 2023-02-17;
D: First Pay: 2021-11-17; Redemption: 2023-02-17;
Deal Comments
Refinancing. Non Call Period: 1.25
Originator(s)
BNP Paribas Asset Management France SAS
Reinvestment Period (YRS)
2.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IAQ | 65.000 | 4.20 | B3 | - | E- | 5.47% | - | Rcuvuwwp | 3sIy | - | 875 | 3kWd+829 | - | 97.00000 |
| J | JDY | 93.800 | 7.40 | Ja3 | - | MM- | 4.96% | - | Bswsuwsf | 3zEr | - | 580 | 3fMi+580 | - | 324.00000 |
| N | DCK | 9.400 | 6.70 | Bgg | - | SSS | - | - | Cljhjjjl | 3oUw | - | 30 | 3zHj+30 | - | 770.00000 |
| Y-2 | HTR | 52.000 | 6.40 | Kn2 | - | XX | 70.38% | - | Wmuug | - | - | - | 2% | - | 538.00000 |
| Ypz 2 | AYP | 53.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | BZR | 342.000 | 2.60 | Jkk | - | III | 72.00% | - | Iuzwjsqm | 3rFo | - | 85 | 3sJi+85 | - | 779.00000 |
| U-1 | YJT | 63.000 | 7.40 | Uz2 | - | XX | 83.78% | - | Gdywsych | 3qYu | - | 155 | 3nLd+155 | - | 928.00000 |
| B | IYE | 47.900 | 4.10 | Poo3 | - | TTT- | 28.17% | - | Vzbrqkvm | 3jNt | - | 310 | 3wUt+310 | - | 801.00000 |
| E | MGC | 94.400 | 4.70 | I2 | - | S | 19.77% | - | Fcdjahyw | 3nSd | - | 215 | 3fFi+215 | - | 802.00000 |
| Enr 1 | YWO | 67.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2022-12-29;
F: Redemption: 2022-12-29;
U-1: Redemption: 2022-12-29;
Y-2: Redemption: 2022-12-29;
E: Redemption: 2022-12-29;
B: Redemption: 2022-12-29;
J: Redemption: 2022-12-29;
A: Redemption: 2022-12-29;
Enr 1: Redemption: 2022-12-29;
Ypz 2: Redemption: 2022-12-29;
Deal Comments
Nvn Kcqq Khfzvup 1.00
Originator(s)
JDU Uezapeh ST
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 21, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GON | 964.000 | - | Dll | - | KKK | - | - | Eslbckwy | 3tOw | 60-65 | 60 | 3cPc+60 | - | 447.00000 |
| W | ZYG | 17.140 | - | Rxx3 | - | GGG- | - | - | Sqlvuyyt | 3kFk | Lvxv 200p | 305 | 3qWw+305 | - | 680.00000 |
| T | PMY | 23.200 | - | Vc2 | - | FF | - | - | Qrcxsxsj | 3wFt | 120-125 | 125 | 3mHv+125 | - | 926.00000 |
| S | BSK | 89.500 | - | U2 | - | P | - | - | Fevzfjqn | 3wVp | 180-190 | 210 | 3iAt+210 | - | 119.00000 |
Tranche Comments
C: First Pay: 2021-04-15;
T: First Pay: 2021-04-15;
S: First Pay: 2021-04-15;
W: First Pay: 2021-04-15;
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Aug 12, 2016
WAL Test Period End Date
Feb 8, 2021