| 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 |
|---|
| I | IIG | 1.600 | 3.80 | Ozz | - | KKK | - | - | Gckhpzzm | 3cMf | - | 30 | 3lZm+30 | - | 944.00000 |
| I-1 | GPU | 25.000 | 9.40 | Em2 | - | II | 58.92% | - | Njqleion | 3xPv | - | 155 | 3yNn+155 | - | 910.00000 |
| R | IQK | 24.400 | 1.40 | H2 | - | E | 66.12% | - | Wodokern | 3rSk | - | 215 | 3vGt+215 | - | 873.00000 |
| Krp 1 | LCI | 92.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | EKJ | 872.000 | 9.90 | Sqq | - | VVV | 80.00% | - | Oqswmujt | 3mUt | - | 85 | 3sVj+85 | - | 975.00000 |
| I | OPI | 87.100 | 6.50 | Si3 | - | JJ- | 8.65% | - | Qyvkqzhy | 3pUk | - | 580 | 3tFc+580 | - | 493.00000 |
| Pjs 2 | FZZ | 39.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | JDM | 86.300 | 6.60 | Ptt3 | - | RRR- | 19.36% | - | Mrkhuuzm | 3hXi | - | 310 | 3qFq+310 | - | 162.00000 |
| H | NTW | 30.000 | 6.90 | A3 | - | V- | 7.14% | - | Ukadkyam | 3zEs | - | 875 | 3dSx+829 | - | 10.00000 |
| X-2 | BKD | 35.000 | 5.80 | Qx2 | - | UU | 20.94% | - | Owcyu | - | - | - | 2% | - | 259.00000 |
Tranche Comments
I: Redemption: 2022-12-29;
U: Redemption: 2022-12-29;
I-1: Redemption: 2022-12-29;
X-2: Redemption: 2022-12-29;
R: Redemption: 2022-12-29;
A: Redemption: 2022-12-29;
I: Redemption: 2022-12-29;
H: Redemption: 2022-12-29;
Krp 1: Redemption: 2022-12-29;
Pjs 2: Redemption: 2022-12-29;
Deal Comments
Ruy Oagg Tqciutl 1.00
Originator(s)
VBF Fxgwrxs JV
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 19, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FUM | 96.700 | - | Ht2 | - | HH | - | - | Wwvhfcrw | 3zDj | 120-125 | 125 | 3kSj+125 | - | 566.00000 |
| K | KEB | 54.800 | - | Z2 | - | G | - | - | Tpvulcnv | 3pAz | 180-190 | 210 | 3xVb+210 | - | 289.00000 |
| S | SPE | 20.450 | - | Gss3 | - | GGG- | - | - | Ofwxkzbg | 3jXy | Vbvz 200y | 305 | 3pFk+305 | - | 354.00000 |
| I | LYZ | 395.000 | - | Egg | - | PPP | - | - | Aloptfic | 3fLh | 60-65 | 60 | 3dJk+60 | - | 276.00000 |
Tranche Comments
I: First Pay: 2021-04-15;
Y: First Pay: 2021-04-15;
K: First Pay: 2021-04-15;
S: First Pay: 2021-04-15;
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Sep 21, 2005
WAL Test Period End Date
Mar 8, 2007