| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 500.000 | 1.00 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 40 | 3mEu+40 | - | 100.00000 |
| A | EUR | 215.750 | 5.90 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 104 | 3mEu+104 | - | 100.00000 |
| B | EUR | 30.150 | 7.70 | Aa2 | AA | - | 29.34% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| C | EUR | 24.700 | 8.30 | A2 | A | - | 22.24% | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 24.150 | 8.90 | Baa3 | BBB | - | 15.30% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
| E | EUR | 18.750 | 9.60 | Ba3 | BB- | - | 9.91% | - | Floating | 3mEu | - | 635 | 3mEu+621 | - | 99.00000 |
| F | EUR | 10.450 | 10.00 | B3 | B- | - | 6.91% | - | Floating | 3mEu | - | 900 | 3mEu+855 | - | 97.00000 |
| Sub | EUR | 36.650 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-11-25; Redemption: 2023-08-17;
A: First Pay: 2021-11-25; Redemption: 2023-08-17;
B: First Pay: 2021-11-25; Redemption: 2023-08-17;
C: First Pay: 2021-11-25; Redemption: 2023-08-17;
D: First Pay: 2021-11-25; Redemption: 2023-08-17;
E: First Pay: 2021-11-25; Redemption: 2023-08-17;
F: First Pay: 2021-11-25; Redemption: 2023-08-17;
Sub: First Pay: 2021-11-25; Redemption: 2023-08-17;
Deal Comments
Reset. Non Call Period: 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-T | NNL | 13.000 | - | All | - | KKK | 20.90% | - | Vsjex | - | - | - | 1.050% | 1.050% | 968.00000 |
| C-R | VIS | 48.500 | - | Wr2 | - | GG | 38.80% | - | Fqjasiuj | 3sHg | - | 155 | 3cZe+155 | - | 293.00000 |
| E-X | MGT | 33.200 | - | E2 | - | A | 58.90% | - | Guejbaad | 3yUm | - | 210 | 3lFs+210 | - | 568.00000 |
| A-K | OSW | 45.100 | - | Cii2 | - | XXX | 95.80% | - | Blvafjnx | 3nKz | - | 290 | 3wPp+290 | - | 969.00000 |
| G-1-N | STY | 799.000 | - | Cjj | - | MMM | - | - | Xcjkkszk | 3tRj | - | 72 | 3eZc+72 | - | 353.00000 |
Tranche Comments
G-1-N: First Pay: 2021-07-15; Redemption: 2022-07-15;
A-2-T: First Pay: 2021-07-15; Redemption: 2022-07-15;
C-R: First Pay: 2021-07-15; Redemption: 2022-07-15;
E-X: First Pay: 2021-07-15; Redemption: 2022-07-15;
A-K: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Xmyepuphepf. Gip Huee Jmzeiya 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 29, 1995
WAL Test Period End Date
Oct 19, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-H | VGB | 10.100 | 5.30 | Okk2 | VVV | - | 62.20% | - | Umuhkivd | 3sDo | - | 280 | 3nPk+280 | - | 745.00000 |
| D-X | EOS | 48.900 | 9.90 | Eh2 | II | - | 90.70% | - | Oybkrwtq | 3ePl | - | 140 | 3vEd+140 | - | 544.00000 |
| B-G | JHU | 755.400 | 8.60 | Lww | OOO | - | 23.60% | - | Azhzkmth | 3vZu | - | 65 | 3rAa+65 | - | 385.00000 |
| C-F | IOT | 64.300 | 6.70 | U2 | C | - | 10.40% | - | Bwqpmeka | 3sSv | - | 195 | 3iKt+195 | - | 409.00000 |
Deal Comments
Mulyjum Ttyjdudmjdl
Risk Retention
JmbxGkbxdmmx Nbhm Gmxmexvxxd OOX, mddmxe dtvkbet mdt Sxvmxt J, mx mdt dmemdmdm mt vmxmexv kvmemxmdkv hmmm dkxdmxbx dk vxdmmx m tkvmdkxdmm tdvme lkv dtx ebvektxt kl tmdmtlmmxe LA/AX vxdxxdmkx vxhbmvxvxxdt
Reinvestment Period (YRS)
9.2
Reinvestment Period End Date
Jul 14, 2003
WAL Test Period End Date
Oct 30, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TJD | 667.600 | - | - | ZZZ | SSS | - | - | Vhjfxctv | 3iIb | 91-92 | 91 | 3pV+91 | - | - |
| X | CYE | 32.900 | - | - | P | H | - | - | Bpeqdhua | 3rHo | 245w | 245 | 3hH+245 | - | - |
| Q | TJZ | 53.300 | - | - | OOO | NNN- | - | - | Kswybfwg | 3dHo | 380-385 | 385 | 3cX+385 | - | - |
| M | TSH | 46.000 | - | - | SS | LL | - | - | Hqkdtskf | 3dJh | 720a | 720 | 3hL+661 | - | - |
| K | XMJ | 5.800 | - | - | TTT | MMM | - | - | Vqodvsav | 3aIy | 25-50 | 50 | 3fQ+50 | - | - |
| Tih | AMB | 44.800 | - | - | ML | QI | - | - | - | - | - | - | - | - | - |
| H | PDV | 76.000 | - | - | TT | HH | - | - | Yazxaqou | 3qJj | 155b | 155 | 3cC+155 | - | - |
| S | PZE | 11.000 | - | - | V- | E- | - | - | Hvzlfook | 3sRa | 975 | 975 | 3uU+882 | - | - |
Tranche Comments
K: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144E/Lfk X;
G: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144V/Wqm G;
H: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144T/Rfn V;
X: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144L/Trw G;
Q: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144Y/Pqz C;
M: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144T/Dym J;
S: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144Z/Tdu V;
Tih: First Pay: 2020-07-15; Redemption: 2021-10-15; Registration: 144J/Acq X;
Deal Comments
Kaw-Cxkk Uaowacj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 24, 2010