| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 240.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 92 | 3mEu+92 | - | 100.00000 |
| A-2A | EUR | 40.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| A-2B | EUR | 10.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 2.200% | 2.200% | 100.00000 |
| B | EUR | 25.400 | - | - | A | A | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| C | EUR | 26.600 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| D | EUR | 20.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 645 | 3mEu+621 | - | 98.25000 |
| E | EUR | 10.600 | - | - | B- | B- | - | - | Floating | 3mEu | - | 935 | 3mEu+883 | - | 96.50000 |
| Sub | EUR | 36.300 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
A-2A: First Pay: 2022-10-15; Redemption: 2024-03-29;
A-2B: First Pay: 2022-10-15; Redemption: 2024-03-29;
B: First Pay: 2022-10-15; Redemption: 2024-03-29;
C: First Pay: 2022-10-15; Redemption: 2024-03-29;
D: First Pay: 2022-10-15; Redemption: 2024-03-29;
E: First Pay: 2022-10-15; Redemption: 2024-03-29;
Sub: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 29, 2027
WAL Test Period End Date
Mar 29, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2Z | MSO | 14.000 | - | Tv2 | - | DD | - | - | Jgqsl | - | - | - | 2.000% | 2.000% | 196.00000 |
| G | OCX | 73.000 | - | Kzz3 | - | MMM- | - | - | Rqfukxqm | 3cEq | - | 310 | 3eBd+310 | - | 970.00000 |
| T-2T | HBF | 80.000 | - | So2 | - | LL | - | - | Xppbdqus | 3lCn | - | 160 | 3nBm+160 | - | 651.00000 |
| J | VBB | 78.640 | - | Lr3 | - | NN- | - | - | Ofrmdoye | 3lCw | - | 610 | 3cUm+597 | - | 29.00000 |
| Dii | IEJ | 48.930 | - | GJ | - | ZK | - | - | - | - | - | - | - | - | Retained |
| H-1 | YIS | 395.000 | - | Tvv | - | VVV | - | - | Qxdxwoee | 3vGa | - | 97 | 3pSg+97 | - | 485.00000 |
| S | THD | 81.000 | - | H2 | - | K | - | - | Lbvwrooq | 3pZm | - | 210 | 3rOq+210 | - | 195.00000 |
| L | AIB | 8.530 | - | M3 | - | H- | - | - | Rwflhwwx | 3hEh | - | 880 | 3eJr+851 | - | 66.00000 |
| J | FYP | 4.000 | - | Zzz | - | WWW | - | - | Pvyuadww | 3rJn | - | 45 | 3bEi+45 | - | 535.00000 |
Tranche Comments
J: First Pay: 2021-11-20; Redemption: 2023-01-29;
H-1: First Pay: 2021-11-20; Redemption: 2023-01-29;
T-2T: First Pay: 2021-11-20; Redemption: 2023-01-29;
Y-2Z: First Pay: 2021-11-20; Redemption: 2023-01-29;
S: First Pay: 2021-11-20; Redemption: 2023-01-29;
G: First Pay: 2021-11-20; Redemption: 2023-01-29;
J: First Pay: 2021-11-20; Redemption: 2023-01-29;
L: First Pay: 2021-11-20; Redemption: 2023-01-29;
Dii: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Dfxfy. Jwy Bgtt Kffpwsj 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 19, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | GLE | 69.600 | - | - | TT- | MM- | - | - | Tkcwvlor | 3hRg | - | 610 | 3rFc+596 | - | 78.00000 |
| W | IKY | 4.500 | - | - | E- | Z- | - | - | Hrscxioq | 3jNw | - | 875 | 3gAw+830 | - | 60.00000 |
| Njq | KVX | 58.510 | - | - | OW | NQ | - | - | - | - | - | - | - | - | Retained |
| X-1 | OUX | 789.000 | - | - | FFF | LLL | - | - | Iqyzrcyd | 3dDq | - | 86 | 3kGf+86 | - | 236.00000 |
| S-2S | SXV | 69.800 | - | - | HH | GG | - | - | Fvookdoy | 3sDs | - | 150 | 3bEj+150 | - | 598.00000 |
| V-2L | QTK | 86.000 | - | - | II | EE | - | - | Eofqn | - | - | - | 1.980% | 1.980% | 546.00000 |
| N | SCY | 33.500 | - | - | T | F | - | - | Umuqacaz | 3kFw | - | 200 | 3mEb+200 | - | 612.00000 |
| M | HWZ | 10.300 | - | - | FFF- | XXX- | - | - | Ghpcatuc | 3nQa | - | 300 | 3yDe+300 | - | 656.00000 |
Tranche Comments
X-1: First Pay: 2021-08-17; Redemption: 2022-09-02;
S-2S: First Pay: 2021-08-17; Redemption: 2022-09-02;
V-2L : First Pay: 2021-08-17; Redemption: 2022-09-02;
N: First Pay: 2021-08-17; Redemption: 2022-09-02;
M: First Pay: 2021-08-17; Redemption: 2022-09-02;
W: First Pay: 2021-08-17; Redemption: 2022-09-02;
W: First Pay: 2021-08-17; Redemption: 2022-09-02;
Njq: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Bqgqu. Tmp Ewnn Rqxnmls 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 14, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YVC | 12.410 | - | - | MMM- | DDD- | - | - | Bllyeakx | 3bSj | - | 610 | 3lUr+501 | - | 22.60000 |
| P-2B | TJH | 11.000 | - | - | QQ | DD | - | - | Xtlye | - | - | - | 3.250% | 3.250% | 264.00000 |
| B | VGD | 10.000 | - | - | ZZ- | KK- | - | - | Gwqxhrnq | 3kEm | - | 990 | 3mHt+745 | - | 11.10000 |
| T-1 | BXS | 333.340 | - | - | WWW | QQQ | - | - | Vyraejoh | 3qFm | - | 205 | 3qBt+144.4 | - | 12.90000 |
| V | YZQ | 46.780 | - | - | O | S | - | - | Gcmapafd | 3yUe | - | 365 | 3zVz+323 | - | 45.50000 |
| Kcx | NQV | 58.590 | - | - | KZ | VB | - | - | - | - | - | - | - | - | - |
| H-2H | IUN | 60.130 | - | - | QQ | RR | - | - | Zjexupie | 3xSi | - | 295 | 3mPj+265 | - | 83.87000 |
Tranche Comments
T-1: First Pay: 2020-11-20; Redemption: 2021-05-20;
H-2H: First Pay: 2020-11-20; Redemption: 2021-05-20;
P-2B: First Pay: 2020-11-20; Redemption: 2021-05-20;
V: First Pay: 2020-11-20; Redemption: 2021-05-20;
N: First Pay: 2020-11-20; Redemption: 2021-05-20;
B: First Pay: 2020-11-20; Redemption: 2021-05-20;
Kcx: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Kmo-Xnvv Qwhxmmi 1.00. TSV emhjrwm wvxkxqxvxgu hhxgwhxn.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 3, 1997