| 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-1 | IUM | 291.000 | - | Chh | - | RRR | - | - | Subxxjib | 3fBq | - | 97 | 3sTp+97 | - | 277.00000 |
| Efz | JTI | 53.420 | - | LU | - | EQ | - | - | - | - | - | - | - | - | Retained |
| N | QMY | 66.000 | - | Bbb3 | - | BBB- | - | - | Swvwdrfm | 3sVh | - | 310 | 3vDu+310 | - | 576.00000 |
| D | QJU | 25.110 | - | Vl3 | - | RR- | - | - | Nqvxjsio | 3vOa | - | 610 | 3qFj+597 | - | 84.00000 |
| O | OTO | 5.000 | - | Suu | - | VVV | - | - | Iwujdmmm | 3oJn | - | 45 | 3xRv+45 | - | 403.00000 |
| S-2S | QOO | 31.000 | - | Wc2 | - | ZZ | - | - | Jrjzadbn | 3qUc | - | 160 | 3sIf+160 | - | 790.00000 |
| L-2A | LWF | 74.000 | - | Ta2 | - | XX | - | - | Wzuib | - | - | - | 2.000% | 2.000% | 276.00000 |
| F | HHS | 61.000 | - | C2 | - | W | - | - | Utlyktue | 3nCt | - | 210 | 3yYg+210 | - | 711.00000 |
| L | FSP | 8.350 | - | E3 | - | Z- | - | - | Zpoxmbyc | 3ySm | - | 880 | 3eMz+851 | - | 63.00000 |
Tranche Comments
O: First Pay: 2021-11-20; Redemption: 2023-01-29;
Y-1: First Pay: 2021-11-20; Redemption: 2023-01-29;
S-2S: First Pay: 2021-11-20; Redemption: 2023-01-29;
L-2A: First Pay: 2021-11-20; Redemption: 2023-01-29;
F: First Pay: 2021-11-20; Redemption: 2023-01-29;
N: First Pay: 2021-11-20; Redemption: 2023-01-29;
D: First Pay: 2021-11-20; Redemption: 2023-01-29;
L: First Pay: 2021-11-20; Redemption: 2023-01-29;
Efz: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Meeeb. Rme Ibkk Zeqfmlt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 21, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | WPV | 124.000 | - | - | VVV | OOO | - | - | Fpycyoyz | 3lJf | - | 86 | 3rVg+86 | - | 379.00000 |
| H | ZIW | 91.100 | - | - | O | J | - | - | Nvfxlinj | 3fYe | - | 200 | 3tEt+200 | - | 551.00000 |
| T | FXE | 75.200 | - | - | HH- | FF- | - | - | Hshbfrjx | 3sNj | - | 610 | 3qFz+596 | - | 49.00000 |
| C-2A | FJZ | 12.000 | - | - | NN | YY | - | - | Dpxnc | - | - | - | 1.980% | 1.980% | 248.00000 |
| X-2X | DPG | 40.500 | - | - | ZZ | GG | - | - | Hysmxwte | 3cWb | - | 150 | 3pNo+150 | - | 843.00000 |
| J | ESD | 35.300 | - | - | QQQ- | RRR- | - | - | Wvfwzzop | 3cGx | - | 300 | 3bZm+300 | - | 610.00000 |
| D | PNB | 5.700 | - | - | R- | E- | - | - | Jywoaapk | 3sXs | - | 875 | 3jOz+830 | - | 15.00000 |
| Ygf | OHA | 30.980 | - | - | ES | IF | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2021-08-17; Redemption: 2022-09-02;
X-2X: First Pay: 2021-08-17; Redemption: 2022-09-02;
C-2A : First Pay: 2021-08-17; Redemption: 2022-09-02;
H: First Pay: 2021-08-17; Redemption: 2022-09-02;
J: First Pay: 2021-08-17; Redemption: 2022-09-02;
T: First Pay: 2021-08-17; Redemption: 2022-09-02;
D: First Pay: 2021-08-17; Redemption: 2022-09-02;
Ygf: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Mhchi. Wms Qcnn Rhyrmif 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 10, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2G | BLZ | 29.670 | - | - | EE | XX | - | - | Yqsdasbk | 3eUp | - | 295 | 3aHa+265 | - | 48.25000 |
| N | OWH | 67.880 | - | - | FFF- | DDD- | - | - | Uxurmwfp | 3wGq | - | 610 | 3jHo+501 | - | 65.20000 |
| O-2H | KTW | 54.000 | - | - | DD | PP | - | - | Dgtmg | - | - | - | 3.250% | 3.250% | 513.00000 |
| P | CFC | 48.860 | - | - | Q | G | - | - | Avmhszel | 3cCp | - | 365 | 3qQa+323 | - | 56.90000 |
| J-1 | HER | 298.800 | - | - | MMM | RRR | - | - | Nzykhweo | 3fQa | - | 205 | 3qOl+144.4 | - | 84.80000 |
| P | JXE | 28.000 | - | - | MM- | SS- | - | - | Dhwslojz | 3hWl | - | 990 | 3sTo+745 | - | 43.50000 |
| Kgk | AJY | 31.560 | - | - | XF | NP | - | - | - | - | - | - | - | - | - |
Tranche Comments
J-1: First Pay: 2020-11-20; Redemption: 2021-05-20;
G-2G: First Pay: 2020-11-20; Redemption: 2021-05-20;
O-2H: First Pay: 2020-11-20; Redemption: 2021-05-20;
P: First Pay: 2020-11-20; Redemption: 2021-05-20;
N: First Pay: 2020-11-20; Redemption: 2021-05-20;
P: First Pay: 2020-11-20; Redemption: 2021-05-20;
Kgk: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Xqo-Udrr Vvewqjk 1.00. DMO dqxjlvj vrwewxwrwtr xewtvewd.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 7, 1995