| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 0.690 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 28 | 3mEu+28 | - | 100.00000 |
| A1 | EUR | 248.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 90 | 3mEu+90 | - | 100.00000 |
| A2 | EUR | 40.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B | EUR | 26.000 | - | A2 | A | - | - | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| C | EUR | 25.000 | - | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 330 | 3mEu+330 | - | 100.00000 |
| D | EUR | 21.000 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 600 | 3mEu+557 | - | 97.00000 |
| E | EUR | 11.500 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 850 | 3mEu+762 | - | 94.25000 |
Tranche Comments
X: First Pay: 2021-05-15; Redemption: 2022-08-15;
A1: First Pay: 2021-05-15; Redemption: 2022-08-15;
A2: First Pay: 2021-05-15; Redemption: 2022-08-15;
B: First Pay: 2021-05-15; Redemption: 2022-08-15;
C: First Pay: 2021-05-15; Redemption: 2022-08-15;
D: First Pay: 2021-05-15; Redemption: 2022-08-15;
E: First Pay: 2021-05-15; Redemption: 2022-08-15;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 15, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-P | DWY | 78.000 | - | N2 | Z | - | - | - | Efzbspfp | 3rVl | - | 255 | 3kCk+255 | - | 388.00000 |
| L-1-W | TFA | 430.000 | - | Pnn | QQQ | - | - | - | Wxhfarjt | 3zKm | - | 90 | 3zEa+90 | - | 823.00000 |
| C-V | KBJ | 58.000 | - | Kkk2 | QQQ | - | - | - | Jzczcjjm | 3kEd | - | 340 | 3qKw+340 | - | 389.00000 |
| H-2-K | GQK | 53.000 | - | Ip2 | RR | - | - | - | Ahvktlyw | 3qVy | - | 160 | 3tIc+160 | - | 107.00000 |
| N-F | GAX | 30.000 | - | Lb2 | BB | - | - | - | Qbhsmity | 3jNe | - | 620 | 3qYs+620 | - | 471.00000 |
Tranche Comments
L-1-W: First Pay: 2019-08-15;
H-2-K: First Pay: 2019-08-15;
H-P: First Pay: 2019-08-15;
C-V: First Pay: 2019-08-15;
N-F: First Pay: 2019-08-15;
Risk Retention
PLd Jjkvujjvkdb LF - Ycu
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 14, 1993
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | MCL | 77.000 | - | Dc2 | UU | - | - | - | Tkepxxjk | 3hXf | - | 175 | 3wLf+175 | - | - |
| W | LAO | 24.000 | - | E2 | W | - | - | - | Ayulpafn | 3kHy | - | 270 | 3cOt+270 | - | - |
| N | ZSL | 37.000 | - | N2 | J- | - | - | - | Cwbxxsyj | 3qZg | - | 810 | 3vWj+810 | - | - |
| H | LTP | 253.000 | - | Rcc | UUU | - | - | - | Uwzmyusz | 3aQu | - | 115 | 3cJx+115 | - | - |
| N | HLX | 13.000 | - | Hy2 | LL | - | - | - | Vluqfqpf | 3tXe | - | 635 | 3nPp+635 | - | - |
| Zen | VWS | 89.300 | - | OX | TK | - | - | - | - | - | - | - | - | - | Retained |
| G | YLD | 93.000 | - | Czz2 | GGG | - | - | - | Befofzlf | 3rZx | - | 370 | 3qFj+370 | - | - |
Tranche Comments
H: Redemption: 2018-11-15;
E-2: Redemption: 2018-11-15;
W: Redemption: 2018-11-15;
G: Redemption: 2018-11-15;
N: Redemption: 2018-11-15;
N: Redemption: 2018-11-15;
Zen: Redemption: 2018-11-15;
Deal Comments
Qgw Ugqq Ducwgup 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 21, 1998