| 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 |
|---|
| S-K | WQL | 23.000 | - | D2 | B | - | - | - | Mpzouxod | 3aNa | - | 255 | 3mYd+255 | - | 156.00000 |
| T-O | CHM | 64.000 | - | Lvv2 | DDD | - | - | - | Zeeqwfpg | 3bEq | - | 340 | 3iBr+340 | - | 347.00000 |
| C-1-S | NXT | 865.000 | - | Pnn | XXX | - | - | - | Jqjfzcza | 3eXc | - | 90 | 3yYy+90 | - | 779.00000 |
| M-2-U | PIO | 84.000 | - | Fe2 | MM | - | - | - | Cxyjkubb | 3aKk | - | 160 | 3wXu+160 | - | 622.00000 |
| U-L | BGP | 61.000 | - | Bv2 | FF | - | - | - | Iepwmyeq | 3oOh | - | 620 | 3oTu+620 | - | 399.00000 |
Tranche Comments
C-1-S: First Pay: 2019-08-15;
M-2-U: First Pay: 2019-08-15;
S-K: First Pay: 2019-08-15;
T-O: First Pay: 2019-08-15;
U-L: First Pay: 2019-08-15;
Risk Retention
FMo Zbpoqbgbjay MI - Uxc
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 7, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JQL | 73.000 | - | Jkk2 | OOO | - | - | - | Rbbdhsxx | 3yMt | - | 370 | 3rXu+370 | - | - |
| B | NPT | 180.000 | - | Ikk | MMM | - | - | - | Oqybwbkg | 3kBd | - | 115 | 3sDv+115 | - | - |
| Z | JJA | 12.000 | - | V2 | O | - | - | - | Fqmacumx | 3bNg | - | 270 | 3vKg+270 | - | - |
| M | TXK | 12.000 | - | H2 | V- | - | - | - | Uupalbyt | 3yUu | - | 810 | 3nFf+810 | - | - |
| Tgp | VMF | 62.600 | - | TT | UN | - | - | - | - | - | - | - | - | - | Retained |
| L | HCA | 86.000 | - | Xs2 | NN | - | - | - | Qspafaaa | 3hJx | - | 635 | 3jAg+635 | - | - |
| E-2 | HJT | 62.000 | - | Ft2 | XX | - | - | - | Gxjvojuo | 3xJt | - | 175 | 3aRn+175 | - | - |
Tranche Comments
B: Redemption: 2018-11-15;
E-2: Redemption: 2018-11-15;
Z: Redemption: 2018-11-15;
I: Redemption: 2018-11-15;
L: Redemption: 2018-11-15;
M: Redemption: 2018-11-15;
Tgp: Redemption: 2018-11-15;
Deal Comments
Msz Cxgg Inrxstq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 20, 1996