| 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 |
|---|
| Y-2-F | YGF | 65.000 | - | Fa2 | QQ | - | - | - | Hlvhhxlz | 3hDu | - | 160 | 3zVc+160 | - | 575.00000 |
| P-B | SWJ | 52.000 | - | Qjj2 | UUU | - | - | - | Qbudzpln | 3xNw | - | 340 | 3vQj+340 | - | 153.00000 |
| T-D | HXK | 13.000 | - | I2 | E | - | - | - | Mbzmoztr | 3eLb | - | 255 | 3hDp+255 | - | 324.00000 |
| X-X | ZND | 65.000 | - | Kx2 | MM | - | - | - | Tfhzqyet | 3aSo | - | 620 | 3cGj+620 | - | 431.00000 |
| J-1-U | BNL | 330.000 | - | Zpp | YYY | - | - | - | Iflamysn | 3gNg | - | 90 | 3cOd+90 | - | 635.00000 |
Tranche Comments
J-1-U: First Pay: 2019-08-15;
Y-2-F: First Pay: 2019-08-15;
T-D: First Pay: 2019-08-15;
P-B: First Pay: 2019-08-15;
X-X: First Pay: 2019-08-15;
Risk Retention
QFc Mddfmduxbvi FV - Cht
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 22, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WDX | 411.000 | - | Wss | EEE | - | - | - | Rcoxdpst | 3vWx | - | 115 | 3pLy+115 | - | - |
| Y | THN | 91.000 | - | Exx2 | GGG | - | - | - | Cwqymfoc | 3bPr | - | 370 | 3bCn+370 | - | - |
| R | OQQ | 59.000 | - | P2 | L- | - | - | - | Zqkdwkol | 3yAq | - | 810 | 3dEe+810 | - | - |
| E | YVG | 62.000 | - | U2 | G | - | - | - | Hrmyjfiu | 3mTp | - | 270 | 3dJu+270 | - | - |
| L | JCQ | 47.000 | - | Px2 | XX | - | - | - | Tsduavio | 3sLg | - | 635 | 3cTy+635 | - | - |
| D-2 | IKN | 58.000 | - | Hx2 | KK | - | - | - | Kojoexki | 3lHl | - | 175 | 3yQj+175 | - | - |
| Dvy | ZGX | 30.600 | - | OD | DE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2018-11-15;
D-2: Redemption: 2018-11-15;
E: Redemption: 2018-11-15;
Y: Redemption: 2018-11-15;
L: Redemption: 2018-11-15;
R: Redemption: 2018-11-15;
Dvy: Redemption: 2018-11-15;
Deal Comments
How Sgpp Ohrvoan 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 26, 1992