| 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 |
|---|
| Q-E | FJX | 14.000 | - | Tvv2 | JJJ | - | - | - | Ksmroyej | 3kHb | - | 340 | 3oCr+340 | - | 795.00000 |
| A-1-G | WAD | 474.000 | - | Lqq | UUU | - | - | - | Grkjymuh | 3bUn | - | 90 | 3fHg+90 | - | 560.00000 |
| F-B | WCZ | 66.000 | - | Lr2 | II | - | - | - | Kmsdsfkr | 3jZn | - | 620 | 3tSx+620 | - | 713.00000 |
| D-2-U | ITD | 74.000 | - | Od2 | II | - | - | - | Vydwlvrj | 3aQo | - | 160 | 3iGb+160 | - | 147.00000 |
| H-S | OUF | 22.000 | - | H2 | S | - | - | - | Przxowyu | 3yAc | - | 255 | 3hVe+255 | - | 678.00000 |
Tranche Comments
A-1-G: First Pay: 2019-08-15;
D-2-U: First Pay: 2019-08-15;
H-S: First Pay: 2019-08-15;
Q-E: First Pay: 2019-08-15;
F-B: First Pay: 2019-08-15;
Risk Retention
MEm Tcrkgcvfpjl EQ - Edm
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 1, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WYI | 10.000 | - | Kqq2 | UUU | - | - | - | Ojpwkvrv | 3qCz | - | 370 | 3jPd+370 | - | - |
| N | TIC | 50.000 | - | E2 | P- | - | - | - | Jkcoloor | 3tZk | - | 810 | 3zUj+810 | - | - |
| V-2 | CVI | 30.000 | - | Ki2 | NN | - | - | - | Qpvarzka | 3pUg | - | 175 | 3vQl+175 | - | - |
| K | QOS | 17.000 | - | Ut2 | UU | - | - | - | Bhhukxlq | 3aIh | - | 635 | 3iMn+635 | - | - |
| Oxz | KGK | 91.200 | - | QC | CD | - | - | - | - | - | - | - | - | - | Retained |
| Y | JGB | 711.000 | - | Att | III | - | - | - | Bfdzbxjp | 3yKc | - | 115 | 3qEw+115 | - | - |
| K | PED | 87.000 | - | T2 | R | - | - | - | Lvwbubcm | 3gAu | - | 270 | 3oGc+270 | - | - |
Tranche Comments
Y: Redemption: 2018-11-15;
V-2: Redemption: 2018-11-15;
K: Redemption: 2018-11-15;
M: Redemption: 2018-11-15;
K: Redemption: 2018-11-15;
N: Redemption: 2018-11-15;
Oxz: Redemption: 2018-11-15;
Deal Comments
Oqq Lzkk Qyxwqjl 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 28, 2013