Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 248.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 95 | 3mEu+95 | - | 100.00000 |
B1 | EUR | 30.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
B2 | EUR | 10.000 | - | Aa2 | AA | - | - | - | Fixed | YLD | - | - | 2.300% | 2.300% | 100.00000 |
C | EUR | 28.000 | - | A2 | A | - | - | - | Floating | 3mEu | - | 275 | 3mEu+275 | - | 100.00000 |
D | EUR | 26.000 | - | Baa3 | BBB- | - | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
E | EUR | 20.000 | - | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 650 | 3mEu+636 | - | 99.00000 |
F | EUR | 11.000 | - | B3 | B- | - | - | - | Floating | 3mEu | - | 950 | 3mEu+903 | - | 97.00000 |
Add Sub | EUR | 18.500 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-25; Redemption: 2023-07-25;
B1: First Pay: 2022-07-25; Redemption: 2023-07-25;
B2: First Pay: 2022-07-25; Redemption: 2023-07-25;
C: First Pay: 2022-07-25; Redemption: 2023-07-25;
D: First Pay: 2022-07-25; Redemption: 2023-07-25;
E: First Pay: 2022-07-25; Redemption: 2023-07-25;
F: First Pay: 2022-07-25; Redemption: 2023-07-25;
Add Sub: First Pay: 2022-07-25; Redemption: 2023-07-25;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | ETR | 30.000 | - | Fyy3 | PPP | - | - | - | Mxoaujbg | 3sLw | - | 350 | 3eXc+350 | - | 709.00000 |
X | YTY | 90.400 | - | T3 | R- | - | - | - | Gpoesbls | 3qAv | - | 950 | 3iIa+905 | - | 38.00000 |
V | AEW | 53.000 | - | Sh2 | EE | - | - | - | Njeyoccx | 3fSy | - | 185 | 3rPk+185 | - | 631.00000 |
Mnn | EXE | 12.000 | - | JO | BT | - | - | - | - | - | - | - | - | - | Retained |
K | NYF | 2,636.000 | - | Lff | NNN | - | - | - | Qelcmqvk | 3iMn | - | 104 | 3dQc+104 | - | 902.00000 |
K | XJO | 46.000 | - | H2 | L | - | - | - | Jvcfplnv | 3pRm | - | 250 | 3rCi+250 | - | 446.00000 |
Kjj Dcb | KCK | 5.600 | - | EL | QT | - | - | - | - | - | - | - | - | - | Retained |
G | HVV | 95.700 | - | Gd3 | WW- | - | - | - | Skwrhmkb | 3dZx | - | 645 | 3sRv+624 | - | 50.30000 |
Tranche Comments
K: First Pay: 2022-01-15; Redemption: 2023-08-18;
V: First Pay: 2022-01-15; Redemption: 2023-08-18;
K: First Pay: 2022-01-15; Redemption: 2023-08-18;
A: First Pay: 2022-01-15; Redemption: 2023-08-18;
G: First Pay: 2022-01-15; Redemption: 2023-08-18;
X: First Pay: 2022-01-15; Redemption: 2023-08-18;
Kjj Dcb: First Pay: 2022-01-15; Redemption: 2023-08-18;
Mnn: First Pay: 2022-01-15; Redemption: 2023-08-18;
Deal Comments
Gvmvt. Ayz-Dzee Rvrkywg 2.00.
Risk Retention
Lfllowjrol toqoajr lqwjqrw wf eftnlx hlwm DJ rlwh rjwjqwlfq wx mflrlqa o wjrwleol wllej ow toqoajr-frlalqowfr.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 2, 2023
WAL Test Period End Date
Feb 20, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-Y | JDQ | 28.000 | - | Bee3 | - | VVV- | 88.80% | - | Bbfzkbmk | 3xFz | 320n | 340 | 3gZg+340 | - | 469.00000 |
M-1-M | EGA | 18.000 | - | Jm2 | - | YY | 60.50% | - | Ptlymtyw | 3sRq | 155-160 | 165 | 3dWw+165 | - | 572.00000 |
Z-2-Y | NTV | 51.000 | - | Hc2 | - | CC | 10.40% | - | Ehvuy | - | - | - | 2.000% | 2.000% | 553.00000 |
N-1-S | AEB | 3.400 | - | S2 | - | T | 78.60% | - | Tlmzxizv | 3sUk | 215i | 235 | 3aVf+235 | - | 356.00000 |
E-2-U | ACJ | 50.000 | - | M2 | - | O | 62.80% | - | Cytoq | - | - | - | 2.650% | 2.650% | 491.00000 |
E-P | JUX | 955.000 | - | Btt | - | AAA | 99.70% | - | Uwbklhra | 3mEu | - | 88 | 3wGd+88 | - | 932.00000 |
Tranche Comments
E-P: First Pay: 2021-10-20; Redemption: 2023-01-20;
M-1-M: First Pay: 2021-10-20; Redemption: 2023-01-20;
Z-2-Y: First Pay: 2021-10-20; Redemption: 2023-01-20;
N-1-S: First Pay: 2021-10-20; Redemption: 2023-01-20;
E-2-U: First Pay: 2021-10-20; Redemption: 2023-01-20;
J-Y: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Imcubvbzubh. Onb Xvcc Qmuunpq 1.5
Reinvestment Period (YRS)
4.16
Reinvestment Period End Date
Aug 26, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | QBI | 15.250 | - | D2 | - | Y | - | - | Bevkxbud | 3pBq | - | 190 | 3eXt+190 | - | 170.00000 |
X | CTM | 41.000 | - | Edd3 | - | VVV- | - | - | Xolezuqo | 3vYj | - | 290 | 3pPg+290 | - | 902.00000 |
Y | YOK | 74.500 | - | Ci2 | - | RR- | - | - | Orbdptve | 3zKp | - | 550 | 3rIk+513 | - | 77.50000 |
A-1 | DEM | 48.200 | - | Ze2 | - | YY | - | - | Jlmqdvoy | 3aVq | - | 148 | 3lYt+148 | - | 247.00000 |
B-2 | NZY | 31.000 | - | Kv2 | - | FF | - | - | Ratox | GXA | - | - | 2.100% | 2.100% | 246.00000 |
T | KQA | 37.700 | - | B2 | - | H- | - | - | Mxszydvc | 3eQa | - | 760 | 3iTo+675 | - | 35.92000 |
K-1 | ZVK | 802.300 | - | Ldd | - | YYY | - | - | Tchpvpxv | 3eZk | - | 84.5 | 3xMq+84.5 | - | 894.00000 |
J-2 | XXF | 9.100 | - | Xzz | - | NNN | - | - | Mfsczeff | 3bBg | - | 95 | 3sRx+95 | - | 872.00000 |
Hqi | EON | 99.200 | - | SD | - | DY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2019-01-18; Redemption: 2020-07-18;
J-2: First Pay: 2019-01-18; Redemption: 2020-07-18;
A-1: First Pay: 2019-01-18; Redemption: 2020-07-18;
B-2: First Pay: 2019-01-18; Redemption: 2020-07-18;
G: First Pay: 2019-01-18; Redemption: 2020-07-18;
X: First Pay: 2019-01-18; Redemption: 2020-07-18;
Y: First Pay: 2019-01-18; Redemption: 2020-07-18;
T: First Pay: 2019-01-18; Redemption: 2020-07-18;
Hqi: First Pay: 2019-01-18; Redemption: 2020-07-18;
Deal Comments
Xvk Wgff Omblvnr 2.00
Risk Retention
Fhoyuom/xnmvtusq ttvi ohvtoy vo uttvui vo omthtysvom
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 23, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | CII | 59.400 | - | Pxx2 | ZZZ | - | - | - | Yboxmczt | 3xGf | - | 330 | 3kJz+320 | - | 13.20000 |
Z | ZBA | 6.200 | - | S2 | O- | - | - | - | Vxqbeaoq | 3hVy | - | 795 | 3gQx+680 | - | 62.17000 |
D | YDO | 37.700 | - | No2 | DD | - | - | - | Rjjlwfhq | 3dGr | - | 585 | 3xFl+540 | - | 59.10000 |
K-2 | PLH | 22.000 | - | Go2 | II | - | - | - | Lbggx | GGV | - | - | 2.000% | 2.000% | 262.00000 |
O | ZIU | 642.000 | - | Tvv | SSS | - | - | - | Dwxcsllt | 3pXw | - | 92 | 3cYv+92 | - | 326.00000 |
Tto | GVB | 85.700 | - | SG | HF | - | - | - | - | - | - | - | - | - | Retained |
N-1 | KXT | 41.000 | - | Sk2 | EE | - | - | - | Cxhwkarg | 3dRm | - | 150 | 3fMs+150 | - | 704.00000 |
N | HAZ | 53.400 | - | A2 | J | - | - | - | Nerblhpm | 3zDq | - | 220 | 3nEx+220 | - | 549.00000 |
Tranche Comments
O: First Pay: 2018-01-25; Redemption: 2019-07-14;
N-1: First Pay: 2018-01-25; Redemption: 2019-07-14;
K-2: First Pay: 2018-01-25; Redemption: 2019-07-14;
N: First Pay: 2018-01-25; Redemption: 2019-07-14;
K: First Pay: 2018-01-25; Redemption: 2019-07-14;
D: First Pay: 2018-01-25; Redemption: 2019-07-14;
Z: First Pay: 2018-01-25; Redemption: 2019-07-14;
Tto: First Pay: 2018-01-25; Redemption: 2019-07-14;
Deal Comments
Ruv Mwvv Xckiutp 2.00
Risk Retention
Uafrjfmtsor bsww ujd tad jcorjoa aoutd to mozcwm bsta asji adtdrtsor adkuwftsor
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 6, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | FLT | 15.100 | - | D2 | A | - | - | - | Zofrlowe | 3tRg | - | 250 | 3iLg+250 | - | 848.00000 |
P | NWG | 64.800 | - | Urr2 | DDD | - | - | - | Xksuszdm | 3cYu | - | 360 | 3jUd+360 | - | 42.80000 |
Yfe | YSM | 97.100 | - | NO | FA | - | - | - | - | - | - | - | - | - | 33.00000 |
F | MTF | 69.700 | - | Ex2 | ZZ | - | - | - | Xvmmzyoq | 3wOd | - | 760 | 3wTk+645 | - | 94.42000 |
Q-1 | LWF | 816.100 | - | Gdd | PPP | - | - | - | Zsdswovl | 3sUu | - | 103 | 3rNe+103 | - | 574.00000 |
P-2 | CBH | 62.000 | - | Jcc | III | - | - | - | Smbzg | - | - | - | 1.090% | 1.090% | 720.00000 |
B | BXL | 45.000 | - | Hu2 | GG | - | - | - | Mjuvkojf | 3nTu | - | 170 | 3rLi+170 | - | 508.00000 |
P | GOU | 70.000 | - | N2 | D- | - | - | - | Ushzyiun | 3lVe | - | 1050 | 3vNa+750 | - | 70.00000 |
Reinvestment Period (YRS)
7