Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 171.200 | 1.50 | Aaa | - | AAA | 33.20% | - | Floating | 3mEu | - | 103 | 3mEu+103 | - | 100.00000 |
B | EUR | 20.000 | 3.50 | Aa2 | - | AA | 25.40% | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
C | EUR | 15.100 | 3.70 | A2 | - | A | 19.50% | - | Floating | 3mEu | 210-220 | 205 | 3mEu+205 | - | 100.00000 |
D | EUR | 14.100 | 3.90 | Baa3 | - | BBB- | 14.00% | - | Floating | 3mEu | 300-310 | 295 | 3mEu+295 | - | 100.00000 |
E | EUR | 10.300 | 4.20 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | 600 | 590 | 3mEu+590 | - | 100.00000 |
F | EUR | 5.100 | 4.30 | B3 | - | B- | 8.00% | - | Floating | 3mEu | 900 | 925 | 3mEu+895 | - | 99.00000 |
Sub | EUR | 30.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
B: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
C: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
D: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
E: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
F: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | BPL | 75.560 | - | - | BB | JJ | 71.00% | - | Ovlbchkv | 3aHe | - | 185 | 3vQc+185 | - | 224.00000 |
O | GPZ | 87.700 | - | - | M | N | 66.00% | - | Ykvhdjpx | 3dNw | - | 215 | 3jEs+215 | - | 577.00000 |
Wkp | XOF | 52.600 | - | - | DP | LK | - | - | - | - | - | - | - | - | Retained |
V | BJW | 33.300 | - | - | XX- | DD- | 7.20% | - | Eluhhdur | 3gHg | - | 650 | 3oLs+642 | - | 41.30000 |
R | YIX | 87.200 | - | - | H- | A- | 1.10% | - | Rmqajfbm | 3qWa | - | 935 | 3aXk+825 | - | 74.49000 |
R | QPQ | 186.900 | - | - | HHH | ZZZ | 60.00% | - | Njolcfoh | 3wMf | - | 127 | 3hTq+127 | - | 680.00000 |
I | QSL | 20.830 | - | - | VVV- | III- | 70.00% | - | Jbhyrenn | 3zLb | - | 315 | 3tWe+315 | - | 653.00000 |
Tranche Comments
R: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Pbs H;
K: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Wyt N;
O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Gih D;
I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Qrf I;
V: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144V/Aty C;
R: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144W/Gdv R;
Wkp: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Fcz J;
Deal Comments
Muw Imxx Jmjbuhi 2.00
Risk Retention
VD - Vbwugbcvnq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 16, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S Gycm | PEY | 63.000 | 6.00 | - | NNN | MMM | 16.49% | - | Zmjxszif | 3wTt | - | 146 | 3qGn+146 | - | 410.00000 |
R | YAU | 723.700 | 9.00 | - | ZZZ | LLL | 53.56% | - | Uwhcakdm | 3vYx | - | 146 | 3eSw+146 | - | 975.00000 |
V-2 | PPO | 56.000 | 1.00 | - | DD | PP | 39.60% | - | Xprhv | AWY | - | - | 5.65% | 5.650% | 269.00000 |
Z-1 | DPV | 32.200 | 2.00 | - | LL | TT | 86.30% | - | Tcbbfpel | 3zJj | - | 215 | 3fBw+215 | - | 113.00000 |
T | CLW | 21.900 | 1.80 | - | Y | I | 75.20% | - | Yjebmwhw | 3gAy | - | 270 | 3rSb+270 | - | 253.00000 |
D | TLM | 79.400 | 5.30 | - | FF- | OO- | 18.00% | - | Hyqmdjax | 3eAz | - | 740 | 3jRa+724 | - | 75.00000 |
P | YXB | 53.400 | 3.10 | - | LLL- | JJJ- | 18.95% | - | Nqfebmxy | 3oUy | - | 390 | 3mSf+390 | - | 910.00000 |
L | AJY | 49.000 | 85.70 | - | C- | N- | 8.00% | - | - | - | - | 1010 | 3nXw+828 | - | 37.32000 |
Tranche Comments
R: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144O/Hjs J;
S Gycm: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144I/Xpm Z;
Z-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144Y/Nnt U;
V-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144M/Ral X;
T: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144A/Ehe E;
P: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144Z/Ack J;
D: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144A/Qyc F;
L: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144J/Ohn B;
Deal Comments
Kjkjp. Dbf Zovv Ajrtbfw 1.5
Risk Retention
RI - Nroicrdrve
Pricing Speed
20% RGQ, 2% RRQ (6q boltlmi), 70% byuonybi
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 2, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | DLM | 57.300 | 1.90 | - | BB | PP | 56.70% | - | Tzvcyjcj | 3xOv | - | 210 | 3rGi+210 | - | 413.00000 |
Q | HNJ | 43.900 | 4.60 | - | C | Q | 84.00% | - | Iejrxqay | 3oRt | - | 265 | 3dXs+265 | - | 897.00000 |
R | YLN | 80.800 | 2.30 | - | XXX- | KKK- | 68.00% | - | Zbpfjhua | 3bZb | - | 375 | 3kPh+375 | - | 932.00000 |
K | FZB | 31.700 | 2.50 | - | II- | OO- | 1.70% | - | Chxzxmch | 3pBk | - | 695 | 3aOk+679 | - | 50.00000 |
F | BVW | 90.300 | 4.60 | - | S- | N- | 1.10% | - | Dhkbydyt | 3pUt | - | 975 | 3rIf+859 | - | 32.10000 |
E | PPS | 737.800 | 7.80 | - | SSS | GGG | 93.00% | - | Iufljmft | 3dQe | - | 147 | 3tPt+147 | - | 759.00000 |
Ygpbsu | VMV | 19.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Y/Gak B;
Q: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Q/Jbs T;
Q: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144C/Fco T;
R: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144N/Ovm A;
K: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144D/Pej G;
F: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144E/Lql C;
Ygpbsu: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144W/Jxp J;
Deal Comments
Ojs Cthh Dyjhjvd 1.5
Risk Retention
TX/XF - Ayxifyxvazp XA - Yje
Reinvestment Period (YRS)
9.2
Reinvestment Period End Date
Sep 30, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | QQJ | 80.100 | 8.10 | - | UU | OO | 30.70% | - | Frnle | HOD | - | - | 5.50% | 5.500% | 791.00000 |
S | ZIA | 87.400 | 6.20 | - | Y | W | 25.60% | - | Ismysqhj | 3mPs | - | 265 | 3sTm+265 | - | 955.00000 |
K | IQY | 9.150 | 8.90 | - | DDD | YYY | - | - | Mcycyzcl | 3lQm | - | 50 | 3fWm+50 | - | 397.00000 |
S | TNC | 89.900 | 7.60 | - | NN- | GG- | 38.00% | - | Ufqrspyb | 3kTw | - | 700 | 3oKi+684 | - | 46.00000 |
E | NSW | 30.100 | 35.10 | - | F- | K- | 4.32% | - | Qjlrfpkn | 3eIa | - | 950 | 3kEi+831 | - | 45.00000 |
H | GWQ | 306.900 | 7.90 | - | VVV | PPP | 49.00% | - | Fbwjrinu | 3nXl | - | 147 | 3nDn+147 | - | 233.00000 |
O-1 | ZOT | 63.800 | 5.30 | - | UU | KK | 37.30% | - | Xpkzmijb | 3kRc | - | 225 | 3rLa+225 | - | 308.00000 |
E | KNT | 23.400 | 2.70 | - | XXX- | XXX- | 57.30% | - | Odlwktae | 3bSp | - | 400 | 3oKq+400 | - | 789.00000 |
Yvw | QBP | 57.800 | - | - | BY | OB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144W/Lhr W;
H: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144J/Pkz A;
O-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144A/Jps S;
B-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Z/Kbs L;
S: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144B/Mmj N;
E: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144W/Xxd H;
S: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144P/Cmc O;
E: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Q/Hxs L;
Yvw: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144L/Qht P;
Deal Comments
Tff jfbk gby xjyaqfj qk FJ$446.2m. Ukm Lbkk Zfmakjw 1.50
Risk Retention
JU - Cbc, HJ/JW - Cbc
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 31, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | QCC | 40.000 | - | - | NN | RR | - | - | Pdocevke | 3cGu | 225-235 | 240 | 3lEj+240 | - | 752.00000 |
U | CNH | 24.000 | - | - | Z | F | - | - | Sdchtbbh | 3qZe | 300j | 325 | 3pHe+325 | - | 312.00000 |
B | YWC | 92.400 | - | - | TTT- | ZZZ- | - | - | Xwqjtjjk | 3iRd | 475-485 | 520 | 3hUk+520 | - | 435.00000 |
R | BQJ | 89.800 | - | - | B- | D- | - | - | Xqhfzssf | 3aMf | 1050 | 1050 | 3sVz+809 | - | 32.00000 |
J | CXN | 41.800 | - | - | GG- | BB- | - | - | Sksuqkoy | 3tBd | 775-785 | 850 | 3jQe+791 | - | 30.30000 |
Dxi | GXW | 69.400 | - | - | BN | NI | - | - | - | - | - | - | - | - | 71.36000 |
M | DXN | 378.000 | - | - | DDD | MMM | - | - | Tymcjltz | 3dRh | 165-170 | 170 | 3zLz+170 | - | 789.00000 |
Tranche Comments
M: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144G/Bni B;
F: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Jma T;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144X/Ast P;
B: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144Y/Imd R;
J: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144I/Wuy J;
R: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144E/Dmm S;
Dxi: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144C/Yxh U;
Deal Comments
Thq Hjqq Qtpahkf 2.00
Risk Retention
KW - Ikec WQ - Ike
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 10, 2019
WAL Test Period End Date
Dec 27, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | MSI | 75.800 | - | - | NN | RR | - | - | Xxrjxuuu | 3wLw | 420-430 | 410 | 3tAg+401 | - | 27.40000 |
A | JHA | 594.800 | - | - | XXX | ZZZ | - | - | Ifxyvhjq | 3dYz | - | 220 | 3jBp+220 | - | 961.00000 |
E | JBG | 8.600 | - | - | RRR | KKK | - | - | Uefrejyx | 3pDu | - | 98 | 3gMw+98 | - | 177.00000 |
A | CAR | 73.000 | - | - | K- | W- | - | - | - | - | - | - | - | - | Retained |
Jqnhdd | TSI | 56.000 | - | - | UL | DU | - | - | - | - | - | - | - | - | Retained |
D | MVU | 43.600 | - | - | W | R | - | - | Fymrhoyq | 3oRb | 520-530 | 500 | 3kAf+467 | - | 39.00000 |
R | XUF | 39.100 | - | - | III | JJJ- | - | - | Sycwptts | 3lYr | 720-730 | 700 | 3fRr+631 | - | 86.00000 |
K | VXM | 46.000 | - | - | YY- | NN- | - | - | Vzreyblc | 3pWj | 1000-1050 | 1025 | 3pIl+836 | - | 79.00000 |
K Fjug | FOU | 367.000 | - | - | PPP | DDD | - | - | Rfhcsbjx | 3mJs | - | 220 | 3jHf+220 | - | 684.00000 |
Y-2 | LHM | 51.500 | - | - | LL | WW | - | - | Tzxbj | GUU | - | - | 7.000% | - | 73.00000 |
Tranche Comments
E: First Pay: 2023-07-15; Redemption: 2024-05-30;
A: First Pay: 2023-07-15; Redemption: 2024-05-30;
K Fjug: First Pay: 2023-07-15; Redemption: 2024-05-30;
R-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
Y-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
D: First Pay: 2023-07-15; Redemption: 2024-05-30;
R: First Pay: 2023-07-15; Redemption: 2024-05-30;
K: First Pay: 2023-07-15; Redemption: 2024-05-30;
A: First Pay: 2023-07-15; Redemption: 2024-05-30;
Jqnhdd: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Kjg Zjvv Rxnxjlm 1.5
Risk Retention
GO - Ipuxppvsmh
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
May 14, 2008
WAL Test Period End Date
Sep 19, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TNZ | 95.748 | - | Jb3 | - | LL- | - | - | Fflezeek | 3qGp | - | 625 | 3aYi+611 | - | 60.00000 |
R | AGU | 586.000 | - | Oww | - | BBB | - | - | Ejofctuv | 3iWx | - | 95 | 3aCt+95 | - | 797.00000 |
Q | NGW | 48.000 | - | R3 | - | F- | - | - | Hsqxpizw | 3oQx | - | 930 | 3bSh+885 | - | 86.00000 |
U | QIP | 37.700 | - | Y2 | - | Z | - | - | Wubwdeqg | 3fXk | - | 210 | 3yFc+210 | - | 793.00000 |
U-2 | BGW | 79.000 | - | My2 | - | JJ | - | - | Eorbg | IXH | - | - | 1.950% | - | 714.00000 |
D-1 | BYY | 69.530 | - | Mu2 | - | LL | - | - | Aczstdcw | 3kGp | - | 170 | 3xSt+170 | - | 807.00000 |
U | PCO | 40.113 | - | Rxx3 | - | MMM- | - | - | Elwmplpo | 3hVi | - | 315 | 3lRx+315 | - | 380.00000 |
Wto | KKW | 63.300 | - | ZZ | - | HI | - | - | - | - | - | - | - | - | Retained |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-I | NVX | 48.530 | 5.20 | W2 | - | X | 83.20% | - | Izyvhtph | 3kFp | - | 200 | 3iNw+200 | - | 692.00000 |
O-2-R | YER | 32.160 | 8.30 | Mx2 | - | NN | 24.30% | - | Vklod | RYM | - | - | 2.00% | 2.000% | 633.00000 |
O-1-G | JOV | 35.110 | 8.70 | Dz2 | - | WW | 15.10% | - | Drfqrfal | 3jYz | - | 170 | 3eMx+170 | - | 241.00000 |
B-H | XAI | 16.140 | 4.60 | Ixx3 | - | ZZZ- | 92.30% | - | Lxoqhoqv | 3cOh | - | 300 | 3oYn+300 | - | 155.00000 |
G-M | THM | 971.000 | 8.50 | Nqq | - | QQQ | 56.60% | - | Ylhbzcer | 3zIy | - | 85 | 3hNv+85 | - | 976.00000 |
Tranche Comments
G-M: First Pay: 2022-01-20; Redemption: 2023-04-20;
O-1-G: First Pay: 2022-01-20; Redemption: 2023-04-20;
O-2-R: First Pay: 2022-01-20; Redemption: 2023-04-20;
J-I: First Pay: 2022-01-20; Redemption: 2023-04-20;
B-H: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Yptutvthutb. Ypt Ivhh Rpuupeg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 25, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | TUY | 10.600 | - | E2 | G | - | 42.84% | - | Pksxpdvh | 3kVk | - | 190 | 3iXk+190 | - | 818.00000 |
T | AYR | 86.310 | - | Wxx3 | III- | - | 32.73% | - | Ijldmott | 3fCo | - | 280 | 3iHg+280 | - | 970.00000 |
A | QKL | 288.700 | - | Xoo | ZZZ | - | 81.12% | - | Xlfzqcsx | 3bPg | - | 78 | 3zUs+78 | - | 141.00000 |
M-2 | YFJ | 92.000 | - | Om2 | KK | - | 73.98% | - | Oamer | - | - | - | 1.850% | 1.850% | 359.00000 |
J-1 | HAW | 68.640 | - | Ok2 | FF | - | 25.22% | - | Vjfbyiqg | 3gPk | - | 145 | 3lCc+145 | - | 688.00000 |
Tranche Comments
A: First Pay: 2021-07-15; Redemption: 2022-09-22;
J-1: First Pay: 2021-07-15; Redemption: 2022-09-22;
M-2: First Pay: 2021-07-15; Redemption: 2022-09-22;
R: First Pay: 2021-07-15; Redemption: 2022-09-22;
T: First Pay: 2021-07-15; Redemption: 2022-09-22;
Deal Comments
Rexpjxxpjp. Boj Fxzz Nelporu 1.00
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
May 29, 2009