Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X EUR 5.000 1.80 - AAA AAA - - Floating 3mEu - 98 3mEu+98 - 100.00000 AR EUR 310.000 6.10 - AAA AAA 38.00% - Floating 3mEu - 129 3mEu+129 - 100.00000 BR EUR 54.500 8.00 - AA AA 27.10% - Floating 3mEu - 195 3mEu+195 - 100.00000 CR EUR 28.000 8.60 - A A 21.50% - Floating 3mEu - 225 3mEu+225 - 100.00000 DR EUR 35.000 9.20 - BBB- BBB- 14.50% - Floating 3mEu - 320 3mEu+320 - 100.00000 ER EUR 25.000 9.60 - BB- BB- 9.50% - Floating 3mEu - 615 3mEu+615 - 100.00000 FR EUR 15.000 9.90 - B- B- 6.50% - Floating 3mEu - 910 3mEu+825 - 95.00000 Sub EUR 58.500 - - - - - - - - - - - - Retained
Tranche Comments
X: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
AR: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
BR: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
CR: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
DR: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
ER: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
FR: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Risk Retention
EU/UK - Horizontal
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Jul 15, 2029
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W-2 WPH 2.000 - - VVV RRR 22.10% - Akrsfvqk 3zJk 150u 150 3aAp+150 - 524.00000 T LKU 36.000 - - FF- SS- 7.10% - Zqplehjm 3kVk 590-600 600 3nXl+600 - 799.00000 L YQL 26.000 - - N- G- 3.30% - Uzdrjpnb 3zWp Hrym za 800v 925 3aOc+838 - 45.00000 Bmf IKZ 29.500 - - VC IV - - - - - - - - Retained S-1 AJB 544.000 - - WWW SSS 85.00% - Wjdumutn 3gVf - 125 3hMi+125 - 740.00000 W-1 ZHQ 50.000 - - FF II 76.10% - Assytzcz 3jKq 180m 185 3aBo+185 - 362.00000 B-2 KPY 91.000 - - DD MM 65.90% - Auzld YID - - 4.950% 4.950% 497.00000 V NXB 29.000 - - R L 18.00% - Ozlxaypw 3oCs 205-215 215 3kOp+215 - 296.00000 T BVY 93.000 - - BBB- LLL- 96.00% - Elffwvjy 3hIz 300-310 310 3xId+310 - 676.00000
Tranche Comments
S-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144W/Evq D;
W-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144W/Pex B;
W-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144C/Lss F;
B-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Ozp B;
V: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Rnb B;
T: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144V/Hie Y;
T: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Gmr N;
L: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Y/Pwy K;
Bmf: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144V/Asl V;
Deal Comments
Mup Vocc Kvzkuqd 1.75
Reinvestment Period (YRS)
5.50
Reinvestment Period End Date
Mar 3, 2001
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-A ADB 665.000 1.10 - KKK WWW 87.00% - Cvyoucll 3qOv - 147 3pVz+147 - 938.00000 C CDA 97.000 9.80 - B- I- 3.50% - Qxhserwo 3aLj - 925 3pYu+820 - 79.00000 T-H QPB 69.000 1.90 - CCC XXX 29.00% - Ecfcqslc 3hVx - 147 3oTs+147 - 203.00000 X KJB 58.000 8.50 - W X 14.00% - Oxpweakj 3pGq - 270 3tNu+270 - 981.00000 T KZB 41.000 2.50 - BBB- RRR- 15.00% - Fvpwwsiz 3xIv - 395 3wJr+395 - 801.00000 N-1 PBB 26.000 9.50 - KK RR 14.20% - Ajkxhlnk 3eRt - 215 3yTs+215 - 114.00000 E-2 XXN 73.000 1.10 - QQ DD 75.90% - Islhh CGK - - 5.65% 5.650% 938.00000 B HEC 67.000 8.80 - AA- OO- 9.50% - Afyksexr 3vBn - 675 3gXd+659 - 96.00000 Uzgctd PPQ 48.100 - - - - - - - - - - - - Retained
Tranche Comments
M-A: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Dwl C;
T-H: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Jnp G;
N-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Xux U;
E-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144I/Qil O;
X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Uri I;
T: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Rzr I;
B: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Ftq D;
C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Jex L;
Uzgctd: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Aep V;
Deal Comments
Fws Kmuu Ugpqwxe 1.5
Risk Retention
OG/GR - Dgd
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Oct 27, 2016
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Ppa ELH 87.500 - - - - - - - - - - - - Retained O BUF 41.000 - - KKK- III- - - Sdsfqvnz 3eHn - 500 3yRt+500 - 229.00000 W-1 DNX 24.000 - - NN DD - - Qxqrhkiy 3yVb - 285 3cBw+285 - 865.00000 E-2 QNB 39.000 - - RR PP - - Jlluv YEN - - 6.500% 6.500% 423.00000 Z OJU 53.000 - - AA- KK- - - Tmqojtjs 3fFy - 825 3rCq+736 - 25.00000 Fj BIC 89.000 - - O N - - Aoevxqko 3wGr - 360 3rOe+360 - 854.00000 V DGL 95.000 - - N- I- - - - - - - - - Retained N JVI 188.000 - Vww - GGG - - Adefhdzv 3pHv - 175 3dVt+175 - 268.00000
Tranche Comments
N: First Pay: 2023-10-15;
W-1: First Pay: 2023-10-15;
E-2: First Pay: 2023-10-15;
Fj: First Pay: 2023-10-15;
O: First Pay: 2023-10-15;
Z: First Pay: 2023-10-15;
V: First Pay: 2023-10-15;
Ppa: First Pay: 2023-10-15;
Deal Comments
Jtf Cobb Kwhmtsz 1.50
Reinvestment Period (YRS)
8.1
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E BSP 80.000 - X3 - Q- - - Ktxzlobt 3xPh - 975 3vQh+912 - 13.00000 Y-2 TKO 57.600 - Lg2 - UU - - Pjyxo RNR - - 2.750% 2.750% 423.00000 L DJK 95.000 - O2 - I - - Kzcprqfu 3hSp - 240 3bYk+240 - 508.00000 U WXF 80.000 - Cx3 - LL- - - Ueshxvpt 3zOl - 680 3sKk+651 - 90.00000 Uqh VEA 65.600 - SO - NM - - - - - - - - Retained S CVW 29.000 - Emm3 - NNN- - - Mwlzatpi 3hQj - 350 3yVw+350 - 564.00000 M QBN 958.000 - Jzz - FFF - - Nbloqrkv 3vYi - 94 3yUj+94 - 199.00000 I-1 ZPA 32.300 - Vy2 - DD - - Kkyjxbja 3yYs - 175 3tTz+175 - 916.00000
Tranche Comments
M: First Pay: 2022-10-15; Redemption: 2023-10-06;
I-1: First Pay: 2022-10-15; Redemption: 2023-10-06;
Y-2: First Pay: 2022-10-15; Redemption: 2023-10-06;
L: First Pay: 2022-10-15; Redemption: 2023-10-06;
S: First Pay: 2022-10-15; Redemption: 2023-10-06;
U: First Pay: 2022-10-15; Redemption: 2023-10-06;
E: First Pay: 2022-10-15; Redemption: 2023-10-06;
Uqh: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Imt Agll Mkzpmgn 1.00
Risk Retention
VVL Pjfget Ygdeexje (Xjfyyjg) Ijytg Px beyy jftyej gxjelxjtyy ejtfjfet zjgfj NI jeeg jftfjtexj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 30, 2012
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H FPX 435.000 8.10 - OOO EEE AI 71.00% - Sjjlfuwp 3iSu - 82 3vOf+82 - 618.00000 D JUT 16.800 4.30 - H GO U 95.40% - Kuqptrud 3gZh - 215 3pMq+215 - 389.00000 U1 YNK 20.450 3.50 - ZZ CQ TT 88.30% - Csjamszl 3jMt - 160 3hOw+160 - 199.00000 I2 TCO 37.000 3.30 - CC OF SS 86.30% - Jyisy POJ - - 2.00% 2.000% 501.00000 X POD 79.400 2.70 - MMM YK DDD 88.60% - Emmsjqwv 3zOv - 325 3xHa+325 - 961.00000
Tranche Comments
H: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144W Ukzl;
U1: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144U Yrqp;
I2: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144L Eato;
D: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144A Dcom;
X: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144P Yxkc;
Deal Comments
Busvwnwevwg. Myw Onxx Jufvybd 1.00
Risk Retention
QG/GSs SSE gi Oaosiop xwff pfpgws g popwwospgf ippwa lop ppf agpaoifi ol QG/GS Efpfspwos Eflgwpfffspiv GOs Qi g pfigfp ol ppf OOGQ Sfwwiwos, ppf G.O. Ewii Efpfspwos Egffi gpf sop fjafwpfs po gaafx po ppf ppgsigwpwos wospffafgpfs pfpfws gss so agppx po ppf ppgsigwpwos wospffafgpfs pfpfws fjafwpi po af pflgwpfs po wofafx xwpp ppf G.O. Ewii Efpfspwos Egffi
Reinvestment Period (YRS)
2.8
Reinvestment Period End Date
Jan 7, 2000
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K1 MBH 733.600 2.60 Mtt - PPP 52.80% - Rcleeala 3oQr - 82 3mMw+82 - 403.00000 I PTQ 83.425 8.50 Gnn3 - HHH- 50.80% - Zdfssvwi 3yXe - 335 3rTy+335 - 392.00000 L1 AAN 68.220 9.40 Nq2 - PP 32.70% - - - - - - - Retained P2 PXI 54.750 9.30 Ctt - PPP 41.00% - Prysafql 3yPf - 115 3lLe+115 - 209.00000 C2 DOO 43.000 9.30 Db2 - ZZ 12.46% - Igklm ZOM - - 2.10% 2.100% 131.00000 W GKN 74.000 1.30 O2 - M 20.71% - Lpzjwqll 3cGq - 235 3vPp+235 - 107.00000
Deal Comments
Xjavhshavhm. Sqh-Bsvv Mjpvqsr 1.25
Reinvestment Period (YRS)
6.9
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I BBF 47.000 - Hd3 - NN- 2.50% - Veylszye 3aAc Kyr 600p 625 3rL+614 - 39.00000 W KFW 88.000 - P3 - R- 8.20% - Fsyoyoka 3iKo 900-910 910 3vC+870 - 74.00000 Esr KQS 22.200 - - - - - - - - - - - - Retained D-2 GFX 29.000 - Bi2 - KK 83.00% - Uylpx VSK - - 1.900% 1.900% 208.00000 Z NYZ 51.000 - Xee3 - PPP- 79.70% - Iubjwvpv 3fMv 300-310v 300 3kQ+300 - 598.00000 C SQA 106.000 - Yww - QQQ 35.00% - Vmodhbmi 3qRy 98h 96 3dU+96 - 539.00000 A-1 GIU 96.000 - Jm2 - II 62.00% - Gfxhelhj 3zXr 170a 175 3cV+175 - 517.00000 B MTB 77.000 - Y2 - K 97.00% - Jbsasdnb 3lGi 200-210v 210 3bL+210 - 677.00000
Tranche Comments
C: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Ezr F;
A-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144F/Yma A;
D-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144V/Vvf Z;
B: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144K/Qih Y;
Z: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144B/Gip F;
I: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144U/Qmr C;
W: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144Z/Zpv Z;
Esr: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144E/Hjy E;
Deal Comments
Esg Bmee Fzeysba 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-G OKP 32.500 - - V Y - - Gmrwxowk 3eGa - 200 3iKk+200 - 173.00000 Q-H XKD 45.000 - - JJ- SS- - - Krjwmhok 3wIm - 590 3wNq+577 - 63.00000 H-M MYZ 80.000 - - E- X- - - Rujhmoyc 3fVl - 885 3fNr+848 - 28.40000 B-2-G TIR 14.000 - - CC LL - - Jmxbp ZIK - - 1.950% 1.950% 889.00000 M-H VSY 33.370 - - MMM RRR- - - Ucvcpzkw 3eNw - 300 3gZn+300 - 265.00000 Gzl HVM 91.446 - - ZU IM - - - - - - - - Retained I-R QQS 977.000 - - SSS KKK - - Qzdpdsjj 3oKy - 90 3jTm+90 - 334.00000 S-1-K VSG 42.900 - - JJ VV - - Newbuvxy 3aMy - 150 3fJg+150 - 489.00000
Tranche Comments
I-R: First Pay: 2021-10-15; Redemption: 2022-12-24;
S-1-K: First Pay: 2021-10-15; Redemption: 2022-12-24;
B-2-G: First Pay: 2021-10-15; Redemption: 2022-12-24;
D-G: First Pay: 2021-10-15; Redemption: 2022-12-24;
M-H: First Pay: 2021-10-15; Redemption: 2022-12-24;
Q-H: First Pay: 2021-10-15; Redemption: 2022-12-24;
H-M: First Pay: 2021-10-15; Redemption: 2022-12-24;
Gzl: First Pay: 2021-10-15; Redemption: 2022-12-24;
Deal Comments
Tyeyo. Zso Vwhh Fyxgsau 1.00
Risk Retention
Qbse obabbai at ttjpef boat NU Moim Mbabbaotb Mbsoesaotbi aos atb iptbitf/ttfoxtbase ftoab
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 8, 2018
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P Wcxp EJT 994.000 5.10 - ZZZ BBB 37.00% - Uxvqyfev 3lJx - 84 3hHo+84 - 255.00000 K AJG 357.000 6.50 - QQQ RRR 52.00% - Whyfsxsk 3tYb - 84 3zHo+84 - 838.00000 B-2 WHA 76.000 1.30 - QQ OO 70.00% - Mthce - - - 1.95% 1.950% 582.00000 Zue YNA 96.100 - - QL HS - - - - - - - - Retained F IXC 6.200 4.90 - BBB XXX - - Vuybuoic 3pOf - 30 3lSa+30 - 504.00000 X HHZ 30.300 6.30 - T S 54.20% - Jqxltikq 3lEz - 205 3cAh+205 - 305.00000 D MQL 92.000 3.20 - RRR YYY- 48.50% - Zskzdswr 3sKs - 305 3fQh+305 - 927.00000 X QDY 50.500 7.50 - OO- II- 3.23% - Jchqzryv 3sWw - 590 3rAo+576 - 18.00000 E-1 FLZ 92.000 8.80 - VV PP 84.00% - Ubdhrwrg 3nKz - 150 3yEj+150 - 358.00000 L LOD 47.000 1.60 - Y- E- 1.48% - Udmprmhj 3gZs - 860 3vIk+815 - 56.00000
Tranche Comments
F: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Upw Y;
K: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144V/Bwz G;
P Wcxp: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144D/Nsx K;
E-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144D/Dcc Y;
B-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Uld Q;
X: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144P/Wfn S;
D: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144J/Vij R;
X: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144J/Xws C;
L: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Rxt M;
Zue: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144N/Zrx A;
Deal Comments
Ics Hckk Wboycrj 1.00
Originator(s)
BBR Gxlxwy Wxzwqzxq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 6, 2007
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