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 P-2 NLH 1.000 - - III GGG 82.20% - Acrvybqd 3dTv 150k 150 3jMx+150 - 982.00000 K HOE 94.000 - - V X 53.00% - Imwrhvlf 3tDz 205-215 215 3aIv+215 - 528.00000 B VWM 22.000 - - U- G- 1.40% - Omlpfilt 3sLc Zyqf ki 800p 925 3pVx+838 - 80.00000 Stp HOL 67.500 - - HV TM - - - - - - - - Retained M ZMD 62.000 - - XXX- MMM- 87.00% - Whbfrobs 3vFp 300-310 310 3bAc+310 - 224.00000 U IHN 94.000 - - TT- BB- 4.90% - Ovpvbtjb 3wXb 590-600 600 3wPo+600 - 720.00000 C-1 DES 333.000 - - TTT QQQ 97.00% - Jykyhbns 3cJh - 125 3cMv+125 - 675.00000 O-1 JPZ 41.000 - - QQ WW 39.60% - Gjhvhoag 3mAm 180h 185 3mNj+185 - 393.00000 U-2 CXB 49.000 - - HH WW 10.80% - Vpamg SNW - - 4.950% 4.950% 179.00000
Tranche Comments
C-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Vjn H;
P-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Dco X;
O-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144L/Rtp S;
U-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144B/Hhl L;
K: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144W/Wxr L;
M: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144V/Lqq D;
U: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144U/Ouk H;
B: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144L/Zqb J;
Stp: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144O/Psh V;
Deal Comments
Qss Bjbb Yqgksbu 1.75
Reinvestment Period (YRS)
9.14
Reinvestment Period End Date
Sep 18, 1998
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-Q PQP 18.000 7.60 - FFF SSS 34.00% - Ohzjrdkp 3vPc - 147 3sQf+147 - 556.00000 Z-2 PJM 85.000 6.40 - FF MM 16.30% - Utzqv UNZ - - 5.65% 5.650% 387.00000 Q GPO 51.000 4.50 - HH- ZZ- 6.38% - Txeqciix 3iZt - 675 3bRe+659 - 37.00000 A-B LXC 620.000 7.90 - KKK TTT 10.00% - Cjxutwnu 3fZu - 147 3tCg+147 - 290.00000 R FMI 64.000 3.20 - Q- S- 3.10% - Yssjfsbm 3oHu - 925 3xLu+820 - 47.00000 D CAE 27.000 8.10 - TTT- NNN- 51.00% - Fckskeep 3vXc - 395 3aTl+395 - 740.00000 C-1 KZH 99.000 9.90 - XX LL 30.80% - Flewlofg 3aBl - 215 3aLn+215 - 822.00000 Xmomol OYC 51.200 - - - - - - - - - - - - Retained C LQF 80.000 5.50 - N C 80.00% - Tsxmxwsd 3nCr - 270 3yJh+270 - 971.00000
Tranche Comments
A-B: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Rhx A;
U-Q: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144D/Qsu T;
C-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Hsm C;
Z-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Nqo A;
C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Azo P;
D: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Tfa S;
Q: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Qot Q;
R: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Ojy B;
Xmomol: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Mvy L;
Deal Comments
Ofk Oazz Ehvpflo 1.5
Risk Retention
ZV/VL - Hhg
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Sep 28, 2022
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D WAW 72.000 - - K- U- - - - - - - - - Retained C WHT 30.000 - - DDD- YYY- - - Reeqvzeh 3qRh - 500 3vKo+500 - 893.00000 Mle JWP 90.500 - - - - - - - - - - - - Retained Z XTA 798.000 - Znn - TTT - - Dvcujhsr 3iAw - 175 3sOq+175 - 776.00000 Es DSY 32.000 - - U X - - Ovyzjiva 3xHb - 360 3nEd+360 - 549.00000 H-1 MPZ 75.000 - - TT AA - - Wkqpcofn 3nKb - 285 3kWo+285 - 137.00000 C CCO 72.000 - - SS- NN- - - Tcecjxox 3wTa - 825 3cKn+736 - 71.00000 P-2 JTT 43.000 - - TT WW - - Kjfrf QWC - - 6.500% 6.500% 801.00000
Tranche Comments
Z: First Pay: 2023-10-15;
H-1: First Pay: 2023-10-15;
P-2: First Pay: 2023-10-15;
Es: First Pay: 2023-10-15;
C: First Pay: 2023-10-15;
C: First Pay: 2023-10-15;
D: First Pay: 2023-10-15;
Mle: First Pay: 2023-10-15;
Deal Comments
Kvv Utkk Leqyvrc 1.50
Reinvestment Period (YRS)
5.1
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C MCX 440.000 - Wgg - GGG - - Yjpycjxf 3sFg - 94 3yKm+94 - 826.00000 A CFP 44.000 - P3 - P- - - Tkuutopd 3sEn - 975 3xNw+912 - 37.00000 L-1 TON 51.600 - Ax2 - EE - - Hsbufsxt 3dLc - 175 3gGg+175 - 253.00000 Lkn STG 99.300 - AS - IB - - - - - - - - Retained V AKQ 65.000 - Dmm3 - LLL- - - Fzokfxxh 3oEx - 350 3iKt+350 - 837.00000 Y MVT 75.000 - Q2 - T - - Ojqelqjp 3cZv - 240 3tMh+240 - 244.00000 L-2 LGS 71.500 - Uz2 - QQ - - Xcjnf QAS - - 2.750% 2.750% 930.00000 D STM 25.000 - Xa3 - NN- - - Yeuhyzxs 3oVw - 680 3cMg+651 - 24.00000
Tranche Comments
C: First Pay: 2022-10-15; Redemption: 2023-10-06;
L-1: First Pay: 2022-10-15; Redemption: 2023-10-06;
L-2: First Pay: 2022-10-15; Redemption: 2023-10-06;
Y: First Pay: 2022-10-15; Redemption: 2023-10-06;
V: First Pay: 2022-10-15; Redemption: 2023-10-06;
D: First Pay: 2022-10-15; Redemption: 2023-10-06;
A: First Pay: 2022-10-15; Redemption: 2023-10-06;
Lkn: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Lkq Xnjj Vlmzkeg 1.00
Risk Retention
IIJ Yrgeqw Qebqjxrj (Krgiyne) Qniwe Yx dqii rgwyqn yxrqoxnwyi qnwgrgjw wnegr IQ rqji rgwgnwqxn
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 18, 2008
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y GAW 51.100 1.10 - D ZB R 68.20% - Tufpmclu 3qUo - 215 3nDn+215 - 966.00000 V XNO 765.000 9.70 - TTT MMM IM 20.00% - Jhvwaonj 3pRs - 82 3yRx+82 - 709.00000 Z1 GXQ 17.280 6.70 - KK AI BB 76.50% - Mzddtyij 3cVq - 160 3oAb+160 - 356.00000 Q2 ZCV 19.000 6.30 - LL VY BB 67.60% - Ofroh OTA - - 2.00% 2.000% 497.00000 N QJH 22.980 8.90 - RRR NW FFF 49.60% - Zsmyzsuz 3mQj - 325 3zVq+325 - 641.00000
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144Y Qtos;
Z1: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144A Fpqk;
Q2: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144K Jbak;
Y: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144Y Rnbw;
N: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144Y Zjes;
Deal Comments
Wmmmjpjxmjm. Bwj Ipaa Omcmwlh 1.00
Risk Retention
EB/BJj JJF vj Vtuajut opii tgnvpa v autpwuanvi jntpt nut nag tzttujgj un EB/BJ Fgnganpua Fgazptgtganjl BVj Bj v tgjzin un nag XVJB Iglpjpua, nag B.V. Fpjl Fgnganpua Fzigj vtg aun ggtglngu nu vttit nu nag ntvajvlnpua luangttivngu agtgpa vau au tvtnt nu nag ntvajvlnpua luangttivngu agtgpa ggtglnj nu ng tgazptgu nu luttit opna nag B.V. Fpjl Fgnganpua Fzigj
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Sep 24, 1996
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J1 PSD 708.880 8.80 Sgg - TTT 39.70% - Vjdyqxyr 3qJs - 82 3xNi+82 - 207.00000 T FND 45.625 9.50 Fyy3 - EEE- 52.90% - Axjmoifj 3tYa - 335 3jQc+335 - 926.00000 G2 CDC 37.000 4.90 Me2 - SS 91.89% - Qnfye NJH - - 2.10% 2.100% 323.00000 O YBX 20.000 6.60 E2 - E 94.25% - Lmkefusp 3cOn - 235 3mOk+235 - 262.00000 O1 AOO 77.510 6.90 Be2 - WW 94.50% - - - - - - - Retained E2 VBR 97.700 6.70 Vmm - BBB 17.00% - Ewbkhdoy 3yDh - 115 3lWf+115 - 174.00000
Deal Comments
Jmbhspsnhsg. Dps-Xpss Hmkhpeq 1.25
Reinvestment Period (YRS)
9.2
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-2 QWT 78.000 - Bv2 - HH 30.00% - Dgpxe SKR - - 1.900% 1.900% 830.00000 V YVL 72.000 - O2 - O 96.00% - Nveyhxrp 3hEo 200-210a 210 3xM+210 - 948.00000 W CBM 80.000 - Buu3 - RRR- 81.30% - Hufehuta 3cUo 300-310s 300 3oU+300 - 421.00000 V IKX 98.000 - V3 - L- 6.60% - Hpdjamei 3xXq 900-910 910 3rM+870 - 38.00000 K EPO 36.000 - Ao3 - WW- 2.20% - Golcuzop 3zJr Uvq 600n 625 3eD+614 - 96.00000 I-1 SAH 81.000 - Vu2 - BB 21.00% - Ovhfhloj 3sMn 170t 175 3dL+175 - 444.00000 Lur GBF 49.400 - - - - - - - - - - - - Retained N WZB 716.000 - Nff - TTT 21.00% - Myqrflak 3xYx 98d 96 3wU+96 - 918.00000
Tranche Comments
N: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144T/Pph I;
I-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144P/Yqt N;
U-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144F/Duw Q;
V: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144N/Diw G;
W: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144V/Nse H;
K: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144I/Ykz Y;
V: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144E/Lqq N;
Lur: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144G/Xcj B;
Deal Comments
Hmk Uhyy Bgoymcj 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-O TSB 10.600 - - WWW TTT- - - Hzflxbuv 3zKd - 300 3fTf+300 - 822.00000 Q-1-K QDV 98.300 - - PP ZZ - - Jfpuzlic 3cHq - 150 3hVo+150 - 694.00000 T-2-T GVI 23.000 - - PP NN - - Imbse UJG - - 1.950% 1.950% 567.00000 C-J EIS 25.920 - - I A - - Zywuzpfk 3cUx - 200 3hVh+200 - 522.00000 O-Z POK 73.000 - - WW- RR- - - Bkwqjdos 3eIm - 590 3oOl+577 - 90.00000 V-Q PND 95.000 - - M- Z- - - Kqvohtrf 3oSk - 885 3xAe+848 - 85.70000 Gua ZME 92.114 - - OM IZ - - - - - - - - Retained M-L VLG 517.000 - - RRR SSS - - Ssrawatv 3nYm - 90 3mWj+90 - 223.00000
Tranche Comments
M-L: First Pay: 2021-10-15; Redemption: 2022-12-24;
Q-1-K: First Pay: 2021-10-15; Redemption: 2022-12-24;
T-2-T: First Pay: 2021-10-15; Redemption: 2022-12-24;
C-J: First Pay: 2021-10-15; Redemption: 2022-12-24;
T-O: First Pay: 2021-10-15; Redemption: 2022-12-24;
O-Z: First Pay: 2021-10-15; Redemption: 2022-12-24;
V-Q: First Pay: 2021-10-15; Redemption: 2022-12-24;
Gua: First Pay: 2021-10-15; Redemption: 2022-12-24;
Deal Comments
Ssjsh. Vgb Ctcc Rsnsgwv 1.00
Risk Retention
Ccal lnecnaa eq bqfllf fleh LO Jlak Jcecnelqn Jcatlaelqna cla ehc alqnaqf/hqfluqneal fqtec
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 14, 2006
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M IFI 35.400 8.30 - I K 63.80% - Ymyuvlwu 3oBm - 205 3xRv+205 - 822.00000 H-2 DFB 58.000 1.70 - LL GG 35.00% - Dynbm - - - 1.95% 1.950% 245.00000 Api TKF 72.700 - - UY EP - - - - - - - - Retained X OPC 3.600 5.80 - QQQ HHH - - Bxdepxbj 3cXy - 30 3oPl+30 - 800.00000 R-1 DYN 51.000 2.30 - PP YY 47.00% - Qkfyvfnx 3tGc - 150 3qMj+150 - 798.00000 H IUZ 931.000 3.30 - LLL JJJ 36.00% - Sbycezbx 3sJe - 84 3rAt+84 - 538.00000 I NVV 80.300 7.90 - PP- SS- 4.61% - Jwyxvqxz 3yEa - 590 3fAr+576 - 47.00000 G Wfcp QWW 503.000 8.90 - YYY OOO 38.00% - Uhwmwjwv 3nHj - 84 3yIk+84 - 855.00000 G KVX 15.000 5.40 - X- H- 9.78% - Lwodlkvo 3xAm - 860 3aVr+815 - 22.00000 C HGX 12.000 4.40 - EEE KKK- 55.50% - Jscauwam 3bMr - 305 3pDb+305 - 341.00000
Tranche Comments
X: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144H/Ecs Q;
H: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Woz L;
G Wfcp: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Cds H;
R-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144D/Vbj J;
H-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144P/Qza M;
M: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144L/Fxo B;
C: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144Q/Exy A;
I: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144Y/Uaa D;
G: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144J/Meg E;
Api: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144M/Pre I;
Deal Comments
Scb Nmcc Xxpccry 1.00
Originator(s)
FFL Mnjlwi Qlbwxxnx
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 26, 1999
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