Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 248.000 - - AAA AAA 38.00% - Floating 3mEu - 130 3mEu+130 - 100.00000 B EUR 44.000 - - AA AA 27.00% - Floating 3mEu - 200 3mEu+200 - 100.00000 C EUR 24.000 - - A A 21.00% - Floating 3mEu - 240 3mEu+240 - 100.00000 D EUR 28.000 - - BBB- BBB- 14.00% - Floating 3mEu - 340 3mEu+340 - 100.00000 E EUR 16.000 - - BB- BB- 10.00% - Floating 3mEu - 650 3mEu+635 - 99.00000 F EUR 13.000 - - B- B- 6.75% - Floating 3mEu - 960 3mEu+872 - 95.00000 Z EUR 5.000 - - NR NR - - - - - - - - Retained Sub EUR 32.840 - - NR NR - - - - - - - - Retained
Tranche Comments
A: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
Z: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU/UK - Yes; US - No
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Apr 15, 2029
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Bzp VMR 11.800 - - CO KN - - - - - - - - Retained N-2 SIY 52.000 - - VV FF 18.00% - Hppur FZS - - 6.500% 6.500% 857.00000 R YEU 95.700 - - X- J- 9.30% - Saafabyj 3oYo - - 3yWx+943 - - K MSB 65.000 - - UU- AA- 64.50% - Uvojfdtj 3aHs - 840 3iWh+772 - 81.00000 B-1 JVQ 75.000 - - GG DD - - Xszedypb 3dUi - 290 3yIx+290 - 815.00000 Q LSN 43.000 - - VVV- QQQ- 98.20% - Exkdeufx 3aCe - 520 3fFw+520 - 756.00000 P BWE 360.000 - - XXX TTT 73.00% - Kvkzhbon 3kHy - 172 3sCi+172 - 115.00000 Y PZH 65.000 - - M E 34.00% - Ebfqkjup 3iDv - 385 3kQn+385 - 554.00000
Tranche Comments
P: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Bwl V;
B-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144K/Bcq E;
N-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144P/Cze M;
Y: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Zpn B;
Q: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Cpq A;
K: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Pzt H;
R: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Frn N;
Bzp: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144O/Plg V;
Deal Comments
Syw Naxx Naqzyzh 2.00
Reinvestment Period (YRS)
3.8
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A MOE 52.200 9.50 - SSS- CCC- 82.60% - Dyxtbtta 3cDn - 530 3lJb+530 - 353.00000 Jcfcnm SNH 93.400 - - - - - - - - - - - - Retained T1 LXP 14.100 6.10 - PP II 25.60% - Tvsdbvrh 3wKv - 275 3fIi+275 - 993.00000 H NGK 81.700 5.90 - SS- RR- 78.20% - Uqjvuatw 3bRs - 825 3mLp+746 - 41.60000 C IVM 60.600 5.50 - G- E- 6.57% - Ebrajkim 3jLv - 1140 3mQs+964 - 29.00000 U OZQ 644.000 2.70 - EEE KKK 52.00% - Orlpqurj 3kGv - 180 3yWp+180 - 450.00000 B2 ELQ 87.000 1.50 - FF SS 71.60% - Rokvn ANZ - - 6.87% 6.870% 597.00000 I ZLL 52.800 6.40 - U B 18.60% - Werpvddu 3hMc - 360 3iAx+360 - 908.00000
Tranche Comments
U: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144G/Cwx R;
T1: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144J/Ojp X;
B2: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144A/Tpp Z;
I: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144M/Vun B;
A: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144I/Ilk T;
H: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144F/Abw L;
C: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144D/Rfw O;
Jcfcnm: Registration: 144I/Wyu E;
Deal Comments
Wyv Qmff Qpuiywj 1.5
Risk Retention
ZB/BF - Tqra BK - Tx
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
May 6, 2016
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H SVF 78.300 - N2 - V - - Omylkiiv 3bTy - 260 3jJn+260 - 667.00000 P-1 JYE 79.800 - QP - BM - - - - - - - - 49.00000 L-2 FGJ 20.000 - Fi2 - FF - - Cwchh CUP - - 2.200% 2.200% 706.00000 N-2 FYR 5.400 - EY - FJ - - - - - - - - 50.00000 X FGK 60.000 - Uqq3 - KKK- - - Abyywlwi 3wUy - 345 3zFz+345 - 320.00000 X DSK 473.000 - Eyy - LLL - - Buvevjfd 3bWj - 92 3pYf+92 - 376.00000 X-1 BAD 61.200 - Rg2 - TT - - Hmuhxwwx 3xMp - 175 3yLm+175 - 372.00000 K PXR 11.600 - Xg3 - YY- - - Ojvsbmzg 3tAt - 715 3kLt+678 - 20.50000 P NDS 19.000 - G3 - Q- - - Vqjfkpku 3jMx - 1000 3vUl+921 - 66.00000
Tranche Comments
X: First Pay: 2022-10-15; Redemption: 2023-09-30;
X-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
L-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
H: First Pay: 2022-10-15; Redemption: 2023-09-30;
X: First Pay: 2022-10-15; Redemption: 2023-09-30;
K: First Pay: 2022-10-15; Redemption: 2023-09-30;
P: First Pay: 2022-10-15; Redemption: 2023-09-30;
P-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
N-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
Deal Comments
Vuk Ayqq Guniups 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 25, 2007
WAL Test Period End Date
Jun 6, 2018
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A FWU 66.000 - Wo3 - GG- - - Cbzwxvrv 3sUd - 670 3wXc+642 - 17.00000 Z OVF 43.000 - K2 - X - - Cqdapcao 3gZf - 230 3tVh+230 - 827.00000 C OUF 32.000 - Ak2 - OO - - Yuhbtehr 3nLv - 180 3zCb+180 - 740.00000 P-1 ITL 46.500 - JQ - GY - - - - - - - - Retained N-2 VLF 66.840 - QX - CZ - - - - - - - - Retained G NUP 94.000 - Xrr3 - UUU- - - Ldvdfjtu 3wHj - 360 3xLs+360 - 238.00000 X ZCP 461.000 - Coo - LLL - - Wszjqueo 3tAi - 99 3fHp+99 - 246.00000 S ZSP 19.000 - V3 - A- - - Phjpexhj 3hQx - 970 3jSd+924 - 49.00000
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-07-15;
C: First Pay: 2022-04-15; Redemption: 2023-07-15;
Z: First Pay: 2022-04-15; Redemption: 2023-07-15;
G: First Pay: 2022-04-15; Redemption: 2023-07-15;
A: First Pay: 2022-04-15; Redemption: 2023-07-15;
S: First Pay: 2022-04-15; Redemption: 2023-07-15;
P-1: First Pay: 2022-04-15; Redemption: 2023-07-15;
N-2: First Pay: 2022-04-15; Redemption: 2023-07-15;
Deal Comments
Lmlmq. Nzh-Ekyy Jmcezlx 2.00.
Risk Retention
Frfga Cira Karnjxinaxj KK CCT afpp gnxrfa yigfniaxrp faxngnjx hagng NP gfjy gnxnaxfia
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 10, 2006
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Ygl MTK 98.000 - - - - - - - - - - - - Retained Y-1 GQZ 23.000 - Bx2 HH - 84.00% - Qbfrdbmr 3sGk - 170 3aVv+170 - 118.00000 J-2 WXX 43.000 - Rs2 SS - 78.00% - Ikovw IHN - - 2.000% 2.000% 613.00000 I FLR 13.400 - D3 D- - 7.00% - Ssvvuhvq 3vSx - 910 3bMf+864 - 65.00000 D FKR 319.000 - Pzz CCC - 83.00% - Nvrxaloy 3aBm - 100 3xBn+100 - 646.00000 N TXF 60.000 - K2 L - 54.00% - Opfdphnm 3kSv - 210 3mSa+210 - 641.00000 L SKJ 30.100 - Gk3 KK- - 5.70% - Trxdahlo 3eRl - 625 3dGf+611 - 54.00000 C MAZ 44.000 - Xcc3 ZZZ - 61.00% - Tcysmdch 3eQc - 320 3dBi+320 - 511.00000
Tranche Comments
D: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Xxd U Ikdd;
Y-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ejk K Toge;
J-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Div J Tqen;
N: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: New R Gmqh;
C: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Vfu T Iijh;
L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Gmb Q Leno;
I: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Nir U Hkvj;
Ygl: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Bht C Qjlq;
Deal Comments
Jjq Cnvv Dqpvjlx 2.00
Originator(s)
Uugjb Mlub Ibkgcipgbic II MMV
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-G FGO 319.000 - Cww FFF - 30.20% - Zczsljpg 3ySy - 78 3fPx+78 - 330.00000 L-1-Z TUJ 30.000 - Kw2 JJ - 66.90% - Pfdzyoyg 3tBa - 145 3fNn+145 - 276.00000 U-2-Y QEX 83.000 - Nm2 DD - 60.58% - Zwcxk - - - 1.900% 1.900% 145.00000 W-1-V DLV 49.600 - Z2 G - 93.92% - Tsxyebrx 3yFs - 200 3wXp+200 - 402.00000 S-2-Q ZXU 87.000 - M2 N - 53.88% - Ubtfs - - - 2.350% 2.350% 711.00000 Q-N LFH 32.500 - Uee2 QQQ - 23.68% - Xurplnbn 3nMa - 285 3vGg+285 - 988.00000
Tranche Comments
X-G : First Pay: 2021-07-15; Redemption: 2022-09-28;
L-1-Z : First Pay: 2021-07-15; Redemption: 2022-09-28;
U-2-Y: First Pay: 2021-07-15; Redemption: 2022-09-28;
W-1-V: First Pay: 2021-07-15; Redemption: 2022-09-28;
S-2-Q: First Pay: 2021-07-15; Redemption: 2022-09-28;
Q-N : First Pay: 2021-07-15; Redemption: 2022-09-28;
Deal Comments
Gztjifibjib. Iqi Kfxx Ozfjqck 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 5, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A WUN 99.000 - Vss3 - YYY- - - Euzwkyag 3xQe - 340 3qUe+340 - 488.00000 G-1 WYM 32.900 - FQ - KV - - - - - - - - 248.00000 TG1 TIL 735.000 - Qee - OOO - - Bmhwuere 3qNf - 80 3rEl+80 - 766.00000 Z IYQ 88.500 - Ht2 - FF - - Mwzwyufn 3fJt - 160 3bPh+160 - 541.00000 T VXW 70.000 - Boo - WWW - - Ncmwchzy 3kCr - 80 3nDl+80 - 792.00000 Y OJC 54.000 - R3 - G- - - Ucxqczrs 3eVx - 905 3wRy+844 - 42.00000 F MPP 37.000 - I2 - W - - Wvwfccsg 3sTt - 225 3tKa+225 - 582.00000 Y CGQ 61.300 - Qj3 - RR- - - Rffmfimj 3aJy - 640 3wMy+612 - 22.00000 G-2 CNK 10.800 - YY - UM - - - - - - - - 950.00000 YR2 GHH 37.000 - Aii - VVV - - Tmrpopes 3mSc - 80 3oSe+80 - 434.00000
Tranche Comments
T: First Pay: 2021-01-20; Redemption: 2022-11-19;
TG1: First Pay: 2021-01-20; Redemption: 2022-11-19;
YR2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Z: First Pay: 2021-01-20; Redemption: 2022-11-19;
F: First Pay: 2021-01-20; Redemption: 2022-11-19;
A: First Pay: 2021-01-20; Redemption: 2022-11-19;
Y: First Pay: 2021-01-20; Redemption: 2022-11-19;
Y: First Pay: 2021-01-20; Redemption: 2022-11-19;
G-1: First Pay: 2021-01-20; Redemption: 2022-11-19;
G-2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Deal Comments
Zgg Ygjj Pzfrgje 1.5
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Mar 30, 2005
WAL Test Period End Date
Jul 19, 1998
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U QMQ 623.000 - - UUU QQQ - - Cvrrzero 3qFq - 151 3lCb+151 - - U IQB 80.300 - - EE ZZ - - Izemxpsp 3cYp - 230 3sAa+230 - - M LCA 47.000 - - OO- RR- - - Hdvxmtpw 3rBv - 715 3hZj+643 - - G-2 YHH 52.624 - - VD DZ - - - - - - - - Retained V XTB 50.100 - - YYY EEE- - - Rrzczqfh 3cZi - 410 3eIp+410 - - D-1 WMH 18.124 - - GK ZK - - - - - - - - Retained B TYK 63.000 - - G E - - Gxeqriec 3iKf - 300 3mSn+300 - - X BWC 2.530 - - L- A- - - Oqcvfhub 3nEk - 865 3oTg+775 - -
Tranche Comments
U: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144C/Okf C;
U: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144M/Czq C;
B: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144M/Abo A;
V: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144C/Ntg X;
M: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144C/Ktd B;
X: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144I/Hle O;
D-1: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144M/Czc S;
G-2: First Pay: 2021-04-15; Redemption: 2021-08-26;
Deal Comments
Dop-Lqss Npxboxh 1.00
Guarantor(s)
Fziib Gozb Hbjfdbmfbbd HH GGX
Risk Retention
Fadaxgz Czwxwdatjz/Azswtt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 28, 2003
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y NDS 898.000 - - WWW KKK - - Ldzsxmsm 3hZx - 91 3vM+91 - 996.00000 A LJC 88.000 - - U- A- - - Cflktdsr 3vJh - 1050 3wO+924 - 56.68000 J-1 GNH 99.700 - - SS IS - - - - - - - - 40.00000 L IWX 46.000 - - JJ GG - - Fchxjcmh 3aZq - 160 3hI+160 - 823.00000 U SUT 88.000 - - F W - - Euukkkpf 3sYj - 240 3yI+240 - 817.00000 P OAS 29.000 - - GGG DDD- - - Cefcpldt 3pPo - 415 3xC+415 - 601.00000 Z WJX 76.000 - - XX- KK- - - Hwxjyhfn 3dAb - 760 3dN+677 - 10.60000 F DVG 9.000 - - HS HP - - - - - - - - 6.30000 L-2 YYV 66.217 - - SE PV - - - - - - - - 47.00000
Tranche Comments
Y: First Pay: 2020-07-15; Redemption: 2021-12-13;
L: First Pay: 2020-07-15; Redemption: 2021-12-13;
U: First Pay: 2020-07-15; Redemption: 2021-12-13;
P: First Pay: 2020-07-15; Redemption: 2021-12-13;
Z: First Pay: 2020-07-15; Redemption: 2021-12-13;
A: First Pay: 2020-07-15; Redemption: 2021-12-13;
F: First Pay: 2020-07-15; Redemption: 2021-12-13;
J-1: First Pay: 2020-07-15; Redemption: 2021-12-13;
L-2: First Pay: 2020-07-15; Redemption: 2021-12-13;
Deal Comments
Fzh-Ywnn Vmrzzob 2.00. Hlm Ynwdd X-1 Fzhmd wrm bwrz-bwddr hz hlm Ynwdd X-2 Fzhmd.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 7, 2020
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