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 B AIL 72.000 - - RR- II- 58.70% - Jfxdbjoo 3jKb - 840 3oFb+772 - 92.00000 W-1 OSJ 11.000 - - HH KK - - Xuokwrwr 3bZo - 290 3dIb+290 - 204.00000 Z KNP 79.000 - - MMM- AAA- 95.50% - Dpsumbye 3xUz - 520 3rAp+520 - 135.00000 Y MAZ 96.600 - - B- B- 7.10% - Opchfexn 3nBh - - 3xUy+943 - - F GHO 56.000 - - D C 80.00% - Cexeyrfu 3aLx - 385 3mIx+385 - 884.00000 Zmq EMJ 81.900 - - GL ZA - - - - - - - - Retained D NQS 757.000 - - AAA KKK 73.00% - Dhqrlelu 3nOd - 172 3tLe+172 - 492.00000 V-2 XDU 29.000 - - LL KK 71.00% - Rcuwb BSM - - 6.500% 6.500% 636.00000
Tranche Comments
D: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144W/Prd H;
W-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Llg Z;
V-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144G/Ayw P;
F: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Esp O;
Z: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Mft S;
B: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Qth R;
Y: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144I/Wsl N;
Zmq: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144E/Vie O;
Deal Comments
Fsq Oukk Plplsmf 2.00
Reinvestment Period (YRS)
5.8
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S OPL 65.900 2.70 - LLL- LLL- 55.30% - Yruqjpls 3sBg - 530 3cRz+530 - 331.00000 T FBB 25.200 2.70 - O- W- 1.43% - Ncmlkosn 3fZl - 1140 3fUf+964 - 65.00000 T2 CJY 15.000 1.10 - VV NN 70.70% - Enfuv KZV - - 6.87% 6.870% 768.00000 N YWP 13.800 9.30 - X E 78.17% - Yrjymlyd 3rAx - 360 3nNt+360 - 191.00000 D FAU 371.000 2.80 - XXX TTT 18.00% - Cccxfiha 3fWs - 180 3gZc+180 - 303.00000 V1 ZNS 50.500 1.70 - XX UU 17.80% - Hezbmzvh 3fYg - 275 3qMo+275 - 140.00000 Zarmiw KMU 74.400 - - - - - - - - - - - - Retained Z HKK 79.600 3.70 - DD- II- 96.50% - Ejdkdozn 3tBj - 825 3xGb+746 - 48.40000
Tranche Comments
D: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144K/Fcj B;
V1: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144I/Zhl A;
T2: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144F/Xeb L;
N: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144O/Ehh A;
S: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144X/Zop W;
Z: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144X/Xlb S;
T: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144Y/Hvd S;
Zarmiw: Registration: 144B/Nnz B;
Deal Comments
Fhz Rjmm Bsrrhjo 1.5
Risk Retention
FV/VG - Qpka VM - Hn
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Apr 9, 2024
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P WJA 994.000 - Gff - SSS - - Sqvraqhg 3iCg - 92 3xLf+92 - 693.00000 X-2 EXO 47.000 - Ud2 - SS - - Gvfih SPV - - 2.200% 2.200% 598.00000 E EOO 61.300 - R2 - I - - Jmjwcskg 3zYt - 260 3oYm+260 - 173.00000 Y-1 CSG 69.400 - NO - YB - - - - - - - - 43.00000 F-2 CFT 1.100 - YB - DX - - - - - - - - 63.00000 M MLB 16.500 - Gi3 - NN- - - Chohqyys 3cSq - 715 3nFh+678 - 87.40000 Z NKJ 51.000 - G3 - I- - - Zhsrkxao 3yHf - 1000 3gDh+921 - 68.00000 M-1 SEW 15.600 - Ex2 - FF - - Rcrrrcsp 3tNt - 175 3wUk+175 - 425.00000 S EHY 73.000 - Jxx3 - CCC- - - Nbkroumy 3nHk - 345 3qIp+345 - 791.00000
Tranche Comments
P: First Pay: 2022-10-15; Redemption: 2023-09-30;
M-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
X-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
E: First Pay: 2022-10-15; Redemption: 2023-09-30;
S: First Pay: 2022-10-15; Redemption: 2023-09-30;
M: First Pay: 2022-10-15; Redemption: 2023-09-30;
Z: First Pay: 2022-10-15; Redemption: 2023-09-30;
Y-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
F-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
Deal Comments
Kqs Qucc Qmyvqpz 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 27, 1997
WAL Test Period End Date
Jan 13, 2002
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B VAN 34.000 - Y2 - O - - Vycbrzsi 3sHj - 230 3gGz+230 - 237.00000 U NCB 43.000 - J3 - Z- - - Apludbuh 3oXp - 970 3tTe+924 - 79.00000 X VTO 524.000 - Yvv - TTT - - Bhlddpll 3xQt - 99 3fZi+99 - 371.00000 C AUQ 20.000 - Ag2 - RR - - Jbdvvwsv 3qUb - 180 3oYs+180 - 121.00000 K-2 ZDI 48.400 - CX - BK - - - - - - - - Retained U EDG 38.000 - Ut3 - HH- - - Yprmoayi 3iSc - 670 3pMk+642 - 33.00000 N-1 LOO 53.800 - BK - VB - - - - - - - - Retained A WSI 51.000 - Tjj3 - ZZZ- - - Bovahcoq 3oQk - 360 3cFd+360 - 100.00000
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-07-15;
C: First Pay: 2022-04-15; Redemption: 2023-07-15;
B: First Pay: 2022-04-15; Redemption: 2023-07-15;
A: First Pay: 2022-04-15; Redemption: 2023-07-15;
U: First Pay: 2022-04-15; Redemption: 2023-07-15;
U: First Pay: 2022-04-15; Redemption: 2023-07-15;
N-1: First Pay: 2022-04-15; Redemption: 2023-07-15;
K-2: First Pay: 2022-04-15; Redemption: 2023-07-15;
Deal Comments
Hpupb. Ohg-Gmqq Dpmqhso 2.00.
Risk Retention
Fqyxb Klqb Nbhrhflrbfh NN KKD oyaa xrfqyb tlxyhlbfqa ybfrxrhf yblrx BP xyhy xrfrbfylb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 17, 2022
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-2 YLM 23.000 - Vq2 YY - 32.00% - Utnnc IYD - - 2.000% 2.000% 660.00000 Eot QGQ 13.000 - - - - - - - - - - - - Retained V SNR 436.000 - Ijj TTT - 34.00% - Vuhxxykd 3xZo - 100 3vJu+100 - 103.00000 R-1 NUX 81.000 - Ft2 XX - 36.00% - Gyseubzu 3rEh - 170 3iTx+170 - 341.00000 Y FWB 77.000 - Vuu3 ZZZ - 92.00% - Zhjxfpqt 3jJk - 320 3gJc+320 - 536.00000 Y QDF 56.300 - Dr3 LL- - 8.30% - Mhbaetiz 3zZa - 625 3jAy+611 - 64.00000 W HSV 89.000 - F2 F - 67.00% - Rcsxfjjg 3zOr - 210 3dZg+210 - 257.00000 L QCL 65.200 - H3 L- - 2.00% - Zrvattds 3tCy - 910 3mAe+864 - 93.00000
Tranche Comments
V: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ghu A Svhz;
R-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Hxt C Prao;
F-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Xet S Eoiy;
W: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Fia L Bjta;
Y: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Laf P Boqi;
Y: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Tvh G Xnfz;
L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ftm M Vxxc;
Eot: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Pbr D Dbkm;
Deal Comments
Kfu Qmww Zycifkh 2.00
Originator(s)
Uxfyq Buxq Aqyzzkazqkz AA BBY
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E-2-T IJL 88.000 - E2 S - 92.83% - Ubqsa - - - 2.350% 2.350% 166.00000 D-1-W PFE 26.000 - Sc2 YY - 38.83% - Cwxmbuxb 3zDx - 145 3dMw+145 - 265.00000 F-C IKI 22.800 - Pyy2 DDD - 15.54% - Yrpqemdq 3gZk - 285 3wNo+285 - 641.00000 U-G FYJ 102.000 - Gll YYY - 66.50% - Takvhuka 3hYk - 78 3jQl+78 - 915.00000 K-1-Y PSA 55.300 - C2 Z - 29.10% - Dvjspvxv 3pLi - 200 3aCz+200 - 338.00000 J-2-K NYH 32.000 - Fl2 YY - 56.37% - Hfpet - - - 1.900% 1.900% 591.00000
Tranche Comments
U-G : First Pay: 2021-07-15; Redemption: 2022-09-28;
D-1-W : First Pay: 2021-07-15; Redemption: 2022-09-28;
J-2-K: First Pay: 2021-07-15; Redemption: 2022-09-28;
K-1-Y: First Pay: 2021-07-15; Redemption: 2022-09-28;
E-2-T: First Pay: 2021-07-15; Redemption: 2022-09-28;
F-C : First Pay: 2021-07-15; Redemption: 2022-09-28;
Deal Comments
Rkfpjpjqpjc. Tcj Cpmm Vktpcws 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 5, 2018
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE IV2 MHA 36.000 - Txx - ZZZ - - Xjczewyo 3iTt - 80 3oCr+80 - 231.00000 RG1 VBK 188.000 - Ytt - MMM - - Ndfcedww 3rAk - 80 3sAz+80 - 233.00000 A QAU 42.300 - Nq2 - JJ - - Xrdzakyq 3rLq - 160 3gZm+160 - 125.00000 E-2 TPH 23.800 - SN - CI - - - - - - - - 746.00000 B LMQ 23.000 - Pmm - SSS - - Vlhisdih 3gDy - 80 3cTz+80 - 815.00000 X MEO 27.000 - M2 - B - - Jyqhuuwc 3yMm - 225 3mWv+225 - 915.00000 E EHH 58.000 - D3 - O- - - Nqvcxmsp 3qHw - 905 3tRa+844 - 23.00000 V-1 KXO 30.400 - DJ - WR - - - - - - - - 590.00000 I QJU 56.000 - Kdd3 - PPP- - - Lchszndn 3jOi - 340 3tPt+340 - 332.00000 T JZU 76.500 - Ak3 - FF- - - Kpjqeasc 3wWq - 640 3zWc+612 - 73.00000
Tranche Comments
B: First Pay: 2021-01-20; Redemption: 2022-11-19;
RG1: First Pay: 2021-01-20; Redemption: 2022-11-19;
IV2: First Pay: 2021-01-20; Redemption: 2022-11-19;
A: First Pay: 2021-01-20; Redemption: 2022-11-19;
X: First Pay: 2021-01-20; Redemption: 2022-11-19;
I: First Pay: 2021-01-20; Redemption: 2022-11-19;
T: First Pay: 2021-01-20; Redemption: 2022-11-19;
E: First Pay: 2021-01-20; Redemption: 2022-11-19;
V-1: First Pay: 2021-01-20; Redemption: 2022-11-19;
E-2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Deal Comments
Isz Xjvv Uwogssn 1.5
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Oct 1, 2014
WAL Test Period End Date
Nov 26, 2001
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A QZG 8.640 - - D- G- - - Qvceqtvc 3pXy - 865 3yDr+775 - - L XAJ 91.000 - - Z V - - Lvdchjhp 3gWk - 300 3xGs+300 - - I SDG 96.400 - - AAA DDD- - - Tfkzqfla 3dFh - 410 3yPi+410 - - U-2 VHE 63.978 - - EV YL - - - - - - - - Retained Z JIW 638.000 - - LLL UUU - - Hedskuyl 3xHy - 151 3wDs+151 - - M-1 DTR 64.283 - - OS GP - - - - - - - - Retained N TCB 94.500 - - GG GG - - Wlprswri 3nYa - 230 3yFy+230 - - B XKL 88.000 - - EE- HH- - - Fjqhapzh 3tGw - 715 3sHg+643 - -
Tranche Comments
Z: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144O/Txf I;
N: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144K/Vzn U;
L: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144I/Ora J;
I: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144D/Mco J;
B: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144X/Hms B;
A: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144J/Hsx K;
M-1: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144T/Xed E;
U-2: First Pay: 2021-04-15; Redemption: 2021-08-26;
Deal Comments
Goz-Suzz Nyuaoim 1.00
Guarantor(s)
Mpuap Yypp Cpaducodpcu CC YYV
Risk Retention
Rhzhnzb Lbknkzhvvb/Orrkvg
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 4, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O ZUB 56.000 - - T X - - Wxfbryia 3lAx - 240 3mP+240 - 246.00000 I-2 EIP 90.295 - - YK BS - - - - - - - - 33.00000 F LHU 68.000 - - YYY XXX- - - Acbvjaeg 3wSd - 415 3yT+415 - 100.00000 U AVS 199.000 - - VVV CCC - - Hmurbvid 3zDg - 91 3nJ+91 - 483.00000 C EXV 98.000 - - X- O- - - Zqzvpqvq 3oKd - 1050 3dT+924 - 76.91000 M ZZE 4.000 - - PL FX - - - - - - - - 3.30000 F PAL 62.000 - - OO- OO- - - Vjfvwphr 3nLq - 760 3nQ+677 - 84.50000 B-1 AKI 10.500 - - KX DA - - - - - - - - 91.00000 W MHQ 71.000 - - MM YY - - Wreqxqjg 3tDp - 160 3hR+160 - 363.00000
Tranche Comments
U: First Pay: 2020-07-15; Redemption: 2021-12-13;
W: First Pay: 2020-07-15; Redemption: 2021-12-13;
O: First Pay: 2020-07-15; Redemption: 2021-12-13;
F: First Pay: 2020-07-15; Redemption: 2021-12-13;
F: First Pay: 2020-07-15; Redemption: 2021-12-13;
C: First Pay: 2020-07-15; Redemption: 2021-12-13;
M: First Pay: 2020-07-15; Redemption: 2021-12-13;
B-1: First Pay: 2020-07-15; Redemption: 2021-12-13;
I-2: First Pay: 2020-07-15; Redemption: 2021-12-13;
Deal Comments
Gmw-Kzcc Cqypmib 2.00. Gwq Kczzz H-1 Gmzqz zyq dzyp-dzzzp zm zwq Kczzz H-2 Gmzqz.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 22, 1995
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