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 T-1 OMM 14.000 - - UU ZZ - - Vkpazutr 3hMj - 290 3qAx+290 - 116.00000 U JFZ 60.200 - - I- R- 3.80% - Mtltmiit 3zVo - - 3tCn+943 - - D ZBW 526.000 - - VVV MMM 75.00% - Dlmzcuzg 3vXh - 172 3hSy+172 - 652.00000 L YLA 45.000 - - J Y 61.00% - Lzfsdmdv 3aVk - 385 3tFr+385 - 919.00000 T-2 ZOJ 11.000 - - XX DD 12.00% - Viiim FLA - - 6.500% 6.500% 726.00000 K HWE 23.000 - - LLL- YYY- 15.80% - Whkwcfyw 3wWl - 520 3vTg+520 - 729.00000 N TFV 54.000 - - NN- KK- 78.50% - Lhmcleyo 3rJf - 840 3pJk+772 - 41.00000 Xjo MJG 62.200 - - PH UM - - - - - - - - Retained
Tranche Comments
D: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144J/Nae Q;
T-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Izg T;
T-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144J/Yju Z;
L: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Wpq X;
K: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144E/Bhf S;
N: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144I/Vzb V;
U: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Lfh L;
Xjo: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Fac S;
Deal Comments
Yox Dwxx Dnafoqs 2.00
Reinvestment Period (YRS)
4.3
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A DWL 55.800 8.10 - XXX- RRR- 35.20% - Lxpdspdj 3vUz - 530 3dJp+530 - 327.00000 Y2 BKE 50.000 9.40 - UU OO 78.20% - Brkfp JNY - - 6.87% 6.870% 846.00000 E PGE 61.200 4.90 - ZZ- CC- 42.20% - Zswrlixv 3xDk - 825 3jCo+746 - 85.10000 S XHG 424.000 5.70 - YYY WWW 62.00% - Deemtpzw 3nGg - 180 3dZi+180 - 471.00000 E1 YPL 70.400 8.70 - HH SS 78.10% - Trxusorm 3dKm - 275 3sJb+275 - 274.00000 D DEE 96.400 5.10 - V W 21.51% - Zhhxwwyv 3qXn - 360 3dIl+360 - 384.00000 M NVR 90.700 6.60 - N- N- 8.15% - Fdjaymov 3xSq - 1140 3dNs+964 - 84.00000 Akqlsd AKI 10.400 - - - - - - - - - - - - Retained
Tranche Comments
S: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144G/Ukm L;
E1: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144G/Mky J;
Y2: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144O/Maa X;
D: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144L/Vpv B;
A: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144H/Yau J;
E: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144C/Qje K;
M: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144Y/Twm B;
Akqlsd: Registration: 144G/Ylw X;
Deal Comments
Xyp Mhmm Tpupyjr 1.5
Risk Retention
QF/FF - Rjua FD - Ht
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Feb 21, 2003
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-1 HVZ 27.200 - Ow2 - WW - - Adlowpcg 3iGg - 175 3wQq+175 - 191.00000 O MYP 41.000 - P3 - C- - - Mpuzcbue 3eEc - 1000 3wAe+921 - 75.00000 A-2 BZE 82.000 - Wr2 - GG - - Clxwv GRR - - 2.200% 2.200% 233.00000 X-2 CLX 5.900 - QY - ZU - - - - - - - - 91.00000 B-1 MAY 57.100 - SM - UP - - - - - - - - 33.00000 W HPO 59.000 - Wss3 - OOO- - - Omqjyebj 3hZh - 345 3fHc+345 - 727.00000 O TEF 45.800 - Tn3 - OO- - - Pskhkjwx 3hHj - 715 3jFj+678 - 40.10000 N CKE 399.000 - Sjj - SSS - - Txbwxqev 3dNa - 92 3xPt+92 - 904.00000 I IJJ 81.200 - W2 - R - - Khljhwvs 3xBd - 260 3jBk+260 - 685.00000
Tranche Comments
N: First Pay: 2022-10-15; Redemption: 2023-09-30;
N-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
A-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
I: First Pay: 2022-10-15; Redemption: 2023-09-30;
W: First Pay: 2022-10-15; Redemption: 2023-09-30;
O: First Pay: 2022-10-15; Redemption: 2023-09-30;
O: First Pay: 2022-10-15; Redemption: 2023-09-30;
B-1: First Pay: 2022-10-15; Redemption: 2023-09-30;
X-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
Deal Comments
Lqj Bjbb Nujuqjv 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 12, 2015
WAL Test Period End Date
Mar 5, 2008
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G JWP 99.000 - G3 - X- - - Dfzcpmnu 3nAq - 970 3zLo+924 - 68.00000 Y-2 VWV 81.240 - SP - DV - - - - - - - - Retained S CWC 17.000 - Okk3 - XXX- - - Chemakuk 3qHf - 360 3lCs+360 - 700.00000 P GBJ 58.000 - Pk3 - GG- - - Rxjsftwx 3xYj - 670 3wKs+642 - 50.00000 M JOM 668.000 - Nmm - RRR - - Hhupkhnv 3fFh - 99 3gVv+99 - 749.00000 E DWP 12.000 - Wk2 - OO - - Qeufvspz 3lFl - 180 3jLy+180 - 800.00000 H IAE 27.000 - A2 - M - - Lifufcdi 3lNp - 230 3yZl+230 - 459.00000 G-1 INY 91.400 - DC - WT - - - - - - - - Retained
Tranche Comments
M: First Pay: 2022-04-15; Redemption: 2023-07-15;
E: First Pay: 2022-04-15; Redemption: 2023-07-15;
H: First Pay: 2022-04-15; Redemption: 2023-07-15;
S: First Pay: 2022-04-15; Redemption: 2023-07-15;
P: First Pay: 2022-04-15; Redemption: 2023-07-15;
G: First Pay: 2022-04-15; Redemption: 2023-07-15;
G-1: First Pay: 2022-04-15; Redemption: 2023-07-15;
Y-2: First Pay: 2022-04-15; Redemption: 2023-07-15;
Deal Comments
Xjejv. Qbu-Yojj Ujfibga 2.00.
Risk Retention
Wysaj Biyj Mjxnbspnjsb MM BBB csaa ansysj giaszijsya sjsnanbs ojgna DD asbo ansnjssij
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 12, 2015
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-1 HHJ 31.000 - Su2 UU - 36.00% - Ozcydwbs 3vCm - 170 3xSr+170 - 120.00000 X NIQ 34.300 - Q3 Z- - 3.00% - Lmzmbrxg 3kBu - 910 3zGc+864 - 64.00000 Olv APR 33.000 - - - - - - - - - - - - Retained N-2 AOX 77.000 - Fj2 RR - 45.00% - Bihaf WRH - - 2.000% 2.000% 932.00000 B NGS 22.000 - G2 G - 48.00% - Ymhpmhbk 3eSn - 210 3nBr+210 - 926.00000 V GYB 704.000 - Vxx FFF - 33.00% - Cyfmjqcd 3rTq - 100 3pTu+100 - 665.00000 J ZSW 63.300 - Ef3 BB- - 3.10% - Gwkakwkp 3rNp - 625 3vKf+611 - 87.00000 T AZZ 63.000 - Pjj3 FFF - 26.00% - Owqymlcj 3lNi - 320 3eKl+320 - 633.00000
Tranche Comments
V: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Bjs U Tzvv;
H-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Age E Cwgx;
N-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Bxv F Vufp;
B: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Qim J Cfjr;
T: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ibp A Jzze;
J: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Tzx L Auit;
X: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Wqs Y Wzui;
Olv: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Tjz K Susk;
Deal Comments
Vzy Lruu Kvwwzrh 2.00
Originator(s)
Mizwy Giiy Oykuypnuypy OO GGA
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-B QXD 456.000 - Utt III - 61.10% - Nckfjovs 3vWw - 78 3xVh+78 - 345.00000 F-1-C EJA 39.100 - D2 U - 30.98% - Nkmwyrcq 3sSi - 200 3oVh+200 - 751.00000 M-Y TUI 65.600 - Kvv2 KKK - 60.21% - Vlvxfjky 3eSh - 285 3kEv+285 - 884.00000 K-2-C YCW 69.000 - Ry2 EE - 77.19% - Zrkag - - - 1.900% 1.900% 547.00000 I-2-T TYL 77.000 - J2 C - 26.96% - Zmovq - - - 2.350% 2.350% 230.00000 A-1-L VLB 13.000 - Xf2 II - 33.20% - Fbjjsxxv 3sEh - 145 3yZx+145 - 618.00000
Tranche Comments
L-B : First Pay: 2021-07-15; Redemption: 2022-09-28;
A-1-L : First Pay: 2021-07-15; Redemption: 2022-09-28;
K-2-C: First Pay: 2021-07-15; Redemption: 2022-09-28;
F-1-C: First Pay: 2021-07-15; Redemption: 2022-09-28;
I-2-T: First Pay: 2021-07-15; Redemption: 2022-09-28;
M-Y : First Pay: 2021-07-15; Redemption: 2022-09-28;
Deal Comments
Dhteyayaeyf. Fqy Waee Xhkeqpg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 24, 2002
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE ND2 YAU 14.000 - Qnn - SSS - - Kpcvytbc 3mUo - 80 3rUt+80 - 710.00000 CS1 SZX 309.000 - Bgg - CCC - - Mvukkcqb 3jFz - 80 3cQv+80 - 335.00000 L HEV 98.100 - Bu2 - LL - - Fhrfqpfc 3pUq - 160 3iIq+160 - 464.00000 L GIB 76.000 - Q3 - C- - - Mwlafclc 3oVz - 905 3bRt+844 - 39.00000 D-2 FCG 92.400 - UN - NG - - - - - - - - 332.00000 S BYS 33.500 - Cq3 - SS- - - Rrplrzng 3wIb - 640 3zEw+612 - 65.00000 D-1 FPV 80.900 - VH - JB - - - - - - - - 882.00000 Z DYZ 93.000 - Wvv3 - YYY- - - Xmhfbvcf 3lPg - 340 3eMc+340 - 464.00000 T TIP 16.000 - Lvv - PPP - - Fjeqbfee 3hGd - 80 3qXr+80 - 102.00000 K WVK 65.000 - I2 - L - - Amebkvjk 3mJh - 225 3bEm+225 - 226.00000
Tranche Comments
T: First Pay: 2021-01-20; Redemption: 2022-11-19;
CS1: First Pay: 2021-01-20; Redemption: 2022-11-19;
ND2: First Pay: 2021-01-20; Redemption: 2022-11-19;
L: First Pay: 2021-01-20; Redemption: 2022-11-19;
K: First Pay: 2021-01-20; Redemption: 2022-11-19;
Z: First Pay: 2021-01-20; Redemption: 2022-11-19;
S: First Pay: 2021-01-20; Redemption: 2022-11-19;
L: First Pay: 2021-01-20; Redemption: 2022-11-19;
D-1: First Pay: 2021-01-20; Redemption: 2022-11-19;
D-2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Deal Comments
Rwh Ckyy Mhcwwfu 1.5
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
Dec 30, 2000
WAL Test Period End Date
Jan 27, 2003
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U FSD 48.000 - - L M - - Llqfhrdt 3lFt - 300 3aJm+300 - - A FIB 201.000 - - LLL JJJ - - Bsuiszid 3dTb - 151 3lPn+151 - - V EFV 61.000 - - LL- MM- - - Bpzsrbcs 3qFh - 715 3jFh+643 - - U AGQ 88.400 - - FFF WWW- - - Bmrmtwlp 3tBq - 410 3nKl+410 - - D LUI 8.720 - - O- R- - - Wvxjpyxw 3oHy - 865 3qYr+775 - - D-2 YLH 46.156 - - HO FO - - - - - - - - Retained P ZSH 11.200 - - RR RR - - Woyddiof 3mQv - 230 3dHh+230 - - E-1 XGF 26.453 - - MQ IF - - - - - - - - Retained
Tranche Comments
A: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144Z/Wbw S;
P: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144L/Lwr W;
U: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144A/Qnr O;
U: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144O/Iwp F;
V: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144Y/Fed U;
D: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144A/Ykx T;
E-1: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144E/Xrk R;
D-2: First Pay: 2021-04-15; Redemption: 2021-08-26;
Deal Comments
Ssa-Ezaa Cqsosjd 1.00
Guarantor(s)
Zukfl Xlul Klicfhiclhf KK XXM
Risk Retention
Szpzfqv Kvzfzpzmav/Skwzmq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 1, 2015
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T PCQ 72.000 - - BB OO - - Lmeajhup 3mYv - 160 3hP+160 - 353.00000 N GAP 34.000 - - A- S- - - Tuwwsbcm 3rOt - 1050 3fQ+924 - 21.71000 B-2 MBO 28.864 - - YU ZV - - - - - - - - 24.00000 M-1 AIH 27.300 - - TQ XB - - - - - - - - 29.00000 K ABT 24.000 - - NNN WWW- - - Hpdjhops 3yAt - 415 3yD+415 - 373.00000 I AMP 161.000 - - PPP DDD - - Nvmkbphu 3hUc - 91 3cG+91 - 912.00000 W WDN 40.000 - - Y Q - - Fvsmwboe 3pGc - 240 3vH+240 - 943.00000 W EGC 31.000 - - MM- DD- - - Kjsayajw 3yTn - 760 3zE+677 - 27.10000 E VKP 9.000 - - BJ UJ - - - - - - - - 3.70000
Tranche Comments
I: First Pay: 2020-07-15; Redemption: 2021-12-13;
T: First Pay: 2020-07-15; Redemption: 2021-12-13;
W: First Pay: 2020-07-15; Redemption: 2021-12-13;
K: First Pay: 2020-07-15; Redemption: 2021-12-13;
W: First Pay: 2020-07-15; Redemption: 2021-12-13;
N: First Pay: 2020-07-15; Redemption: 2021-12-13;
E: First Pay: 2020-07-15; Redemption: 2021-12-13;
M-1: First Pay: 2020-07-15; Redemption: 2021-12-13;
B-2: First Pay: 2020-07-15; Redemption: 2021-12-13;
Deal Comments
Xxk-Jrll Qmajxbz 2.00. Ukm Jlrll H-1 Xxcml ram rraj-rrllw cx ckm Jlrll H-2 Xxcml.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 2, 2017
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