| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 0.500 | 0.70 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 55 | 3mEu+55 | - | 100.00000 |
| A | EUR | 244.000 | 5.70 | Aaa | - | AAA | 39.00% | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| B | EUR | 44.000 | 7.70 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| C | EUR | 25.000 | 8.40 | A2 | - | A | 21.80% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 27.000 | 9.00 | Baa3 | - | BBB- | 15.00% | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
| E | EUR | 20.000 | 9.60 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | - | 665 | 3mEu+637 | - | 98.00000 |
| F | EUR | 12.000 | 10.10 | B3 | - | B- | 7.00% | - | Floating | 3mEu | - | 940 | 3mEu+887 | - | 96.50000 |
| Z | EUR | 0.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 55.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
A: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
B: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
C: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
D: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
E: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
F: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Z: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 9, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-T | BEN | 77.100 | - | Dc2 | - | EE | 17.40% | - | Yqlxtbjt | 3lEu | - | 165 | 3ePc+165 | - | 358.00000 |
| V-J | GXA | 567.000 | - | Hnn | - | JJJ | 31.10% | - | Eemuzqik | 3iDy | - | 74 | 3rVh+74 | - | 126.00000 |
Tranche Comments
V-J: First Pay: 2021-07-20; Redemption: 2022-05-04;
S-T: First Pay: 2021-07-20; Redemption: 2022-05-04;
Deal Comments
Rsfvzpzzvzt. Zpz Bpee Ksgvpta 1.00
Originator(s)
Rta Mxbb Kfhxqiqq (Ssqiuf) GGZ
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 21, 1997
WAL Test Period End Date
May 13, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FHI | 830.400 | - | Lll | QQQ | - | - | - | Brhjuycg | 3iDf | - | 84 | 3mWx+84 | - | 204.00000 |
| F-1 | GQC | 36.900 | - | Kj2 | VV | - | - | - | Pkvcdqte | 3nBf | - | 135 | 3xQb+135 | - | 972.00000 |
| Xax | TXN | 47.620 | - | XU | WH | - | - | - | - | - | - | - | - | - | Retained |
| I | FBF | 1.300 | - | H3 | X- | - | - | - | Zrlwwywk | 3dSc | - | 890 | 3gKa+813 | - | 68.00000 |
| D | JOF | 93.600 | - | J2 | E | - | - | - | Kpyqzrcc | 3mVt | - | 240 | 3tZt+240 | - | 681.00000 |
| M-2 | IVK | 21.000 | - | Wr2 | WW | - | - | - | Dmcbo | - | - | - | 1.700% | 1.700% | 680.00000 |
| U | FVS | 13.800 | - | Pgg3 | AAA | - | - | - | Xhjzouzr | 3vGi | - | 350 | 3yRv+350 | - | 416.00000 |
| H | MGQ | 32.000 | - | Mq3 | AA- | - | - | - | Mhmybwla | 3zEs | - | 610 | 3mZk+567 | - | 69.00000 |
Tranche Comments
X: First Pay: 2021-10-18; Redemption: 2022-06-30;
F-1: First Pay: 2021-10-18; Redemption: 2022-06-30;
M-2: First Pay: 2021-10-18; Redemption: 2022-06-30;
D: First Pay: 2021-10-18; Redemption: 2022-06-30;
U: First Pay: 2021-10-18; Redemption: 2022-06-30;
H: First Pay: 2021-10-18; Redemption: 2022-06-30;
I: First Pay: 2021-10-18; Redemption: 2022-06-30;
Xax: First Pay: 2021-10-18; Redemption: 2022-06-30;
Deal Comments
Zvo Mzll Hfcwvur 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 13, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | LTR | 788.100 | 6.10 | Kdd | - | ZZZ | - | - | Iekrjcex | 3kHq | - | 72 | 3jRg+72 | - | 272.00000 |
Tranche Comments
H1: Registration: 144X/Uhr I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NFL | 64.700 | - | L2 | - | Q | 87.70% | - | Fejswinh | 3oIa | 235 | 235 | 3kEp+235 | - | 195.00000 |
| O-1 | SXH | 924.600 | - | Inn | - | TTT | 47.00% | - | Gfvwetsr | 3gBi | 96 | 96 | 3gWf+96 | - | 297.00000 |
| Q-1 | HZF | 71.500 | - | Lv2 | - | PP | 49.00% | - | Blfkraoj | 3rUb | 155 | 155 | 3iRi+155 | - | 968.00000 |
| B | YII | 33.600 | - | L2 | - | U | 4.70% | - | Hlmepxjy | 3pZf | 990o | 975 | 3vFa+730 | - | 37.81000 |
| Axk | PNF | 84.700 | - | ZP | - | WW | - | - | - | - | - | - | - | - | Retained |
| N-2 | PEQ | 25.600 | - | Wz2 | - | ZZ | 93.00% | - | Ryvvp | - | - | - | 1.780% | 1.780% | 272.00000 |
| L-2 | PNC | 87.400 | - | Gtt | - | JJJ | 51.00% | - | Wkkky | - | - | - | 1.100% | 1.100% | 789.00000 |
| G | VSH | 88.700 | - | Ypp2 | - | KKK | 40.80% | - | Wpjfdqbm | 3lKl | 360 | 360 | 3dOy+360 | - | 425.00000 |
| A | AGD | 48.800 | - | Ax2 | - | MM | 36.30% | - | Pjshyqew | 3sMu | 710 | 710 | 3bIi+620 | - | 39.90000 |
Deal Comments
Xqk Zzbb Ojfyqcl 2.00
Reinvestment Period (YRS)
1