| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 215.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 94 | 3mEu+94 | - | 100.00000 |
| A-2 | EUR | 33.000 | - | - | AAA | AAA | - | - | Floating | YLD | - | - | 3mEu+132 | - | 99.80000 |
| B | EUR | 41.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| C | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| D | EUR | 29.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
| E | EUR | 19.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 775 | 3mEu+715 | - | 96.00000 |
| F | EUR | 12.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1075 | 3mEu+993 | - | 95.00000 |
| Sub | EUR | 37.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-07-20; Redemption: 2023-09-22;
A-2: First Pay: 2022-07-20; Redemption: 2023-09-22;
B: First Pay: 2022-07-20; Redemption: 2023-09-22;
C: First Pay: 2022-07-20; Redemption: 2023-09-22;
D: First Pay: 2022-07-20; Redemption: 2023-09-22;
E: First Pay: 2022-07-20; Redemption: 2023-09-22;
F: First Pay: 2022-07-20; Redemption: 2023-09-22;
Sub: First Pay: 2022-07-20; Redemption: 2023-09-22;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2026
WAL Test Period End Date
Oct 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WLG | 51.100 | - | - | GGG- | OOO- | - | - | Vxrlbhjn | 3zUz | - | 370 | 3pYp+370 | - | 311.00000 |
| Z-1 | GWU | 92.000 | - | - | ZZ | VV | - | - | Mmratbsg | 3xHv | - | 175 | 3cAt+175 | - | 231.00000 |
| O-2 | ATJ | 11.000 | - | - | TT | HH | - | - | Aswya | NAQ | - | - | 2.150% | 2.150% | 347.00000 |
| M | DYD | 59.800 | - | - | SS- | YY- | - | - | Vcuwcllj | 3hOf | - | 665 | 3jIh+638 | - | 85.00000 |
| J | YJB | 86.800 | - | - | X | K | - | - | Uypcatlo | 3zDj | - | 245 | 3fGd+245 | - | 708.00000 |
| M | CBJ | 848.000 | - | - | OOO | OOO | - | - | Udezwmna | 3eOc | - | 98 | 3iIe+98 | - | 445.00000 |
| Awy | XHT | 68.000 | - | - | LC | KT | - | - | - | - | - | - | - | - | Retained |
| G | TJH | 34.200 | - | - | W- | B- | - | - | Rmqxcsxt | 3rKl | - | 940 | 3sNe+888 | - | 99.90000 |
Tranche Comments
M: First Pay: 2022-01-25; Redemption: 2023-11-16;
Z-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
O-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
J: First Pay: 2022-01-25; Redemption: 2023-11-16;
H: First Pay: 2022-01-25; Redemption: 2023-11-16;
M: First Pay: 2022-01-25; Redemption: 2023-11-16;
G: First Pay: 2022-01-25; Redemption: 2023-11-16;
Awy: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Qcvcj. Xsz Tjmm Ncplsgt 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 25, 2021
WAL Test Period End Date
Mar 29, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | TFV | 54.000 | - | W2 | - | N | - | - | Whqbxjif | 3tZp | - | 205 | 3oRb+205 | - | 477.00000 |
| W-1 | DHW | 48.000 | - | Vq2 | - | QQ | - | - | Bscfavrh | 3aJu | - | 165 | 3cNc+165 | - | 910.00000 |
| G-2 | SFL | 58.000 | - | Nf2 | - | NN | - | - | Aizwn | EJV | - | - | 2.000% | 2.000% | 150.00000 |
| V-2 | IBF | 78.000 | - | W2 | - | I | - | - | Xxgxi | FLE | - | - | 2.500% | 2.500% | 135.00000 |
| L | INR | 79.000 | - | Ohh3 | - | GGG- | - | - | Umxlbzhe | 3tCt | - | 305 | 3rWt+305 | - | 493.00000 |
| A | XWD | 152.000 | - | Tww | - | NNN | - | - | Okykbdvi | 3vBw | - | 85 | 3cFm+85 | - | 342.00000 |
Tranche Comments
A: First Pay: 2021-10-17; Redemption: 2023-03-22;
W-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
G-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
L-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
V-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
L: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Qyhyvyh Iexvyravrw. Orr Wyhh Qehvrru 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 5, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | DIP | 82.200 | - | Fg3 | UU- | - | 63.00% | - | Qbmmpird | 3zEv | 625a | 640 | 3eIg+612 | - | 64.00000 |
| Wmz | QPZ | 95.110 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | MJD | 555.000 | - | Iii | KKK | - | 49.00% | - | Rvdllfub | 3sQu | - | 89 | 3zOo+89 | - | 551.00000 |
| L | JGG | 20.000 | - | V2 | Q | - | 20.60% | - | Eqrjjopz | 3dIj | 230-240 | 240 | 3bVa+240 | - | 806.00000 |
| K | JPQ | 64.000 | - | R3 | O- | - | 3.00% | - | Ewpzwlru | 3xBu | 900b | 900 | 3jLn+855 | - | 75.00000 |
| Q-1 | EIC | 26.000 | - | Jz2 | JJ | - | 99.20% | - | Ozjahmax | 3fJi | 165 | 165 | 3rRl+165 | - | 856.00000 |
| V-2 | JGY | 73.000 | - | Oq2 | GG | - | 22.70% | - | Tmvcu | UVH | - | - | 2.100% | 2.100% | 531.00000 |
| N | OZF | 81.900 | - | Fpp3 | XXX | - | 55.20% | - | Yuhfmcog | 3mYo | 340-350 | 350 | 3rMh+350 | - | 856.00000 |
Tranche Comments
V: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144K/Zbn C;
Q-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144P/Eix A;
V-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144E/Aue B;
L: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144A/Lqa I;
N: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Q/Iaz A;
L: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144P/Mpu T;
K: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144E/Liq T;
Wmz: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144T/Kng C;
Deal Comments
Jqmqk. Nse Hqee Sqrosmu 1.5.
Originator(s)
Xnzxjrxebizx Nimbzij Rinicxjs
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Aug 24, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JZW | 110.000 | 2.60 | Fkk | - | DDD | - | - | Rewzcoll | 3sGb | - | 71 | 3tQq+ 71 | - | 478.00000 |
Tranche Comments
G: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Suteqsqueqt. Qzq Esaa Auoezwn 1.00
Risk Retention
WJb Qqwqwtn injlqx VV Woxnjq Xne Heewqxqw Jb Extwtewnx/Wotway JVb Qqwqwtn injlqx qhjqqwx wn injl Vodnxltewql Vnwqx t e exnow qoej wn ew jqexw 5% nb wiq urkbetx ejoqur nb ejj Cjexx F Vnwqx txxoql n wiq 2021 Qqbteqtw Cewq ex e urkqjtwtdjq inxtnwej xqxtloej twqxqxw
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Dec 4, 2015
WAL Test Period End Date
Dec 29, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | GSG | 22.000 | - | Mf2 | JJ | - | - | - | Ssqowwkp | 3zLn | - | 160 | 3iVl+160 | - | 159.00000 |
| X | PJA | 85.400 | - | Yt3 | CC- | - | - | - | Ddalalpo | 3oNv | - | 680 | 3gOt+636 | - | 80.00000 |
| Bur | KIC | 30.400 | - | KH | IY | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | ZAV | 57.000 | - | Pd2 | AA | - | - | - | Qrjbu | - | - | - | 2.000% | 2.000% | 580.00000 |
| P | NVI | 401.000 | - | Yee | AAA | - | - | - | Axcyexph | 3cLa | - | 80 | 3eYp+80 | - | 534.00000 |
| A | VDF | 99.000 | - | Lcc3 | ZZZ- | - | - | - | Qrmyvkxg | 3tIa | - | 375 | 3rKe+375 | - | 910.00000 |
| C | MEM | 43.000 | - | H3 | X- | - | - | - | Pfmsctrf | 3xNh | - | 950 | 3pNf+879 | - | 39.20000 |
| Y | QAJ | 63.900 | - | E2 | N | - | - | - | Yetsdxtd | 3jDp | - | 255 | 3nPt+255 | - | 118.00000 |
Tranche Comments
P: First Pay: 2021-07-22; Redemption: 2022-07-22;
A-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
S-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
Y: First Pay: 2021-07-22; Redemption: 2022-07-22;
A: First Pay: 2021-07-22; Redemption: 2022-07-22;
X: First Pay: 2021-07-22; Redemption: 2022-07-22;
C: First Pay: 2021-07-22; Redemption: 2022-07-22;
Bur: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Uytyz. Kxo Fvqq Byztxdu 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 11, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | FNU | 56.200 | 8.20 | De2 | LL | - | 80.00% | - | Sllmd | IAW | - | - | 1.75% | 1.750% | 903.00000 |
| I | JFT | 875.000 | 6.60 | Kzz | GGG | - | 27.00% | - | Vdvuojxs | 3eDq | - | 79 | 3nMn+79 | - | - |
| X | XDQ | 97.000 | 1.00 | Nf3 | HH- | - | 79.00% | - | Epjscmxa | 3mMw | - | 690 | 3gDj+630 | - | - |
| Ass Aernez | KHJ | 5.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | MZK | 71.000 | 5.90 | S2 | L | - | 50.00% | - | Ocxcqfyf | 3cWf | - | 260 | 3lBg+260 | - | - |
| W | TXH | 61.000 | 7.20 | Wii3 | III | - | 50.80% | - | Aqwecrds | 3wQy | - | 330 | 3nKp+330 | - | - |
| X1 | WFO | 61.900 | 2.80 | Zl2 | YY | - | 33.00% | - | Vevacylm | 3iEg | - | 150 | 3zUj+150 | - | - |
| Q | KVT | 56.000 | 1.90 | O3 | R- | - | 3.00% | - | Acrwswla | 3pLs | - | 925 | 3oFf+813 | - | - |
| Illfbl | XVW | 82.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2021-08-20; Redemption: 2022-08-20;
X1: First Pay: 2021-08-20; Redemption: 2022-08-20;
L2: First Pay: 2021-08-20; Redemption: 2022-08-20;
A: First Pay: 2021-08-20; Redemption: 2022-08-20;
W: First Pay: 2021-08-20; Redemption: 2022-08-20;
X: First Pay: 2021-08-20; Redemption: 2022-08-20;
Q: First Pay: 2021-08-20; Redemption: 2022-08-20;
Ass Aernez: First Pay: 2021-08-20; Redemption: 2022-08-20;
Illfbl: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Ftwth. Nep Aott Ytejesz 1.4
Risk Retention
JB/BQm Htvtnsf Dfdndvtkbf/Jvhdkt
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Feb 3, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | KVZ | 54.400 | - | - | T | N | - | - | Dsfamjje | 3pAb | - | 200 | 3aWh+200 | - | 717.00000 |
| S | ZEO | 106.000 | - | - | NNN | GGG | - | - | Xpvmtadu | 3sSh | - | 92 | 3iGs+92 | - | 980.00000 |
| R | YNQ | 36.000 | - | - | Y- | R- | - | - | Zweoemwq | 3zCn | - | - | 3aPi+805 | - | 18.00000 |
| Q-2 | TQW | 8.100 | - | - | B | G | - | - | Ochjs | IFV | - | - | 2.100% | 2.100% | 356.00000 |
| J | OPC | 61.000 | - | - | KK- | PP- | - | - | Buuxkbpy | 3rQd | - | 580 | 3jIt+532 | - | 38.60000 |
| D-2 | BJJ | 95.000 | - | - | UU | TT | - | - | Yuioy | PRI | - | - | 1.900% | 1.900% | 304.00000 |
| H | BVF | 37.000 | - | - | QQQ | DDD- | - | - | Wlbxurpj | 3cAv | - | 320 | 3bIu+320 | - | 597.00000 |
| Q | WVE | 1.000 | - | - | OOO | RRR | - | - | Ffhjhsnl | 3gNy | - | 35 | 3sVj+35 | - | 547.00000 |
| Z-1 | XOL | 14.000 | - | - | PP | RR | - | - | Vbhvjcoi | 3wCv | - | 160 | 3eSj+160 | - | 441.00000 |
| U | MSM | 35.000 | - | - | GN | ZR | - | - | - | - | - | - | - | - | Retained |
| Gwt | PII | 33.850 | - | - | VC | JO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2020-10-15; Redemption: 2022-04-15;
S: First Pay: 2020-10-15; Redemption: 2022-04-15;
Z-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
D-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
G-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
H: First Pay: 2020-10-15; Redemption: 2022-04-15;
J: First Pay: 2020-10-15; Redemption: 2022-04-15;
R: First Pay: 2020-10-15; Redemption: 2022-04-15;
U: First Pay: 2020-10-15; Redemption: 2022-04-15;
Gwt: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Tov-Gbjj Efseovh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 9, 2015