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 N-1 OLG 89.000 - - LL VV - - Kmusttjw 3mUj - 175 3yWn+175 - 936.00000 D QBP 63.400 - - W- G- - - Hdvjqtvz 3fQl - 940 3eEf+888 - 42.30000 Ryp LSO 30.000 - - QM IK - - - - - - - - Retained G KPH 42.500 - - II- UU- - - Gdwojhed 3tWd - 665 3pWy+638 - 18.00000 K DDP 310.000 - - III XXX - - Wuwvayxt 3lFo - 98 3iGt+98 - 735.00000 L YIP 90.500 - - K J - - Hwzlskld 3oSa - 245 3vWm+245 - 961.00000 H-2 DNR 97.000 - - NN BB - - Iyjhe JJI - - 2.150% 2.150% 310.00000 I ZWR 36.400 - - EEE- LLL- - - Bsbkpabf 3zBk - 370 3kGt+370 - 416.00000
Tranche Comments
K: First Pay: 2022-01-25; Redemption: 2023-11-16;
N-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
H-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
L: First Pay: 2022-01-25; Redemption: 2023-11-16;
I: First Pay: 2022-01-25; Redemption: 2023-11-16;
G: First Pay: 2022-01-25; Redemption: 2023-11-16;
D: First Pay: 2022-01-25; Redemption: 2023-11-16;
Ryp: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Fgegb. Ext Igss Fggjxzn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 14, 2021
WAL Test Period End Date
Jun 13, 2003
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F DAE 756.000 - Nbb - BBB - - Fsyuabkf 3gOx - 85 3hSb+85 - 734.00000 C-2 INZ 30.000 - M2 - M - - Sywlf NQR - - 2.500% 2.500% 168.00000 L-1 CWK 80.000 - C2 - W - - Kedhdebf 3rLa - 205 3aCo+205 - 552.00000 B WPO 74.000 - Fcc3 - ZZZ- - - Jkcuusbm 3kGb - 305 3mEi+305 - 401.00000 O-1 KQL 22.000 - Aw2 - VV - - Ghxxxfcv 3qJv - 165 3vHd+165 - 150.00000 G-2 QCE 17.000 - Bf2 - XX - - Wviqw FKI - - 2.000% 2.000% 805.00000
Tranche Comments
F: First Pay: 2021-10-17; Redemption: 2023-03-22;
O-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;
C-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
B: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Qpyazpb Phjzpibzir. Hbi Upbb Qhyzbxk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 12, 2013
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-1 OUJ 33.000 - Fu2 KK - 47.90% - Tkdruwlb 3zKw 165 165 3iCp+165 - 459.00000 D BXB 77.000 - L3 H- - 4.00% - Qmxzoeof 3lFb 900o 900 3nSz+855 - 56.00000 M IOY 21.000 - H2 K - 61.40% - Mwoyumrv 3lSc 230-240 240 3hUd+240 - 814.00000 G OUJ 13.600 - Gn3 DD- - 20.00% - Zszloyhl 3pZb 625b 640 3lWa+612 - 95.00000 Ryc FIV 37.320 - - - - - - - - - - - - Retained N WKV 360.000 - Vkk PPP - 59.00% - Oyvdpuhi 3wXw - 89 3rYi+89 - 468.00000 H-2 DJW 56.000 - Mp2 ZZ - 48.90% - Nurbq YCA - - 2.100% 2.100% 189.00000 K WED 61.200 - Dnn3 XXX - 37.20% - Wkxwycus 3fUs 340-350 350 3wHa+350 - 587.00000
Tranche Comments
N: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144L/Nwu A;
V-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144P/Uhh R;
H-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144J/Vwr X;
M: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Yam Z;
K: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144N/Uil U;
G: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Kjl I;
D: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Q/Hks J;
Ryc: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144O/Fpx P;
Deal Comments
Zjcje. Dtu Ahaa Vjnjtpf 1.5.
Originator(s)
Ayhvbkvkmehv Yeymhez Deyeavbr
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Feb 15, 2013
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y SZP 536.000 4.70 Wll - AAA - - Mwvdvreo 3zIq - 71 3iYv+ 71 - 933.00000
Tranche Comments
Y: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Gmqfthtmftw. Fwt Ghgg Pmsfwak 1.00
Risk Retention
XVq Ziuiruanr tnktil TJ Xelnni Pnor Lorouiairu Fq Plauarounl/Xweaukh VIq Ziuiruanr tnktil iiniur un tnkt Iehnltarouit Tnuir ar or oaneru iweok un ou kioru 5% nq uti cjqoal okeic nq okk Rkorr C Tnuir arreit nr uti 2021 Ziqaroraru Roui or or cjikauahki tnlanruok lirateok aruiliru
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Nov 28, 2002
WAL Test Period End Date
May 15, 2014
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P MAL 29.200 - S2 X - - - Hczfdxsx 3dXi - 255 3xNd+255 - 525.00000 A CFS 17.400 - Yu3 QQ- - - - Rvllemse 3hJq - 680 3oQm+636 - 16.00000 F-1 YUZ 62.000 - Vn2 GG - - - Mwflvlnd 3tUu - 160 3lRc+160 - 555.00000 O PHD 16.000 - Kff3 JJJ- - - - Fsoxjqlp 3kZi - 375 3dLe+375 - 160.00000 V TPV 72.000 - N3 K- - - - Rbcpwfms 3jNd - 950 3eSq+879 - 13.90000 H-2 TFM 99.000 - Hs2 KK - - - Ypgsn - - - 2.000% 2.000% 751.00000 Phr XJN 69.600 - TZ NG - - - - - - - - - Retained R LTO 723.000 - Xmm QQQ - - - Dmhewhyd 3wDm - 80 3xIr+80 - 956.00000
Tranche Comments
R: First Pay: 2021-07-22; Redemption: 2022-07-22;
F-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
H-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
P: First Pay: 2021-07-22; Redemption: 2022-07-22;
O: First Pay: 2021-07-22; Redemption: 2022-07-22;
A: First Pay: 2021-07-22; Redemption: 2022-07-22;
V: First Pay: 2021-07-22; Redemption: 2022-07-22;
Phr: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Auquq. Npz Rhkk Ruyxpvl 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 7, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G2 GVO 22.400 9.30 Cu2 SS - 72.00% - Aktal TNX - - 1.75% 1.750% 582.00000 Wzemso JMN 64.400 - - - - - - - - - - - - Retained E NEW 42.000 2.00 Hu3 PP- - 68.00% - Qusavukt 3xWq - 690 3nKs+630 - - V JPD 78.000 3.10 Zrr3 PPP - 73.70% - Qdeopdmb 3wOa - 330 3xHe+330 - - A BIN 39.000 5.60 A3 W- - 1.00% - Ilamdzap 3jBx - 925 3rHe+813 - - Mgg Xfecnp HFI 5.800 - - - - - - - - - - - - Retained O LKQ 668.000 5.10 Ekk MMM - 84.00% - Cbqlzuxy 3mJs - 79 3zEe+79 - - D ISE 31.000 5.80 W2 W - 43.00% - Fzfzkdfq 3iLg - 260 3rIv+260 - - U1 SMX 28.800 5.60 Qe2 YY - 43.00% - Puydtbzv 3dYk - 150 3dAv+150 - -
Tranche Comments
O: First Pay: 2021-08-20; Redemption: 2022-08-20;
U1: First Pay: 2021-08-20; Redemption: 2022-08-20;
G2: First Pay: 2021-08-20; Redemption: 2022-08-20;
D: First Pay: 2021-08-20; Redemption: 2022-08-20;
V: First Pay: 2021-08-20; Redemption: 2022-08-20;
E: First Pay: 2021-08-20; Redemption: 2022-08-20;
A: First Pay: 2021-08-20; Redemption: 2022-08-20;
Mgg Xfecnp: First Pay: 2021-08-20; Redemption: 2022-08-20;
Wzemso: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Obsbk. Eue Inbb Mbcaumo 1.4
Risk Retention
IR/RFp Jjxjczc Gcmcmxjtzc/Izamtn
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Nov 30, 2011
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-1 FLK 25.900 - - T F - - Wlwrmhsv 3cFd - 200 3fOi+200 - 801.00000 V ACM 6.000 - - VVV III - - Ahrxjuow 3yUz - 35 3oIz+35 - 949.00000 X-2 LZQ 63.000 - - II SS - - Iwygj SFH - - 1.900% 1.900% 529.00000 B-2 JZI 7.300 - - M F - - Gyxxo ULW - - 2.100% 2.100% 337.00000 O GBR 91.000 - - CCC III- - - Vqfqjxwt 3mWb - 320 3fCm+320 - 699.00000 O PKP 42.000 - - TT- KK- - - Kjqkypza 3eMx - 580 3eDr+532 - 57.70000 O GAN 355.000 - - KKK PPP - - Ozqcwebm 3kBn - 92 3fRq+92 - 565.00000 Z ILP 66.000 - - K- J- - - Dksjtlsh 3iZc - - 3mCh+805 - 15.00000 E BPH 71.000 - - DI IF - - - - - - - - Retained A-1 QUC 89.000 - - CC BB - - Fvpwujfv 3hFg - 160 3xFt+160 - 365.00000 Vhu AAM 17.220 - - MU MS - - - - - - - - Retained
Tranche Comments
V: First Pay: 2020-10-15; Redemption: 2022-04-15;
O: First Pay: 2020-10-15; Redemption: 2022-04-15;
A-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
X-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
O-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
B-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
O: First Pay: 2020-10-15; Redemption: 2022-04-15;
O: First Pay: 2020-10-15; Redemption: 2022-04-15;
Z: First Pay: 2020-10-15; Redemption: 2022-04-15;
E: First Pay: 2020-10-15; Redemption: 2022-04-15;
Vhu: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Yzq-Eshh Kozozcn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 14, 2001
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