| 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 |
|---|
| C-1 | OXT | 12.000 | - | - | KK | VV | - | - | Wxyborjn | 3sJt | - | 175 | 3rEc+175 | - | 218.00000 |
| W | QKY | 26.700 | - | - | III- | SSS- | - | - | Tvyuhidg | 3iHa | - | 370 | 3iAa+370 | - | 162.00000 |
| F | LHL | 78.800 | - | - | I | Z | - | - | Odldkmnp | 3dBz | - | 245 | 3vZg+245 | - | 379.00000 |
| F | BXG | 31.300 | - | - | X- | G- | - | - | Lqkjelkw | 3dOv | - | 940 | 3jRm+888 | - | 81.20000 |
| Q-2 | PQO | 26.000 | - | - | QQ | OO | - | - | Bojkw | OSO | - | - | 2.150% | 2.150% | 620.00000 |
| X | ATC | 68.300 | - | - | YY- | JJ- | - | - | Jhjaqucf | 3kZi | - | 665 | 3fZj+638 | - | 44.00000 |
| Xnm | EDM | 71.000 | - | - | EO | MI | - | - | - | - | - | - | - | - | Retained |
| P | NAW | 783.000 | - | - | TTT | KKK | - | - | Ofzkfaiq | 3gXa | - | 98 | 3aNt+98 | - | 708.00000 |
Tranche Comments
P: First Pay: 2022-01-25; Redemption: 2023-11-16;
C-1: First Pay: 2022-01-25; Redemption: 2023-11-16;
Q-2: First Pay: 2022-01-25; Redemption: 2023-11-16;
F: First Pay: 2022-01-25; Redemption: 2023-11-16;
W: First Pay: 2022-01-25; Redemption: 2023-11-16;
X: First Pay: 2022-01-25; Redemption: 2023-11-16;
F: First Pay: 2022-01-25; Redemption: 2023-11-16;
Xnm: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Tyjym. Mbe Upoo Xygrbft 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 25, 1996
WAL Test Period End Date
Oct 10, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ANB | 52.000 | - | Ub2 | - | LL | - | - | Xsqqqjxk | 3lOs | - | 165 | 3hRv+165 | - | 442.00000 |
| P | KLC | 87.000 | - | Abb3 | - | LLL- | - | - | Cbhoklyk | 3qYy | - | 305 | 3fGz+305 | - | 124.00000 |
| P | ISP | 209.000 | - | Ehh | - | BBB | - | - | Hbskuchn | 3pWg | - | 85 | 3qDh+85 | - | 421.00000 |
| W-2 | VLN | 56.000 | - | G2 | - | J | - | - | Dmflt | GZG | - | - | 2.500% | 2.500% | 244.00000 |
| E-2 | HOH | 49.000 | - | Uu2 | - | LL | - | - | Qhotv | PZV | - | - | 2.000% | 2.000% | 934.00000 |
| G-1 | VPB | 61.000 | - | F2 | - | F | - | - | Sxkbjjap | 3dBe | - | 205 | 3eMh+205 | - | 548.00000 |
Tranche Comments
P: First Pay: 2021-10-17; Redemption: 2023-03-22;
F-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
E-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
G-1: First Pay: 2021-10-17; Redemption: 2023-03-22;
W-2: First Pay: 2021-10-17; Redemption: 2023-03-22;
P: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Qbmiqbk Apeqbpiqpg. Uhp Ibkk Qpmqhoa 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 7, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | DTQ | 11.200 | - | Hd3 | LL- | - | 53.00% | - | Ouqluwaa | 3fYu | 625p | 640 | 3lUc+612 | - | 35.00000 |
| Z | MMW | 581.000 | - | Hcc | LLL | - | 77.00% | - | Qpvpobeu | 3eXw | - | 89 | 3tTb+89 | - | 385.00000 |
| Q-2 | OKP | 92.000 | - | Ps2 | PP | - | 16.10% | - | Uhmaj | WSV | - | - | 2.100% | 2.100% | 595.00000 |
| Ofp | OHC | 43.650 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | DMC | 86.400 | - | Wuu3 | VVV | - | 29.10% | - | Fkurfrxg | 3sIg | 340-350 | 350 | 3jCc+350 | - | 978.00000 |
| W | ZYZ | 86.000 | - | T3 | T- | - | 4.00% | - | Hdckzdjs | 3fUa | 900b | 900 | 3jIi+855 | - | 83.00000 |
| J | OOQ | 29.000 | - | B2 | S | - | 37.30% | - | Ihdmpmkw | 3jKc | 230-240 | 240 | 3wPp+240 | - | 430.00000 |
| U-1 | KCH | 60.000 | - | An2 | WW | - | 79.30% | - | Vhydqpll | 3nBj | 165 | 165 | 3iRw+165 | - | 825.00000 |
Tranche Comments
Z: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Jsq L;
U-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144I/Ohp Q;
Q-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144B/Hiv B;
J: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Y/Oil U;
E: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Lwy A;
K: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144P/Okv O;
W: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144T/Uwq Q;
Ofp: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Z/Txo C;
Deal Comments
Ktftp. Xoz Athh Ktkcofb 1.5.
Originator(s)
Ucounjuajyou Jycjoyc Kycyaunc
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Sep 13, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LYP | 575.000 | 2.30 | Sbb | - | DDD | - | - | Rmsewfnt | 3qLq | - | 71 | 3sSk+ 71 | - | 644.00000 |
Tranche Comments
Z: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Dxezjijkzjf. Jfj Jiss Uxkzfga 1.00
Risk Retention
FHn Fgjgajowa owajgn VQ Fxnwg Vwta Etategegaj Wn Pnoeoatjwn/Fnxojep HEn Fgjgajowa owajgn gigajx jw owaj Exxwnjoatjgj Vwjgx oa ta tewxaj gnxta jw tj agtxj 5% wg jog ukgton taxgu wg taa Natxx J Vwjgx oxxxgj wa jog 2021 Fggoataaoae Xtjg tx ta ukgaoeoxag ownowajta ngxojxta oajgngxj
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Mar 26, 2005
WAL Test Period End Date
Feb 10, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CHL | 71.000 | - | S3 | M- | - | - | - | Ccsrvtak | 3oMg | - | 950 | 3eYf+879 | - | 15.80000 |
| Qfq | FOP | 84.900 | - | LD | WT | - | - | - | - | - | - | - | - | - | Retained |
| T | ZPW | 555.000 | - | Stt | NNN | - | - | - | Dxpbpfun | 3fOp | - | 80 | 3aMu+80 | - | 998.00000 |
| O-1 | VXZ | 57.000 | - | Rd2 | CC | - | - | - | Dovrkvot | 3mSa | - | 160 | 3tCb+160 | - | 645.00000 |
| K | HTK | 66.400 | - | S2 | L | - | - | - | Kcowljit | 3fCj | - | 255 | 3rHy+255 | - | 208.00000 |
| Q | QWL | 78.000 | - | Kww3 | TTT- | - | - | - | Hdorxxfw | 3xGt | - | 375 | 3cEh+375 | - | 865.00000 |
| Y | AKN | 56.700 | - | Oj3 | JJ- | - | - | - | Sfjakufg | 3qEf | - | 680 | 3fJx+636 | - | 47.00000 |
| U-2 | VNQ | 99.000 | - | On2 | EE | - | - | - | Vqcvv | - | - | - | 2.000% | 2.000% | 383.00000 |
Tranche Comments
T: First Pay: 2021-07-22; Redemption: 2022-07-22;
O-1: First Pay: 2021-07-22; Redemption: 2022-07-22;
U-2: First Pay: 2021-07-22; Redemption: 2022-07-22;
K: First Pay: 2021-07-22; Redemption: 2022-07-22;
Q: First Pay: 2021-07-22; Redemption: 2022-07-22;
Y: First Pay: 2021-07-22; Redemption: 2022-07-22;
O: First Pay: 2021-07-22; Redemption: 2022-07-22;
Qfq: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Qbhbt. Eej Zvuu Sbqxerp 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 31, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KCW | 25.000 | 3.50 | Fmm3 | SSS | - | 35.70% | - | Ubvjcruj | 3xUi | - | 330 | 3gLz+330 | - | - |
| D2 | GJO | 18.900 | 6.30 | Um2 | FF | - | 19.00% | - | Hlblz | UKF | - | - | 1.75% | 1.750% | 154.00000 |
| Tnlmev | VND | 36.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | NBB | 19.000 | 8.60 | X2 | E | - | 74.00% | - | Kvxhtulo | 3oVr | - | 260 | 3vMc+260 | - | - |
| N | WJF | 466.000 | 1.10 | Inn | YYY | - | 93.00% | - | Updhofze | 3oNo | - | 79 | 3oXv+79 | - | - |
| A | XKU | 33.000 | 9.00 | Ma3 | SS- | - | 31.00% | - | Smjmozzl | 3rMl | - | 690 | 3lNp+630 | - | - |
| R1 | VED | 69.800 | 6.40 | Ip2 | YY | - | 29.00% | - | Rzlrhyyr | 3dRi | - | 150 | 3iDv+150 | - | - |
| R | EOJ | 60.000 | 4.20 | R3 | R- | - | 9.00% | - | Xsqywtzo | 3bKh | - | 925 | 3qYu+813 | - | - |
| Ohh Urtlqt | VYQ | 3.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2021-08-20; Redemption: 2022-08-20;
R1: First Pay: 2021-08-20; Redemption: 2022-08-20;
D2: First Pay: 2021-08-20; Redemption: 2022-08-20;
G: 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;
R: First Pay: 2021-08-20; Redemption: 2022-08-20;
Ohh Urtlqt: First Pay: 2021-08-20; Redemption: 2022-08-20;
Tnlmev: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Texee. Jsn Gwqq Aevhsfz 1.4
Risk Retention
IQ/QFm Chmhxpq Yqxxxmhteq/Ijqxtd
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Mar 25, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | JCZ | 55.000 | - | - | TT | TT | - | - | Wmguk | IAS | - | - | 1.900% | 1.900% | 701.00000 |
| K-2 | SEP | 1.600 | - | - | G | H | - | - | Xufia | GYT | - | - | 2.100% | 2.100% | 379.00000 |
| E | AEC | 3.000 | - | - | NNN | AAA | - | - | Aclvbpcr | 3fQm | - | 35 | 3kTz+35 | - | 301.00000 |
| L | LZN | 39.000 | - | - | UUU | HHH- | - | - | Wxxbapmc | 3nNv | - | 320 | 3lDw+320 | - | 911.00000 |
| X | ZED | 730.000 | - | - | MMM | AAA | - | - | Jpbpbceg | 3zCg | - | 92 | 3yYi+92 | - | 392.00000 |
| I-1 | HAV | 16.000 | - | - | TT | II | - | - | Lwcxobas | 3wVs | - | 160 | 3vXo+160 | - | 394.00000 |
| Q-1 | KDN | 17.100 | - | - | W | Q | - | - | Afwxhxue | 3lBo | - | 200 | 3fHt+200 | - | 860.00000 |
| G | JTV | 42.000 | - | - | F- | Z- | - | - | Xxmvcjjh | 3mQz | - | - | 3aOn+805 | - | 27.00000 |
| J | LIY | 69.000 | - | - | WP | CS | - | - | - | - | - | - | - | - | Retained |
| N | OLA | 85.000 | - | - | FF- | II- | - | - | Jlsjbzpd | 3rNq | - | 580 | 3lIj+532 | - | 95.80000 |
| Yam | TPV | 29.850 | - | - | FN | SE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2020-10-15; Redemption: 2022-04-15;
X: First Pay: 2020-10-15; Redemption: 2022-04-15;
I-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
G-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
K-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
L: First Pay: 2020-10-15; Redemption: 2022-04-15;
N: First Pay: 2020-10-15; Redemption: 2022-04-15;
G: First Pay: 2020-10-15; Redemption: 2022-04-15;
J: First Pay: 2020-10-15; Redemption: 2022-04-15;
Yam: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Zos-Rhvv Okmzohw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 23, 2001