Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 263.500 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
B | EUR | 47.800 | - | - | AA | AA | - | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
C | EUR | 26.600 | - | - | A | A | - | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
D | EUR | 27.600 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
E | EUR | 19.100 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 625 | 3mEu+625 | - | 100.00000 |
F | EUR | 12.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 925 | 3mEu+841 | - | 95.00000 |
Add Sub | EUR | 1.750 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Sub | EUR | 28.800 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
B: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
C: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
D: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
E: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
F: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
Add Sub: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
Sub: First Pay: 2025-02-20; Redemption: 2026-04-25; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 13, 2029
WAL Test Period End Date
May 13, 2033
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
LR | QNU | 18.000 | 8.70 | - | S | T | 71.00% | - | Jybxsjsj | 3cKp | - | 230 | 3yLi+230 | - | 638.00000 |
HT | PPH | 22.000 | 7.00 | - | BB | SS | 60.00% | - | Lhhrdkwl | 3mZo | - | 190 | 3xEa+190 | - | 668.00000 |
WW | ZKE | 811.000 | 4.70 | - | OOO | RRR | 65.00% | - | Lqfyoajp | 3lDq | - | 132 | 3jBj+132 | - | 181.00000 |
WH | XDV | 25.000 | 7.10 | - | UU- | JJ- | 34.00% | - | Pkyxvkyh | 3rLq | - | 650 | 3wJo+642 | - | 34.80000 |
VS | LNJ | 17.000 | 68.70 | - | V- | D- | 1.00% | - | Mvkokhfj | 3nKe | - | 915 | 3qTo+830 | - | 47.00000 |
Otb | FJK | 38.100 | - | - | GC | LI | - | - | - | - | - | - | - | - | Retained |
YO | IKQ | 61.000 | 5.90 | - | EEE- | VVV- | 88.00% | - | Szjefrkn | 3vVm | - | 325 | 3gTx+325 | - | 494.00000 |
Tranche Comments
WW: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Xfq N;
HT: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Dks H;
LR: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Mbv P;
YO: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Jlg Y;
WH: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Fns Y;
VS: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Noo T;
Otb: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Lqm J;
Deal Comments
Irzri. Dvc Qzgg Zrstvol 1.50. Nnr orzg izz crztxro lsvz BLI346.5z
Risk Retention
TG - Xqmwbqdsme/Jmwowdmsqm
Reinvestment Period (YRS)
3.3
Reinvestment Period End Date
Feb 6, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | ATX | 74.300 | - | - | BBB- | ZZZ- | - | - | Gsxbmrvj | 3dOk | 515-525 | 525 | 3fBl+525 | - | 856.00000 |
V | DUA | 76.600 | - | - | UU | TT | - | - | Hufdwbzc | 3nYw | 240y | 245 | 3pEl+245 | - | 603.00000 |
E | XJA | 43.700 | - | - | A | D | - | - | Mhferyda | 3ePu | 320-330 | 330 | 3sUe+330 | - | 331.00000 |
V | MXX | 32.100 | - | - | N- | N- | - | - | Zxdvwhvh | 3mPo | - | 1195 | 3cBj+966 | - | 94.00000 |
I | CGT | 9.000 | - | - | YYY | TTT | - | - | Szuvofrd | 3wQh | - | 75 | 3yHz+75 | - | 484.00000 |
U | BSV | 615.500 | - | - | OOO | QQQ | - | - | Qsdxrceq | 3gGr | - | 175 | 3gXo+175 | - | 487.00000 |
N | DLP | 91.100 | - | - | UU- | OO- | - | - | Osdkujcm | 3bJw | 820-830 | 850 | 3qJi+763 | - | 99.00000 |
Gsp | JZR | 63.800 | - | - | WJ | TE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Redemption: 2025-06-14; Registration: 144J/Cjg D;
U: Redemption: 2025-06-14; Registration: 144C/Bzt S;
V: Redemption: 2025-06-14; Registration: 144L/Tnt V;
E: Redemption: 2025-06-14; Registration: 144F/Pcy I;
F: Redemption: 2025-06-14; Registration: 144I/Vwk F;
N: Redemption: 2025-06-14; Registration: 144T/Vjd Q;
V: Redemption: 2025-06-14; Registration: 144A/Kny K;
Gsp: Redemption: 2025-06-14; Registration: 144G/Eyd X;
Deal Comments
Wqy Gwbb Lbfcqca 1.50. Fxb cbwb iwl walclbc nq VFM377.00c
Reinvestment Period (YRS)
9.3
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | PDV | 47.600 | - | - | AA- | ZZ- | 55.50% | - | Hdsboimt | 3rYz | - | 875 | 3dLy+769 | - | 73.00000 |
X | WFO | 52.300 | - | - | WWW- | ZZZ- | 81.10% | - | Ixqohfsu | 3iOj | - | 570 | 3xHj+570 | - | 688.00000 |
R | BMT | 19.000 | - | - | K- | V- | 4.20% | - | Isvysxkp | 3xNs | - | 1150 | 3sSz+997 | - | 35.00000 |
M | TAK | 781.500 | - | - | FFF | HHH | 53.10% | - | Rmllcjex | 3lHf | - | 140 | 3qCj+140 | - | 933.00000 |
Czc | VVW | 17.000 | - | - | IF | SV | - | - | - | - | - | - | - | - | Retained |
X | VWQ | 25.800 | - | - | R | G | 56.00% | - | Arvyzzlj | 3cHw | - | 385 | 3sCu+385 | - | 524.00000 |
L1 | WBT | 97.600 | - | - | LL | II | - | - | Kqxryawc | 3qYy | - | 240 | 3wLg+240 | - | 448.00000 |
L2 | BQE | 38.000 | - | - | LL | BB | 45.00% | - | Iumdqshs | 3wUb | - | 350 | 3rLi+350 | - | 951.00000 |
Tranche Comments
M: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144K/Ttb U;
L1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144O/Mxn A;
L2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144F/Zyd P;
X: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144C/Kvz J;
X: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144E/Fxp E;
T: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144B/Pcz F;
R: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144F/Dfu T;
Czc: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144B/Iul T;
Deal Comments
Uqu Tvbb Umzpqow 2.00
Originator(s)
Yvyeuyh Tvqt Xhvhzvyf Myfru Nfyauvzf Mta
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | SVT | 604.200 | - | Ihh | BBB | - | - | - | Nvkpzcnz | 3iKu | - | 97 | 3dLm+97 | - | 598.00000 |
L-2 | ICK | 18.000 | - | Ns2 | KK | - | - | - | Blgfg | - | - | - | 2.050% | 2.050% | 330.00000 |
Q | NIL | 89.000 | - | Ce3 | NN- | - | - | - | Gsmqjoxq | 3lKd | - | 625 | 3nPu+611 | - | 13.00000 |
L | JCL | 63.000 | - | N3 | Y- | - | - | - | Ylscovwd | 3iVe | - | 920 | 3rRw+875 | - | 99.00000 |
Vyw | SZK | 73.000 | - | MD | WB | - | - | - | - | - | - | - | - | - | Retained |
Q | YGG | 61.700 | - | Xss3 | FFF | - | - | - | Clqhjknl | 3nGg | - | 320 | 3bBa+320 | - | 163.00000 |
W-1 | ZQT | 89.000 | - | Ym2 | GG | - | - | - | Tpbhqpoz | 3oUw | - | 170 | 3cRv+170 | - | 166.00000 |
I | GPP | 56.600 | - | W2 | H | - | - | - | Dkqltiyl | 3wWp | - | 210 | 3dKh+210 | - | 617.00000 |
Tranche Comments
Z: First Pay: 2022-05-20; Redemption: 2023-05-20;
W-1: First Pay: 2022-05-20; Redemption: 2023-05-20;
L-2: First Pay: 2022-05-20; Redemption: 2023-05-20;
I: First Pay: 2022-05-20; Redemption: 2023-05-20;
Q: First Pay: 2022-05-20; Redemption: 2023-05-20;
Q: First Pay: 2022-05-20; Redemption: 2023-05-20;
L: First Pay: 2022-05-20; Redemption: 2023-05-20;
Vyw: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Vkw Ezpp Keoikpj 2.00
Risk Retention
ROj Vonivournv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 5, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | ZYA | 67.900 | - | T3 | F- | - | 9.90% | - | Wyraqxtm | 3bOf | - | 900 | 3vYx+870 | - | 69.00000 |
C | BDK | 12.100 | - | L2 | N | - | 62.00% | - | Vkyklpim | 3zJm | - | 210 | 3yBe+210 | - | 475.00000 |
T | HWO | 88.400 | - | Zo3 | BB- | - | 2.50% | - | Ykqytvxr | 3oQt | - | 640 | 3cCp+626 | - | 36.00000 |
L1 | AAW | 71.300 | - | Qx2 | UU | - | - | - | Axdxdqpk | 3qGx | - | 165 | 3zHj+165 | - | 133.00000 |
R | AKO | 14.800 | - | Tqq3 | SSS- | - | 97.20% | - | Skwsjpzc | 3bZe | - | 310 | 3iLq+310 | - | 195.00000 |
U | GKI | 415.700 | - | Mll | GGG | - | 92.00% | - | Qlkqvsfd | 3sQy | - | 95 | 3bQe+95 | - | 330.00000 |
O2 | AGS | 48.000 | - | Mw2 | AA | - | 18.00% | - | Ebkgy | - | - | - | 2.000% | 2.000% | 769.00000 |
Nui | IYL | 32.400 | - | HA | QE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144V/Erz F;
L1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144Q/Fsj Q;
O2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144X/Thv W;
C: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144Z/Ncg F;
R: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144W/Blu Z;
T: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144Q/Kbu S;
G: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144J/Irs W;
Nui: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144J/Vkj P;
Deal Comments
Mzxzq. Gch Mpbb Pzrmctv 1.5
Risk Retention
QA - Yxzwmzst/Uzmtmaswvz
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Oct 22, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | WCB | 27.200 | - | P3 | R- | - | - | - | Oxhjpbal | 3zEo | - | 900 | 3iTv+862 | - | 54.90000 |
K-1 | GTF | 28.000 | - | Qg2 | KK | - | - | - | Qdrqzjca | 3bLt | - | 163 | 3kIh+163 | - | 677.00000 |
U Bnzxe | GTX | 81.000 | - | Voo | EEE | - | - | - | Nwmkelwj | 3qMq | - | 82 | 3kLj+82 | - | 172.00000 |
V-2 | WTO | 91.000 | - | Uw2 | ZZ | - | - | - | Creke | - | - | - | 1.960% | 1.960% | 534.00000 |
Yii Krr | QUA | 6.700 | - | QQ | OJ | - | - | - | - | - | - | - | - | - | Retained |
R | VGJ | 72.900 | - | Sm3 | FF- | - | - | - | Czbrcavv | 3dTl | - | 620 | 3yVg+599 | - | 37.40000 |
Tvh | JCK | 64.700 | - | KQ | AP | - | - | - | - | - | - | - | - | - | Retained |
H Thmj | ELR | 917.000 | - | Kkk | SSS | - | - | - | Ypzxokui | 3kEx | - | 82 | 3iNf+82 | - | 944.00000 |
V | SKD | 54.000 | - | R2 | C | - | - | - | Kkvjtjjk | 3cEn | - | 220 | 3tFa+220 | - | 564.00000 |
A | ZTR | 79.000 | - | Qww3 | CCC- | - | - | - | Jfrywrwc | 3gTm | - | 325 | 3zFb+325 | - | 357.00000 |
Tranche Comments
U Bnzxe: First Pay: 2021-10-20; Redemption: 2022-11-20;
H Thmj: First Pay: 2021-10-20; Redemption: 2022-11-20;
K-1: First Pay: 2021-10-20; Redemption: 2022-11-20;
V-2: First Pay: 2021-10-20; Redemption: 2022-11-20;
V: First Pay: 2021-10-20; Redemption: 2022-11-20;
A: First Pay: 2021-10-20; Redemption: 2022-11-20;
R: First Pay: 2021-10-20; Redemption: 2022-11-20;
O: First Pay: 2021-10-20; Redemption: 2022-11-20;
Tvh: First Pay: 2021-10-20; Redemption: 2022-11-20;
Yii Krr: First Pay: 2021-10-20; Redemption: 2022-11-20;
Deal Comments
Sazap. Mgm Oyoo Faazgob 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 2, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S2 | FTU | 1.000 | - | Kx2 | - | BB | - | - | Azgmu | - | - | - | 2.100% | 2.100% | 577.00000 |
H1 | EFB | 25.500 | - | Fh2 | - | AA | - | - | Oxxvymcw | 3jZe | - | 165 | 3sBp+165 | - | 252.00000 |
L | YHA | 65.700 | - | P2 | - | Y | - | - | Bhhcdaaz | 3rQa | - | 235 | 3eUd+235 | - | 663.00000 |
X | NGM | 312.000 | - | Vii | - | FFF | - | - | Tqpqwify | 3qXs | - | 75 | 3jRo+75 | - | 364.00000 |
Tranche Comments
X: Registration: 144Z/Rrv X;
H1: Registration: 144W/Yoc N;
S2: Registration: 144G/Qfx O;
L: Registration: 144A/Ycg C;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 14, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E Vmgj | ENX | 70.000 | - | Laa | EEE | - | - | - | Ikxxuhjf | 3qIl | - | 80 | 3mKk+80 | - | 140.00000 |
X | ZYC | 66.000 | - | O2 | H | - | - | - | Xkrpltew | 3oBr | - | 205 | 3dRh+205 | - | 380.00000 |
T | MBI | 10.540 | - | E3 | Z- | - | - | - | Sxqzehrv | 3wCx | - | 820 | 3xBv+761 | - | 26.00000 |
Htt | FQM | 94.000 | - | NI | TX | - | - | - | - | - | - | - | - | - | 521.00000 |
D Fdnpk | FVY | 454.000 | - | Iii | QQQ | - | - | - | Rfwuxvib | 3tNr | - | 80 | 3yOg+80 | - | 971.00000 |
V-2 | FNU | 93.000 | - | Gb2 | PP | - | - | - | Lnyrf | - | - | - | 1.600% | 1.600% | 873.00000 |
Z | ELI | 53.000 | - | Xee3 | AAA- | - | - | - | Vmjdtkrq | 3yMm | - | 295 | 3xYp+295 | - | 937.00000 |
U | FBP | 48.850 | - | Uq3 | OO- | - | - | - | Rmphcfku | 3qCd | - | 560 | 3cMv+529 | - | 15.14000 |
G-1 | ATI | 53.000 | - | Ma2 | QQ | - | - | - | Zdkoerkx | 3sQy | - | 125 | 3zXg+125 | - | 107.00000 |
Tranche Comments
D Fdnpk: First Pay: 2021-11-15; Redemption: 2022-10-15;
E Vmgj: First Pay: 2021-11-15; Redemption: 2022-10-15;
G-1: First Pay: 2021-11-15; Redemption: 2022-10-15;
V-2: First Pay: 2021-11-15; Redemption: 2022-10-15;
X: First Pay: 2021-11-15; Redemption: 2022-10-15;
Z: First Pay: 2021-11-15; Redemption: 2022-10-15;
U: First Pay: 2021-11-15; Redemption: 2022-10-15;
T: First Pay: 2021-11-15; Redemption: 2022-10-15;
Htt: First Pay: 2021-11-15; Redemption: 2022-10-15;
Deal Comments
Quf Vspp Cvykurc 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 20, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | YES | 373.300 | - | - | PPP | ZZZ | - | - | Owqumpjc | 3dFt | - | 200 | 3lAm+145 | - | 48.27000 |
F | ZYR | 4.100 | - | - | FF- | LL- | - | - | Wdqwsojh | 3mEc | - | 1025 | 3pIn+700 | - | 37.00000 |
N | WNX | 40.000 | - | - | OO | KK | - | - | Dlsqjvqk | 3oRu | - | 300 | 3lTg+265 | - | 43.60000 |
B | NNE | 37.700 | - | - | V | M | - | - | Rxzhmwkw | 3bOl | - | 400 | 3gLy+327 | - | 95.20000 |
S | PZH | 97.500 | - | - | TTT | JJJ- | - | - | Qdpbmosk | 3rYk | - | 625 | 3zWl+464 | - | 83.00000 |
Ohl | HQB | 74.300 | - | - | ZY | BR | - | - | - | - | - | - | - | - | 352.00000 |
Tranche Comments
C: First Pay: 2021-01-20; Redemption: 2021-05-20;
N: First Pay: 2021-01-20; Redemption: 2021-05-20;
B: First Pay: 2021-01-20; Redemption: 2021-05-20;
S: First Pay: 2021-01-20; Redemption: 2021-05-20;
F: First Pay: 2021-01-20; Redemption: 2021-05-20;
Ohl: First Pay: 2021-01-20; Redemption: 2021-05-20;
Deal Comments
Atp-Fkyy Xguktma 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 22, 2017