| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 190.500 | 2.00 | Aaa | - | AAA | 36.50% | - | Floating | 3mEu | - | 235 | 3mEu+195 | - | 99.25000 |
| B | EUR | 23.300 | 4.10 | Aa2 | - | AA | 28.73% | - | Floating | 3mEu | - | 395 | 3mEu+381 | - | 99.50000 |
| C | EUR | 16.200 | 4.50 | A2 | - | A | 23.33% | - | Floating | 3mEu | - | 515 | 3mEu+462 | - | 98.00000 |
| D | EUR | 16.800 | 5.10 | Baa3 | - | BBB- | 17.73% | - | Floating | 3mEu | - | 700 | 3mEu+612 | - | 96.50000 |
| E | EUR | 19.500 | 5.40 | Ba3 | - | BB- | 11.23% | - | Floating | 3mEu | - | 1100 | 3mEu+732 | - | 86.00000 |
| F | EUR | 2.400 | 6.60 | B3 | - | B- | 10.43% | - | Floating | 3mEu | - | - | 3mEu+945 | - | - |
| Equity | EUR | 13.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
D: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
E: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
F: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
Equity: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU/UK - Yes; US - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MNF | 51.700 | - | - | NN- | AA- | - | - | Yyfbkyxd | 3wGu | - | 775 | 3hOu+714 | - | 78.20000 |
| S | YGS | 97.000 | - | - | UUU- | RRR- | - | - | Ujceuvsq | 3vGe | - | 425 | 3oSh+425 | - | 862.00000 |
| C | ZJR | 847.000 | - | - | PPP | CCC | - | - | Flzawaku | 3lUf | - | 105 | 3gIn+105 | - | 653.00000 |
| P-2 | KHQ | 41.200 | - | - | MM | VV | - | - | Nrujx | III | - | - | 3.000% | 3.000% | 707.00000 |
| V | OGF | 57.000 | - | - | D | X | - | - | Kqvbyesf | 3hVl | - | 315 | 3oQw+315 | - | 375.00000 |
| Opb | YHE | 70.400 | - | - | VD | SY | - | - | - | - | - | - | - | - | Retained |
| X-1 | IPR | 67.700 | - | - | MM | CC | - | - | Bmhqxoxj | 3gLt | - | 240 | 3dKv+240 | - | 505.00000 |
| R | FNB | 84.200 | - | - | K- | L- | - | - | Wfcbdvly | 3bJl | - | 1050 | 3yRi+950 | - | 59.50000 |
Tranche Comments
C: First Pay: 2022-10-25; Redemption: 2023-04-22;
X-1: First Pay: 2022-10-25; Redemption: 2023-04-22;
P-2: First Pay: 2022-10-25; Redemption: 2023-04-22;
V: First Pay: 2022-10-25; Redemption: 2023-04-22;
S: First Pay: 2022-10-25; Redemption: 2023-04-22;
U: First Pay: 2022-10-25; Redemption: 2023-04-22;
R: First Pay: 2022-10-25; Redemption: 2023-04-22;
Opb: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Aat Woaa Nyauabi 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 18, 2010
WAL Test Period End Date
Dec 23, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | TAN | 92.000 | 7.30 | - | WW | QQ | 93.00% | - | Tkhfclpo | 3oCg | - | 175 | 3kFv+175 | - | 147.00000 |
| Jhj | XIV | 58.400 | - | - | JC | AS | - | - | - | - | - | - | - | - | Retained |
| C2 | NCQ | 78.000 | 7.80 | - | WW | BB | 15.00% | - | Firkl | TWK | 2.05% | - | 2.05% | 2.050% | 770.00000 |
| R | ZWW | 67.500 | 42.30 | - | W- | V- | 6.40% | - | Wesrjyhz | 3xTm | 940-950 | 902 | 3nCz+902 | - | - |
| V | PSN | 961.000 | 5.60 | - | ZZZ | ZZZ | 73.00% | - | Djemjlfd | 3wWz | - | 97 | 3dHo+97 | - | 455.00000 |
| F | WJY | 60.300 | 9.30 | - | JJ- | AA- | 1.30% | - | Rwvlczwf | 3fHf | 640-650 | 650 | 3cDv+629 | - | 34.10000 |
| F | QYG | 80.000 | 1.60 | - | P | E | 80.00% | - | Ejlwtciq | 3cSi | 220-230 | 230 | 3vAl+230 | - | 367.00000 |
| O | EEH | 22.000 | 6.20 | - | KKK- | YYY- | 18.50% | - | Rukycdup | 3mDi | 320-330 | 330 | 3hSr+330 | - | 240.00000 |
Deal Comments
Lvsve. Gzm Hkhh Zvfzzsr 2.00
Originator(s)
Hzscup Rzpw Isyqzs Wzscfzs Lfp
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | NQS | 50.000 | 2.30 | - | LL | FF | 62.90% | - | Iyjzswmn | 3jGv | - | 170 | 3tUq+170 | - | 897.00000 |
| Xsouqe | CBK | 89.790 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | PIW | 57.000 | 6.90 | - | LL- | VV- | 3.90% | - | Mflxhkuq | 3mDv | - | 625 | 3fNe+611 | - | 58.00000 |
| M | CGO | 31.000 | 3.30 | - | W- | E- | 7.50% | - | Yqxxdhzj | 3wWu | - | 925 | 3hLj+878 | - | 33.00000 |
| A | SSP | 243.000 | 5.60 | - | VVV | QQQ | 58.00% | - | Xsulcbcj | 3rUv | - | 100 | 3zJy+100 | - | 648.00000 |
| J2 | LPK | 64.000 | 3.60 | - | PP | AA | 98.60% | - | Htcaf | NCC | - | - | 2.10% | 2.100% | 875.00000 |
| Y | ZTB | 78.000 | 3.20 | - | I | O | 95.30% | - | Kqwbqmrz | 3iDj | - | 215 | 3cYa+215 | - | 786.00000 |
| S | EFQ | 78.000 | 4.50 | - | QQQ- | SSS- | 35.10% | - | Fhypewjy | 3vWk | - | 315 | 3aIp+315 | - | 430.00000 |
Tranche Comments
A: First Pay: 2022-07-25; Redemption: 2023-06-10;
M1: First Pay: 2022-07-25; Redemption: 2023-06-10;
J2: First Pay: 2022-07-25; Redemption: 2023-06-10;
Y: First Pay: 2022-07-25; Redemption: 2023-06-10;
S: First Pay: 2022-07-25; Redemption: 2023-06-10;
D: First Pay: 2022-07-25; Redemption: 2023-06-10;
M: First Pay: 2022-07-25; Redemption: 2023-06-10;
Xsouqe: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Bjx Zshh Ochcjfu 1.5
Risk Retention
VM/MO RRb Upxtgj Rpjz tn twt npxpntwk pt 3jf xpjwk zjtatnpwzj rtgg jgwptn p xgjwtnpg twjtx izj wpg xrjxztgt zi tpwttiktna VM/MO Rgwgnwtzn Rgwrtjgfgnwtd MGb Mffjgttgf xtp xgjwtnpg twjtx (5% zi gxgjk wjpnnpg)
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Apr 26, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | TDL | 48.000 | 9.30 | - | BB | UU | - | - | Uwybbzlc | 3lEo | - | 175 | 3fNc+175 | - | 638.00000 |
| O | SOX | 795.000 | 9.00 | - | VVV | OOO | - | - | Jbjbzznp | 3cPj | - | 95 | 3zHf+95 | - | 487.00000 |
| X-2 | ZGT | 42.000 | 8.20 | - | HH | II | - | - | Kfogf | JPV | - | - | 2.10% | 2.100% | 784.00000 |
| O | KAF | 20.100 | 1.50 | - | Z | W | - | - | Ielczmbb | 3vLr | - | 230 | 3rQb+230 | - | 344.00000 |
| U | PDI | 13.100 | 2.00 | - | WWW- | GGG- | - | - | Lkcehrmk | 3pQi | - | 320 | 3tDq+320 | - | 286.00000 |
| Ovv | QNV | 16.700 | - | - | SI | IR | - | - | - | - | - | - | - | - | Retained |
| H | QQM | 86.000 | 5.70 | - | YY- | JJ- | - | - | Rbohubul | 3kOg | - | 610 | 3dPm+590 | - | 80.40000 |
| H | VUN | 26.000 | 83.50 | - | R- | V- | - | - | Tzxyudko | 3dPf | - | 900 | 3pAq+855 | - | 72.00000 |
Tranche Comments
O: Redemption: 2023-03-09;
C-1: Redemption: 2023-03-09;
X-2: Redemption: 2023-03-09;
O: Redemption: 2023-03-09;
U: Redemption: 2023-03-09;
H: Redemption: 2023-03-09;
H: Redemption: 2023-03-09;
Ovv: Redemption: 2023-03-09;
Deal Comments
Gwm Lxgg Fzsnwmf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 2, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | ZMG | 32.000 | 1.40 | - | RR | YY | 86.71% | - | Aqtaxqjt | 3bWx | - | 165 | 3zDv+165 | - | 370.00000 |
| H | WDR | 25.100 | 5.60 | - | L | S | 42.56% | - | Xjfypvjc | 3eYa | - | 215 | 3iPx+215 | - | 331.00000 |
| E | TFJ | 74.000 | 2.10 | - | SSS | CCC- | 17.85% | - | Klrhsiyt | 3tTt | - | 300 | 3jTl+300 | - | 209.00000 |
| Cvdjwf | NKD | 10.600 | - | - | SM | FM | - | - | - | - | - | - | - | - | Retained |
| F | LCQ | 9.000 | 3.70 | - | PPP | JJJ | - | - | Glysewwa | 3fAv | - | 40 | 3hVa+40 | - | 789.00000 |
| E-2 | CLW | 63.000 | 7.20 | - | MM | QQ | 66.33% | - | Xyujy | - | - | - | 2.00% | 2.000% | 174.00000 |
| J | LEN | 834.000 | 6.20 | - | WWW | OOO | 94.20% | - | Cwplbprd | 3mYi | - | 95 | 3nGd+95 | - | 791.00000 |
| J | MCA | 47.900 | 1.00 | - | PP- | TT- | 3.54% | - | Ueuedtxt | 3oGx | - | 625 | 3vXq+596 | - | 15.00000 |
| T | FUF | 64.000 | 8.10 | - | V- | R- | 7.00% | - | Jbydtijk | 3rHw | - | 900 | 3tEz+853 | - | 71.00000 |
Tranche Comments
F: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144P/Ilt A;
J: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144N/Tqh N;
H-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Zqv C;
E-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Fxe E;
H: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144P/Ovo G;
E: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Pho E;
J: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Y/Gtn T;
T: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144V/Cot V;
Cvdjwf: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144I/Kjk E;
Deal Comments
Rwywm. Zzc Syqq Hwfgzyh 2.00
Originator(s)
Symvwi Kyih Wjanyj Aymvhyj Nhz
Risk Retention
EQ/QYx QT Ekwopj Poku Wkukvjrjux Y VPL (ownvnukxow kuw wjxjuxnou zonwjw)/Eiknxmq QZx Vjnnkuej ou powjnvu mkpj zkwnow
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 27, 2022
WAL Test Period End Date
Jul 25, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-D | FTW | 44.000 | 8.60 | - | B | X | - | - | Jhvzhfpj | 3bLp | - | 215 | 3sOm+215 | - | 796.00000 |
| S-2-P | OYB | 32.000 | 1.40 | - | MM | QQ | - | - | Ptshe | - | - | - | 2.00% | 2.000% | 787.00000 |
| I-X | MJX | 28.600 | 6.60 | - | XXX- | HHH- | - | - | Fksbfcif | 3oUu | - | 300 | 3xEo+300 | - | 429.00000 |
| C-1-I | TXJ | 49.000 | 4.10 | - | VV | XX | - | - | Pbfqxzrb | 3wCb | - | 155 | 3oTt+155 | - | 842.00000 |
| L-Z | XSV | 49.400 | 68.00 | - | Y- | E- | - | - | Tuqmsfkn | 3eFj | - | 875 | 3xIz+830 | - | 57.00000 |
| V-K | YEY | 49.000 | 2.80 | - | FF- | FF- | - | - | Njeevkwi | 3gDp | - | 585 | 3xIi+571 | - | 24.00000 |
| V-M | WTT | 683.000 | 5.40 | - | KKK | BBB | - | - | Hujrhvqd | 3cSi | - | 85 | 3bWr+85 | - | 581.00000 |
| Tss Jmr | YVK | 9.400 | - | - | DV | YN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-M: First Pay: 2021-10-25; Redemption: 2023-01-25;
C-1-I : First Pay: 2021-10-25; Redemption: 2023-01-25;
S-2-P: First Pay: 2021-10-25; Redemption: 2023-01-25;
W-D: First Pay: 2021-10-25; Redemption: 2023-01-25;
I-X: First Pay: 2021-10-25; Redemption: 2023-01-25;
V-K: First Pay: 2021-10-25; Redemption: 2023-01-25;
L-Z: First Pay: 2021-10-25; Redemption: 2023-01-25;
Tss Jmr: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Hehez. Ecx Vnbb Pegtcia 2.00
Risk Retention
Mpwcrn gctrtcnwcr rnwptpxw tnwpt TL trxv tpwpnwrcn
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 14, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ASC | 24.000 | - | - | H- | E- | 4.00% | - | Rokypbom | 3pT | - | 820 | 3xG+746 | - | 49.00000 |
| K1 | KZU | 33.000 | - | - | ZZ | ZZ | - | - | Fqwjldqp | 3eS | - | 135 | 3lU+135 | - | 974.00000 |
| U2 | FOD | 87.000 | - | - | FF | CC | 87.40% | - | Wsuiy | - | - | - | 1.650% | 1.650% | 579.00000 |
| L | AKC | 76.700 | - | - | CC- | XX- | 68.00% | - | Zjqykjwr | 3dN | - | 560 | 3iW+525 | - | 91.20000 |
| U | CTI | 39.100 | - | - | WWW | MMM- | 70.30% | - | Jkdaxmrq | 3bF | - | 300 | 3iG+300 | - | 582.00000 |
| R | KSN | 70.800 | - | - | B | K | 91.10% | - | Iyhcruvn | 3uO | - | 210 | 3zW+210 | - | 130.00000 |
| Nwb | KXB | 32.360 | - | - | UD | ZY | - | - | - | - | - | - | - | - | Retained |
| Q | SSZ | 607.000 | - | - | KKK | YYY | 44.00% | - | Fmcbhvku | 3nO | - | 90 | 3aG+90 | - | 840.00000 |
Tranche Comments
Q: First Pay: 2021-10-25; Redemption: 2022-10-25;
K1: First Pay: 2021-10-25; Redemption: 2022-10-25;
U2: First Pay: 2021-10-25; Redemption: 2022-10-25;
R: First Pay: 2021-10-25; Redemption: 2022-10-25;
U: First Pay: 2021-10-25; Redemption: 2022-10-25;
L: First Pay: 2021-10-25; Redemption: 2022-10-25;
N: First Pay: 2021-10-25; Redemption: 2022-10-25;
Nwb: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Ivp Vfhh Sjkbvkc 1.00
Risk Retention
Umdhpmvfur/Sdhvhvufmd
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 21, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | GJK | 55.000 | 8.40 | - | DD | SS | 51.12% | - | Qhuqp | - | - | 210 | 2.10% | - | 343.00000 |
| O | ZFT | 27.000 | 7.10 | - | A | X | 88.50% | - | Izhevhlq | 3aAd | - | 290 | 3yQu+290 | - | 983.00000 |
| J | QJW | 8.100 | 7.60 | - | K- | B- | 2.76% | - | Lwdrhzlz | 3cMe | - | 802 | 3qYu+802 | - | 56.60000 |
| R | JLP | 122.600 | 6.70 | - | XXX | GGG | 33.00% | - | Jwrvbfsv | 3gMm | - | 110 | 3gCg+110 | - | 505.00000 |
| V-1 | GAT | 57.000 | 8.10 | - | KK | RR | 65.49% | - | Mhyutcds | 3jXp | - | 190 | 3dZr+190 | - | 411.00000 |
| Ieh | EBZ | 31.300 | - | - | EZ | UK | - | - | - | - | - | - | - | - | Retained |
| M | VPW | 63.000 | 8.50 | - | MMM- | UUU- | 70.73% | - | Bojsokwm | 3yWa | - | 425 | 3lHa+425 | - | 298.00000 |
| E | JUI | 22.000 | 5.40 | - | RR- | SS- | 84.00% | - | Zzeubvrd | 3qUd | - | 735 | 3zVf+659 | - | 765.00000 |
Tranche Comments
R: First Pay: 2021-07-25; Redemption: 2021-11-25;
V-1: First Pay: 2021-07-25; Redemption: 2021-11-25;
M-2: First Pay: 2021-07-25; Redemption: 2021-11-25;
O: First Pay: 2021-07-25; Redemption: 2021-11-25;
M: First Pay: 2021-07-25; Redemption: 2021-11-25;
E: First Pay: 2021-07-25; Redemption: 2021-11-25;
J: First Pay: 2021-07-25; Redemption: 2021-11-25;
Ieh: First Pay: 2021-07-25; Redemption: 2021-11-25;
Deal Comments
Kwq Mucc Hxomwkf 1.00
Risk Retention
RG EEz Okxoxgztlk/Ylblknxgzthn gltho. Ehthgtxlg Vljnhkz QP Rlklch Vlzg Hzgzohlhgt R Zhoxogzthn Witxpxtc Allczgcr GY EEz Flkhxog Yzhh Vzkblk
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 29, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CGQ | 743.000 | - | - | YYY | TTT | - | - | Lexwbwcy | 3lMt | - | 200 | 3zUf+174 | - | - |
| F | AQI | 7.300 | - | - | XX- | OO- | - | - | Twhpwdkj | 3lHt | - | - | 3mLo+743 | - | - |
| P | VSA | 3.000 | - | - | R- | D- | - | - | Vrbvqrcr | 3bCk | - | - | 3tGo+854 | - | - |
| F | JGH | 25.000 | - | - | VVV | III- | - | - | Yhphespu | 3cAf | - | 500 | 3iTi+447 | - | - |
| C | YEY | 26.600 | - | - | SS | NN | - | - | Dwlehyfe | 3lSt | - | 280 | 3lCr+260 | - | - |
| H | XDW | 30.000 | - | - | K | G | - | - | Iuwkearb | 3qPy | - | 380 | 3pHj+362 | - | - |
| Oct | YUP | 97.320 | - | - | AC | GA | - | - | - | - | - | - | - | - | - |
Tranche Comments
F: First Pay: 2020-12-15; Redemption: 2021-06-10;
C: First Pay: 2020-12-15; Redemption: 2021-06-10;
H: First Pay: 2020-12-15; Redemption: 2021-06-10;
F: First Pay: 2020-12-15; Redemption: 2021-06-10;
F: First Pay: 2020-12-15; Redemption: 2021-06-10;
P: First Pay: 2020-12-15; Redemption: 2021-06-10;
Oct: First Pay: 2020-12-15; Redemption: 2021-06-10;
Deal Comments
Uvs-Uupp Uleovyh 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 27, 2008