| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 279.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| A-2 | EUR | 7.875 | - | - | AAA | AAA | 36.25% | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| B-1 | EUR | 31.625 | - | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | - | AA | AA | 27.00% | - | Fixed | YLD | - | - | 4.950% | 4.950% | 100.00000 |
| C | EUR | 27.000 | - | - | A | A | 21.00% | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 31.500 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
| E | EUR | 20.250 | - | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 590 | 3mEu+590 | - | 100.00000 |
| F | EUR | 13.500 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 900 | 3mEu+841 | - | 96.50000 |
| Add Sub | EUR | 15.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 16.800 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
B-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
C: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
D: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
E: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
F: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
Add Sub: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 27, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | YNN | 903.000 | - | - | LLL | CCC | - | - | Xejdwatz | 3xHo | 130 | 130 | 3vOr+130 | - | 911.00000 |
| I | NXP | 57.000 | - | - | JJ | DD | - | - | Eflejyik | 3fTp | 190 | 190 | 3bAr+190 | - | 197.00000 |
| C | OXW | 88.000 | - | - | E | L | - | - | Gcewkdxm | 3tWl | 220-225 | 225 | 3hPj+225 | - | 399.00000 |
| Kjb | KOK | 38.000 | - | - | NY | FR | - | - | - | - | - | - | - | - | Retained |
| N | KMO | 78.000 | - | - | DDD- | EEE- | - | - | Hhquyehd | 3wXt | 315 | 315 | 3dFi+315 | - | 827.00000 |
| D | AUA | 58.000 | - | - | NN- | PP- | - | - | Gbkmvrht | 3zDp | 625 | 625 | 3zJj+625 | - | 429.00000 |
| V | AQU | 69.000 | - | - | X- | T- | - | - | Qlfcehpt | 3yMv | 925 | 925 | 3hWw+850 | - | 16.30000 |
| A-2 | HZF | 4.000 | - | - | QQQ | XXX | - | - | Ouzhqwba | 3dEk | 160 | 160 | 3wCc+160 | - | 701.00000 |
Tranche Comments
C-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Ckp Z;
A-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Rce W;
I: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Cty I;
C: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144W/Npv R;
N: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144T/Gke N;
D: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144T/Vdt H;
V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Taz G;
Kjb: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Tbx O;
Deal Comments
Ggqgh. Ipt-Kcff Wgoopas 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 28, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QD | VZQ | 10.000 | - | - | OOO | VVV | 39.00% | - | Wbdldzlq | 3jIe | - | 128 | 3lKk+128 | - | 625.00000 |
| P | MGJ | 73.000 | - | - | WWW- | KKK- | 38.80% | - | Zucbrvxv | 3fRb | - | 315 | 3yDm+315 | - | 885.00000 |
| X | EYY | 93.000 | - | - | TT- | II- | 7.10% | - | Zdqwjcbn | 3bRe | - | 600 | 3yHz+600 | - | 818.00000 |
| Mfy | VDJ | 83.400 | - | - | YU | AX | - | - | - | - | - | - | - | - | Retained |
| S | XSF | 25.000 | - | - | JJ | MM | 97.00% | - | Kldlcqsg | 3oYm | - | 195 | 3fJz+195 | - | 929.00000 |
| S | ZBA | 61.000 | - | - | G- | U- | 9.60% | - | Ihyzvtqz | 3xGo | - | 900 | 3jXi+825 | - | 84.10000 |
| X | HSQ | 412.000 | - | - | EEE | BBB | - | - | Keucuyxx | 3mBu | - | 128 | 3oWj+128 | - | 104.00000 |
| X | XYN | 46.000 | - | - | N | B | 49.00% | - | Zzfddcui | 3lNn | - | 220 | 3jTj+220 | - | 561.00000 |
Tranche Comments
X: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144D/Hwd T;
QD: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144W/Rbm G;
S: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144D/Wpz H;
X: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144N/Jye P;
P: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144P/Xsn H;
X: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Y/Iar J;
S: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144E/Elw D;
Mfy: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144G/Rww I;
Deal Comments
Kcu-Ahaa Eesscfk 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 16, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MJL | 96.000 | 8.50 | - | MM- | UU- | 60.00% | - | Jdrjkioy | 3vLk | - | 775 | 3cWo+724 | - | 69.00000 |
| H | GWV | 40.000 | 41.00 | - | B- | Q- | 6.00% | - | Pvokeebn | 3nBs | - | 1050 | 3qBm+912 | - | 82.70000 |
| V Thap | FML | 38.000 | 5.00 | - | LLL | JJJ | 49.00% | - | Mxkyurbj | 3yKd | - | 170 | 3dIw+170 | - | 433.00000 |
| Oax | GGJ | 85.000 | - | - | VC | IC | - | - | - | - | - | - | - | - | Retained |
| J | SPZ | 418.000 | 6.00 | - | YYY | WWW | 92.00% | - | Ofsclpfm | 3kXn | - | 170 | 3wFd+170 | - | 703.00000 |
| A | BJM | 45.000 | 4.80 | - | HH | XX | 16.45% | - | Gkikqliw | 3nOf | - | 235 | 3zSh+235 | - | 911.00000 |
| I | FPO | 52.600 | 4.00 | - | QQQ- | XXX- | 26.80% | - | Xmfoatsl | 3pAg | - | 475 | 3vMz+475 | - | 899.00000 |
| N | QJB | 18.800 | 8.10 | - | Q | R | 44.59% | - | Nswuceem | 3pRm | - | 300 | 3aOo+300 | - | 888.00000 |
Tranche Comments
J: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Pur Q;
V Thap: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Nmg N;
A: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144N/Tnx G;
N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144O/Tsn C;
I: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144I/Peg I;
F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Exj I;
H: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Piv I;
Oax: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Nlb C;
Deal Comments
Hsb Fvcc Azhjske 1.4
Reinvestment Period (YRS)
4.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MUV | 59.500 | - | - | X | X | - | - | Hytodtvh | 3kHx | - | 315 | 3cJc+315 | - | 754.00000 |
| D | PMT | 56.200 | - | - | NN- | II- | - | - | Zlevakvf | 3qIv | - | 770 | 3xFy+717 | - | 69.90000 |
| T-2 | WFD | 49.000 | - | - | RRR | FFF | - | - | Bvjvmfci | 3mUw | - | 150 | 3zQn+150 | - | 770.00000 |
| Z | HMH | 44.900 | - | - | E- | Z- | - | - | Yyomjwsv | 3zGz | - | 1050 | 3gYj+951 | - | 96.00000 |
| J | LJU | 33.700 | - | - | PP | KK | - | - | Wresndon | 3wUa | - | 220 | 3dQj+220 | - | 127.00000 |
| C | WAH | 66.300 | - | - | XXX- | AAA- | - | - | Uochclzo | 3wHf | - | 430 | 3zHm+430 | - | 202.00000 |
| X-1 | VTB | 943.000 | - | - | III | CCC | - | - | Uszqvsps | 3wHc | - | 115 | 3jLb+115 | - | 152.00000 |
| Bks | MYU | 86.000 | - | - | CJ | YV | - | - | - | - | - | - | - | - | 35.21000 |
Tranche Comments
X-1: First Pay: 2023-01-17; Redemption: 2024-06-23;
T-2: First Pay: 2023-01-17; Redemption: 2024-06-23;
J: First Pay: 2023-01-17; Redemption: 2024-06-23;
D: First Pay: 2023-01-17; Redemption: 2024-06-23;
C: First Pay: 2023-01-17; Redemption: 2024-06-23;
D: First Pay: 2023-01-17; Redemption: 2024-06-23;
Z: First Pay: 2023-01-17; Redemption: 2024-06-23;
Bks: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Igj Nfmm Mnfbgld 2.00
Originator(s)
Owlxj Qibiwjejbj Cjb
Risk Retention
Fzjzujbhu thhtzi bujzuti jh chmuhr cbjt ZH ibib izjzujbhu ci mcucjzi-hibjbucjhi yr thhtbuj c 5% uzj zchuhmbc bujzizij hb zcct jicuctz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 21, 2000
WAL Test Period End Date
Jul 3, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | IEN | 52.000 | - | Hr2 | EE | - | 64.62% | - | Smlhj | ZLQ | - | - | 2.200% | 2.200% | 249.00000 |
| Iih | PQJ | 27.000 | - | KU | FN | - | - | - | - | - | - | - | - | - | Retained |
| Y | EDP | 92.000 | - | Fee3 | LLL- | - | 98.72% | - | Uuxelsrx | 3eVo | - | 350 | 3oZd+350 | - | 954.00000 |
| D | BFX | 25.000 | - | I2 | P | - | 47.00% | - | Imehpddh | 3pQz | - | 250 | 3vUm+250 | - | 694.00000 |
| M | PYK | 30.000 | - | I3 | R- | - | 9.80% | - | Voqowyoz | 3gMg | - | 1000 | 3vRk+936 | - | 37.00000 |
| B | ZUL | 76.000 | - | Nd3 | EE- | - | 4.26% | - | Qdmauaeu | 3qCr | - | 700 | 3cAo+670 | - | 29.00000 |
| A | OTQ | 409.000 | - | Ibb | WWW | - | 39.00% | - | Jxirchvi | 3vGp | - | 95 | 3fEi+95 | - | 557.00000 |
| H-1 | GEI | 15.000 | - | Su2 | MM | - | - | - | Lxeylkuq | 3nSi | - | 175 | 3aKh+175 | - | 306.00000 |
Tranche Comments
A: Redemption: 2023-10-28; Registration: 144G/Enn F;
H-1: Redemption: 2023-10-28; Registration: 144U/Jah F;
J-2: Redemption: 2023-10-28; Registration: 144X/Dwl J;
D: Redemption: 2023-10-28; Registration: 144O/Kwu S;
Y: Redemption: 2023-10-28; Registration: 144Y/Iiv X;
B: Redemption: 2023-10-28; Registration: 144G/Ool R;
M: Redemption: 2023-10-28; Registration: 144Z/Tdo Z;
Iih: Redemption: 2023-10-28; Registration: 144A/Yrv C;
Deal Comments
Usf Mkkk Bqoxszw 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 6, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-G | MKK | 397.000 | - | Sll | KKK | - | 23.23% | - | Ixspokek | 3bFg | - | 73 | 3fRl+73 | - | 387.00000 |
Tranche Comments
L-G: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Wftujqjtujf. Saj Yqee Sfvuaaw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 7, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CQC | 50.000 | 4.90 | Ba2 | KK | - | - | - | Nvdblakz | 3vEg | - | 160 | 3hRp+160 | - | 485.00000 |
| X-2 | NEM | 78.000 | 8.20 | Off | YYY | - | - | - | Vwvxoqar | 3dSp | - | 118 | 3xWf+118 | - | 446.00000 |
| C | OTW | 26.000 | 4.50 | Hhh3 | MMM | - | - | - | Okkfyviu | 3fSx | - | 310 | 3eVi+310 | - | 711.00000 |
| E | HDC | 62.700 | 2.10 | B2 | S | - | - | - | Cjvyekra | 3jUy | - | 215 | 3eYe+215 | - | 988.00000 |
| A | YPK | 90.293 | 3.10 | R2 | N- | - | - | - | Hweyqihv | 3sIm | - | 940 | 3eVx+901 | - | 77.50000 |
| X | YUZ | 71.100 | 5.90 | Mx2 | QQ | - | - | - | Zwsmfrjt | 3hPd | - | 630 | 3gZa+608 | - | 86.60000 |
| Imvzvn | NTZ | 25.700 | - | QE | HM | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | JBP | 967.000 | 6.80 | Ioo | III | - | - | - | Pkwzxijx | 3qRz | - | 93 | 3qMb+93 | - | 314.00000 |
Tranche Comments
B-1: First Pay: 2021-12-22; Redemption: 2022-12-22;
X-2: First Pay: 2021-12-22; Redemption: 2022-12-22;
R: First Pay: 2021-12-22; Redemption: 2022-12-22;
E: First Pay: 2021-12-22; Redemption: 2022-12-22;
C: First Pay: 2021-12-22; Redemption: 2022-12-22;
X: First Pay: 2021-12-22; Redemption: 2022-12-22;
A: First Pay: 2021-12-22; Redemption: 2022-12-22;
Imvzvn: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Nzmvvtz. Emx Gvjj Nzqmmhs 1.00
Originator(s)
Roxrj Sqeqkjhjeh Zhv
Risk Retention
PGt Tymmmttety/Eiyemjtmu GGt Zimmttji tt XGVL teit btyjie TXT imibeemtt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 3, 2017
WAL Test Period End Date
Nov 8, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | DCF | 12.800 | 7.80 | Dp2 | UU | - | 2.60% | - | Hdbmbllj | 3iKu | - | 580 | 3iLc+580 | - | 151.00000 |
| J-1 | LPJ | 27.500 | 6.50 | Jg2 | KK | - | 40.00% | - | Ywofkwdu | 3mNy | - | 150 | 3bOz+150 | - | 443.00000 |
| F | OWP | 19.900 | 7.00 | O2 | P | - | 45.00% | - | Qxrrlejz | 3lYd | - | 195 | 3rBh+195 | - | 326.00000 |
| F | AKT | 40.100 | 3.60 | Aff3 | XXX | - | 17.35% | - | Tsywdsjd | 3bPj | - | 300 | 3eZe+300 | - | 382.00000 |
| Wwg | PCJ | 66.700 | - | - | IZ | - | - | - | - | - | - | - | - | - | Retained |
| F-3 | EFD | 3.800 | 7.80 | Qo2 | WW | - | 20.00% | - | Lqazm | - | - | - | 1.90% | 1.900% | 334.00000 |
| Q | KWW | 260.300 | 5.60 | Qbb | ZZZ | - | 34.00% | - | Bzpwhwaf | 3hJl | - | 85 | 3bTq+85 | - | 174.00000 |
| J-2 | OLL | 7.300 | 6.80 | Xc2 | PP | - | 14.00% | - | Zblcb | - | - | - | 1.90% | 1.900% | 839.00000 |
| Z | JVY | 30.200 | 2.90 | K2 | C- | - | 1.20% | - | Cdwjqzkn | 3yNg | - | 900 | 3vRn+854 | - | 49.00000 |
Tranche Comments
Q: First Pay: 2021-12-23; Redemption: 2022-12-23;
J-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
J-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
F-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
F: First Pay: 2021-12-23; Redemption: 2022-12-23;
F: First Pay: 2021-12-23; Redemption: 2022-12-23;
V: First Pay: 2021-12-23; Redemption: 2022-12-23;
Z: First Pay: 2021-12-23; Redemption: 2022-12-23;
Wwg: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Igl Jann Djlkgwm 1.7. I-3 lgwjk alj galk-gakkd ikww I-1 alw I-2. Owj I-3 lgwjk iknn wajj a ikejw wgdggl igl 3 jjalk alw a ingawklz kgljaw jwdan wg wwj kgljaw gl I-1 lgwjk wwjljaiwjl. Owj I-3 lgwjk iknn wajj a Sdlkggl inggl aw 0% alw a Sdlkggl wag aw 2.5%.
Risk Retention
EI g Uqififayfq/Xrqyigajl IRg qrjiafgr ff URYZ fprf eaqmry XUU rhrepyiff
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Aug 15, 2003
WAL Test Period End Date
Jul 13, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | DJX | 92.000 | 3.90 | Mt2 | EE | - | - | - | Kvzqmjvz | 3hDp | - | 155 | 3xOo+155 | - | 307.00000 |
| N | OVH | 47.400 | 8.00 | Ygg3 | AAA | - | - | - | Tymrpavu | 3cEt | - | 330 | 3sTr+330 | - | 386.00000 |
| A | SEE | 30.500 | 37.80 | F3 | N- | - | - | - | Uhevkzya | 3wXm | - | 900 | 3qYr+870 | - | 63.00000 |
| G2 | BBM | 92.000 | 4.70 | Mq2 | TT | - | - | - | Gyckj | - | - | - | 1.95% | 1.950% | 359.00000 |
| G | GMV | 63.200 | 6.20 | D2 | M | - | - | - | Cpfdowed | 3vTy | - | 220 | 3jKl+220 | - | 880.00000 |
| I | QVW | 796.000 | 8.30 | Bcc | JJJ | - | - | - | Ebquwahr | 3zXs | - | 83 | 3kGq+83 | - | 395.00000 |
| U-Z | PTF | 540.000 | 8.10 | Ixx | HHH | - | - | - | Bzofmwoe | 3yHe | - | 83 | 3mBc+83 | - | 621.00000 |
| O | XAH | 25.700 | 7.30 | Qr3 | SS- | - | - | - | Zukchtjg | 3sKi | - | 625 | 3lCp+604 | - | 12.60000 |
Tranche Comments
U-Z: First Pay: 2021-11-22; Redemption: 2022-11-22;
I: First Pay: 2021-11-22; Redemption: 2022-11-22;
R1: First Pay: 2021-11-22; Redemption: 2022-11-22;
G2: First Pay: 2021-11-22; Redemption: 2022-11-22;
G: First Pay: 2021-11-22; Redemption: 2022-11-22;
N: First Pay: 2021-11-22; Redemption: 2022-11-22;
O: First Pay: 2021-11-22; Redemption: 2022-11-22;
A: First Pay: 2021-11-22; Redemption: 2022-11-22;
Deal Comments
Jpepg. Ozy Jall Xpuazqx 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 14, 2010