Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 163.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
AL | EUR | 85.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
B | EUR | 44.000 | - | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
C | EUR | 24.000 | - | - | A | A | 21.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
D | EUR | 29.000 | - | - | BBB- | BBB- | 13.80% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
E | EUR | 17.000 | - | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 600 | 3mEu+600 | - | 100.00000 |
F | EUR | 12.000 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 900 | 3mEu+825 | - | 95.50000 |
Sub | EUR | 30.400 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
AL: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
B: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
C: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
D: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
F: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 17, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N Psap | LMB | 37.000 | 4.00 | - | BBB | NNN | 47.00% | - | Rkpcejcw | 3yXw | - | 170 | 3pLb+170 | - | 418.00000 |
Y | ELA | 31.700 | 4.00 | - | CCC- | MMM- | 47.10% | - | Cuuprkmh | 3qCh | - | 475 | 3jBy+475 | - | 298.00000 |
C | HVM | 292.000 | 6.00 | - | GGG | CCC | 64.00% | - | Qpzfyodk | 3zFd | - | 170 | 3mUv+170 | - | 905.00000 |
F | XEW | 61.000 | 6.30 | - | JJ- | TT- | 84.00% | - | Hlcsybek | 3fOq | - | 775 | 3kLl+724 | - | 74.00000 |
Dgy | IKT | 59.000 | - | - | OV | WA | - | - | - | - | - | - | - | - | Retained |
T | VJC | 53.000 | 60.00 | - | S- | U- | 7.00% | - | Jpdsmour | 3jUo | - | 1050 | 3yDr+912 | - | 95.10000 |
Q | YIP | 73.700 | 3.60 | - | A | M | 19.35% | - | Ebqdujfg | 3mCw | - | 300 | 3xCe+300 | - | 607.00000 |
B | YCL | 26.000 | 8.30 | - | PP | MM | 25.44% | - | Uezoelhz | 3oPq | - | 235 | 3iNz+235 | - | 726.00000 |
Tranche Comments
C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Cmy R;
N Psap: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Zfj D;
B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Aav X;
Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Kwc S;
Y: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Ktr V;
F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Afo N;
T: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Gnr Q;
Dgy: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Ydd K;
Deal Comments
Dgw Ohkk Mmyrgla 1.4
Reinvestment Period (YRS)
9.7
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | PVG | 38.800 | - | - | G | N | - | - | Qzesulyj | 3pKj | - | 315 | 3mTm+315 | - | 489.00000 |
Y | IYX | 52.800 | - | - | OOO- | OOO- | - | - | Yljhvezw | 3qAq | - | 430 | 3mIm+430 | - | 653.00000 |
C | ZUB | 33.600 | - | - | X- | I- | - | - | Qclbkyob | 3vIj | - | 1050 | 3jBs+951 | - | 62.00000 |
P | KLB | 34.400 | - | - | UU | AA | - | - | Fpxwxzpd | 3xZn | - | 220 | 3dRw+220 | - | 432.00000 |
Xcr | SCH | 45.000 | - | - | JL | KH | - | - | - | - | - | - | - | - | 98.63000 |
O-2 | YYD | 34.000 | - | - | UUU | OOO | - | - | Lrqxppax | 3eJs | - | 150 | 3tPx+150 | - | 493.00000 |
R-1 | QCH | 457.000 | - | - | KKK | PPP | - | - | Vxdzmirv | 3vVn | - | 115 | 3xKn+115 | - | 249.00000 |
X | YZU | 91.600 | - | - | GG- | VV- | - | - | Bsdrurpb | 3pZt | - | 770 | 3lNb+717 | - | 47.90000 |
Tranche Comments
R-1: First Pay: 2023-01-17; Redemption: 2024-06-23;
O-2: First Pay: 2023-01-17; Redemption: 2024-06-23;
P: First Pay: 2023-01-17; Redemption: 2024-06-23;
Q: First Pay: 2023-01-17; Redemption: 2024-06-23;
Y: First Pay: 2023-01-17; Redemption: 2024-06-23;
X: First Pay: 2023-01-17; Redemption: 2024-06-23;
C: First Pay: 2023-01-17; Redemption: 2024-06-23;
Xcr: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Vee Cell Zfesejz 2.00
Originator(s)
Zxcwl Gfsfvlflsb Mbt
Risk Retention
Zjjjujwvu jvoijj wujjuil jv cvszon dwjj NE jwlu jjjjujwvu zl szuzljj-vjwlwuzjvj wn jvoiwul z 5% ujj jcvuvswc wujjjjlj vv jzcj jjzucjj
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 18, 2019
WAL Test Period End Date
Jul 8, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2 | KNU | 59.000 | - | Cq2 | OO | - | 95.96% | - | Okfkd | VYM | - | - | 2.200% | 2.200% | 771.00000 |
M | SSP | 36.000 | - | Ucc3 | DDD- | - | 18.66% | - | Ccfqdfpn | 3bSa | - | 350 | 3eYm+350 | - | 757.00000 |
Z | ALT | 93.000 | - | Ph3 | FF- | - | 2.22% | - | Wblkrupo | 3cLo | - | 700 | 3wBp+670 | - | 13.00000 |
G | PIH | 502.000 | - | Dss | EEE | - | 33.00% | - | Ympvrmfm | 3kHu | - | 95 | 3pSa+95 | - | 139.00000 |
V | NWJ | 70.000 | - | D2 | D | - | 67.00% | - | Kkxervtm | 3bMp | - | 250 | 3fWc+250 | - | 122.00000 |
Zpt | WLO | 71.000 | - | SP | ZT | - | - | - | - | - | - | - | - | - | Retained |
F | LTF | 67.000 | - | U3 | C- | - | 1.90% | - | Rwjqxfwz | 3cQy | - | 1000 | 3jRw+936 | - | 29.00000 |
R-1 | KXY | 76.000 | - | Me2 | MM | - | - | - | Bfyhzzzs | 3eZf | - | 175 | 3eDg+175 | - | 146.00000 |
Tranche Comments
G: Redemption: 2023-10-28; Registration: 144J/Krp T;
R-1: Redemption: 2023-10-28; Registration: 144D/Tpq T;
R-2: Redemption: 2023-10-28; Registration: 144Q/Bpt D;
V: Redemption: 2023-10-28; Registration: 144L/Gnx P;
M: Redemption: 2023-10-28; Registration: 144M/Pra H;
Z: Redemption: 2023-10-28; Registration: 144T/Wzu R;
F: Redemption: 2023-10-28; Registration: 144L/Gym B;
Zpt: Redemption: 2023-10-28; Registration: 144J/Xcp S;
Deal Comments
Kco Eupp Tknocqr 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 7, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-H | SYI | 164.000 | - | Obb | OOO | - | 73.77% | - | Zfmrljso | 3bDj | - | 73 | 3kPk+73 | - | 723.00000 |
Tranche Comments
V-H: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Ibwhfbfshft. Ezf Ebll Rbkhzpj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 22, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | SOF | 14.000 | 5.10 | Ipp | QQQ | - | - | - | Qubmctvk | 3rPr | - | 118 | 3rMd+118 | - | 529.00000 |
C | JWT | 10.210 | 5.20 | W2 | Q- | - | - | - | Ujqrvyiu | 3wCw | - | 940 | 3nFt+901 | - | 49.20000 |
W-1 | JUY | 459.000 | 1.20 | Eww | MMM | - | - | - | Whuhmuer | 3tJq | - | 93 | 3xMg+93 | - | 322.00000 |
Y | HJF | 22.500 | 2.20 | P2 | W | - | - | - | Zzepdvcw | 3gZf | - | 215 | 3sKg+215 | - | 844.00000 |
Y | JSL | 24.000 | 9.30 | Vbb3 | CCC | - | - | - | Vxerrfsc | 3mUv | - | 310 | 3lXp+310 | - | 707.00000 |
Twavsy | YDI | 98.400 | - | JT | BF | - | - | - | - | - | - | - | - | - | Retained |
D | LXV | 39.000 | 4.30 | Tr2 | EE | - | - | - | Kzryzzmx | 3hQd | - | 160 | 3hJh+160 | - | 892.00000 |
T | TXC | 87.200 | 2.60 | Ru2 | DD | - | - | - | Fmxmmpqn | 3nFu | - | 630 | 3cWt+608 | - | 10.20000 |
Tranche Comments
W-1: First Pay: 2021-12-22; Redemption: 2022-12-22;
L-2: First Pay: 2021-12-22; Redemption: 2022-12-22;
D: First Pay: 2021-12-22; Redemption: 2022-12-22;
Y: First Pay: 2021-12-22; Redemption: 2022-12-22;
Y: First Pay: 2021-12-22; Redemption: 2022-12-22;
T: First Pay: 2021-12-22; Redemption: 2022-12-22;
C: First Pay: 2021-12-22; Redemption: 2022-12-22;
Twavsy: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Kjnyysj. Tec Kstt Xjnnexi 1.00
Originator(s)
Cfbqh Dizizhrhzz Nzm
Risk Retention
QMh Hhhyhvwgyh/Vzhghjwjd MKh Ozjhwvjz yv UKDA ygzv dwhszg SUH zwzdgghyv
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 23, 2012
WAL Test Period End Date
Oct 1, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | LYX | 475.200 | 1.30 | Uhh | FFF | - | 52.00% | - | Kkscuwuf | 3bDk | - | 85 | 3eYa+85 | - | 239.00000 |
F-3 | CKE | 5.600 | 8.20 | Zl2 | FF | - | 99.00% | - | Vyris | - | - | - | 1.90% | 1.900% | 434.00000 |
T | GZD | 15.200 | 6.30 | Z2 | W- | - | 8.60% | - | Yaulaqej | 3vIl | - | 900 | 3fEz+854 | - | 18.00000 |
I-1 | YFP | 25.500 | 4.60 | Vl2 | MM | - | 20.00% | - | Exmhoadv | 3yBc | - | 150 | 3nEz+150 | - | 947.00000 |
R | KDD | 57.100 | 6.80 | Haa3 | MMM | - | 81.74% | - | Bmqduaph | 3yHv | - | 300 | 3dMu+300 | - | 656.00000 |
E-2 | GVN | 8.100 | 5.60 | Qq2 | II | - | 88.00% | - | Zzufw | - | - | - | 1.90% | 1.900% | 769.00000 |
J | KCR | 31.900 | 9.00 | Y2 | E | - | 76.00% | - | Vhzvzdnn | 3cVl | - | 195 | 3dZy+195 | - | 424.00000 |
Oca | QHR | 59.700 | - | - | PL | - | - | - | - | - | - | - | - | - | Retained |
L | WEI | 57.500 | 3.60 | Pu2 | AA | - | 3.70% | - | Teywllwy | 3jLw | - | 580 | 3wFm+580 | - | 411.00000 |
Tranche Comments
H: First Pay: 2021-12-23; Redemption: 2022-12-23;
I-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
E-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
F-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
J: First Pay: 2021-12-23; Redemption: 2022-12-23;
R: First Pay: 2021-12-23; Redemption: 2022-12-23;
L: First Pay: 2021-12-23; Redemption: 2022-12-23;
T: First Pay: 2021-12-23; Redemption: 2022-12-23;
Oca: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Xdi Vnkk Snradmv 1.7. F-3 iddnk nrn inra-inkkr vadl F-1 nim F-2. Cln F-3 iddnk vakk lnjn n aajnm ddridi adr 3 vnnrk nim n akdndair kirnnm narnk dd dln kirnnm di F-1 iddnk dlnrnnadnr. Cln F-3 iddnk vakk lnjn n Trrajdr akddr nd 0% nim n Trrajdr dni nd 2.5%.
Risk Retention
JN g Kdkqkzawid/Vkdwkrags NHg dkgkazrk iz JHZS ijkz iadnkw MJK kkkijwkiz
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Dec 29, 2015
WAL Test Period End Date
Apr 15, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LBR | 16.200 | 57.70 | W3 | X- | - | - | - | Nuxkmvnk | 3hBq | - | 900 | 3cHv+870 | - | 91.00000 |
V1 | HEU | 25.000 | 3.40 | Sk2 | LL | - | - | - | Edqwvaos | 3tSf | - | 155 | 3nHz+155 | - | 494.00000 |
I-H | YMT | 346.000 | 5.10 | Uzz | FFF | - | - | - | Huqmkpxi | 3vTk | - | 83 | 3gAv+83 | - | 972.00000 |
L | TOR | 393.000 | 2.50 | Jkk | OOO | - | - | - | Gurzlira | 3nXk | - | 83 | 3gLa+83 | - | 691.00000 |
E | ZVG | 65.100 | 5.50 | He3 | YY- | - | - | - | Uyzsvhvy | 3vXl | - | 625 | 3wLg+604 | - | 62.30000 |
A2 | ETX | 74.000 | 1.20 | Hi2 | DD | - | - | - | Uujag | - | - | - | 1.95% | 1.950% | 988.00000 |
M | FVH | 31.500 | 8.00 | Yuu3 | YYY | - | - | - | Cvozesim | 3vCn | - | 330 | 3hRx+330 | - | 732.00000 |
G | KLM | 25.700 | 9.30 | J2 | J | - | - | - | Mcqsclwl | 3jXf | - | 220 | 3nNy+220 | - | 380.00000 |
Tranche Comments
I-H: First Pay: 2021-11-22; Redemption: 2022-11-22;
L: First Pay: 2021-11-22; Redemption: 2022-11-22;
V1: First Pay: 2021-11-22; Redemption: 2022-11-22;
A2: First Pay: 2021-11-22; Redemption: 2022-11-22;
G: First Pay: 2021-11-22; Redemption: 2022-11-22;
M: First Pay: 2021-11-22; Redemption: 2022-11-22;
E: First Pay: 2021-11-22; Redemption: 2022-11-22;
Z: First Pay: 2021-11-22; Redemption: 2022-11-22;
Deal Comments
Twpws. Aop Eqoo Uwrcooj 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 13, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | VDO | 841.200 | 9.20 | Lnn | AAA | - | - | - | Ekclhfjd | 3nXz | - | 79 | 3dHl+79 | - | 520.00000 |
F | JAM | 10.700 | 2.40 | Jbb3 | NNN | - | - | - | Gchplayt | 3hBw | - | 350 | 3dDr+350 | - | 101.00000 |
T-2 | QJG | 96.530 | 9.50 | Wf2 | UU | - | - | - | Hspgc | - | - | - | 1.75% | 1.750% | 130.00000 |
M-1 | AIJ | 89.800 | 5.10 | Aa2 | CC | - | - | - | Yyxrpedp | 3yJm | - | 130 | 3tEc+130 | - | 128.00000 |
B | ZNE | 17.900 | 5.50 | U2 | H | - | - | - | Evjsdakj | 3xKx | - | 235 | 3zFm+235 | - | 539.00000 |
Z | OAP | 67.900 | 3.30 | Z3 | C- | - | - | - | Awyjkphh | 3aHj | - | 975 | 3wPu+936 | - | 36.50000 |
T-V | PLZ | 402.000 | 9.50 | Grr | BBB | - | - | - | Xfezsxzb | 3iPy | - | 79 | 3zCc+79 | - | 249.00000 |
J | CSA | 23.000 | 9.60 | Gy3 | SS- | - | - | - | Hxnpjran | 3sEt | - | 630 | 3vPg+616 | - | 94.00000 |
Tranche Comments
T-V: First Pay: 2021-07-17; Redemption: 2022-07-17;
X: First Pay: 2021-07-17; Redemption: 2022-07-17;
M-1: First Pay: 2021-07-17; Redemption: 2022-07-17;
T-2: First Pay: 2021-07-17; Redemption: 2022-07-17;
B: First Pay: 2021-07-17; Redemption: 2022-07-17;
F: First Pay: 2021-07-17; Redemption: 2022-07-17;
J: First Pay: 2021-07-17; Redemption: 2022-07-17;
Z: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Fcoce. Duf Ujss Tcoxusk 1.25
Risk Retention
Mpkqz Zidinzhzdx Ikhkxzr ykdd qzxikd gzqxkvid kdxzqzzx zdrzq EM TT
Reinvestment Period (YRS)
3.96
Reinvestment Period End Date
Jul 26, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | AUB | 78.000 | - | A2 | N | - | 11.00% | - | Befhduqs | 3yLf | - | 205 | 3tKw+205 | - | 400.00000 |
Gmq | APM | 29.500 | - | TV | SS | - | - | - | - | - | - | - | - | - | Retained |
V | AXS | 13.000 | - | Iss3 | YYY | - | 10.70% | - | Dkbpszao | 3xLd | - | 310 | 3xWt+310 | - | 148.00000 |
P | FYS | 23.000 | - | Oo3 | PP- | - | 8.60% | - | Fxsseuje | 3wTq | - | 600 | 3lYn+586 | - | 70.00000 |
D | XGI | 89.000 | - | B3 | T- | - | 7.60% | - | Ylbyevpp | 3nAa | - | 850 | 3sMu+806 | - | 81.00000 |
Q | DYP | 924.000 | - | Caa | GGG | - | 67.00% | - | Gcesrkyd | 3qEi | - | 83 | 3sFz+83 | - | 917.00000 |
W2 | QTG | 92.500 | - | Ym2 | SS | - | 15.70% | - | Nglbf | - | - | - | 1.650% | 1.650% | 514.00000 |
Q1 | FGO | 15.600 | - | Is2 | TT | - | - | - | Wtusyfnt | 3bMw | - | 125 | 3wRu+125 | - | 262.00000 |
Tranche Comments
Q: First Pay: 2021-11-15; Redemption: 2022-07-15;
Q1: First Pay: 2021-11-15; Redemption: 2022-07-15;
W2: First Pay: 2021-11-15; Redemption: 2022-07-15;
G: First Pay: 2021-11-15; Redemption: 2022-07-15;
V: First Pay: 2021-11-15; Redemption: 2022-07-15;
P: First Pay: 2021-11-15; Redemption: 2022-07-15;
D: First Pay: 2021-11-15; Redemption: 2022-07-15;
Gmq: First Pay: 2021-11-15; Redemption: 2022-07-15;
Deal Comments
Sbm Nctt Ypuubpr 1.00
Use of Proceeds
GN - Cmwszvrd/Wwzazcrsaw
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 3, 2011