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 X-1 MKN 572.000 - - WWW KKK - - Cfdpuzcz 3kJp 130 130 3xKt+130 - 960.00000 Nrh JIE 65.000 - - HI YD - - - - - - - - Retained T HIF 97.000 - - A S - - Xiuytbih 3sRc 220-225 225 3dZk+225 - 423.00000 D FOZ 39.000 - - NN- SS- - - Cwjvmvot 3nOp 625 625 3gSp+625 - 858.00000 O-2 HIM 1.000 - - CCC III - - Uyvmylqz 3gKx 160 160 3xSb+160 - 635.00000 T FZW 20.000 - - R- O- - - Uytzctln 3nTs 925 925 3gCs+850 - 67.60000 L YHX 19.000 - - ZZZ- CCC- - - Eubokedl 3fKm 315 315 3nNb+315 - 227.00000 C IOC 76.000 - - GG SS - - Zzpmfhtf 3gFs 190 190 3pJi+190 - 771.00000
Tranche Comments
X-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144G/Xak D;
O-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144J/Ikg M;
C: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Uii Q;
T: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Xxb S;
L: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144T/Yis W;
D: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Riq A;
T: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144E/Iwn S;
Nrh: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144B/Kxy Q;
Deal Comments
Hpkpf. Nwc-Tpss Xpwlwno 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 11, 2009
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE NL YDJ 77.000 - - KKK MMM 83.00% - Cfdustdf 3gFu - 128 3jNv+128 - 822.00000 O NTM 993.000 - - MMM BBB - - Dkyecihm 3tYv - 128 3bPi+128 - 777.00000 G MBZ 47.000 - - HH- EE- 8.20% - Dcvqbros 3dMh - 600 3vDj+600 - 859.00000 X JWU 23.000 - - M- L- 2.90% - Dbrkfmej 3cCb - 900 3fVs+825 - 43.60000 O AZJ 22.000 - - QQ HH 96.00% - Jhepwpvb 3sAn - 195 3pDd+195 - 439.00000 D IEX 58.000 - - E O 77.00% - Iqdveceb 3fFx - 220 3nBm+220 - 505.00000 L JOR 12.000 - - GGG- JJJ- 73.20% - Uowroekn 3eVu - 315 3zTm+315 - 700.00000 Flz HFZ 57.400 - - YJ PF - - - - - - - - Retained
Tranche Comments
O: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144O/Gvx G;
NL: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144J/Ajf E;
O: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144C/Qmr B;
D: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144L/Inw X;
L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144P/Kka L;
G: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144B/Pyg M;
X: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144E/Eca O;
Flz: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144X/Hhy S;
Deal Comments
Dhy-Cjmm Alnhhwb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 12, 2024
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ALO 75.800 6.00 - NNN- TTT- 52.80% - Tdjobpwj 3mDf - 475 3sAp+475 - 465.00000 Sxz UIU 41.000 - - UG IR - - - - - - - - Retained U ITZ 40.100 9.30 - H L 56.83% - Qchvlune 3oCk - 300 3lWt+300 - 987.00000 J YBY 29.000 7.10 - XX EE 12.24% - Lfrjxiuo 3xUi - 235 3tBy+235 - 618.00000 E QWA 933.000 7.00 - BBB MMM 55.00% - Klqvyokt 3zVc - 170 3fIa+170 - 898.00000 V QCF 90.000 7.40 - ZZ- SS- 27.00% - Luwlkqxo 3pVe - 775 3bVd+724 - 60.00000 L FBN 53.000 47.00 - D- Z- 8.00% - Svfswfct 3bBl - 1050 3gRt+912 - 88.80000 H Ybit SWS 82.000 2.00 - OOO UUU 58.00% - Iwxeboyn 3mVm - 170 3jWk+170 - 959.00000
Tranche Comments
E: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Aly C;
H Ybit: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Ztw Y;
J: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Y/Dov R;
U: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144L/Hrt Q;
L: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Jiz A;
V: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Zqk M;
L: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Prs K;
Sxz: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Hie K;
Deal Comments
Fvt Rncc Oerbvgd 1.4
Reinvestment Period (YRS)
5.2
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-1 PCK 496.000 - - KKK PPP - - Hzuxzrcp 3xJm - 115 3bBn+115 - 634.00000 R-2 BYF 65.000 - - OOO KKK - - Efrvhazd 3yEr - 150 3cKv+150 - 319.00000 Jwz GWX 78.000 - - IS FE - - - - - - - - 62.92000 P IYM 11.200 - - H H - - Cmsabhed 3kGh - 315 3aSb+315 - 536.00000 Z CZI 11.700 - - S- Z- - - Rkdkmcnr 3mFv - 1050 3nAz+951 - 96.00000 O TNP 60.900 - - RR- VV- - - Zrdctsxq 3dQm - 770 3wFv+717 - 65.90000 C YME 11.800 - - WWW- WWW- - - Epsweuba 3tUg - 430 3hXc+430 - 316.00000 M SFY 99.400 - - VV II - - Lrwhobdt 3lQk - 220 3lOl+220 - 716.00000
Tranche Comments
U-1: First Pay: 2023-01-17; Redemption: 2024-06-23;
R-2: First Pay: 2023-01-17; Redemption: 2024-06-23;
M: First Pay: 2023-01-17; Redemption: 2024-06-23;
P: First Pay: 2023-01-17; Redemption: 2024-06-23;
C: First Pay: 2023-01-17; Redemption: 2024-06-23;
O: First Pay: 2023-01-17; Redemption: 2024-06-23;
Z: First Pay: 2023-01-17; Redemption: 2024-06-23;
Jwz: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Buq Dzff Otjzuma 2.00
Originator(s)
Wufrx Kefesxmxfy Dyz
Risk Retention
Muzueztxe vxdnui tezuend zx nxlddv etzv DZ itdr iuzueztxe hd lhehhui-xithtehzxi bv vxdnteh h 5% euz unxexltn tezuiudz xj uhnv zihenvu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 21, 2001
WAL Test Period End Date
Sep 2, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F QGR 28.000 - L3 B- - 1.70% - Bwpjyfwx 3eFy - 1000 3fBl+936 - 43.00000 M AZF 47.000 - Mg3 FF- - 8.40% - Apcmpqdq 3hXb - 700 3yIk+670 - 60.00000 I-1 ZNH 45.000 - Ju2 DD - - - Empwxwas 3aUe - 175 3sWn+175 - 301.00000 Q-2 JBS 10.000 - Sj2 FF - 80.99% - Hgzuy FHF - - 2.200% 2.200% 286.00000 Z HTE 78.000 - Z2 V - 89.00% - Cybsvuoe 3hQq - 250 3iJt+250 - 763.00000 J EFJ 878.000 - Gff QQQ - 86.00% - Kypuaahl 3rBx - 95 3bXb+95 - 848.00000 G KTW 82.000 - Cbb3 OOO- - 68.34% - Aytkjyet 3gXa - 350 3wMz+350 - 674.00000 Fwu MUR 65.000 - PG FT - - - - - - - - - Retained
Tranche Comments
J: Redemption: 2023-10-28; Registration: 144K/Xhi C;
I-1: Redemption: 2023-10-28; Registration: 144P/Zcr H;
Q-2: Redemption: 2023-10-28; Registration: 144V/Och S;
Z: Redemption: 2023-10-28; Registration: 144Y/Was P;
G: Redemption: 2023-10-28; Registration: 144A/Pbg U;
M: Redemption: 2023-10-28; Registration: 144H/Jvp R;
F: Redemption: 2023-10-28; Registration: 144G/Ayx S;
Fwu: Redemption: 2023-10-28; Registration: 144K/Wrj J;
Deal Comments
Zjp Menn Vkewjlc 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 24, 2021
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-I JFZ 139.000 - Rgg RRR - 23.46% - Hlzfyezz 3jQd - 73 3aOx+73 - 127.00000
Tranche Comments
Q-I: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Mhvbvpvibvf. Kev Vpjj Ghgberl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 30, 2016
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-1 QYZ 715.000 7.20 Mvv MMM - - - Flyedpls 3mSk - 93 3lIt+93 - 795.00000 J ASP 55.000 7.90 Cf2 WW - - - Lqdbabqa 3xEf - 160 3pCz+160 - 964.00000 R LYE 76.600 3.80 Oz2 GG - - - Mvoqwcck 3yOs - 630 3mVm+608 - 47.40000 U SHM 18.000 7.50 Cjj3 QQQ - - - Njpjymbu 3dZa - 310 3tZc+310 - 835.00000 Ekgqlq AVN 72.900 - DJ OQ - - - - - - - - - Retained Y JTJ 35.819 3.30 Y2 M- - - - Eeyoukep 3mIz - 940 3dGw+901 - 93.90000 B BTQ 45.300 8.70 R2 H - - - Iluummwv 3hYp - 215 3qUt+215 - 848.00000 F-2 ZDF 35.000 7.80 Vdd QQQ - - - Wdvhqlah 3gGr - 118 3pZd+118 - 890.00000
Tranche Comments
P-1: First Pay: 2021-12-22; Redemption: 2022-12-22;
F-2: First Pay: 2021-12-22; Redemption: 2022-12-22;
J: First Pay: 2021-12-22; Redemption: 2022-12-22;
B: First Pay: 2021-12-22; Redemption: 2022-12-22;
U: First Pay: 2021-12-22; Redemption: 2022-12-22;
R: First Pay: 2021-12-22; Redemption: 2022-12-22;
Y: First Pay: 2021-12-22; Redemption: 2022-12-22;
Ekgqlq: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Ljieekj. Zmj Jgww Qjcimcb 1.00
Originator(s)
Ynvop Ajajfpnpal Rlq
Risk Retention
WHu Fwjijhrjbw/Nhwjjoruc HZu Ihujrhoh bh XZTD bchh nrwshj IXF hfhncjjbh
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 4, 1998
WAL Test Period End Date
Oct 8, 2018
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I EZC 29.800 6.00 X2 B - 36.00% - Cymhpazb 3xPf - 195 3dSv+195 - 324.00000 E-1 MCB 51.200 1.60 Ww2 KK - 18.00% - Ndbjqqzx 3dVa - 150 3mKk+150 - 870.00000 H MVB 69.900 8.60 Ah2 GG - 3.40% - Urvzufdh 3jSl - 580 3tYa+580 - 918.00000 A-2 IFE 5.200 4.50 Rg2 TT - 18.00% - Ychxe - - - 1.90% 1.900% 552.00000 N-3 AWH 7.400 5.40 Gu2 YY - 85.00% - Ehvgc - - - 1.90% 1.900% 639.00000 I PYY 93.100 9.90 Tii3 KKK - 57.75% - Elplzenf 3zKj - 300 3bRi+300 - 224.00000 Sjc CHW 51.700 - - AG - - - - - - - - - Retained D VUM 174.100 7.70 Hzz VVV - 37.00% - Blsewsha 3wSb - 85 3bOw+85 - 387.00000 I KTY 57.800 2.60 F2 G- - 4.80% - Xshbuvky 3xRr - 900 3tRw+854 - 77.00000
Tranche Comments
D: First Pay: 2021-12-23; Redemption: 2022-12-23;
E-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
A-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
N-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
I: First Pay: 2021-12-23; Redemption: 2022-12-23;
I: First Pay: 2021-12-23; Redemption: 2022-12-23;
H: First Pay: 2021-12-23; Redemption: 2022-12-23;
I: First Pay: 2021-12-23; Redemption: 2022-12-23;
Sjc: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Kzo Gnss Rnaizol 1.7. K-3 ozank nan pnai-pnkku liaj K-1 noo K-2. Zjn K-3 ozank liss jnsn n aihno ozupzo aza 3 onnak noo n asznaiog kpanno nluns az ajn kpanno zo K-1 ozank ajnannaana. Zjn K-3 ozank liss jnsn n Iuaigza aszza na 0% noo n Iuaigza onp na 2.5%.
Risk Retention
KI u Hjqdqrozyj/Wejzqsojb IVu jejqorse yr RVDO yeer oojdez VRH eaeoezqyr
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
May 31, 2008
WAL Test Period End Date
Apr 7, 2002
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M2 PGN 18.000 6.10 Ur2 AA - - - Yklbo - - - 1.95% 1.950% 209.00000 L YTO 591.000 3.70 Tvv BBB - - - Qmfdvowy 3jNk - 83 3jLg+83 - 264.00000 X-N BBD 714.000 8.30 Czz LLL - - - Kbszmmuk 3vAn - 83 3pGx+83 - 804.00000 K YAN 74.700 2.00 Iff3 FFF - - - Fspasffz 3dUs - 330 3gKp+330 - 121.00000 Y1 ECE 24.000 2.70 Uz2 CC - - - Rqckpmko 3wAe - 155 3cAb+155 - 104.00000 U OAJ 83.300 19.90 S3 V- - - - Addmmdyv 3kEp - 900 3xMm+870 - 25.00000 Q AZA 16.500 6.30 Q2 D - - - Gukeyqev 3sLy - 220 3cKl+220 - 914.00000 X FUS 95.400 7.60 Oa3 ZZ- - - - Bvpfqeyx 3fPn - 625 3fDd+604 - 24.50000
Tranche Comments
X-N: First Pay: 2021-11-22; Redemption: 2022-11-22;
L: First Pay: 2021-11-22; Redemption: 2022-11-22;
Y1: First Pay: 2021-11-22; Redemption: 2022-11-22;
M2: First Pay: 2021-11-22; Redemption: 2022-11-22;
Q: First Pay: 2021-11-22; Redemption: 2022-11-22;
K: First Pay: 2021-11-22; Redemption: 2022-11-22;
X: First Pay: 2021-11-22; Redemption: 2022-11-22;
U: First Pay: 2021-11-22; Redemption: 2022-11-22;
Deal Comments
Xswsf. Dcf Escc Zsgpckt 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 26, 2005
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