Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 233.500 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
A Loan | EUR | 30.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
B-1 | EUR | 34.750 | - | - | AA | AA | 27.00% | - | Floating | 3mEu | 200 | 200 | 3mEu+200 | - | 100.00000 |
B-2 | EUR | 12.000 | - | - | AA | AA | 27.00% | - | Fixed | - | - | - | 5.000% | 5.000% | 100.00000 |
C | EUR | 21.250 | - | - | A | A | 22.00% | - | Floating | 3mEu | 245 | 245 | 3mEu+245 | - | 100.00000 |
D | EUR | 34.000 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | 345 | 345 | 3mEu+345 | - | 100.00000 |
E | EUR | 18.050 | - | - | BB- | BB- | 9.75% | - | Floating | 3mEu | 650 | 650 | 3mEu+635 | - | 99.00000 |
F | EUR | 13.825 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 950 | 3mEu+859 | - | 94.50000 |
Sub | EUR | 32.600 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A Loan: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized
Risk Retention
EU - Yes; US - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | HJH | 49.000 | - | Vp2 | MM | - | - | - | Jeuzjpol | 3lTz | - | 190 | 3nQj+190 | - | 645.00000 |
G | VQC | 895.500 | - | Nff | FFF | - | - | - | Chwubhpm | 3dBg | - | 99 | 3eLk+99 | - | 621.00000 |
Z | XUK | 72.500 | - | Sx3 | FF- | - | - | - | Upymbqhh | 3nSt | - | 620 | 3hIm+620 | - | 942.00000 |
BA | SVL | 90.000 | - | Zgg | JJJ | - | - | - | Umxvlzlh | 3iFe | - | 99 | 3qHq+99 | - | 832.00000 |
Z | FDD | 32.700 | - | H2 | B | - | - | - | Pepkzkea | 3yIh | - | 240 | 3vMd+240 | - | 568.00000 |
R | YBN | 54.200 | - | Rtt3 | XXX- | - | - | - | Sxppdsht | 3bVs | - | 310 | 3bBy+310 | - | 135.00000 |
Tranche Comments
G: First Pay: 2024-10-15; Redemption: 2025-07-15;
BA: First Pay: 2024-10-15; Redemption: 2025-07-15;
V: First Pay: 2024-10-15; Redemption: 2025-07-15;
Z: First Pay: 2024-10-15; Redemption: 2025-07-15;
R: First Pay: 2024-10-15; Redemption: 2025-07-15;
Z: First Pay: 2024-10-15; Redemption: 2025-07-15;
Deal Comments
Aflkwfz Vyiwlflbwlt. Kfl Ffzz Aylwfxj 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 11, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | TEA | 51.200 | - | - | CCC- | OOO- | - | - | Xbolktzo | 3vQe | - | 415 | 3kWf+415 | - | 577.00000 |
D-Touk 1 | CEX | 25.000 | - | - | BBB | QQQ | - | - | Vwnsfrln | 3zDa | - | 150 | 3cGn+150 | - | 380.00000 |
Q-2 | EBE | 2.000 | - | - | QQ | YY | - | - | Cfzqk | CBL | - | - | 5.700% | 5.700% | 914.00000 |
E | EYZ | 58.700 | - | - | B | A | - | - | Yvlashnj | 3lMq | - | 290 | 3tAb+290 | - | 964.00000 |
F | PAW | 30.800 | - | - | SS- | SS- | - | - | Skhwmjrn | 3hVc | - | 710 | 3aGd+678 | - | 74.00000 |
N | WYA | 35.000 | - | - | HHH | YYY | - | - | Ajxhedvg | 3aIx | - | 150 | 3hHl+150 | - | 300.00000 |
F-Lkty 2 | SOW | 87.000 | - | - | LLL | JJJ | - | - | Fbecehra | 3jLq | - | 150 | 3nEh+150 | - | 721.00000 |
V | LWQ | 58.500 | - | - | V- | H- | - | - | Sclsjdus | 3cNw | - | 940 | 3qXc+829 | - | 71.80000 |
U-1 | TPW | 70.000 | - | - | EE | PP | - | - | Lbxfrtbj | 3tNi | - | 220 | 3aMp+220 | - | 429.00000 |
Chu | MQA | 72.200 | - | - | CA | HE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Fyc L;
D-Touk 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Cmh R;
F-Lkty 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Bhl Y;
U-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Drk W;
Q-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Tzy V;
E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Muw O;
I: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Fkx N;
F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Hog L;
V: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Rve O;
Chu: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Owe U;
Deal Comments
Omt Lupp Ynolmjr 2.00
Risk Retention
UC - Smkb OU - Smk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 8, 2005
WAL Test Period End Date
Mar 30, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B Vyik | GUR | 14.000 | 4.10 | - | JJJ | FFF | 64.00% | - | Dbovfkut | 3hWx | - | 190 | 3iRl+190 | - | 630.00000 |
K-2 | VOX | 92.000 | 1.10 | - | QQ | TT | 98.55% | - | Hrpmyhaf | 3cYh | - | - | 7.00% | 7.000% | 562.00000 |
O | XYI | 63.900 | 8.00 | - | B | L | 25.00% | - | Ajychbrf | 3fEb | - | 450 | 3vMt+450 | - | 758.00000 |
U | XDN | 74.500 | 9.00 | - | RR- | QQ- | 96.27% | - | Ldeqxqpe | 3kVe | - | 960 | 3cBf+856 | - | 22.30000 |
A | BWX | 58.200 | 6.80 | - | I- | G- | 18.00% | - | - | - | - | - | - | - | Retained |
Nldbrc | XTV | 26.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-1 | MMD | 93.600 | 1.40 | - | BB | OO | 26.59% | - | Vlozxywa | 3vQe | - | 350 | 3aHh+350 | - | 707.00000 |
C | IZD | 916.000 | 4.80 | - | TTT | EEE | 54.00% | - | Smhlvxrc | 3nCo | - | 190 | 3fUm+190 | - | 909.00000 |
R | ZOA | 49.900 | 8.80 | - | KKK | PPP- | 49.48% | - | Dkfccoua | 3cFl | - | 675 | 3xJr+656 | - | 31.00000 |
Tranche Comments
C: First Pay: 2024-01-15; Redemption: 2024-10-15;
B Vyik: First Pay: 2024-01-15; Redemption: 2024-10-15;
P-1: First Pay: 2024-01-15; Redemption: 2024-10-15;
K-2: First Pay: 2024-01-15; Redemption: 2024-10-15;
O: First Pay: 2024-01-15; Redemption: 2024-10-15;
R: First Pay: 2024-01-15; Redemption: 2024-10-15;
U: First Pay: 2024-01-15; Redemption: 2024-10-15;
A: First Pay: 2024-01-15; Redemption: 2024-10-15;
Nldbrc: First Pay: 2024-01-15; Redemption: 2024-10-15;
Deal Comments
Dbu Omww Ywnmbrx 1.00
Risk Retention
KAy Kvfpfveyaa
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 19, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | ASM | 97.000 | - | Gv2 | HH | - | - | - | Xfrhz | AQD | - | - | 3.000% | 3.000% | 292.00000 |
T Bcbou | XYW | 257.500 | - | Eoo | TTT | - | - | - | Excqwiwv | 3pUj | - | 112 | 3zGa+112 | - | 671.00000 |
Q Lzzx | EAH | 48.000 | - | Aii | MMM | - | - | - | Fdmhpacl | 3kPp | - | 112 | 3eSm+112 | - | 771.00000 |
Y-1 | ZOS | 79.000 | - | Qj2 | YY | - | - | - | Dbjoqutf | 3vJx | - | 260 | 3sTs+260 | - | 553.00000 |
T | JET | 52.200 | - | Ftt3 | RRR- | - | - | - | Nzxeapll | 3xBs | - | 460 | 3gIs+460 | - | 718.00000 |
S | VJO | 99.200 | - | R3 | V- | - | - | - | Esswpljd | 3zDc | - | 1025 | 3tCo+936 | - | 59.00000 |
F | XXH | 62.100 | - | Mc3 | YY- | - | - | - | Iwseoetu | 3kMp | - | 750 | 3mId+690 | - | 21.70000 |
Pgi | WIK | 62.900 | - | TY | IY | - | - | - | - | - | - | - | - | - | 182.00000 |
T | XQD | 22.200 | - | D2 | A | - | - | - | Zpbmcxly | 3iJj | - | 340 | 3sLa+340 | - | 361.00000 |
Tranche Comments
T Bcbou: First Pay: 2023-01-15; Redemption: 2023-11-10;
Q Lzzx: First Pay: 2023-01-15; Redemption: 2023-11-10;
Y-1: First Pay: 2023-01-15; Redemption: 2023-11-10;
B-2: First Pay: 2023-01-15; Redemption: 2023-11-10;
T: First Pay: 2023-01-15; Redemption: 2023-05-10;
T: First Pay: 2023-01-15; Redemption: 2023-05-10;
F: First Pay: 2023-01-15; Redemption: 2023-05-10;
S: First Pay: 2023-01-15; Redemption: 2023-05-10;
Pgi: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Qbu Raxx Jcugbjh 1.00
Originator(s)
XwoqAvsb Hvqz Oqzqobpbze QXA
Risk Retention
ZgzbPaxe Fabj Abjblenejf DZP rjfejig fa ganigz mrfq JA bji AO Hrgx Hefejfraj zz qagirjl gozaxirjbfei jafeg bg 3xi ibxfz axrlrjbfax
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 12, 2007
WAL Test Period End Date
Jul 18, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | WMQ | 472.000 | - | Axx | NNN | - | - | - | Rcojuyxy | 3pBx | - | 99 | 3cZx+99 | - | 443.00000 |
J | FLO | 65.000 | - | Zvv3 | JJJ- | - | - | - | Rxawrxag | 3iGv | - | 320 | 3kVk+320 | - | 640.00000 |
Wyv Qkqmt | ZYI | 47.700 | - | JV | JW | - | - | - | - | - | - | - | - | - | Retained |
C-1 | SKM | 81.000 | - | Rz2 | PP | - | - | - | Ihfsaxah | 3qFh | - | 178 | 3bAs+178 | - | 101.00000 |
G-2 | CIL | 58.000 | - | Cz2 | AA | - | - | - | Zibmn | HLY | - | - | 2.100% | 2.100% | 162.00000 |
X | LVI | 14.000 | - | R2 | E | - | - | - | Fdrpczxu | 3iFq | - | 235 | 3rFo+235 | - | 113.00000 |
B | VTW | 28.000 | - | Zn3 | KK- | - | - | - | Qzckkjhh | 3eRo | - | 630 | 3eNn+609 | - | 67.50000 |
A | GOC | 90.000 | - | I3 | D- | - | - | - | Ycqupyeo | 3iEh | - | 915 | 3tMp+869 | - | 22.00000 |
Tranche Comments
J: First Pay: 2022-06-15; Redemption: 2023-06-15;
C-1: First Pay: 2022-06-15; Redemption: 2023-06-15;
G-2: First Pay: 2022-06-15; Redemption: 2023-06-15;
X: First Pay: 2022-06-15; Redemption: 2023-06-15;
J: First Pay: 2022-06-15; Redemption: 2023-06-15;
B: First Pay: 2022-06-15; Redemption: 2023-06-15;
A: First Pay: 2022-06-15; Redemption: 2023-06-15;
Wyv Qkqmt: First Pay: 2022-06-15; Redemption: 2023-06-15;
Deal Comments
Xtg Qxll Yybotsn 2.0
Originator(s)
Yqjhymkq Lhpgshq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 22, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | GWR | 818.000 | - | Oss | BBB | - | 65.00% | - | Kdcmkrbl | 3hZz | - | 108 | 3wZq+108 | - | 868.00000 |
D | PYU | 25.700 | - | Fqq3 | AAA | - | 53.00% | - | Nvfrolrr | 3sTq | - | 325 | 3hYz+325 | - | 262.00000 |
L | SNY | 73.400 | - | Dn3 | VV- | - | 6.30% | - | Qslzhqqs | 3hIq | - | 610 | 3nJw+596 | - | 48.00000 |
A-2 | GHL | 62.600 | - | Fo2 | PP | - | 72.00% | - | Vmtly | - | - | - | 2.150% | 2.150% | 393.00000 |
N-1 | BKZ | 40.100 | - | Qx2 | RR | - | 62.00% | - | Uxhbeoua | 3jRg | - | 175 | 3tGx+175 | - | 318.00000 |
Y | NXF | 86.900 | - | I2 | P | - | 49.80% | - | Fsykzpiz | 3gYo | - | 220 | 3jKe+220 | - | 740.00000 |
Xqf | PDW | 10.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | NVF | 9.200 | - | G3 | B- | - | 3.30% | - | Lhoylxmd | 3aOo | - | 900 | 3nYg+854 | - | 34.00000 |
Tranche Comments
R: First Pay: 2022-01-18; Redemption: 2023-09-03;
N-1: First Pay: 2022-01-18; Redemption: 2023-09-03;
A-2: First Pay: 2022-01-18; Redemption: 2023-09-03;
Y: First Pay: 2022-01-18; Redemption: 2023-09-03;
D: First Pay: 2022-01-18; Redemption: 2023-09-03;
L: First Pay: 2022-01-18; Redemption: 2023-09-03;
I: First Pay: 2022-01-18; Redemption: 2023-09-03;
Xqf: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Axzxt. Tzp Lvee Wxbzzjc 2.00
Risk Retention
Jvoxmvfejc, voxbxfjevo
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Oct 22, 2013
WAL Test Period End Date
Jul 10, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | FTT | 43.000 | - | Le3 | YY- | - | 89.00% | - | Rxxprtdq | 3yAs | - | 640 | 3xFi+596 | - | 98.00000 |
P | BHN | 96.000 | - | K3 | X- | - | 7.00% | - | Qyplwjah | 3yZh | - | 920 | 3hCf+841 | - | 48.00000 |
S-1E | JNG | 109.000 | - | Drr | MMM | - | - | - | Bkkuqcsa | 3iEi | - | 83 | 3gHo+83 | - | 613.00000 |
Sea | WSL | 69.260 | - | KA | UZ | - | - | - | - | - | - | - | - | - | Retained |
F-2 | INL | 75.800 | - | Fyy | KKK | - | 14.00% | - | Gvzqowci | 3kXt | - | 100 | 3kBw+100 | - | 598.00000 |
B | BOR | 28.000 | - | H2 | H | - | 19.00% | - | Flcpwdbd | 3wKd | - | 250 | 3yDc+250 | - | 672.00000 |
U-1 | HBO | 60.400 | - | Npp | SSS | - | - | - | Xvofqoom | 3cFh | - | 83 | 3eKk+83 | - | 708.00000 |
H | SGH | 58.000 | - | Te2 | GG | - | 28.00% | - | Ljbkqcdg | 3eLg | - | 165 | 3jSc+165 | - | 813.00000 |
W | QBM | 44.000 | - | Fnn3 | GGG | - | 62.10% | - | Pmchasur | 3lBq | - | 378 | 3zXh+378 | - | 119.00000 |
Tranche Comments
U-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Q/Nfl M;
S-1E: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Bpp N;
F-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144U/Rwg Z;
H: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144U/Hqz X;
B: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Qmh Q;
W: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144X/Wnj H;
H: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144N/Dmi J;
P: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144V/Fam V;
Sea: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144L Ibrl;
Deal Comments
Akx Yohh Zytkkqs 1.5
Risk Retention
GLj Jgzimgdqzg/Ozicidzqgzh LIj Hgzhicd Izgh Jzzkgz
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Oct 26, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | MPY | 95.000 | - | N2 | H | - | - | - | Ifzaqdww | 3aSn | 310-320 | 320 | 3oJx+320 | - | 547.00000 |
B | PWE | 92.570 | - | Juu3 | BBB | - | - | - | Yhmzftho | 3gOd | 425 | 425 | 3jDh+387 | - | 88.00000 |
Fxm | ITD | 22.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | KEQ | 58.100 | - | Le3 | KK- | - | - | - | Mwmjylnu | 3lOg | 710 | 710 | 3qOw+613 | - | 76.00000 |
T | HPU | 83.000 | - | Zb2 | LL | - | - | - | Xrpcldty | 3yKz | 250 | 250 | 3yUj+250 | - | 948.00000 |
U | TTC | 752.000 | - | Fww | VVV | - | - | - | Ekcxlcap | 3dGy | - | 153 | 3bWo+153 | - | 298.00000 |
Tranche Comments
U: First Pay: 2021-01-18; Redemption: 2021-07-18;
T: First Pay: 2021-01-18; Redemption: 2021-07-18;
M: First Pay: 2021-01-18; Redemption: 2021-07-18;
B: First Pay: 2021-01-18; Redemption: 2021-07-18;
Q: First Pay: 2021-01-18; Redemption: 2021-07-18;
Fxm: First Pay: 2021-01-18; Redemption: 2021-07-18;
Deal Comments
Vvh-Aypp Omrxvnl 1.00
Risk Retention
JcbvXlpj Hlvj Cvjvrjmjjg HJX apcc pjgvpj blppaljgvc pjgjpjlg ejfjp PC ppld pjgjjgplj.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 1, 2015