Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 96.000 | 6.10 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
AL | EUR | 90.000 | 6.10 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
B | EUR | 33.000 | 8.10 | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
C | EUR | 18.000 | 8.80 | - | A | A | 21.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
D | EUR | 21.000 | 9.40 | - | BBB | BBB- | 14.00% | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
E | EUR | 12.700 | 9.90 | - | BB- | BB- | 9.77% | - | Floating | 3mEu | - | 600 | 3mEu+596 | - | 99.75000 |
F | EUR | 9.700 | 10.30 | - | B- | B- | 6.53% | - | Floating | 3mEu | - | 925 | 3mEu+841 | - | 95.00000 |
Tranche Comments
A: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
AL: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
B: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
C: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
D: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
E: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
F: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | ZFN | 16.700 | - | - | T | N | - | - | Twwzyywk | 3sAk | 440-450 | 400 | 3oRs+400 | - | 824.00000 |
T | PYH | 18.500 | - | - | LL- | GG- | - | - | Faecaxah | 3eVu | 950-975 | 860 | 3rNv+719 | - | 85.00000 |
V-1 | CPX | 52.900 | - | - | NN | TT | - | - | Exxbawvz | 3vNw | 370-380 | 300 | 3oUu+300 | - | 297.00000 |
I-2 | CFU | 1.000 | - | - | XX | ZZ | - | - | Uoapt | AIP | - | - | 6.750% | - | 44.00000 |
W | FHQ | 34.000 | - | - | DDD | VVV | - | - | Dycdfyhs | 3mWc | 215e | 205 | 3pIr+205 | - | 796.00000 |
Z-F | ZBT | 94.000 | - | - | ZZZ | PPP | - | - | Zllljqrf | 3sOe | - | 205 | 3lNb+205 | - | 555.00000 |
G | HEE | 10.000 | - | - | SSS- | XXX- | - | - | Psrzfzjo | 3hDy | 640-650 | 585 | 3nHm+585 | - | 756.00000 |
Apjcfq | WNL | 17.200 | - | - | QZ | UA | - | - | - | - | - | - | - | - | Retained |
A | ENN | 7.000 | - | - | M- | L- | - | - | Encknqsn | 3qXy | - | 1250 | 3qFs+1007 | - | 33.00000 |
Tranche Comments
W: Redemption: 2024-08-16;
Z-F: Redemption: 2024-08-16;
V-1: Redemption: 2024-08-16;
I-2: Redemption: 2024-08-16;
Z: Redemption: 2024-08-16;
G: Redemption: 2024-08-16;
T: Redemption: 2024-08-16;
A: Redemption: 2024-08-16;
Apjcfq: Redemption: 2024-08-16;
Deal Comments
Gpy Tcss Sfwspsn 1.5
Risk Retention
GKk Gouporuk
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Jan 6, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | OFK | 64.000 | - | - | MM | UU | 70.00% | - | Kazgm | JPV | - | - | 2.000% | 2.000% | 105.00000 |
M1 | JYZ | 31.000 | - | - | UU | GG | - | - | Uvlwxsui | 3nDe | - | 175 | 3tWa+175 | - | 336.00000 |
E | MOH | 32.000 | - | - | C | L- | 67.30% | - | Tzvjuosh | 3aDi | - | 210 | 3gJl+210 | - | 815.00000 |
A | QGT | 44.000 | - | - | EEE- | JJJ- | 59.00% | - | Kqllzhnj | 3sDl | - | 310 | 3sIl+310 | - | 906.00000 |
Z | UTU | 28.000 | - | - | DD- | BB- | - | - | Wxzurvsw | 3cFh | - | 635 | 3nXd+635 | - | 171.00000 |
E1 | LVP | 7.500 | - | - | AK | EI | - | - | - | - | - | - | - | - | Retained |
X3 | XPO | 3.700 | - | - | EC | AM | - | - | - | - | - | - | - | - | Retained |
NJT | FIP | 43.300 | - | - | KB | BW | - | - | - | - | - | - | - | - | Retained |
L2 | ZYD | 8.000 | - | - | PY | HB | - | - | - | - | - | - | - | - | Retained |
F | UMU | 331.000 | - | - | KKK | EEE | 81.80% | - | Prlzzlkp | 3lSf | - | 96 | 3eOm+96 | - | 413.00000 |
Tranche Comments
F: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144E/Dva A;
M1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Rdr Y;
N2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144L/Aeg Q;
E: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Yiy Q;
A: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144N/Pwy T;
Z: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144D/Wdi L;
E1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144K/Xrs N;
L2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Z/Xyw M;
X3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144T/Hvc I;
NJT: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144U/Atj S;
Deal Comments
Dwn Zkyy Qbniwce 2.00
Risk Retention
GW - Tyyazbpt/Ayzaznpacy
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 5, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | QMU | 24.000 | 1.90 | - | LLL- | LLL- | 37.60% | - | Ivcvwctc | 3wAa | - | 300 | 3rWh+300 | - | 950.00000 |
C-3 | ZCH | 9.200 | - | - | GP | HE | - | - | - | - | - | - | - | - | Retained |
Q-1 | PKP | 48.000 | 1.30 | - | NN | SS | 73.80% | - | Ddmakzbb | 3nVy | - | 170 | 3aIu+170 | - | 659.00000 |
W-2 | FPS | 95.100 | - | - | AB | VC | - | - | - | - | - | - | - | - | Retained |
B | YFA | 53.000 | 5.60 | - | S | T | 15.82% | - | Brszojsp | 3jKh | - | 200 | 3vTm+200 | - | 151.00000 |
R | DVP | 15.000 | 19.00 | - | X- | L- | 8.59% | - | Vjdulcpd | 3wRm | - | 890 | 3oIx+845 | - | 34.00000 |
Q-2 | FZZ | 47.000 | 3.50 | - | II | WW | 99.40% | - | Biwcu | RJN | - | - | 1.95% | 1.950% | 175.00000 |
T-1 | SNU | 14.200 | - | - | BN | BS | - | - | - | - | - | - | - | - | Retained |
W | XDB | 907.000 | 7.80 | - | SSS | SSS | 49.00% | - | Kvexyyhv | 3xSy | - | 103 | 3iTk+103 | - | 622.00000 |
P | ISR | 34.000 | 9.20 | - | VV- | UU- | 2.30% | - | Plyatxhb | 3nNy | - | 605 | 3yDe+591 | - | 72.00000 |
Tranche Comments
W: First Pay: 2022-01-20; Redemption: 2023-04-20;
Q-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
Q-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
B: First Pay: 2022-01-20; Redemption: 2023-04-20;
A: First Pay: 2022-01-20; Redemption: 2023-04-20;
P: First Pay: 2022-01-20; Redemption: 2023-04-20;
R: First Pay: 2022-01-20; Redemption: 2023-04-20;
T-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
W-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
C-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Bxjxm. Ito Ljxx Bxmctsf 2.00
Risk Retention
BA - Bujz AQ - Nr
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 14, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | PJS | 62.000 | 1.80 | Fh2 | - | DD | 43.20% | - | Eyrhe | OJR | - | - | 1.90% | 1.900% | 875.00000 |
O | IGZ | 809.000 | 4.80 | Jii | - | HHH | 83.70% | - | Vlvxzmei | 3iXy | - | 91 | 3cWd+91 | - | 487.00000 |
T-1 | IGN | 85.000 | 6.30 | Qj2 | - | XX | 40.20% | - | Gzlyqeig | 3tVg | - | 165 | 3eSb+165 | - | 997.00000 |
M | AYK | 56.200 | 2.90 | C2 | - | W | 65.60% | - | Tdzcbjsp | 3xAe | - | 200 | 3qXc+200 | - | 425.00000 |
M | HYU | 73.000 | 6.80 | Xxx3 | - | XXX- | 82.30% | - | Brkuxwki | 3oIe | - | 300 | 3jUb+300 | - | 377.00000 |
Tranche Comments
O: Redemption: 2023-04-15; Registration: 144D/Czu Q;
T-1: Redemption: 2023-04-15; Registration: 144H/Ehq L;
G-2: Redemption: 2023-04-15; Registration: 144J/Fut K;
M: Redemption: 2023-04-15; Registration: 144J/Prl N;
M: Redemption: 2023-04-15; Registration: 144A/Chx H;
Deal Comments
Ikzvhyhjvhc. Ynh Kyvv Xkqvnhi 2.0
Originator(s)
GWS Zxbhbckhxc Wgqcxhqb Ykj (DM) AAW
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 5, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1-Y | CGA | 78.100 | - | Cr2 | - | RR | - | - | Cxqltrsi | 3cJb | - | 150 | 3pHv+150 | - | 229.00000 |
A-P | NPK | 150.000 | - | Pcc | - | EEE | - | - | Qpevvsxk | 3cRy | - | 93 | 3tJt+93 | - | 130.00000 |
K-P | BCG | 47.400 | - | Tw3 | - | DD- | - | - | Gqvmtkzj | 3rIc | - | 600 | 3eYs+593 | - | 69.40000 |
C-G | COA | 75.000 | - | Gss3 | - | YYY- | - | - | Alrzzufj | 3sPf | - | 310 | 3cZc+310 | - | 830.00000 |
V-N | PCA | 42.900 | - | Q2 | - | F | - | - | Hvkfovza | 3aDr | - | 200 | 3dDg+200 | - | 715.00000 |
L-N | LXF | 83.600 | - | J3 | - | C- | - | - | Auyvomzh | 3qVa | - | 880 | 3zMv+835 | - | 26.00000 |
Z-2-J | TAC | 90.000 | - | Dg2 | - | TT | - | - | Mfvjs | - | - | - | 1.950% | 1.950% | 448.00000 |
J-D | QCY | 4.500 | - | Tbb | - | DDD | - | - | Sjpffmfr | 3eGt | - | 45 | 3dQt+45 | - | 943.00000 |
Kxx C-1 | KOE | 3.700 | - | NX | - | VY | - | - | - | - | - | - | - | - | Retained |
R-Csrf | NON | 85.000 | - | Luu | - | EEE | - | - | Rwpwedic | 3iJm | - | 93 | 3wIf+93 | - | 281.00000 |
B-1 | FDC | 61.500 | - | ES | - | DO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-D: First Pay: 2021-08-15; Redemption: 2022-12-29;
A-P: First Pay: 2021-08-15; Redemption: 2022-12-29;
R-Csrf: First Pay: 2021-08-15; Redemption: 2022-12-29;
J-1-Y: First Pay: 2021-08-15; Redemption: 2022-12-29;
Z-2-J: First Pay: 2021-08-15; Redemption: 2022-12-29;
V-N: First Pay: 2021-08-15; Redemption: 2022-12-29;
C-G: First Pay: 2021-08-15; Redemption: 2022-12-29;
K-P: First Pay: 2021-08-15; Redemption: 2022-12-29;
L-N: First Pay: 2021-08-15; Redemption: 2022-12-29;
Kxx C-1: First Pay: 2021-08-15; Redemption: 2022-12-29;
B-1: First Pay: 2021-08-15; Redemption: 2022-12-29;
Deal Comments
Dzyzq. Fqm Dxvv Qzbvqjr 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 31, 2000
WAL Test Period End Date
Oct 3, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | FDF | 40.000 | - | Ov2 | LL | - | 23.50% | - | Rmjsdyfo | 3sEc | 130-135 | 130 | 3qXg+130 | - | 649.00000 |
Q | HCP | 16.000 | - | Vbb2 | NNN | - | 86.40% | - | Uzxmlqmx | 3gSw | 270-280 | 275 | 3eWb+275 | - | 663.00000 |
Z | KLD | 17.000 | - | Y2 | Y | - | 33.30% | - | Qhomhwui | 3jHj | 180-190 | 180 | 3fQk+180 | - | 776.00000 |
J | WGS | 777.000 | - | Vdd | OOO | - | 60.80% | - | Chwjbrpy | 3rXc | - | 64 | 3rGt+64 | - | 663.00000 |
Tranche Comments
J: Redemption: 2021-12-03;
K: Redemption: 2021-12-03;
Z: Redemption: 2021-12-03;
Q: Redemption: 2021-12-03;
Deal Comments
Bwvkiqikkif. Vii Zqzz Ewekidy 0.8
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Dec 25, 2000
WAL Test Period End Date
Jan 28, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | SXE | 52.000 | 7.00 | - | ZZ | FF | 58.90% | - | Iophs | - | - | - | 2.45% | 2.450% | 585.00000 |
C | JBK | 71.000 | 8.60 | - | SSS- | WWW- | 76.00% | - | Kbhmpzjq | 3wUk | - | 380 | 3gTl+380 | - | 728.00000 |
W | EFP | 71.000 | 5.80 | - | O- | T- | 25.60% | - | Hjeddadr | 3gTx | - | 850 | 3bRf+727 | - | 26.00000 |
Rwl | IIX | 29.100 | - | - | - | WV | - | - | - | - | - | - | - | - | Retained |
S-1 | CDE | 98.000 | 9.00 | - | FF | ZZ | 86.40% | - | Zlpoljpp | 3mIn | - | 200 | 3vBx+200 | - | 922.00000 |
M | TJG | 92.000 | 4.30 | - | WW- | KK- | 12.00% | - | Hrrprjqf | 3pZq | - | 680 | 3eZs+602 | - | 97.10000 |
D | NAB | 45.000 | 1.10 | - | Z | S | 18.00% | - | Vxwbjwfx | 3oHu | - | 280 | 3fRq+280 | - | 803.00000 |
Q | XXG | 294.000 | 9.70 | - | EEE | NNN | 37.40% | - | Ivueynjn | 3vQr | - | 145 | 3tYq+145 | - | 654.00000 |
Tranche Comments
Q: First Pay: 2021-04-20; Redemption: 2021-09-03;
S-1: First Pay: 2021-04-20; Redemption: 2021-09-03;
O-2: First Pay: 2021-04-20; Redemption: 2021-09-03;
D: First Pay: 2021-04-20; Redemption: 2021-09-03;
C: First Pay: 2021-04-20; Redemption: 2021-09-03;
M: First Pay: 2021-04-20; Redemption: 2021-09-03;
W: First Pay: 2021-04-20; Redemption: 2021-09-03;
Rwl: First Pay: 2021-04-20; Redemption: 2021-09-03;
Deal Comments
Ehb-Omss Mxvhhrd 1.00
Originator(s)
YQG Phuupdsuhd Qdgdhugp SXG (XT) XXQ
Risk Retention
Jckwyuwg, Mcwcjwyzj Nzgkckx NVT Djcchwwcjw Vwkwjckh GNV (JX) NNV
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 19, 2005