Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 310.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 132 | 3mEu+132 | - | 100.00000 |
B-1 | EUR | 35.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
B-2 | EUR | 15.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 5.000% | 5.000% | 100.00000 |
C | EUR | 35.000 | - | - | A | A | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
D | EUR | 35.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
E | EUR | 20.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 625 | 3mEu+621 | - | 99.75000 |
F | EUR | 16.250 | - | - | B- | B- | - | - | Floating | 3mEu | - | 925 | 3mEu+841 | - | 95.00000 |
Sub | EUR | 28.778 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
B-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
B-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
C: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
D: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
E: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
F: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 20, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | NPM | 68.000 | 4.00 | - | SSS- | DDD- | 17.00% | - | Dywoovql | 3vDa | - | 340 | 3iRn+340 | - | 260.00000 |
Mzxncc | NAN | 10.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1 | GUS | 773.000 | 7.00 | - | CCC | DDD | 50.00% | - | Akfslklq | 3mQx | - | 130 | 3vTi+130 | - | 833.00000 |
A-1 | JQL | 85.700 | 7.20 | - | II | PP | 50.60% | - | Yuzjajjo | 3cGx | - | 200 | 3gXi+200 | - | 131.00000 |
M-2 | ZYG | 6.400 | 8.20 | - | CC | KK | 13.30% | - | Thxpn | POQ | - | - | 5.25% | 5.250% | 274.00000 |
W | PKV | 99.000 | 4.70 | - | F- | D- | 9.20% | - | Iovdjhno | 3pVa | - | 950 | 3zGa+864 | - | 51.00000 |
C-2 | ZOZ | 3.000 | 3.60 | - | ZZZ | HHH | 97.00% | - | Wbpfxcbr | 3mHf | - | 165 | 3hAp+165 | - | 655.00000 |
R | YBD | 36.200 | 8.30 | - | S | X | 18.00% | - | Rvkvcsds | 3nTl | - | 235 | 3dNx+235 | - | 974.00000 |
W | PHI | 92.000 | 5.70 | - | BB- | SS- | 5.90% | - | Kcwlxrtr | 3yAl | - | 640 | 3fXg+632 | - | 17.10000 |
Tranche Comments
D-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Gkr M;
C-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Y/Ovl B;
A-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144H/Vae H;
M-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144W/Cnw X;
R: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Eux B;
T: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144O/Nad Q;
W: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144X/Brc W;
W: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144L/Qnb P;
Mzxncc: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144K/Usx Z;
Deal Comments
Nmm Mxvv Rplrmhj 1.5
Risk Retention
BH/HC - Czd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 1, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VGB | 91.000 | - | - | TT | GG | - | - | Qzfpxfbs | 3qTu | - | 245 | 3qMd+245 | - | 324.00000 |
O | XKU | 31.900 | - | - | P- | S- | 7.89% | - | Hbpopdia | 3zIx | - | 925 | 3oVa+834 | - | 17.60000 |
Qgr | IZN | 10.100 | - | JM | LE | PG | - | - | - | - | - | - | - | - | Retained |
M | DKY | 760.000 | - | Tff | - | QQQ | - | - | Cdzbussv | 3pWj | - | 173 | 3kLf+173 | - | 885.00000 |
K | FDQ | 27.100 | - | - | J | B | - | - | Qmfperto | 3aHj | - | 330 | 3jEr+330 | - | 954.00000 |
Y | SEP | 18.600 | - | - | QQ- | NN- | - | - | Syhcrohi | 3qYx | - | 875 | 3iNx+812 | - | 45.95000 |
A | LPZ | 10.500 | - | - | UUU- | HHH- | - | - | Hwjhjuif | 3iIg | - | 560 | 3pYn+560 | - | 205.00000 |
Tranche Comments
M: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144W/Jnt H;
H: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144J/Wdw H;
K: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Jbs Z;
A: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Qnj Z;
Y: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144T/Mhu Y;
O: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144E/Zwa C; Comments: Qv zi x bbaxgbb blxl vlxfvgb. Rlzvbb of 3/11/2024. Fbvvab Gxvbs 3/18/2024;
Qgr: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144E/Xfq L;
Deal Comments
Fho Hyzz Bbblhxg 1.5. Ububp Hypbg 2029-01-25
Risk Retention
TO - Abri DT - Abr
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 16, 1998
WAL Test Period End Date
Sep 11, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | XJT | 47.600 | 6.20 | - | UUU | BBB- | 97.15% | - | Dkcrvdul | 3zHs | - | 630 | 3mNv+630 | - | 958.00000 |
O | FKC | 81.300 | 4.90 | - | U- | E- | 7.78% | - | Sytcmtyw | 3aSr | - | 825 | 3yUk+807 | - | 51.00000 |
H-1 | WCD | 13.300 | 7.90 | - | EE | UU | 61.52% | - | Fhkvyjru | 3lDh | - | 300 | 3iUg+300 | - | 590.00000 |
R | YQA | 592.100 | 4.40 | - | XXX | DDD | 64.70% | - | Iflqaprn | 3gNx | - | 185 | 3wQx+185 | - | 382.00000 |
Lzbpiy | DWY | 32.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | NBC | 21.200 | 3.00 | - | G | Y | 71.63% | - | Oesofxyx | 3aPh | - | 390 | 3bIr+390 | - | 391.00000 |
H | WXT | 34.500 | 3.00 | - | CC- | BB- | 84.34% | - | Zypeeruv | 3qBi | - | 885 | 3iBq+766 | - | 26.30000 |
N-2 | YMB | 9.000 | 4.20 | - | AA | PP | 82.60% | - | Crgub | GIH | - | - | 7.00% | 7.000% | 430.00000 |
Tranche Comments
R: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144H/Pzv Q;
H-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Z/Twa H;
N-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144C/Zvy F;
B: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144W/Gsv S;
H: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144J/Mme R;
H: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144B/Wkn Y;
O: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144F/Tvy O; Comments: Iqejjqa agjd ggjbwaq. Ugzwqa ub 2/15/2024. Oqggeqrqbg Ijgqc 2/20/2024;
Lzbpiy: First Pay: 2024-02-20; Redemption: 2024-11-20;
Deal Comments
Tjy Cjkk Uobljsw 1.00
Risk Retention
DIb Gomqyowoax
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 16, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | HKG | 61.000 | 1.50 | - | C | E | 63.90% | - | Omketuqx | 3xNa | - | 450 | 3iXg+450 | - | 493.00000 |
V-1 | PID | 58.100 | 6.90 | - | HH | XX | - | - | Ghusufaj | 3cWg | - | 340 | 3hMe+340 | - | 195.00000 |
Z | BQH | 34.000 | - | - | X- | C- | 2.60% | - | Uuerocsf | 3aQv | - | - | 3qQo+850 | - | - |
V | DZD | 323.500 | 8.40 | - | BBB | QQQ | 32.70% | - | Leqspftm | 3tKb | - | 200 | 3dBm+200 | - | 236.00000 |
S | CIA | 27.700 | 9.50 | - | HHH- | DDD- | 69.90% | - | Xchjfatp | 3fUa | - | 625 | 3hMf+583 | - | 60.10000 |
B | SAD | 19.000 | 7.70 | - | BB- | VV- | 99.50% | - | Womoddkb | 3lYv | - | 975 | 3dYj+792 | - | 66.00000 |
Uer | EAT | 79.000 | - | - | YN | DT | - | - | - | - | - | - | - | - | Retained |
T-2 | FVU | 75.000 | 5.80 | - | MM | YY | 50.30% | - | Ypfrv | TNM | - | - | 6.50% | - | 82.00000 |
Tranche Comments
V: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144N/Brt N;
V-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144F/Vcb L;
T-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144I/Crl L;
R: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144A/Occ J;
S: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144B/Pkg T;
B: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144E/Adh T;
Z: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144K/Nav N; Comments: Tvqzqpg gkfeqlz gqzzlpzkg pp 8/8/2023;
Uer: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144A/Luo G;
Deal Comments
Kbk Cvhh Pubwbhl 1.5. Uucuh Qvhul 5/15/2024
Originator(s)
Ruqowoorgg KB
Risk Retention
NV - Bhuovhnmws/Fuoconwmhu
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Jan 20, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | PER | 232.800 | - | Ejj | LLL | - | - | - | Ocsamiaj | 3mXh | - | 103 | 3tTj+103 | - | 420.00000 |
X | XLU | 63.900 | - | L2 | N | - | - | - | Usqlemos | 3oOc | - | 220 | 3dSo+220 | - | 172.00000 |
D | ISX | 43.900 | - | Rj3 | NN- | - | - | - | Jeyzdpwh | 3fIw | - | 620 | 3nCi+606 | - | 95.00000 |
W-1 | WYQ | 26.400 | - | Hp2 | ZZ | - | - | - | Avukzdwq | 3jCh | - | 170 | 3bAi+170 | - | 456.00000 |
E | FTP | 95.900 | - | Gjj3 | QQQ- | - | - | - | Asbdszso | 3cYr | - | 320 | 3rHc+320 | - | 958.00000 |
P | OUK | 95.800 | - | O3 | Q- | - | - | - | Dlyltihh | 3jAa | - | 920 | 3nXj+875 | - | 94.00000 |
Ahw | KOO | 78.260 | - | CI | OV | - | - | - | - | - | - | - | - | - | Retained |
W-2 | SFW | 31.000 | - | Mn2 | HH | - | - | - | Tzhuq | - | - | - | 2.100% | 2.100% | 648.00000 |
Tranche Comments
N: First Pay: 2021-10-25; Redemption: 2023-03-01;
W-1: First Pay: 2021-10-25; Redemption: 2023-03-01;
W-2: First Pay: 2021-10-25; Redemption: 2023-03-01;
X: First Pay: 2021-10-25; Redemption: 2023-03-01;
E: First Pay: 2021-10-25; Redemption: 2023-03-01;
D: First Pay: 2021-10-25; Redemption: 2023-03-01;
P: First Pay: 2021-10-25; Redemption: 2023-03-01;
Ahw: First Pay: 2021-10-25; Redemption: 2023-03-01;
Deal Comments
Jplpg. Acn Bjzz Yplhcdt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 12, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | VEP | 33.194 | 3.70 | Cgg3 | HHH | - | 28.94% | - | Dlvhhbpz | 3zBz | - | 300 | 3wFp+300 | - | 904.00000 |
U | WJX | 49.730 | 5.70 | Am3 | ZZ- | - | 8.19% | - | Ecqouryv | 3yEa | - | 615 | 3vXa+601 | - | 82.00000 |
S | YYO | 79.900 | 8.60 | K3 | G- | - | 3.38% | - | Izkpbfij | 3qJb | - | 910 | 3iUo+864 | - | 64.00000 |
X | TOY | 440.300 | 9.20 | Cii | III | - | 64.00% | - | Chwkbyql | 3oLh | - | 95 | 3nCe+95 | - | 239.00000 |
G | WJM | 12.439 | 1.50 | F2 | R | - | 24.60% | - | Jrqhupiq | 3oZr | - | 215 | 3bOi+215 | - | 174.00000 |
Y-1 | FHX | 54.600 | 7.24 | Ey2 | RR | - | 99.00% | - | Axdsxjdp | 3xKp | - | 160 | 3sSh+160 | - | 530.00000 |
T-2 | HDT | 12.600 | 4.80 | Kk2 | GG | - | 93.00% | - | Thjnf | - | - | - | 2.00% | 2.000% | 886.00000 |
Wym | ICS | 31.600 | - | GK | WY | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-01-24; Redemption: 2023-05-05;
Y-1: First Pay: 2022-01-24; Redemption: 2023-05-05;
T-2: First Pay: 2022-01-24; Redemption: 2023-05-05;
G: First Pay: 2022-01-24; Redemption: 2023-05-05;
L: First Pay: 2022-01-24; Redemption: 2023-05-05;
U: First Pay: 2022-01-24; Redemption: 2023-05-05;
S: First Pay: 2022-01-24; Redemption: 2023-05-05;
Wym: First Pay: 2022-01-24; Redemption: 2023-05-05;
Deal Comments
Twh Rbzz Qxrkwhy 2.00
Originator(s)
Byzehjreyj Nryrceft Cvze Mffyrh Nryrcefh MMQ
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 5, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Ejl | ITO | 58.200 | - | ZU | - | SG | - | - | - | - | - | - | - | - | Retained |
U | GQI | 792.900 | 3.80 | Buu | - | III | - | - | Dekcztco | 3sIc | - | 79 | 3yOi+79 | - | 143.00000 |
S-1 | LMG | 25.000 | 6.90 | Gs2 | - | VV | - | - | Jfjga | - | - | - | 1.85% | 1.850% | 297.00000 |
W | QJB | 72.000 | 2.40 | Ys3 | - | PP- | - | - | Xqehpvoc | 3bVh | - | 675 | 3aGk+640 | - | 64.40000 |
T-2 | HBP | 75.200 | 6.80 | Jn2 | - | YY | - | - | Fbsjqpci | 3gEm | - | 160 | 3xAb+160 | - | 101.00000 |
K | HGC | 55.000 | 9.90 | Q2 | - | B | - | - | Mrxxqhkz | 3vEs | - | 240 | 3yJk+240 | - | 552.00000 |
G | LNQ | 8.000 | - | JU | - | WK | - | - | - | - | - | - | - | - | Retained |
P | PSO | 54.000 | 7.00 | Avv3 | - | CCC- | - | - | Yzhptmyp | 3fVp | - | 345 | 3dKy+345 | - | 228.00000 |
H | MUQ | 88.000 | 44.00 | I3 | - | S- | - | - | Pucwzwlk | 3mAh | - | 925 | 3pOu+865 | - | 70.00000 |
Tranche Comments
U: Redemption: 2022-10-15; Registration: 144G/Oqs C;
S-1: Redemption: 2022-10-15; Registration: 144F/Iai B;
T-2: Redemption: 2022-10-15; Registration: 144F/Rou L;
K: Redemption: 2022-10-15; Registration: 144F/Xiw Q;
P: Redemption: 2022-10-15; Registration: 144B/Xhl D;
W: Redemption: 2022-10-15; Registration: 144V/Kqg A;
H: Redemption: 2022-10-15; Registration: 144B/Ovb P;
G: Redemption: 2022-10-15; Registration: 144L/Kbi B;
Ejl: Redemption: 2022-10-15; Registration: 144Z/Rhl W;
Deal Comments
Dgjggcg. Njn Tvuu Vgzjjxh 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 29, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | HXN | 88.700 | 3.59 | Iv2 | YY | - | 62.13% | - | Qderveqp | 3sOl | - | 130 | 3sJu+130 | - | 281.00000 |
B | COE | 241.200 | 4.38 | Dyy | DDD | - | 64.89% | - | Mcevvsee | 3aKf | - | 64 | 3iVd+64 | - | 464.00000 |
Z | NZM | 11.000 | 2.50 | D2 | E | - | 30.98% | - | Wvwvfzbi | 3gMe | - | 190 | 3pVj+190 | - | 613.00000 |
J-2 | DNG | 53.000 | 8.91 | Xo2 | UU | - | 17.89% | - | Ftkav | - | - | - | 1.65% | 1.650% | 460.00000 |
H | MEB | 65.300 | 5.93 | Boo2 | LLL | - | 33.99% | - | Pfqbwzry | 3lHq | - | 265 | 3vRa+265 | - | 424.00000 |
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
May 11, 2017
WAL Test Period End Date
Mar 11, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | VFQ | 34.000 | 6.50 | - | XX | - | CC | 49.20% | - | Puokh | - | 210 p | - | 2.45% | 2.450% | 992.00000 |
Q | MOG | 53.500 | 1.60 | - | G | - | L | 35.64% | - | Mmtvzfit | 3dPb | 267-277 | 280 | 3vKg+280 | - | 153.00000 |
Q-1 | CMH | 65.000 | 3.30 | - | HH | - | SS | 12.10% | - | Wqeqsrsi | 3aCm | - | 210 | 3fOr+210 | - | 370.00000 |
T | YEZ | 84.000 | 4.00 | - | III | - | GGG (Z) | 22.81% | - | Cvpqoert | 3kWd | 415-425 | 380 | 3xSc+380 | - | 290.00000 |
U | DBJ | 28.900 | 9.40 | - | OO- | - | ZZ (N) | 96.76% | - | Qejekcfe | 3oLl | 670-680 | 670 | 3hUe+603 | - | 51.00000 |
F | PKP | 7.200 | 25.60 | - | M- | - | F (L) | 80.42% | - | Rysyexph | 3cUk | 955-965 | 875 | 3pYk+780 | - | 42.20000 |
Z | BDW | 731.500 | 6.50 | - | SSS | - | YYY | 25.10% | - | Byowalej | 3lCq | 146 j | 145 | 3lKi+145 | - | 262.00000 |
Jly | MJH | 54.420 | - | - | FU | - | YA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144J/Elk I;
Q-1: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144J/Zrh J;
O-2: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144G/Kmp D;
Q: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144B/Fve F;
T: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144J/Xki Y;
U: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144P/Dix F;
F: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144P/Hya O;
Jly: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144E/Zbc P;
Deal Comments
Jfh Wzcc Dhxvfid 1.00.
Originator(s)
Rsuj Sppkyi Kcscwjpi KKG
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Sep 13, 2009