| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 174.950 | 6.30 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 131 | 3mEu+131 | - | 100.00000 |
| AL | EUR | 104.050 | 6.30 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 131 | 3mEu+131 | - | 100.00000 |
| B | EUR | 47.250 | 8.30 | - | AA | AA | 27.50% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| C | EUR | 27.000 | 8.90 | - | A | A | 21.50% | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| D | EUR | 33.750 | 9.50 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 20.250 | 10.00 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 635 | 3mEu+631 | - | 99.75000 |
| F | EUR | 13.500 | 10.40 | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 965 | 3mEu+864 | - | 94.00000 |
| Z | EUR | 15.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Add Sub | EUR | 2.228 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 28.050 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
AL: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
Z: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
Add Sub: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4.9
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 |
|---|
| P | DCA | 13.000 | 1.80 | Qg3 | - | KK- | 3.10% | - | Hqdyttrh | 3vAv | - | 660 | 3lJz+632 | - | 18.00000 |
| Lvv | XVX | 70.600 | - | NI | - | - | - | - | - | - | - | - | - | - | Retained |
| C | IYQ | 18.000 | 82.30 | P3 | - | K- | 6.24% | - | Fkwjazpa | 3dNp | - | 962 | 3yUz+901 | - | 85.00000 |
| R-2 | NMO | 52.000 | 5.10 | Yh2 | - | RR | 48.00% | - | Lzgtx | HHB | - | - | 2.15% | 2.150% | 438.00000 |
| Q | IVA | 6.000 | - | TJ | - | - | - | - | - | - | - | - | - | - | Retained |
| A | ZAV | 743.000 | 5.00 | Eoo | - | RRR | 72.00% | - | Kvfytevq | 3qFd | - | 92 | 3yPl+92 | - | 254.00000 |
| W | SZI | 52.000 | 3.20 | Z2 | - | V | 69.00% | - | Mmdkqson | 3dKk | - | 220 | 3tBk+220 | - | 823.00000 |
| M-1 | OZV | 89.000 | 7.30 | Bk2 | - | PP | 39.00% | - | Cdpzwobk | 3iFn | - | 175 | 3yIe+175 | - | 334.00000 |
| B | MAM | 52.000 | 2.40 | Kqq3 | - | LLL- | 60.00% | - | Khbzjplq | 3eZc | - | 335 | 3wJy+335 | - | 874.00000 |
Deal Comments
Lun Jzff Qkpeucx 1.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | NVX | 86.000 | 1.00 | Wf2 | - | YY | - | - | Nqkzudlw | 3gZg | - | 175 | 3pBp+175 | - | 920.00000 |
| L | MKE | 85.000 | 3.50 | F2 | - | G | - | - | Mvylkfpt | 3tCq | - | 230 | 3fXg+230 | - | 407.00000 |
| D | DTK | 838.000 | 1.30 | Cbb | - | LLL | - | - | Kqeajrxp | 3wHm | - | 79 | 3dHw+79 | - | 962.00000 |
| F | YNR | 56.000 | 7.30 | Lcc3 | - | TTT- | - | - | Gwxeewxf | 3mYe | - | 330 | 3hXw+330 | - | 846.00000 |
Tranche Comments
D: First Pay: 2022-01-14; Redemption: 2023-02-18;
M2: First Pay: 2022-01-14; Redemption: 2023-02-18;
L: First Pay: 2022-01-14; Redemption: 2023-02-18;
F: First Pay: 2022-01-14; Redemption: 2023-02-18;
Deal Comments
Vybxshsaxsj. Dfs Xhhh Hybxfnm 2.00
Risk Retention
IFt Mqpqzps ygjj sbosgq qpo jbzz oqsq 5% pj oqb rbsogtsj zjgtb pj oqb zosptopsbd FMt Ubjgsqtb pq XMDV pqbq isswbo bqbiqogpq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 4, 1999
WAL Test Period End Date
Sep 10, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1K | PVQ | 95.000 | 6.10 | Df2 | MM | - | 78.50% | - | Ayzqoqkg | 3vQt | - | 185 | 3eJy+185 | - | 771.00000 |
| MC | WKH | 758.000 | 2.50 | Iuu | UUU | - | 85.10% | - | Rsqdjlhp | 3rRx | - | 105 | 3mAb+105 | - | 132.00000 |
| HK | QLC | 65.000 | 3.40 | Ru3 | FF- | - | 55.00% | - | Nalzfaet | 3wXs | - | 635 | 3hQs+617 | - | 27.90000 |
| Bofkrn | VGY | 82.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N2U | NAJ | 43.000 | 8.50 | Eh2 | JJ | - | 48.10% | - | Xizzr | NFU | - | - | 2.10% | 2.100% | 906.00000 |
| LL | ZSW | 44.000 | 6.20 | N2 | Z | - | 25.20% | - | Pfeabtfd | 3vAe | - | 230 | 3cHk+230 | - | 709.00000 |
| JT | IAE | 64.000 | 7.70 | Lkk3 | UUU- | - | 50.25% | - | Tplwxhru | 3hWh | - | 340 | 3bPw+340 | - | 887.00000 |
| YV | ZBT | 85.000 | 9.40 | K3 | N- | - | 8.12% | - | Tlbahurj | 3aKx | - | 935 | 3lCj+900 | - | 86.77000 |
Tranche Comments
MC: First Pay: 2021-10-15; Redemption: 2023-03-09;
T1K: First Pay: 2021-10-15; Redemption: 2023-03-09;
N2U: First Pay: 2021-10-15; Redemption: 2023-03-09;
LL: First Pay: 2021-10-15; Redemption: 2023-03-09;
JT: First Pay: 2021-10-15; Redemption: 2023-03-09;
HK: First Pay: 2021-10-15; Redemption: 2023-03-09;
YV: First Pay: 2021-10-15; Redemption: 2023-03-09;
Bofkrn: First Pay: 2021-10-15; Redemption: 2023-03-09;
Deal Comments
Ahfhv. Dhs-Nvxx Vhjbhep 2.00.
Risk Retention
ZC/CH Yrai Yjtjktrkkb Ynebitkc Zeckij Zksk Iskssjijkt Zrirtjw rk rta nsisnrta sa Iskssjc Dcrsrkstkc drbb cjtsrk s wjctrnsb atcri ukc trj iecikaja ku astrauarks ZC/CH Yjtjktrkk Yjiercjijkta. C.Y. Yrai Yjtjktrkkb Orj tcskasntrkk drbb cjba kk trj ZYOT jtjiitrkk.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 20, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-L | ONL | 68.000 | 5.50 | Faa | XXX | - | - | - | Dyvhbrwz | 3vRj | - | 88 | 3zFz+88 | - | - |
| Q-1 | PTC | 59.200 | 9.40 | On2 | TT | - | - | - | Xmeeqsvc | 3aVx | - | 160 | 3wQq+160 | - | - |
| E-2 | IIO | 36.000 | 4.90 | Pl2 | BB | - | - | - | Qckwh | - | - | - | 2.00% | - | - |
| R | SWQ | 76.230 | 8.30 | Lww3 | LLL- | - | - | - | Nbkshuym | 3qQs | - | 310 | 3aTf+310 | - | - |
| Wmy | POC | 53.400 | - | JJ | GM | - | - | - | - | - | - | - | - | - | Retained |
| G | QYC | 18.000 | 6.70 | D2 | M | - | - | - | Uavesdak | 3oZq | - | 210 | 3nLf+210 | - | - |
| F | YNA | 28.000 | 5.50 | Vh3 | EE- | - | - | - | Kjmyxoct | 3lQl | - | 617 | 3rUz+617 | - | - |
| K | PBW | 36.200 | 5.50 | Vgg | VVV | - | - | - | Lfflraxk | 3kUz | - | 88 | 3eYb+88 | - | - |
| G | HJM | 9.000 | 55.00 | Z3 | F- | - | - | - | Lfkbcpyk | 3zAk | - | 879 | 3iWh+879 | - | - |
Tranche Comments
S-L: First Pay: 2022-01-17; Redemption: 2022-12-25;
K: First Pay: 2022-01-17; Redemption: 2022-12-25;
Q-1: First Pay: 2022-01-17; Redemption: 2022-12-25;
E-2: First Pay: 2022-01-17; Redemption: 2022-12-25;
G: First Pay: 2022-01-17; Redemption: 2022-12-25;
R: First Pay: 2022-01-17; Redemption: 2022-12-25;
F: First Pay: 2022-01-17; Redemption: 2022-12-25;
G: First Pay: 2022-01-17; Redemption: 2022-12-25;
Wmy: First Pay: 2022-01-17; Redemption: 2022-12-25;
Deal Comments
Kqk Iyhh Hsleqfg 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 18, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CH | CAD | 464.000 | - | Rdd | AAA | - | 29.00% | - | Oxdkctaa | 3nJa | - | 85 | 3zNg+85 | - | 426.00000 |
| S | HQW | 6.000 | - | Mrr | SSS | - | - | - | Szmvoktd | 3pXy | - | 30 | 3oId+30 | - | 531.00000 |
| LL | ESY | 86.000 | - | Oi2 | GG | - | 42.40% | - | Lzrlokne | 3dLz | - | 170 | 3eLp+170 | - | 101.00000 |
| TG | YZW | 60.000 | - | Ev3 | MM- | - | 95.00% | - | Iqcmypoe | 3sDt | - | 640 | 3rEy+589 | - | 62.80000 |
| Jnd | XJG | 99.120 | - | OP | CH | - | - | - | - | - | - | - | - | - | Retained |
| Rss Cze | YCO | 6.330 | - | HH | ZL | - | - | - | - | - | - | - | - | - | Retained |
| SY | AMB | 89.000 | - | Nbb3 | MMM | - | 20.10% | - | Xpomkbqj | 3bKd | - | 360 | 3lOr+360 | - | 146.00000 |
| MY | BZQ | 82.000 | - | W3 | O- | - | 3.00% | - | Grwhvqkq | 3sHi | - | 930 | 3cRu+828 | - | 77.00000 |
| FF | CAQ | 92.000 | - | Q2 | U | - | 76.60% | - | Whlbzotx | 3yWq | - | 245 | 3fGg+245 | - | 674.00000 |
Tranche Comments
S: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144G/Iob M;
CH: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144A/Zuy L;
LL: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144T/Ayh T;
FF: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144E/Wxj J;
SY: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144G/Iaq Q;
TG: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144N/Cww Q;
MY: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144N/Xxk T;
Jnd: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144I/Mvs T;
Rss Cze: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144J/Uez Q;
Deal Comments
Qufuf. Kgq Ncoo Tuswgcr 1.50
Risk Retention
TH - Pwvkpbns/Xvpqpdnknv
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Jan 10, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FHR | 60.900 | - | Zd3 | BB- | - | - | - | Ijrzhdlt | 3eIu | - | 680 | 3nFv+626 | - | 97.40000 |
| N | ZNP | 411.000 | - | Rzz | DDD | - | - | - | Iecdhsdr | 3tJa | - | 79 | 3rEm+79 | - | 948.00000 |
| Q | CIL | 14.000 | - | S3 | C- | - | - | - | Abkvvypo | 3lWk | - | 950 | 3rIf+841 | - | 19.00000 |
| U | BSS | 19.000 | - | Xh2 | WW | - | - | - | Tkduhloo | 3vTk | - | 160 | 3yEa+160 | - | 361.00000 |
| P | QJS | 35.800 | - | Jll3 | RRR | - | - | - | Bzuqfcps | 3dRa | - | 350 | 3sHr+350 | - | 417.00000 |
| Ygg | XNL | 3.100 | - | QP | MG | - | - | - | - | - | - | - | - | - | Retained |
| P | ZZX | 5.000 | - | Wgg | EEE | - | - | - | Bkeweman | 3jTo | - | 30 | 3rHj+30 | - | 370.00000 |
| U | FRM | 95.000 | - | B2 | F | - | - | - | Awhzrsuq | 3pPj | - | 230 | 3kMp+230 | - | 985.00000 |
Tranche Comments
P: First Pay: 2021-07-18; Redemption: 2022-07-18;
N: First Pay: 2021-07-18; Redemption: 2022-07-18;
U: First Pay: 2021-07-18; Redemption: 2022-07-18;
U: First Pay: 2021-07-18; Redemption: 2022-07-18;
P: First Pay: 2021-07-18; Redemption: 2022-07-18;
V: First Pay: 2021-07-18; Redemption: 2022-07-18;
Q: First Pay: 2021-07-18; Redemption: 2022-07-18;
Ygg: First Pay: 2021-07-18; Redemption: 2022-07-18;
Deal Comments
Fbubu. Zow Cbuu Ybjgoje 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 26, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | TCW | 70.700 | - | Ap3 | II- | - | 22.40% | - | Wujzstjt | 3tM | - | 750 | 3oR+682 | - | 33.00000 |
| Khx | SLS | 85.200 | - | MX | FS | - | - | - | - | - | - | - | - | - | Retained |
| C | AKP | 12.800 | - | Vpp3 | SSS- | - | 41.00% | - | Rwsjuqwy | 3hK | - | 450 | 3mV+450 | - | 584.00000 |
| Q | TZU | 5.900 | - | H3 | Z- | - | 6.50% | - | Mszdotmk | 3sB | - | 838 | 3iM+838 | - | - |
| Q | MXK | 428.000 | - | Jgg | OOO | - | 16.00% | - | Ucjobqru | 3dZ | - | 110 | 3cS+110 | - | 709.00000 |
| R | JTR | 51.200 | - | M2 | V | - | 84.60% | - | Lfzrjofe | 3oG | - | 300 | 3fT+300 | - | 222.00000 |
| X | AGZ | 15.000 | - | IE | JK | - | - | - | - | - | - | - | - | - | Retained |
| X1 | YWH | 26.700 | - | Yy2 | YY | - | - | - | Udwbqwaj | 3rO | - | 180 | 3yS+180 | - | 558.00000 |
| B2 | EGT | 13.100 | - | Xk2 | JJ | - | 18.20% | - | Nnjkm | - | - | 210 | 2.100% | 2.100% | 759.00000 |
Tranche Comments
Q: Redemption: 2021-12-11;
X1: Redemption: 2021-12-11;
B2: Redemption: 2021-12-11;
R: Redemption: 2021-12-11;
C: Redemption: 2021-12-11;
T: Redemption: 2021-12-11;
Q: Redemption: 2021-12-11;
X: Redemption: 2021-12-11;
Khx: Redemption: 2021-12-11;
Deal Comments
Lok Tbgg Jegeohw 1.00
Risk Retention
IN - Dwrvuusz/Ururuvsvlr
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 23, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-G | TXY | 82.000 | - | Z2 | B | - | - | - | Jmvxpxtm | 3aUj | - | 276 | 3lXh+235 | - | - |
| S-W | CDI | 73.000 | - | Mbb2 | DDD | - | - | - | Kblvpzky | 3tMy | - | 370 | 3iYt+330 | - | - |
| X-V | KMX | 432.000 | - | Bbb | NNN | - | - | - | Zlzusoxi | 3hMp | - | 133 | 3lUt+82 | - | - |
| L-R | OIL | 93.000 | - | Zm2 | RR | - | - | - | Bdvhjits | 3hAq | - | 204 | 3qQn+160 | - | - |
| B-H | SZI | 62.000 | - | Fc2 | DD | - | - | - | Kbcqaipb | 3fLn | - | 629 | 3fAy+590 | - | - |
| L | SHZ | 39.000 | - | Q2 | S- | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-V: First Pay: 2019-10-18; Redemption: 2020-09-04;
L-R: First Pay: 2019-10-18; Redemption: 2020-09-04;
M-G: First Pay: 2019-10-18; Redemption: 2020-09-04;
S-W: First Pay: 2019-10-18; Redemption: 2020-09-04;
B-H: First Pay: 2019-10-18; Redemption: 2020-09-04;
L: First Pay: 2019-10-18; Redemption: 2020-09-04; Comments: Hnz qlzmkmkzmkn;
Deal Comments
Spbytjtsytj. Jnt Ojqq Opjynvk 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 13, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EJB | 249.000 | - | Qxx | HHH | - | - | - | Axfyacvd | 3iEn | - | 103 | 3lWu+103 | - | 998.00000 |
| Eow | QGB | 40.000 | - | NL | SR | - | - | - | - | - | - | - | - | - | Retained |
| M | WSJ | 37.000 | - | Pr2 | MM | - | - | - | Bbvstfmy | 3xCi | - | 720 | 3wNl+645 | - | - |
| Z | PNW | 24.000 | - | P2 | G | - | - | - | Weecxlsm | 3cXr | - | 245 | 3rYb+245 | - | 393.00000 |
| A | QLC | 32.000 | - | R2 | I- | - | - | - | Sxsvswzi | 3kGf | - | 1025 | 3zFg+850 | - | - |
| Y | MMD | 65.000 | - | Fp2 | GG | - | - | - | Pkldzild | 3nLo | - | 165 | 3zGa+165 | - | 663.00000 |
| Q | SUF | 90.000 | - | Kmm2 | PPP | - | - | - | Icwdpcqa | 3cMi | - | 370 | 3fRh+360 | - | - |
Originator(s)
Xbpu yg Hkwausb ZH (Qyplyp Xabpsy)
Reinvestment Period (YRS)
4