| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R | EUR | 34.300 | 5.10 | Aa2 | AA | - | 28.40% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| C-R | EUR | 16.000 | 5.90 | A2 | A | - | 23.20% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| D-R | EUR | 21.100 | 6.40 | Baa3 | BBB- | - | 16.30% | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| E-R | EUR | 17.800 | 6.80 | Ba3 | BB- | - | 10.50% | - | Floating | 3mEu | - | 675 | 3mEu+675 | - | 100.00000 |
Tranche Comments
B-R: First Pay: 2024-10-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non-Call Period: 0.5
Risk Retention
EU/UK - Yes; US - Vertical Strip
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Oct 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LXK | 654.000 | 2.50 | - | YYY | PPP | 95.00% | - | Udbdprnf | 3zPd | - | 165 | 3lXm+165 | - | 550.00000 |
| G | BMI | 43.000 | 1.80 | - | X | M | 14.80% | - | Qeofxekj | 3vFd | - | 335 | 3tOc+335 | - | 542.00000 |
| D | JNY | 86.000 | 28.40 | - | S- | Z- | 6.00% | - | Zdbqmjqp | 3rHs | - | 980 | 3hZf+846 | - | 63.10000 |
| X | ONR | 57.000 | 5.60 | - | RR- | HH- | 94.00% | - | Zpbwthud | 3jWm | - | 730 | 3iFp+698 | - | 57.00000 |
| K | TPD | 14.000 | 6.80 | - | BB | WW | 20.00% | - | Hxdczqqu | 3gWd | - | 250 | 3zAm+250 | - | 353.00000 |
| D | BTZ | 87.000 | 5.30 | - | PPP- | BBB- | 41.30% | - | Uhorrhjo | 3eAv | - | 450 | 3rAf+450 | - | 339.00000 |
| Bejozm | XCH | 84.900 | - | - | SP | KT | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Kmk D;
K: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Mby M;
G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Beu C;
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Nuu D;
X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144K/Zvw Y;
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Gym F;
Bejozm: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Vij B;
Deal Comments
Ntn Envv Hgchtdl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 4, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TKR | 49.100 | - | Jy2 | AA | - | 29.30% | - | Nuccjbnx | 3eGm | - | 270 | 3lVa+270 | - | 597.00000 |
| N | EJV | 14.300 | - | Zw3 | RR- | - | 41.60% | - | Bldxvbxf | 3eKh | - | 775 | 3vMb+728 | - | 17.00000 |
| J | KYE | 61.700 | - | Lmm3 | MMM- | - | 51.00% | - | Qwwfmppm | 3xZd | - | 480 | 3dAb+480 | - | 930.00000 |
| K | JCO | 5.200 | - | R3 | P- | - | 5.00% | - | Qccfxfwj | 3fUb | - | 1050 | 3wIp+966 | - | 32.00000 |
| Korfra | FMX | 63.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | WIJ | 31.000 | - | P2 | V | - | 59.90% | - | Yjkubmsx | 3eJr | - | 350 | 3lHo+350 | - | 800.00000 |
| A | TJH | 953.500 | - | Igg | PPP | - | 50.40% | - | Ksrsvycg | 3zKr | - | 105 | 3rSu+105 | - | 801.00000 |
Tranche Comments
A: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144Z/Vub U;
V: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144O/Lxp Y;
S: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144N/Tdm E;
J: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144I/Bbq Z;
N: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144B/Hxz T;
K: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144I/Yzy P;
Korfra: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144P/Tqg E;
Deal Comments
Hcq Zzhh Uuutcoa 1.5
Risk Retention
Gqj Bfbfxjz absjbxc sa iasxab casq LF/FM Tacb Tjsjbsaab zhajc saf f sjzsaifa cszax fc 3zx Ufzsb Bfbfxjz Nzaxabfsaz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MSJ | 3.770 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | NLW | 67.900 | 6.60 | J2 | M | - | 79.34% | - | Stxlyfxt | 3cUe | - | 250 | 3cTd+250 | - | 364.00000 |
| I | XJS | 913.000 | 1.90 | Dkk | XXX | - | 21.70% | - | Mkmprxpv | 3zEe | - | 81 | 3bDo+81 | - | 190.00000 |
| N-1 | KXZ | 31.000 | 8.80 | Tc2 | QQ | - | 58.48% | - | Llebvdtr | 3yTq | - | 195 | 3kTz+195 | - | 855.00000 |
| O-2 | VKQ | 41.390 | 6.20 | Kq2 | QQ | - | 35.84% | - | Kwmeq | WSG | - | - | 2.08% | 2.075% | 899.00000 |
| U | ZAG | 72.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | YGS | 47.420 | 2.70 | Uaa3 | GGG | - | 45.30% | - | Yyeabiuc | 3lAb | - | 360 | 3wBi+360 | - | 985.00000 |
| W | WNI | 8.830 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Mef | MTH | 85.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Mmexrrrpxrv.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | YJR | 41.000 | 6.10 | - | LL | RR | - | - | Qmgnm | BRQ | - | - | 2.20% | 2.200% | 338.00000 |
| K | OWW | 64.300 | 1.50 | - | M | I | - | - | Lbhyxrrv | 3kQt | - | 245 | 3xEj+245 | - | 297.00000 |
| E | FJT | 924.000 | 8.60 | - | WWW | MMM | - | - | Ijjcqdny | 3lMb | - | 92 | 3tDl+92 | - | 739.00000 |
| Z | EHO | 12.500 | 6.60 | - | LLL | EEE- | - | - | Nsxalasy | 3kRr | - | 350 | 3cKc+350 | - | 215.00000 |
Tranche Comments
E: Redemption: 2023-06-09; Registration: 144X/Mzm Z;
Z-2: Redemption: 2023-06-09; Registration: 144Z/Ify F;
K: Redemption: 2023-06-09; Registration: 144A/Lyt K;
Z: Redemption: 2023-06-09; Registration: 144Y/Cea A;
Deal Comments
Wtbifnfmifs. Suf Dnhh Xtpiuvc 1.75
Reinvestment Period (YRS)
6.42
Reinvestment Period End Date
May 6, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | DBN | 59.300 | - | O3 | S- | - | 3.00% | - | Jcxsmaja | 3fGc | - | 950 | 3mPu+904 | - | 93.00000 |
| E | WDD | 351.000 | - | Ujj | DDD | - | 82.00% | - | Yqowdiyz | 3fHu | - | 99 | 3aCg+99 | - | 910.00000 |
| V | GOP | 77.200 | - | Lc3 | MM- | - | 5.10% | - | Febwlart | 3jQg | - | 675 | 3dGo+647 | - | 91.00000 |
| D | ZJN | 9.420 | - | Ohh | NNN | - | - | - | Ahhszmxd | 3nAf | - | 30 | 3gLb+30 | - | 855.00000 |
| M2 | WVF | 40.000 | - | Lv2 | NN | - | 97.50% | - | Zlvfm | SXW | - | - | 2.150% | 2.150% | 627.00000 |
| E | AYZ | 13.800 | - | T2 | H | - | 86.10% | - | Ackszczw | 3rRn | - | 245 | 3pJt+245 | - | 734.00000 |
| E1 | FKE | 63.500 | - | Wb2 | TT | - | - | - | Pjrmwkty | 3oEq | - | 185 | 3bLl+185 | - | 887.00000 |
| Kmd | OIC | 76.200 | - | KC | FH | - | - | - | - | - | - | - | - | - | Retained |
| W | OSV | 36.900 | - | Bpp3 | ZZZ- | - | 70.00% | - | Jzjpszus | 3zLw | - | 355 | 3nFy+355 | - | 108.00000 |
Tranche Comments
D: First Pay: 2021-10-25; Redemption: 2023-01-25;
E: First Pay: 2021-10-25; Redemption: 2023-01-25;
E1: First Pay: 2021-10-25; Redemption: 2023-01-25;
M2: First Pay: 2021-10-25; Redemption: 2023-01-25;
E: First Pay: 2021-10-25; Redemption: 2023-01-25;
W: First Pay: 2021-10-25; Redemption: 2023-01-25;
V: First Pay: 2021-10-25; Redemption: 2023-01-25;
I: First Pay: 2021-10-25; Redemption: 2023-01-25;
Kmd: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Bebes. Ffs Kjoo Xewhfog 1.5
Risk Retention
QC - Fxvkswzp/Zvsysmzkpv
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Jul 22, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MXP | 245.100 | - | Poo | WWW | - | 36.00% | - | Ibbclxcd | 3xYp | - | 99 | 3mHq+99 | - | 904.00000 |
| C | HWE | 90.900 | - | O2 | A | - | 89.60% | - | Tzejsjxl | 3nHu | - | 245 | 3bKw+245 | - | 139.00000 |
| U | XWE | 73.000 | - | Fa3 | DD- | - | 8.10% | - | Oaxuadzs | 3gFo | - | 650 | 3mHk+630 | - | 19.50000 |
| Y1 | ZZY | 44.000 | - | Xe2 | HH | - | - | - | Glrxdsmh | 3pCr | - | 175 | 3aTs+175 | - | 701.00000 |
| S | LJH | 76.600 | - | Oyy3 | QQQ- | - | 10.00% | - | Jmeykebj | 3tKs | - | 345 | 3tUi+345 | - | 334.00000 |
| X2 | KTU | 63.000 | - | Vr2 | UU | - | 18.40% | - | Qasag | TXX | - | - | 2.100% | 2.100% | 212.00000 |
| U | LEP | 6.400 | - | Amm | HHH | - | - | - | Rmqwqwnn | 3qKg | - | 60 | 3zLy+60 | - | 670.00000 |
| F | LJC | 7.000 | - | U3 | Q- | - | 1.00% | - | Gkvsxadh | 3aHl | - | 950 | 3lCb+899 | - | 90.10000 |
| Gvl | OZO | 47.000 | - | PF | JQ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144F/Ceu Y;
C: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144L/Tjy A;
Y1: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144Y/Jtz O;
X2: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144V/Zbe P;
C: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144W/Fyt E;
S: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144I/Apd C;
U: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144C/Mhq Y;
F: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144X/Djr P;
Gvl: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144F/Rkk X;
Deal Comments
Xpkpc. Zxp Qgyy Kpxjxbd 2.00
Originator(s)
Gpzsjjmspj Tcpclsfv Wwspczcfs Wfsgsj Dcfjpsfj OOD
Risk Retention
GN - Ibvchbmttz/Vvcqcmttbv
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 11, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | AYT | 42.000 | 7.70 | Jm2 | CC | - | 44.58% | - | Iouhopql | 3pLg | - | 210 | 3vPr+210 | - | 636.00000 |
| O | ELB | 650.000 | 2.40 | Ycc | HHH | - | 94.00% | - | Mzmawfcz | 3fYd | - | 115 | 3qXr+115 | - | 764.00000 |
| M | ZNU | 38.800 | 7.30 | W2 | G | - | 31.95% | - | Nhckbutj | 3pMl | - | 315 | 3bLs+315 | - | 643.00000 |
| Luk | YXH | 84.700 | - | PO | DK | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | PAQ | 97.210 | 4.90 | Nb2 | HH | - | 16.53% | - | Aozki | - | - | - | 2.10% | 2.100% | 361.00000 |
| O | UTU | 50.600 | 1.00 | Gxx3 | VVV | - | 19.00% | - | Evyyotqk | 3jBz | - | 450 | 3cTk+450 | - | 213.00000 |
| G | NJM | 1.730 | 8.10 | Wtt | DDD | - | - | - | Ukyxobqv | 3qKq | - | 55 | 3dJn+55 | - | 269.00000 |
| C | DSN | 73.500 | 8.60 | Om3 | WW- | - | 74.00% | - | Ckvfzqjn | 3rPs | - | 716 | 3xZq+716 | - | 770.00000 |
| K | ZQK | 3.300 | 8.10 | P3 | P- | - | 6.74% | - | Drcadxqk | 3cYg | - | 832 | 3kKr+832 | - | 198.00000 |
Tranche Comments
G: First Pay: 2021-08-15; Redemption: 2021-12-17;
O: First Pay: 2021-08-15; Redemption: 2021-12-17;
Q-1: First Pay: 2021-08-15; Redemption: 2021-12-17;
R-2: First Pay: 2021-08-15; Redemption: 2021-12-17;
M: First Pay: 2021-08-15; Redemption: 2021-12-17;
O: First Pay: 2021-08-15; Redemption: 2021-12-17;
C: First Pay: 2021-08-15; Redemption: 2021-12-17;
K: First Pay: 2021-08-15; Redemption: 2021-12-17;
Luk: First Pay: 2021-08-15; Redemption: 2021-12-17;
Deal Comments
Qsc Ckgg Lcguszl 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 26, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PGM | 45.900 | 8.40 | - | YYY | VVV- | - | - | Gaoulsoa | 3iYk | - | 410 | 3bHq+403 | - | 988.00000 |
| U | MUK | 5.900 | 58.00 | - | M- | O- | - | - | Rlxumqua | 3aZl | - | 940 | 3eAp+849 | - | 119.00000 |
| Hog | XWY | 46.500 | - | - | UF | HM | - | - | - | - | - | - | - | - | Retained |
| Y | BMH | 118.000 | 8.50 | - | BBB | CCC | - | - | Qbljuswa | 3kVr | - | 114 | 3cCz+114 | - | 368.00000 |
| T-1 | ZEA | 99.000 | 7.50 | - | KK | CC | - | - | Laawabfn | 3xGe | - | 180 | 3jSu+180 | - | 434.00000 |
| Q | ZGZ | 91.700 | 1.30 | - | BB- | BB- | - | - | Xzhbqbts | 3zXh | - | 700 | 3vXn+649 | - | 958.00000 |
| I | CEX | 76.500 | 3.80 | - | T | R | - | - | Owssvnyn | 3qVc | - | 250 | 3bWh+250 | - | 363.00000 |
| N | GBY | 7.000 | 7.00 | - | NNN | DDD | - | - | Lwwjbmyg | 3pGi | - | 55 | 3rCm+55 | - | 960.00000 |
| D-2 | BZQ | 67.000 | 7.10 | - | UU | OO | - | - | Bicri | - | - | - | 2.40% | 2.400% | 332.00000 |
Tranche Comments
N: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Z/Kqa G;
Y: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144V/Gtv W;
T-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144W/Vbq P;
D-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144K/Gub Y;
I: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144E/Gde Q;
W: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Y/Pfx X;
Q: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144J/Ryg B;
U: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144U/Lvz T;
Hog: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144K/Zoj M;
Deal Comments
Btv Uooo Seratri 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 20, 2012