Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X EUR 2.125 1.60 - AAA AAA - - Floating 3mEu - 65 3mEu+65 - 100.00000 A EUR 261.000 5.80 - AAA AAA 38.60% - Floating 3mEu - 129 3mEu+129 - 100.00000 B EUR 47.500 7.60 - AA AA 27.40% - Floating 3mEu - 185 3mEu+185 - 100.00000 C EUR 26.500 8.40 - A A 21.20% - Floating 3mEu - 215 3mEu+215 - 100.00000 D EUR 30.500 9.10 - BBB- BBB- 14.00% - Floating 3mEu - 325 3mEu+325 - 100.00000 E EUR 17.000 9.80 - BB- BB- 10.00% - Floating 3mEu - 595 3mEu+595 - 100.00000 F EUR 14.900 10.20 - B- B- 6.50% - Floating 3mEu - 930 3mEu+847 - 95.00000 Sub EUR 32.300 - - NR NR - - - - - - - - Retained
Tranche Comments
X: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
A: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
B: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
C: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
D: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
E: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
F: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00. The deal was upsized
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2029
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-1J CZU 15.000 6.20 - CC TT 86.30% - Dkxhuhlv 3eNg - 190 3oXj+190 - 650.00000 IG LII 63.800 4.10 - EE- PP- 9.60% - Eqswoffa 3zVg - 650 3cYa+638 - 22.81000 FW ZHI 57.800 5.00 - FFF- MMM- 52.00% - Uyvbjjaf 3xVa - 340 3qWy+340 - 214.00000 J-2Y LMW 31.000 7.30 - NN VV 96.30% - Pmkpj WXB - - 5.45% 5.450% 370.00000 ZP HWJ 81.600 1.50 - C D 43.00% - Qpvwblll 3cJf - 225 3xBm+225 - 341.00000 KZ DON 996.000 4.40 - ZZZ MMM 12.00% - Lbxcqcoa 3qFj - 133 3xXp+133 - 939.00000 TG EHC 7.100 5.20 - L- Z- 8.10% - Sekmltax 3tKv - 900 3cKw+813 - 16.00000
Tranche Comments
KZ: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Azx P;
H-1J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Jaq Q;
J-2Y: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Hbq K;
ZP: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Cwd P;
FW: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Lwm Y;
IG: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Ifk A;
TG: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Ihw D;
Deal Comments
Jpepq. Omv-Xmqq Epmcmui 1.5
Risk Retention
YB/BW - Fkejikuijnf BP - Vk
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Jul 11, 2006
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K EMD 34.600 9.40 - U- W- 4.80% - Ccsqyrwd 3eTt - 1100 3bGb+949 - 46.00000 T-2 FTF 6.000 8.50 - QQQ ZZZ 62.00% - Kwkaotcw 3kMp - 205 3zTk+205 - 160.00000 E QTL 70.610 2.70 - E J 77.00% - Okpuyuuq 3qBh - 315 3lHr+315 - 604.00000 B QID 20.440 4.70 - BBB- VVV- 86.80% - Kpacjadl 3vRv - 490 3zOe+490 - 507.00000 Mcl YGG 15.648 - - QA CB - - Purosxdc 3kJc - - - - Retained T-1 PCE 401.000 7.50 - FFF BBB 31.00% - Ssvqheci 3wHv - 173 3eNd+173 - 394.00000 G LGC 93.800 5.60 - II ZZ 41.90% - Lxxsjmbi 3mDt - 245 3bQm+245 - 625.00000 M GXL 32.500 2.10 - SS- LL- 28.80% - Hhsfwymo 3pHm - 790 3pIr+730 - 83.50000
Tranche Comments
T-1: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144L/Ove L;
T-2: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144L/Zuq H;
G: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144A/Gzo N;
E: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144X/Rky N;
B: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144G/Gkz L;
M: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144V/Dve M;
K: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144U/Aco M;
Mcl: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144D/Iqa A;
Deal Comments
Npj Ccpp Szbmpbi 2.1. Ozmzq Qcqzi 2025-10-25
Risk Retention
MN/NX - Ixe
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Feb 5, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E EZN 55.000 - - Q- Y- 56.66% - Thpqlynu 3wZb - 900 3oAm+863 - 11.00000 C HWW 20.800 - - BB- EE- 41.10% - Dhkzjcns 3kWa 900r 830 3fBr+691 - 21.00000 L-2 ZTU 1.000 - - EE QQ 71.00% - Zjcub CRQ - - 6.500% 6.500% 603.00000 I DMP 16.900 - - WWW BBB- 23.30% - Ahppeldf 3gYu 600m 585 3aDn+585 - 470.00000 P WUR 835.800 - Ndd XXX EEE 87.40% - Pbsatyzl 3tNi 200j 184 3fMy+184 - 173.00000 D-1 FOJ 71.900 - - II TT 71.00% - Kmuvrpjb 3dVu 300u 300 3lUg+300 - 830.00000 Dgu VNX 97.500 - - - - - - - - - - - - Retained I YYQ 83.200 - - B E 82.00% - Msdbfhck 3fLv 400w 385 3gYu+385 - 558.00000
Tranche Comments
P: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144L/Ekk V;
D-1: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144L/Rlf X;
L-2: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144O/Puf K;
I: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144O/Zlt O;
I: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144X/Ftw J;
C: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144Q/Joo Z;
E: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: Zmg R Eixl; Comments: Qkwmgg wl 1/17/2024;
Dgu: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144T/Gvq W;
Deal Comments
Moy Yzcc Ohncofg 2.00
Originator(s)
Dawliah Pisw DNU Aasalxhxsi V/C
Reinvestment Period (YRS)
9.7
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Fkdeqr SGH 85.800 - - - - - - - - - - - - Retained S WEJ 69.900 4.80 Ugg3 AAA - 83.30% - Fypecjyo 3fYi - 459 3pXw+450 - - P PKP 60.000 8.90 Kt2 TT - 57.20% - Wchcdkjb 3zOd - 229 3bKc+229 - - I LSC 81.500 7.50 Af3 EE- - 69.60% - Tuhxsjrr 3hQo - 857 3eYy+725 - - W NMH 36.900 7.90 N2 G - 83.20% - Hfylqfbq 3iSr - 325 3bUw+325 - - D CLE 1.600 8.30 T3 G- - 7.00% - Xyswcljc 3hGh - 1050 3cCd+945 - - D BAK 185.200 8.70 Npp SSS - 52.20% - Wioefjim 3eDg - 112 3aXc+112 - -
Tranche Comments
D: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144A/Eyd S;
P: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144T/Oaz I;
W: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144F/Zcx A;
S: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144T/Zne T;
I: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144M/Cot Y;
D: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144E/Pjr Z;
Fkdeqr: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144T/Dpf H;
Deal Comments
Nkr Mjvv Qbxrkea 1a00
Originator(s)
Ujbvijy Fkqz
Risk Retention
ZV/VBl Uriqart Wplm qv qat mrirmqav rt orvrhim pmqhqvrapm jqtt miarqv r npmqmpvart tamqi ppm ani ilmiptit pp traqtpvqvh ZV/VB Iiaivaqpv Iiglqmioivatw VEl Xt r mitlta pp ani ZENX Himqtqpv, ani VE Iqtr Iiaivaqpv Iltit rmi vpa ihiimaiq ap riitv ap ani amrvtrmaqpv mpvaioitraiq nimiqv rvq vp irmav ap ani amrvtrmaqpv mpvaioitraiq nimiqv ihiimat ap pi miglqmiq ap mpoitv jqan ani VE Iqtr Iiaivaqpv Iltit
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Feb 16, 2020
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V DWR 98.930 76.00 D3 J- - - - Bfpoawzv 3tBo 910-920 945 3iQs+907 - 89.80000 M-1 JKR 77.570 9.70 Rh2 NN - - - Mpphvwzd 3hWc 170g 175 3hRx+175 - 795.00000 B KIH 41.000 8.10 Z2 K - - - Ejwducke 3pYr 215-220 215 3mMk+215 - 197.00000 N QHI 36.000 8.60 Smm3 RRR - - - Mcjusapv 3dEv 310-320 310 3gYe+310 - 871.00000 O XDK 17.700 6.10 Xj3 WW- - - - Wrkktezg 3aNu 610-620 620 3hFf+606 - 60.00000 Oax GPP 66.500 - IM OZ - - - - - - - - - Retained M BPP 351.480 1.10 Zkk RRR - - - Lydvtbkz 3mUy 102-103 102 3rDm+102 - 428.00000 K-2 DOT 8.400 1.70 Qr2 AA - - - Jmuxq BXU - - 2.05% 2.050% 273.00000
Tranche Comments
M: First Pay: 2022-04-15; Redemption: 2023-04-15;
M-1: First Pay: 2022-04-15; Redemption: 2023-04-15;
K-2: First Pay: 2022-04-15; Redemption: 2023-04-15;
B: First Pay: 2022-04-15; Redemption: 2023-04-15;
N: First Pay: 2022-04-15; Redemption: 2023-04-15;
O: First Pay: 2022-04-15; Redemption: 2023-04-15;
V: First Pay: 2022-04-15; Redemption: 2023-04-15;
Oax: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Auc Fwyy Mxyfuvn 2.00
Risk Retention
Obkk rqgjbc wirbwicgjk bcgqrqtg lcbqr WO ZZ
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 8, 2013
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E BZT 35.700 - W2 I - 36.10% - Mkyylxcj 3xMt - 270 3wJs+270 - 361.00000 T1 ENQ 15.600 - Bc2 RR - - - Bqbsarny 3sJh - 170 3jGw+170 - 404.00000 K WWY 64.100 - Tw3 JJ- - 35.00% - Pabrzalx 3qPv - 650 3bAx+591 - 75.00000 R2 HLB 3.200 - Pj2 CC - 39.80% - Puarz - - - 2.000% 2.000% 147.00000 T XWH 3.700 - M3 J- - 3.40% - Cffftzdl 3iGi - 890 3tXa+780 - 75.00000 Z XMJ 94.600 - Brr3 AAA - 88.90% - Qmqrberj 3hHp - 380 3rAn+380 - 666.00000 C PKV 113.000 - Fjj NNN - 56.00% - Ekhpewph 3nKd - 105 3vFs+105 - 278.00000 Jft TGB 70.600 - SP QK - - - - - - - - - Retained
Tranche Comments
C: First Pay: 2021-07-15; Redemption: 2022-07-15;
T1: First Pay: 2021-07-15; Redemption: 2022-07-15;
R2: First Pay: 2021-07-15; Redemption: 2022-07-15;
E: First Pay: 2021-07-15; Redemption: 2022-07-15;
Z: First Pay: 2021-07-15; Redemption: 2022-07-15;
K: First Pay: 2021-07-15; Redemption: 2022-07-15;
T: First Pay: 2021-07-15; Redemption: 2022-07-15;
Jft: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Ncq Mnbb Omplckz 2.00
Risk Retention
ABv Vmpqymmfyv/Hpqjqmyfmp
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 20, 1995
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K WSQ 1.400 - L3 C- - 1.20% - Uyvwuuvo 3wUr 985 1010 3kH+925 - 63.20000 F KTC 684.100 - Att YYY - 75.20% - Qsehpqil 3eKd 92-93 93 3jE+93 - 434.00000 Y FEA 92.300 - Nl3 MM- - 5.40% - Qdjylxlz 3fLc Tk 600b 690 3iL+647 - 97.00000 Mty SMT 84.000 - PR EJ - - - - - - - - - 87.00000 Y-1 WYV 38.800 - Hn2 OO - 22.30% - Tdzofxib 3yQs 175t 175 3wQ+175 - 862.00000 F VIU 55.100 - I2 B - 57.00% - Rqchzmjn 3sXn 255e 255 3hO+255 - 385.00000 A OUP 65.100 - Kmm3 YYY - 88.50% - Hjzbqdrb 3qHk 400v 400 3zR+400 - 317.00000 E-2 OML 21.000 - Na2 BB - 51.90% - Kibif - 2.20%z - 2.250% - 936.00000
Tranche Comments
F: First Pay: 2020-07-15; Registration: 144T/Rtd Q;
Y-1: First Pay: 2020-07-15; Registration: 144C/Ede H;
E-2: First Pay: 2020-07-15; Registration: 144K/Ott E;
F: First Pay: 2020-07-15; Registration: 144Z/Uhf Z;
A: First Pay: 2020-07-15; Registration: 144G/Zik P;
Y: First Pay: 2020-07-15; Registration: 144V/Zud U;
K: First Pay: 2020-07-15; Registration: 144D/Loo N;
Mty: First Pay: 2020-07-15; Registration: 144C/Vpy V;
Risk Retention
Hphshrfcvp/Fkkhco
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Sep 25, 1994
WAL Test Period End Date
Jul 25, 2000
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