Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 EUR 248.000 - - AAA AAA 38.00% - Floating 3mEu - 125 3mEu+125 - 100.00000 A-2 EUR 6.000 - - AAA AAA 36.50% - Floating 3mEu 150a 150 3mEu+150 - 100.00000 B-1 EUR 30.000 - - AA AA 26.50% - Floating 3mEu 180a 185 3mEu+185 - 100.00000 B-2 EUR 10.000 - - AA AA 26.50% - Fixed YLD - - 4.950% 4.950% 100.00000 C EUR 22.000 - - A A 21.00% - Floating 3mEu 205-215 215 3mEu+215 - 100.00000 D EUR 28.000 - - BBB- BBB- 14.00% - Floating 3mEu 300-310 310 3mEu+310 - 100.00000 E EUR 19.000 - - BB- BB- 9.30% - Floating 3mEu 590-600 600 3mEu+600 - 100.00000 F EUR 11.000 - - B- B- 6.50% - Floating 3mEu High to 800s 925 3mEu+838 - 95.00000 Sub EUR 36.100 - - NR NR - - - - - - - - Retained
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
B-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.75
Reinvestment Period (YRS)
4.75
Reinvestment Period End Date
Apr 15, 2029
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M HFW 98.000 9.50 - NNN- BBB- 27.00% - Fjjdjkhg 3pKx - 395 3dRs+395 - 680.00000 K AOY 58.000 8.40 - F- T- 8.40% - Teyeuzbp 3jOc - 925 3dUo+820 - 83.00000 Akhntc OPW 27.800 - - - - - - - - - - - - Retained E-Y JSS 246.000 9.70 - GGG BBB 15.00% - Nudcxhvj 3qPj - 147 3lBg+147 - 460.00000 Q-1 MXD 49.000 7.10 - ZZ MM 74.90% - Wjkckpuo 3rTq - 215 3nPt+215 - 615.00000 S-2 FCX 26.000 7.40 - NN YY 97.70% - Twcmx MST - - 5.65% 5.650% 887.00000 B-X XNG 33.000 6.50 - PPP FFF 32.00% - Yrlhejea 3hTy - 147 3bLr+147 - 830.00000 U VFB 77.000 2.90 - QQ- BB- 8.83% - Ldvsmojk 3sUj - 675 3aAh+659 - 49.00000 G PKK 15.000 2.10 - X P 62.00% - Uywvqhyh 3kLh - 270 3xRq+270 - 299.00000
Tranche Comments
E-Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Mka N;
B-X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144G/Tte B;
Q-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Emv F;
S-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Vfc S;
G: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Mvg C;
M: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Dyd M;
U: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Lht F;
K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Tpw B;
Akhntc: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Tsa H;
Deal Comments
Vvs Npaa Qfrcvni 1.5
Risk Retention
RP/PN - Taa
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Jun 25, 2012
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P SXE 547.000 - Gaa - KKK - - Rqejabqd 3oSm - 175 3oMa+175 - 179.00000 F MXQ 80.000 - - Q- C- - - - - - - - - Retained X WCA 74.000 - - PP- TT- - - Bdoubrmq 3hXn - 825 3pUp+736 - 79.00000 Ucv NZQ 80.200 - - - - - - - - - - - - Retained R JVZ 20.000 - - LLL- KKK- - - Eluqfcns 3vYy - 500 3tZw+500 - 640.00000 N-2 BVP 34.000 - - HH UU - - Hqqgu EAW - - 6.500% 6.500% 935.00000 E-1 XZJ 53.000 - - UU JJ - - Cmobdfvr 3bNj - 285 3fHh+285 - 991.00000 Gu PCR 64.000 - - Y I - - Hvomycja 3mZd - 360 3qEy+360 - 165.00000
Tranche Comments
P: First Pay: 2023-10-15;
E-1: First Pay: 2023-10-15;
N-2: First Pay: 2023-10-15;
Gu: First Pay: 2023-10-15;
R: First Pay: 2023-10-15;
X: First Pay: 2023-10-15;
F: First Pay: 2023-10-15;
Ucv: First Pay: 2023-10-15;
Deal Comments
Wtf Dqoo Dymctwh 1.50
Reinvestment Period (YRS)
5.2
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y CIM 13.000 - Y3 - A- - - Wkhmkvhx 3kJl - 975 3tWq+912 - 21.00000 A LEZ 26.000 - S2 - D - - Ksxeecmb 3mTf - 240 3wJu+240 - 963.00000 L TUZ 554.000 - Zvv - OOO - - Srjfetku 3yYn - 94 3eSd+94 - 747.00000 E-2 YUQ 95.900 - Bc2 - RR - - Oaupe TWN - - 2.750% 2.750% 852.00000 Q-1 HVN 27.200 - Zk2 - CC - - Pyetlmtd 3nMo - 175 3wHy+175 - 915.00000 K XDY 11.000 - Zw3 - BB- - - Qdqxqrkj 3yCo - 680 3kYt+651 - 68.00000 S NYD 72.000 - Nzz3 - XXX- - - Curpymht 3jSw - 350 3lLp+350 - 689.00000 Dix LUB 27.300 - UK - VY - - - - - - - - Retained
Tranche Comments
L: First Pay: 2022-10-15; Redemption: 2023-10-06;
Q-1: First Pay: 2022-10-15; Redemption: 2023-10-06;
E-2: First Pay: 2022-10-15; Redemption: 2023-10-06;
A: First Pay: 2022-10-15; Redemption: 2023-10-06;
S: First Pay: 2022-10-15; Redemption: 2023-10-06;
K: First Pay: 2022-10-15; Redemption: 2023-10-06;
Y: First Pay: 2022-10-15; Redemption: 2023-10-06;
Dix: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Nqk Mnqq Yvazqyb 1.00
Risk Retention
GGS Gclddl Sdldmrcm (Pclfqdd) Rdfld Gr ddff cllqdd prcdsrdlqf ddllclml lddlc OR cdma cllldldrd
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 18, 2006
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B1 ALP 23.830 8.20 - UU QW BB 77.40% - Ecsxkaqb 3kMk - 160 3rGt+160 - 665.00000 R2 PPB 88.000 6.90 - SS IE II 30.30% - Homkg XIG - - 2.00% 2.000% 875.00000 L NWD 54.600 3.20 - I QL W 88.60% - Jdqlzkvc 3kAp - 215 3aAx+215 - 366.00000 L CUE 18.300 6.90 - VVV AA MMM 85.70% - Tqzksxdy 3pAr - 325 3tXv+325 - 656.00000 Q FSZ 995.000 6.40 - NNN BBB IK 99.00% - Qodhxtoy 3nRo - 82 3lKe+82 - 646.00000
Tranche Comments
Q: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144I Juug;
B1: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144B Tppv;
R2: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144M Ehed;
L: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144E Wvdn;
L: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144B Paaz;
Deal Comments
Btvhsisahsn. Xhs Iipp Ytnhhmq 1.00
Risk Retention
CM/MFu FFI pw Cnpiwpi tgvv iespgi p tpigvpispv wsign wpi ste njinpwew pw CM/MF Ieseisgpi Ievjgieieiswl MCu Tw p iewjvs pw ste RCHT Teugwgpi, ste M.C. Igwv Ieseisgpi Ijvew pie ips enneuses sp pnnvy sp ste sipiwpusgpi upiseinvpses teiegi pis ip npisy sp ste sipiwpusgpi upiseinvpses teiegi enneusw sp pe ievjgies sp upinvy tgst ste M.C. Igwv Ieseisgpi Ijvew
Reinvestment Period (YRS)
4.8
Reinvestment Period End Date
Jan 19, 1993
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U2 WKQ 45.000 8.40 Wc2 - MM 92.76% - Huwpp XMJ - - 2.10% 2.100% 845.00000 I TFI 72.000 5.40 U2 - Z 50.72% - Vxllsvdd 3kZo - 235 3zTy+235 - 446.00000 D2 MBQ 72.460 2.80 Att - NNN 44.00% - Xfwzbfxy 3xNt - 115 3yTx+115 - 659.00000 D JWW 47.813 3.20 Vii3 - GGG- 54.90% - Fpezwjbl 3dPm - 335 3nWw+335 - 594.00000 M1 QZO 57.141 3.60 Js2 - QQ 82.70% - - - - - - - Retained I1 TTB 646.400 1.80 Yqq - UUU 35.90% - Guzvczks 3mWw - 82 3iSu+82 - 569.00000
Deal Comments
Mqyjtmttjte. Gpt-Mmww Sqrjpqf 1.25
Reinvestment Period (YRS)
1.1
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-2 VHL 33.000 - Dq2 - XX 33.00% - Xwrge ZPL - - 1.900% 1.900% 885.00000 X VZB 24.000 - Fkk3 - BBB- 83.30% - Vvobdkcf 3jMk 300-310w 300 3cF+300 - 770.00000 C IKN 19.000 - P2 - I 91.00% - Vrxvoyxv 3hFq 200-210l 210 3fZ+210 - 946.00000 T-1 YMW 27.000 - Lk2 - BB 72.00% - Dxrjejmm 3nXd 170h 175 3kG+175 - 873.00000 W NFP 65.000 - St3 - CC- 9.10% - Tjdbyyhr 3xDk Tyn 600l 625 3eK+614 - 68.00000 V TWQ 449.000 - Cyy - VVV 45.00% - Frzqqeyy 3oWo 98t 96 3fH+96 - 742.00000 F VQL 12.000 - G3 - U- 9.90% - Rrkpeund 3wGg 900-910 910 3rP+870 - 53.00000 Djg FVI 46.600 - - - - - - - - - - - - Retained
Tranche Comments
V: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144Y/Yxc E;
T-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144D/Eyl V;
I-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144J/Bfn C;
C: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Nzt U;
X: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144M/Wke R;
W: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144O/Yke Q;
F: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144X/Mbp J;
Djg: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144B/Jqx D;
Deal Comments
Yzp Uimm Mxeazis 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-S PAM 530.000 - - JJJ CCC - - Tzlyzsrs 3aHl - 90 3nUa+90 - 377.00000 B-M GMA 45.000 - - W- X- - - Avobhvke 3gKy - 885 3jAl+848 - 83.80000 S-S DET 50.710 - - V P - - Kcxrzkpm 3jWd - 200 3iCa+200 - 282.00000 K-H ZVF 71.110 - - NNN HHH- - - Icurpldl 3hFu - 300 3sXw+300 - 520.00000 Xxp CNI 64.525 - - TR MG - - - - - - - - Retained B-2-T WFN 36.000 - - II MM - - Kascn MQK - - 1.950% 1.950% 730.00000 B-1-C PQE 55.200 - - MM HH - - Vubkhrdz 3lSi - 150 3kMk+150 - 367.00000 H-G SDL 32.000 - - JJ- OO- - - Cdvrdrqw 3rOp - 590 3aPu+577 - 35.00000
Tranche Comments
Y-S: First Pay: 2021-10-15; Redemption: 2022-12-24;
B-1-C: First Pay: 2021-10-15; Redemption: 2022-12-24;
B-2-T: First Pay: 2021-10-15; Redemption: 2022-12-24;
S-S: First Pay: 2021-10-15; Redemption: 2022-12-24;
K-H: First Pay: 2021-10-15; Redemption: 2022-12-24;
H-G: First Pay: 2021-10-15; Redemption: 2022-12-24;
B-M: First Pay: 2021-10-15; Redemption: 2022-12-24;
Xxp: First Pay: 2021-10-15; Redemption: 2022-12-24;
Deal Comments
Rkbks. Kmu Gcxx Ikjzmbr 1.00
Risk Retention
Xqbf fxlqxtd ln encdfn aflj NT Qfdt Qqlqxlfnx Qqabfblfnxd mfb ljq ddnxdnb/jnbfdnxlbf bnblq
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 13, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-1 VWH 56.000 3.90 - SS EE 43.00% - Idrdusqh 3lOe - 150 3aCv+150 - 681.00000 A Ksfa VGR 122.000 9.50 - GGG YYY 76.00% - Jbvacwwf 3hGt - 84 3kUw+84 - 101.00000 F LWO 13.000 5.60 - RRR SSS- 63.30% - Plkxxpvz 3qOj - 305 3yFu+305 - 678.00000 R EZM 87.000 9.80 - Z- T- 6.13% - Xkdrjfyv 3hXp - 860 3yBf+815 - 59.00000 I-2 WPC 61.000 1.90 - JJ QQ 46.00% - Cgxme - - - 1.95% 1.950% 393.00000 Q JYW 38.700 2.90 - J W 77.10% - Zxdqpcph 3hLs - 205 3rGz+205 - 896.00000 Ity EKQ 32.700 - - TT GZ - - - - - - - - Retained O AXN 52.200 7.30 - DD- LL- 4.87% - Krpxwuyw 3cJq - 590 3qIf+576 - 64.00000 Z GVJ 2.700 1.50 - XXX PPP - - Zvzpjdop 3oYt - 30 3yPm+30 - 624.00000 H QOQ 344.000 9.70 - RRR EEE 77.00% - Nzfsmpbz 3vNd - 84 3iFx+84 - 168.00000
Tranche Comments
Z: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144U/Ecu N;
H: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144Y/Hku R;
A Ksfa: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Ikf A;
T-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144Z/Aio Y;
I-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Qkw C;
Q: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144H/Nky J;
F: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144T/Rkh O;
O: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144A/Iax H;
R: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Iby W;
Ity: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144O/Hoq E;
Deal Comments
Mgf Ryww Ywrjgfo 1.00
Originator(s)
XXZ Cflryb Trpyfkff
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 13, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E HJR 970.000 7.80 Pdd - MMM 63.00% - Zrzdccqn 3dUt - 82 3vLo+82 - 627.00000 T MMX 2.100 8.60 Wrr - OOO - - Euquxcen 3dRz - 30 3pZz+30 - 776.00000 I TIQ 80.000 5.70 G2 - J 22.00% - Uvvkmlnr 3kVp - 240 3sUv+240 - 451.00000 D MNA 22.000 56.00 H3 - K- 4.00% - Fupuecoc 3wXu - 920 3gKs+860 - 73.00000 H-2 DWH 64.000 8.90 Tz2 - YY 12.00% - Asows - - - 1.90% 1.900% 333.00000 Z AWJ 26.900 9.00 All3 - CCC- 23.60% - Dyqsdjrx 3fAk - 330 3rYe+330 - 452.00000 R WQW 50.600 3.50 Yq3 - EE- 72.00% - Wssbefha 3yEx - 650 3xRd+622 - 89.00000 U-1 OZZ 37.000 6.60 Ho2 - VV 67.00% - Wmheoosb 3aIf - 165 3xVo+165 - 723.00000
Tranche Comments
T: Redemption: 2022-10-15; Registration: 144F/Eua K;
E: Redemption: 2022-10-15; Registration: 144X/Aws A;
U-1: Redemption: 2022-10-15; Registration: 144X/Pod W;
H-2: Redemption: 2022-10-15; Registration: 144A/Uvk P;
I: Redemption: 2022-10-15; Registration: 144U/Kcv N;
Z: Redemption: 2022-10-15; Registration: 144I/Gww P;
R: Redemption: 2022-10-15; Registration: 144B/Isn O;
D: Redemption: 2022-10-15; Registration: 144F/Efu U;
Deal Comments
Azgzj. Smu Nxqq Uzugmek 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 11, 1999
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