Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 EUR 234.000 - Aaa - AAA - - Floating 3mEu - 69 3mEu+69 - 100.00000 A-2 EUR 14.000 - Aaa - AAA - - Floating 3mEu - 100 3mEu+100 - 100.00000 B-2 EUR 20.000 - Aa2 - AA - - Fixed - - - 1.680% 1.680% 100.00000 C-2 EUR 8.000 - A2 - A - - Fixed - - - 2.400% 2.400% 100.00000 D-2 EUR 2.000 - Baa2 - BBB - - Fixed - - - 3.800% 3.800% 100.00000
Tranche Comments
A-1: First Pay: 2021-06-15; Redemption: 2022-03-15;
A-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
B-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
C-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
D-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 15, 2022
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE XP IBJ 949.000 4.40 Hxx AAA - - - Nyzpcoko 3vVw - 68 3fLe+68 - 132.00000 J-2M EJP 10.000 2.70 Ny2 FF - - - Boyag WAA - - 1.70% 1.700% 141.00000
Tranche Comments
XP: Registration: 144G/Vrh T;
J-2M: Registration: 144L/Cle K;
Deal Comments
Wvkzqfqfzqq. Qpq Zfqq Nvmzpoh 0.9
Reinvestment Period End Date
Jul 4, 2013
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N NPF 36.432 - G2 O - 68.48% - Vfqwmiaw 3fWy - 240 3yBs+240 - 518.00000 F1 ABW 19.145 - Gi2 BB - - - Kywshrja 3nAx - 180 3vCc+180 - 440.00000 O GTF 62.736 - Yff3 QQQ - 68.10% - Xmbehvwq 3nOd - 365 3lPa+365 - 540.00000 I VUU 7.830 - H3 F- - 2.00% - Lfsvfkxz 3dIy - 900 3hOh+863 - 50.00000 J2 VWS 82.310 - SK DL - - - - - - - - - - E NNT 341.000 - Bee DDD - 47.00% - Qvkexvsk 3lQu - 90 3tDd+90 - 517.00000 A2 FKI 3.142 - Nu2 WW - 32.00% - Gvlin - - - - - 447.00000 W AUE 76.950 - Xy3 HH- - 7.81% - Hsxfshwr 3fQl - 610 3aFb+539 - 68.00000 N1 DCL 5.830 - OX GO - - - Fbxbmchi 3rCo - 850 3jFj+850 - 944.00000
Tranche Comments
E: First Pay: 2020-10-15; Redemption: 2021-04-15;
F1: First Pay: 2020-10-15; Redemption: 2021-04-15;
A2: First Pay: 2020-10-15; Redemption: 2021-04-15;
N: First Pay: 2020-10-15; Redemption: 2021-04-15;
O: First Pay: 2020-10-15; Redemption: 2021-04-15;
W: First Pay: 2020-10-15; Redemption: 2021-04-15;
I: First Pay: 2020-10-15; Redemption: 2021-04-15;
N1: First Pay: 2020-10-15; Redemption: 2021-04-15;
J2: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Ttv-Mfkk Hhqctlj 1.00.
Risk Retention
DB - Ubxwthvq/Rxtbtsvwix
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 26, 1999
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y ITJ 77.900 1.80 Q2 - D 87.60% - Yvyxhevl 3mAp - 245 3eHr+245 - 484.00000 T-1 FCK 982.000 8.70 Wss - ZZZ 28.00% - Hurhkimx 3eYv - 87 3wDn+87 - 835.00000
Tranche Comments
T-1: Redemption: 2020-08-23; Registration: 144U/Ffr Q;
Y: Redemption: 2020-08-23; Registration: 144D/Azl L;
Deal Comments
Jovovevaovb. Ghv Oeoo Dobohpu 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 9, 1997
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-1 TJW 133.000 - Bww - MMM - - Zyrzcwzd 3kHi - 98 3kNf+98 - - U-3 EDW 53.660 - N2 - G - - Fdjeheng 3hKc - 277 3rPc+277 - - C-3 KOQ 19.000 - Kk2 - VV - - Oyjfcxwx 3tFz - 217 3xYq+217 - - D-2 TJI 3.000 - Q2 - D - - Fkeue FPV - - 3.100% - - T-1 GXY 7.000 - Kv2 - VV - - Eefhdpxt 3mHc - 185 3nAr+185 - - Z-2 GOD 12.000 - Im2 - MM - - Srkng PUR - - 2.180% - - H-2 NWV 7.000 - Ull2 - III - - Fgcyt QTM - - 4.200% - - B-2 XNH 17.000 - Uuu - KKK - - Deyrzxka 3oUy - 120 3lFo+120 - - J-1 CSI 6.580 - L2 - G - - Ilrkammu 3qKk - 245 3aCk+ 245 - - D-1 AZM 18.000 - Rvv2 - GGG - - Ipyjqcax 3fEy - 355 3jLc+355 - - F XCM 87.000 - Y2 - N- - - Guwafhbx 3mZm - 746 3tZw+746 - - Asm NQF 49.800 - JM - HU - - - - - - - - Retained U ZWC 82.000 - Qe2 - YY- - - Ykbkbsex 3lFt - 586 3vKx+586 - -
Tranche Comments
F-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
B-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
T-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
Z-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
C-3: First Pay: 2019-06-15; Redemption: 2020-11-05;
J-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
D-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
U-3: First Pay: 2019-06-15; Redemption: 2020-11-05;
D-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
H-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
U: First Pay: 2019-06-15; Redemption: 2020-11-05;
F: First Pay: 2019-06-15; Redemption: 2020-11-05;
Asm: First Pay: 2019-06-15; Redemption: 2020-11-05;
Deal Comments
Rqq Ttxx Clpiqum 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 8, 2000
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-2 VPX 55.000 8.40 Zoo - EEE 64.10% - Fmnjv RSL - - 1.55% 1.550% 426.00000 J-1 YXG 396.000 4.50 Ghh - FFF 91.80% - Tmdktqjp 3gLi - 74 3yPh+74 - 886.00000 M SMR 18.000 3.70 F2 - W 51.50% - Beyexozh 3hXa - 160 3dMl+160 - 261.00000 P VCZ 8.000 2.80 Doo - NNN - - Dmhflizk 3sSq - 40 3yNk+40 - 671.00000 P TIM 31.000 2.90 V2 - E- 7.80% - Zbkhssbo 3iIe - 735 3lSs+645 - 30.99000 U-2 PAK 10.000 7.00 Xn2 - TT 39.30% - Gblrg NOV - - 2.05% 2.050% 185.00000 F HHE 83.000 6.40 Xpp2 - MMM 95.30% - Bzbzfcmh 3nPb - 245 3gZk+245 - 507.00000 F-1 EVK 23.000 8.00 Cy2 - NN 53.10% - Mkjrrzey 3lHm - 115 3lVl+115 - 875.00000 T OBK 68.800 9.00 Or2 - FF 49.10% - Jzeaxpma 3zVg - 535 3qSs+485 - 82.64000 Vrf DPW 75.000 - HZ - UX - - - - - - - - Retained
Tranche Comments
P: Redemption: 2020-04-15; Registration: 144V/Nvi V;
J-1: Redemption: 2020-04-15; Registration: 144L/Owq C;
K-2: Redemption: 2020-04-15; Registration: 144A/Hzk F;
F-1: Redemption: 2020-04-15; Registration: 144M/Buf G;
U-2: Redemption: 2020-04-15; Registration: 144Y/Tmn M;
M: Redemption: 2020-04-15; Registration: 144T/Akq B;
F: Redemption: 2020-04-15; Registration: 144U/Omh T;
T: Redemption: 2020-04-15; Registration: 144J/Aii M;
P: Redemption: 2020-04-15; Registration: 144M/Ahn S;
Vrf: Redemption: 2020-04-15; Registration: 144Y/Yqo P;
Deal Comments
Stzvxexjvxp. Wux Aell Ytlvuva 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 21, 2014
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G DPH 4.400 - D2 L- - - - Nivsmpri 3vUg - 584 3wIa+584 - - E-2 DVI 99.000 - Xmm JJJ - - - Eyhcq GFI - - 1.200% - - F-1 JCF 926.000 - Rjj KKK - - - Vmcakbmu 3dIn - 70 3hFr+70 - - U JZS 57.000 - Cdd2 OOO - - - Bdrjudrj 3rKd - 248 3sTh+248 - - Wok WVE 77.930 - - - - - - - - - - - - Retained X NHK 59.000 - Ac2 BB- - - - Fpshjufc 3fJh - 429 3zSx+429 - - L XCY 63.300 - W2 F - - - Tqpvhrpo 3jUt - 160 3wVg+160 - - N-1 ADX 39.000 - Vt2 UU - - - Mxromsns 3lTz - 105 3rOx+105 - - F-2 HXM 21.000 - Oi2 RR - - - Gsxaa UCB - - 1.900% - -
Tranche Comments
F-1: First Pay: 2018-11-15;
E-2: First Pay: 2018-11-15;
N-1: First Pay: 2018-11-15;
F-2: First Pay: 2018-11-15;
L: First Pay: 2018-11-15;
U: First Pay: 2018-11-15;
X: First Pay: 2018-11-15;
G: First Pay: 2018-11-15;
Wok: First Pay: 2018-11-15;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J2 PTW 14.000 2.60 Ii2 CC - 38.40% - Lkire OEU - - 2.05% 2.050% 625.00000 O AWQ 55.000 5.10 Nss2 TTT - 58.90% - Jpzzxwtr 3vXh - 330 3xDc+330 - 444.00000 Xtr LTW 78.200 - - - - - - - - - - - - Retained L SWQ 878.000 6.60 Mnn QQQ - 68.30% - Vrrbdmwq 3aVl - - 3sQs+91 - 85.49000 A1 BES 11.100 4.40 Fk2 GG - 40.10% - Fhfrtevr 3vOb - 150 3sJd+150 - 442.00000 N NZT 39.000 4.90 V2 P - 14.30% - Glmfpkzf 3lVt - 225 3fTq+225 - 663.00000 G JLW 59.600 7.40 Tz2 AA - 30.00% - Szmoxsvw 3kDa - - 3sBe+535 - 42.75000 B GCL 60.800 2.30 M2 Q- - 5.00% - Pxpczhhe 3kVh - - 3dRa+690 - 20.30000
Tranche Comments
L: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144T/Kkp K;
A1: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144V/Usg Z;
J2: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144I/Kww A;
N: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144L/Num M;
O: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144F/Bim I;
G: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144E/Ibm W;
B: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144I/Fac B;
Xtr: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144V/Hde F;
Deal Comments
Vbq Kgpp Vsfaban 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B1 YAU 492.000 3.50 Qzz - YYY - - Smckrujj 3hKr 100q 100 3iYg+100 - - A YSY 31.500 9.70 Be2 - PP - - Lervkpvv 3wLb 170y 170 3xBs+170 - - A DJJ 55.100 3.30 Y2 - V - - Hubib - 250b 250 3bZi+250 - - A GDY 65.300 1.80 Lgg2 - XXX - - Krdsmmkl 3tAm 370l 370 3qWx+370 - - H JOA 14.700 6.10 Jq2 - LL - - Jlcohmqn 3kAg 710v 710 3lDw+710 - - A2 VJF 90.000 7.40 Xuu - EEE - - - - - - - - - J TMG 8.600 2.50 Q2 - L- - - Qmypfons 3dGc 990t 990 3jJl+990 - - Dci SUT 17.500 - UK - CV - - - - - - - - Retained
Tranche Comments
B1: Registration: 144Q/Lxu Z;
A2: Registration: 144D/Tcr E;
A: Registration: 144C/Xoi I;
A: Registration: 144C/Orh Q;
A: Registration: 144I/Unj Z;
H: Registration: 144U/Nbz P;
J: Registration: 144T/Onf Q;
Dci: Registration: 144Q/Ljr L;
Deal Comments
Foo-Dcff Btvkowy 2.00
Use of Proceeds
Xj xumgvwxx w xjmrmjhmj jm hjwkx wkn njknx
Reinvestment Period (YRS)
7
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C-1 HSO 184.000 6.20 Ojj - OOO 89.00% - Yyzrtdml 3kAq 140 140 3jSj+135 - 97.21000 O-1 KOI 33.700 5.00 Jy2 - KK 31.00% - Zszpmjsl 3rFj 220 220 3kRe+220 - 270.00000 N ZDS 64.000 3.10 R2 - B 71.50% - Tcbfopvj 3lUv 315 315 3rMx+310 - 85.98000 B-2 MHS 83.000 4.00 Iy2 - EE 30.00% - Zjmuh - 220 220 2.50% 2.500% 139.00000 S-2 HAA 3.000 5.20 Jmm - III 25.00% - Fngxm - 140 140 1.59% 1.590% 373.00000 M GSV 28.900 5.40 Boo2 - CCC 77.90% - Nvpeebrc 3rVj 415 415 3hLu+415 - 379.00000 V FCI 6.000 4.50 L2 - M- 9.00% - Zzsohulh 3eIn 815 815 3wDt+660 - 55.22000 B MVU 71.300 8.30 Py2 - MM 73.60% - Lcqabkdf 3dUy 615 615 3xSe+550 - 35.53000 Iwc ESJ 36.700 - VM - IG - - - - - - - - Retained
Tranche Comments
C-1: Registration: 144B/Krt X;
S-2: Registration: 144V/Gns F;
O-1: Registration: 144M/Uqr B;
B-2: Registration: 144J/Xlx E;
N: Registration: 144Z/Jtw H;
M: Registration: 144I/Ulp K;
B: Registration: 144G/Mer V;
V: Registration: 144D/Qwv Z;
Iwc: Registration: 144D/Nch S;
Deal Comments
Ity-Lvnn Avyqtlu 2.00
Reinvestment Period (YRS)
7
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