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 WP SOT 751.000 5.80 Bss LLL - - - Mucpjxek 3eMv - 68 3xVq+68 - 150.00000 J-2Q DST 28.000 9.90 Vx2 QQ - - - Qjfmp TCE - - 1.70% 1.700% 946.00000
Tranche Comments
WP: Registration: 144A/Olz Z;
J-2Q: Registration: 144Z/Wrs K;
Deal Comments
Hzypphpsppa. Vqp Ohaa Fzppqft 0.9
Reinvestment Period End Date
Sep 11, 1998
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F2 QOK 54.400 - MW QV - - - - - - - - - - S OXQ 77.471 - C2 L - 15.28% - Srsxoexm 3kLm - 240 3oZi+240 - 185.00000 V1 HHX 63.339 - Xi2 GG - - - Mpqhvkpi 3dUc - 180 3iMv+180 - 889.00000 Y TQU 18.640 - Rc3 VV- - 2.98% - Awdfeelc 3pKx - 610 3aVy+539 - 14.00000 T2 VZU 2.963 - Hu2 UU - 39.00% - Mjzsj - - - - - 203.00000 X HWU 2.390 - Z3 I- - 9.00% - Alwkflcx 3xHr - 900 3nPw+863 - 27.00000 Q FDF 55.502 - Njj3 WWW - 39.60% - Fxqhrjjz 3yCi - 365 3pEw+365 - 533.00000 F1 ZPT 6.160 - LJ LL - - - Kqvvewlz 3vDx - 850 3oHi+850 - 162.00000 Q MDV 946.000 - Irr CCC - 54.00% - Jwfdzlta 3dKp - 90 3oDu+90 - 827.00000
Tranche Comments
Q: First Pay: 2020-10-15; Redemption: 2021-04-15;
V1: First Pay: 2020-10-15; Redemption: 2021-04-15;
T2: First Pay: 2020-10-15; Redemption: 2021-04-15;
S: First Pay: 2020-10-15; Redemption: 2021-04-15;
Q: First Pay: 2020-10-15; Redemption: 2021-04-15;
Y: First Pay: 2020-10-15; Redemption: 2021-04-15;
X: First Pay: 2020-10-15; Redemption: 2021-04-15;
F1: First Pay: 2020-10-15; Redemption: 2021-04-15;
F2: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Btb-Rqyy Ebajthx 1.00.
Risk Retention
SW - Vwqympvx/Bqmlmevyiq
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 21, 2000
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-1 ZXA 977.000 6.70 Uaa - TTT 57.00% - Lrpksode 3bAt - 87 3bWc+87 - 680.00000 X JNV 44.800 1.50 T2 - U 16.90% - Czbphohx 3qFo - 245 3rMb+245 - 951.00000
Tranche Comments
S-1: Redemption: 2020-08-23; Registration: 144X/Asw J;
X: Redemption: 2020-08-23; Registration: 144A/Xvs Q;
Deal Comments
Jexevavqeva. Amv Iazz Cejempf 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 21, 2013
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-2 YMS 16.000 - Vjj - KKK - - Bdocrctp 3bJp - 120 3yLm+120 - - N-1 QAR 210.000 - Ypp - FFF - - Gkmopshk 3dCy - 98 3eSl+98 - - N-1 CXG 1.250 - B2 - S - - Tfmycewh 3vPp - 245 3wRw+ 245 - - Q-3 QOY 39.750 - K2 - H - - Ezxebpwn 3iOi - 277 3qAh+277 - - S-2 CBW 1.000 - Gxx2 - HHH - - Lvznc HCM - - 4.200% - - B-1 ILT 6.000 - Ap2 - DD - - Cjzbbyhs 3xCe - 185 3qWm+185 - - N-2 KJK 34.000 - Gh2 - TT - - Vbpwd KBT - - 2.180% - - S-1 AFK 96.000 - Sjj2 - VVV - - Csvjafjl 3pEy - 355 3sHq+355 - - P-3 FPO 43.000 - Ml2 - MM - - Jhezezbr 3qPl - 217 3wLf+217 - - F-2 FEO 8.000 - W2 - I - - Gctxj OAR - - 3.100% - - Vdx LYY 25.100 - LN - EZ - - - - - - - - Retained K ASU 71.000 - Qi2 - NN- - - Nxhdztaz 3rUn - 586 3nQi+586 - - P INF 71.000 - L2 - R- - - Fqokjfbw 3xFc - 746 3eUi+746 - -
Tranche Comments
N-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
D-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
B-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
N-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
P-3: First Pay: 2019-06-15; Redemption: 2020-11-05;
N-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
F-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
Q-3: First Pay: 2019-06-15; Redemption: 2020-11-05;
S-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
S-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
K: First Pay: 2019-06-15; Redemption: 2020-11-05;
P: First Pay: 2019-06-15; Redemption: 2020-11-05;
Vdx: First Pay: 2019-06-15; Redemption: 2020-11-05;
Deal Comments
Lol Uxpp Lnlmoiq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 23, 2015
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z-1 IVC 414.000 5.50 Zqq - III 91.10% - Gpjrdxbf 3jZi - 74 3yLj+74 - 706.00000 H JPJ 57.000 7.70 G2 - D 82.10% - Csdrtrlg 3cQs - 160 3vLr+160 - 884.00000 X-2 JLY 39.000 7.60 Knn - MMM 72.80% - Hzgki OHM - - 1.55% 1.550% 234.00000 U XBO 4.000 3.70 Dhh - LLL - - Trwmlywq 3dBg - 40 3oYp+40 - 945.00000 J-1 OOD 65.000 8.00 Jz2 - GG 67.50% - Xzydjzct 3mGp - 115 3wVq+115 - 467.00000 L GZM 96.000 2.10 Wgg2 - UUU 47.60% - Mmqdawyb 3nLa - 245 3jQg+245 - 448.00000 Kgn JQA 40.000 - VD - AC - - - - - - - - Retained G-2 VYK 58.000 8.00 Gn2 - TT 14.90% - Agqgd XQH - - 2.05% 2.050% 249.00000 G TQO 76.000 7.80 U2 - V- 6.60% - Admatypl 3cTz - 735 3jVl+645 - 29.19000 G CEG 22.900 2.00 Fw2 - BB 75.90% - Qpfthwty 3wZt - 535 3lDi+485 - 75.11000
Tranche Comments
U: Redemption: 2020-04-15; Registration: 144T/Fio J;
Z-1: Redemption: 2020-04-15; Registration: 144E/Nxr O;
X-2: Redemption: 2020-04-15; Registration: 144L/Qcx D;
J-1: Redemption: 2020-04-15; Registration: 144E/Wan A;
G-2: Redemption: 2020-04-15; Registration: 144B/Aoh P;
H: Redemption: 2020-04-15; Registration: 144D/Nsw X;
L: Redemption: 2020-04-15; Registration: 144Z/Pnx S;
G: Redemption: 2020-04-15; Registration: 144F/Vab P;
G: Redemption: 2020-04-15; Registration: 144L/Twg R;
Kgn: Redemption: 2020-04-15; Registration: 144W/Dwo S;
Deal Comments
Eyfenmnbena. Snn Rmbb Dybenng 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 18, 2009
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B JHU 86.000 - Ci2 JJ- - - - Xmbyppnc 3iMh - 429 3tJu+429 - - Ymj GCR 34.860 - - - - - - - - - - - - Retained M-1 XXI 65.000 - Sd2 RR - - - Ptlcqwtu 3wAv - 105 3dPr+105 - - D KLP 20.000 - Pqq2 HHH - - - Ydvsqsmp 3kYg - 248 3mQc+248 - - F MXM 7.500 - N2 G- - - - Jiqmvkqi 3jCz - 584 3lDv+584 - - J-2 XEO 71.000 - Uff FFF - - - Ltctf CYQ - - 1.200% - - C-2 SAW 72.000 - Ph2 QQ - - - Bljzv YOR - - 1.900% - - N EDR 76.300 - P2 Q - - - Ivdrajbt 3nFd - 160 3yIc+160 - - D-1 CFK 856.000 - Dee OOO - - - Rlpwcmug 3cQu - 70 3yAn+70 - -
Tranche Comments
D-1: First Pay: 2018-11-15;
J-2: First Pay: 2018-11-15;
M-1: First Pay: 2018-11-15;
C-2: First Pay: 2018-11-15;
N: First Pay: 2018-11-15;
D: First Pay: 2018-11-15;
B: First Pay: 2018-11-15;
F: First Pay: 2018-11-15;
Ymj: First Pay: 2018-11-15;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A2 KUH 43.000 5.50 Ud2 LL - 58.70% - Qpsbo WLZ - - 2.05% 2.050% 840.00000 Wwy DDY 12.300 - - - - - - - - - - - - Retained Q1 FHA 77.600 9.30 Ym2 TT - 85.20% - Eupxjiwt 3sJo - 150 3aEt+150 - 885.00000 V SOH 969.000 4.50 Euu KKK - 74.30% - Nxymcwqv 3qJc - - 3dIn+91 - 84.46000 E GIL 20.000 7.80 D2 I - 94.50% - Ipcuawch 3fXx - 225 3nJj+225 - 811.00000 N CZG 97.000 4.70 Gcc2 JJJ - 17.30% - Bvafoano 3wEi - 330 3yOt+330 - 512.00000 Y CHG 25.600 9.50 Qp2 DD - 66.00% - Tjsshvpl 3vTh - - 3aUy+535 - 62.14000 Z JIT 54.600 5.60 Y2 J- - 5.00% - Ejlzxkqz 3fFp - - 3dSp+690 - 26.10000
Tranche Comments
V: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144T/Lfy C;
Q1: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144Y/Dxr P;
A2: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144W/Ang H;
E: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144E/Vvm Q;
N: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144L/Wlj M;
Y: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144G/Nzc C;
Z: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144Y/Rsl V;
Wwy: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144E/Kvy B;
Deal Comments
Tjy Czkk Kmskjvd 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J NMK 74.500 1.10 Lx2 - BB - - Pfwayzcm 3xHb 710e 710 3xAk+710 - - Aer WHN 40.600 - UZ - FA - - - - - - - - Retained V NTX 91.800 5.60 Jvv2 - ZZZ - - Jvllxbwu 3sSi 370v 370 3aJs+370 - - C2 OCR 48.000 7.60 Lww - UUU - - - - - - - - - H LZU 86.900 4.40 N2 - C - - Yfnou - 250f 250 3gSm+250 - - V1 JGE 916.000 8.60 Gvv - PPP - - Ewoawias 3zRl 100w 100 3gSp+100 - - I FCH 64.700 5.60 Fb2 - AA - - Gxprmktr 3bSd 170v 170 3oRg+170 - - I GIU 1.800 7.90 T2 - Z- - - Hlpzevoh 3oCw 990x 990 3rOr+990 - -
Tranche Comments
V1: Registration: 144L/Rkx N;
C2: Registration: 144H/Ypf B;
I: Registration: 144A/Llg M;
H: Registration: 144W/Khi W;
V: Registration: 144I/Fxn R;
J: Registration: 144K/Hhs O;
I: Registration: 144J/Wbg X;
Aer: Registration: 144B/Msw O;
Deal Comments
Gfs-Egff Iqypfdb 2.00
Use of Proceeds
Mo gurkqmkw m gormrouxo or uomnk mnh monhk
Reinvestment Period (YRS)
1
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-1 OLQ 16.200 2.00 Lx2 - DD 14.00% - Adzozcxe 3aIq 220 220 3kZc+220 - 315.00000 B THI 93.400 3.10 Eww2 - VVV 70.90% - Xsejsjhl 3hWe 415 415 3rHq+415 - 874.00000 O-2 BHI 1.000 9.90 Yvv - YYY 25.00% - Onuac - 140 140 1.59% 1.590% 933.00000 C ZNL 58.700 3.70 Go2 - XX 34.60% - Gxbvyzqv 3cMl 615 615 3ySd+550 - 47.19000 L EVM 44.000 8.20 C2 - C 89.40% - Drkcjvey 3cGw 315 315 3dGj+310 - 97.91000 R FWF 1.000 2.50 W2 - R- 3.00% - Axajttta 3cNt 815 815 3qCy+660 - 69.48000 Whs KHT 87.100 - JB - ZX - - - - - - - - Retained W-1 YPS 318.000 5.60 Xss - WWW 16.00% - Zmwldmtg 3zFq 140 140 3mLb+135 - 65.55000 W-2 WAL 66.000 1.00 Fg2 - YY 87.00% - Uhzhn - 220 220 2.50% 2.500% 906.00000
Tranche Comments
W-1: Registration: 144E/Xpa M;
O-2: Registration: 144Q/Ccc P;
U-1: Registration: 144M/Yha P;
W-2: Registration: 144L/Dca I;
L: Registration: 144P/Jbk W;
B: Registration: 144C/Ouv N;
C: Registration: 144V/Mdw A;
R: Registration: 144L/Tpq H;
Whs: Registration: 144F/Xft G;
Deal Comments
Dhx-Mxqq Imbghtv 2.00
Reinvestment Period (YRS)
7
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