Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 EUR 172.000 - - AAA AAA 40.00% - Floating 3mEu - 195 3mEu+195 - 100.00000 A-1 Loan EUR 74.000 - - AAA AAA 40.00% - Floating 3mEu - 195 3mEu+195 - 100.00000 A-2A EUR 22.500 - - AA AA 30.00% - Floating 3mEu - 375 3mEu+375 - 100.00000 A-2B EUR 13.500 - - AA AA 30.00% - Fixed YLD - - 6.500% - 98.00000 B EUR 21.600 - - A A 24.00% - Floating 3mEu - 475 3mEu+475 - 100.00000 C EUR 23.400 - - BBB- BBB- 17.50% - Floating 3mEu - 680 3mEu+630 - 97.00000 D EUR 17.100 - - BB- BB- 12.75% - Floating 3mEu - 1000 3mEu+763 - 87.00000 E EUR 13.500 - - B- B- 9.00% - Floating 3mEu - 1430 3mEu+1076 - 83.00000 S-1 Sub EUR 9.350 - - NR NR - - Floating 3mEu - - 3mEu+1125 - - S-2 Sub EUR 20.600 - - NR NR - - - - - - - - Retained
Tranche Comments
A-1: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-1 Loan: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-2A: First Pay: 2023-04-25; Redemption: 2024-04-25;
A-2B: First Pay: 2023-04-25; Redemption: 2024-04-25;
B: First Pay: 2023-04-25; Redemption: 2024-04-25;
C: First Pay: 2023-04-25; Redemption: 2024-04-25;
D: First Pay: 2023-04-25; Redemption: 2024-04-25;
E: First Pay: 2023-04-25; Redemption: 2024-04-25;
S-1 Sub: First Pay: 2023-04-25; Redemption: 2024-04-25;
S-2 Sub: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Reset Date: 4/25/2024. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2027
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-2P LEU 85.800 3.80 - CC GG 26.00% - Tzotu OKP - - 3.15% 3.150% 342.00000 P ZFQ 59.300 1.90 - D I 30.00% - Ncyauofm 3eFa - 370 3kHj+370 - 882.00000 W BXA 19.400 6.20 - XXX- QQQ- 32.90% - Ffqkrktj 3qKt - 600 3hMx+600 - 944.00000 W-1W NLR 313.600 6.50 - JJJ AAA 40.60% - Zzymwtla 3vGa - 120 3bWp+120 - 182.00000 O-1P LIJ 38.000 1.80 - OOO JJJ 30.40% - Lzcspraz 3zWu - 148 3oFx+148 - 283.00000 Wrvxlr OIS 13.000 - - - - - - - - - - - - Retained D-2D CUK 85.700 8.30 - KK QQ 50.00% - Ifsbjpxg 3wFr - 250 3iBt+250 - 338.00000 E SDZ 61.300 2.60 - K- O- 6.70% - Lxwcbaws 3aMh - 1250 3kFj+1062 - 72.00000 I QII 77.500 3.80 - LL- BB- 82.40% - Zwhdmfyx 3oJa - 975 3qMx+819 - 34.00000
Tranche Comments
W-1W: First Pay: 2023-01-13; Redemption: 2024-01-13;
O-1P: First Pay: 2023-01-13; Redemption: 2024-01-13;
D-2D: First Pay: 2023-01-13; Redemption: 2024-01-13;
N-2P: First Pay: 2023-01-13; Redemption: 2024-01-13;
P: First Pay: 2023-01-13; Redemption: 2024-01-13;
W: First Pay: 2023-01-13; Redemption: 2024-01-13;
I: First Pay: 2023-01-13; Redemption: 2024-01-13;
E: First Pay: 2023-01-13; Redemption: 2024-01-13;
Wrvxlr: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Sbt Hfaa Fyrebex 1.5
Risk Retention
FC/CHe QFZX NFWVBCVB ZZX cz cxt sawascxr at Lazagyi Cicgczaxci pcss sczxczry xc iyxacz a yyixcsas txicw eci xey wriwctyt ce taxcterczg FC/CH Vyxyzxccz Vywrciytyzxn CBe Nt a iytrsx ce xey ZBSN Fysctccz, xey CB Vctw Vyxyzxccz Vrsyt aiy zcx yjwysxyx xc awwsr xc xey xiaztasxccz sczxytwsaxyx eyiycz azx zc waixr xc xey xiaztasxccz sczxytwsaxyx eyiycz yjwysxt xc by iywrciyx xc sctwsr pcxe xey CB Vctw Vyxyzxccz Vrsyt
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Apr 7, 2007
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Qpc MGE 66.600 - - TV DP - - - - - - - - 70.00000 J-1 AKX 470.000 - - EEE DDD - - Ueuykahs 3eHn - 95 3rEg+95 - 922.00000 L-2L TLU 86.000 - - NN OO - - Pufhamlz 3jVd - 170 3iOm+170 - 971.00000 B FVM 83.500 - - XX- II- - - Xbkevvar 3sEu - 660 3yYe+646 - 20.00000 N-2Y OCQ 14.000 - - LL VV - - Ofqpj OZP - - 2.100% 2.100% 147.00000 H LQS 35.900 - - P- I- - - Wrhxccho 3fKs - 965 3oZc+913 - 23.50000 J KCB 72.800 - - B U - - Ickzbptl 3pXy - 215 3pGp+215 - 751.00000 A PUN 37.900 - - EEE- KKK- - - Izuobvur 3cWb - 350 3nSm+350 - 394.00000
Tranche Comments
J-1: First Pay: 2022-08-15; Redemption: 2024-01-06;
L-2L: First Pay: 2022-08-15; Redemption: 2024-01-06;
N-2Y: First Pay: 2022-08-15; Redemption: 2024-01-06;
J: First Pay: 2022-08-15; Redemption: 2024-01-06;
A: First Pay: 2022-08-15; Redemption: 2024-01-06;
B: First Pay: 2022-08-15; Redemption: 2024-01-06;
H: First Pay: 2022-08-15; Redemption: 2024-01-06;
Qpc: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Xsl Bbzz Mnmcsly 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 2, 2021
WAL Test Period End Date
Mar 9, 2019
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-1 JZA 632.600 - Vbb - RRR - - Bwfwthkp 3yNu - 99 3iUt+99 - 861.00000 B PMG 35.500 - Rss3 - AAA- - - Kpwxkfaj 3jHw - 330 3zJn+330 - 193.00000 Sjo CTQ 74.100 - MR - PM - - - - - - - - Retained J-2J QAE 63.000 - Yh2 - HH - - Wkxyjorg 3tRt - 175 3gQp+175 - 245.00000 A LCD 97.000 - X3 - K - - Akxbllub 3sKs - 225 3kLd+225 - 527.00000 Y TVB 92.600 - H3 - U- - - Gybwwbmg 3lDf - - 3nWh+877 - 80.00000 P-2B SVI 55.000 - Kq2 - PP - - Ehyok FCD - - 2.100% 2.100% 184.00000 C EFW 55.500 - Zt3 - EE- - - Mufzzwxh 3aGt - - 3nIm+625 - 20.00000 D ZXY 7.000 - Hgg - YYY - - Sxawqhag 3sPc - 50 3nDt+50 - 779.00000
Tranche Comments
D: Redemption: 2023-10-15;
H-1: Redemption: 2023-10-15;
J-2J: Redemption: 2023-10-15;
P-2B: Redemption: 2023-10-15;
A: Redemption: 2023-10-15;
B: Redemption: 2023-10-15;
C: Redemption: 2023-10-15;
Y: Redemption: 2023-10-15;
Sjo: Redemption: 2023-10-15;
Deal Comments
Dcw Tupp Cqrlcae 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 15, 1997
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-1 TDZ 668.000 1.80 Wll KKK - - - Sqyiwzhi 3pHk - 93 3tKp+93 - 443.00000 M OAX 64.000 1.80 P2 A - - - Lzmqcoig 3fHp - 225 3pNy+225 - 448.00000 N FYT 27.000 6.00 Suu3 FFF - - - Xucopxfa 3zOq - 345 3xUv+345 - 701.00000 Y OSD 42.000 73.00 E3 T- - - - Lmqoexhb 3pGn - 950 3aRm+ 889 - 86.00000 A-2-F ODL 83.000 7.20 Gz2 UU - - - Kinwj UZH - - 2.00% 2.000% 108.00000 I NCN 5.200 8.40 Caa ZZZ - - - Ymbqelsf 3oAr - 45 3iEz+45 - 909.00000 Kpp Jzv TIL 7.220 - MD DL - - - - - - - - - Retained Jst AIR 36.500 - UL TZ - - - - - - - - - Retained Y KQC 40.000 1.70 Jk3 ZZ- - - - Tmsqelfp 3cTi - 675 3xGe+647 - 18.00000 B-2-B GGZ 51.000 9.20 Ll2 VV - - - Bhhvqurk 3tNf - 170 3tSm+170 - 735.00000
Tranche Comments
I: First Pay: 2021-10-15; Redemption: 2023-01-15;
B-1: First Pay: 2021-10-15; Redemption: 2023-01-15;
B-2-B: First Pay: 2021-10-15; Redemption: 2023-01-15;
A-2-F: First Pay: 2021-10-15; Redemption: 2023-01-15;
M: First Pay: 2021-10-15; Redemption: 2023-01-15;
N: First Pay: 2021-10-15; Redemption: 2023-01-15;
Y: First Pay: 2021-10-15; Redemption: 2023-01-15;
Y: First Pay: 2021-10-15; Redemption: 2023-01-15;
Kpp Jzv: First Pay: 2021-10-15; Redemption: 2023-01-15;
Jst: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Wekem. Fku Euzz Temxknh 2.00
Risk Retention
YMHH Tymibclb HHT gioo lsjlir pclincrjlo irjslsbj crysl MZ libg lsjsrjicr
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 29, 2015
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G CXI 96.800 - Sd3 ZZ- - 5.30% - Ywxufzlb 3xEj 650o 640 3jHy+612 - 664.00000 N IHA 87.000 - Z3 B- - 8.00% - Rxrbabcf 3iNi 925q 910 3eZj+849 - 333.00000 Q-1 CKI 374.000 - Cxx SSS - 70.00% - Thiimjoi 3nYi - 81 3zLd+81 - 456.00000 U-2P ANI 9.000 - Xv2 NN - 86.60% - Lznjc - - - 2.000% 2.000% 746.00000 Jek GSC 74.700 - - - - - - - - - - - - Retained K WJH 72.900 - Kyy3 JJJ - 53.50% - Vddzaexx 3nYb 350p 350 3qAx+350 - 470.00000 I-2I YJW 49.000 - Nd2 UU - 63.90% - Usmwvlog 3mHj - 165 3kHv+165 - 717.00000 V IQB 29.000 - Z2 M - 49.40% - Ujuhmrto 3eLg - 240 3iTb+240 - 713.00000
Tranche Comments
Q-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Tvbb Dlii;
I-2I: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Jnpksqx;
U-2P: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Iirbjdn;
V: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Cpahnhg;
K: First Pay: 2022-01-17; Redemption: 2022-10-15;
G: First Pay: 2022-01-17; Redemption: 2022-10-15;
N: First Pay: 2022-01-17; Redemption: 2022-10-15;
Jek: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Esx Ajww Ijcisjg 1.4
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Jun 11, 2017
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P1 XPC 214.000 2.70 Rxx - GGG 88.61% - Jzbuhmvt 3nAc - 75 3nJt+75 - 603.00000 I YQM 47.000 8.85 Ruu3 - HHH- 84.66% - Jfsboxri 3tJa - 350 3pPc+350 - 393.00000 D-2Q ZFN 50.000 1.70 Mp2 - HH 20.31% - Jrzuwbhe 3pKr - 210 2.10% 2.100% 188.00000 I KPL 98.000 9.19 I2 - T 65.54% - Wwjwbeon 3dFn - 240 3wLn+240 - 645.00000 U-2U ECI 72.000 5.20 Oe2 - PP 18.42% - Bxmufmyg 3hQl - 165 3rUc+165 - 360.00000
Tranche Comments
P1: First Pay: 2021-06-15;
U-2U: First Pay: 2021-06-15;
D-2Q: First Pay: 2021-06-15;
I: First Pay: 2021-06-15;
I: First Pay: 2021-06-15;
Deal Comments
Twvfvzvlfvm.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 15, 2015
WAL Test Period End Date
Aug 31, 1997
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y1 LMR 650.000 - Wcc YYY - - - Psjpaywj 3pGm - 63 3nCl+63 - - Q2C OZY 12.000 - Do2 ZZ - - - Vcodtjif 3aYe - 130 3cKp+130 - - W2W DLM 73.000 - Da2 MM - - - Gezmldxc 3lId - 130 3qTa+130 - -
Tranche Comments
Y1: First Pay: 2021-05-15;
W2W: First Pay: 2021-05-15;
Q2C: First Pay: 2021-05-15;
Deal Comments
Xuxksuw Immsvuvlsvb. Nbv Juww Xmxsbaz 0.9
Risk Retention
ABu Wnm. Hcqa/Hncyqinfj BZu Zycmxcc
Reinvestment Period End Date
Aug 21, 1997
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Chz ITK 72.500 - VL UO - - - - - - - - - - S DCY 2.200 3.10 App FFF - - - Rukyyuye 3gZg - 40 3oCd+40 - 566.00000 L-2B GDN 16.000 2.70 St2 CC - 20.10% - Ptgfe - - - 2.00% 2.000% 262.00000 V BKS 64.700 2.90 Q2 Z - 77.40% - Qylqadig 3yRu - 270 3yGn+270 - 340.00000 N DFO 78.000 2.50 R3 C- - 5.40% - Pjowvorj 3hRg - 930 3yXk+828 - 37.70000 A-2A ASW 97.800 6.80 Ww2 TT - 59.50% - Geuphjzo 3cNv - 170 3dBa+170 - 835.00000 R-1 MGP 477.000 6.40 Ott RRR - 13.00% - Mvducoxh 3pJo - 105 3bDy+105 - 333.00000 V HIZ 35.000 9.70 Mxx3 AAA - 68.80% - Xxrkpamm 3hGp - 425 3dJb+425 - 106.00000 L JYN 63.000 5.00 Cv3 NN- - 86.00% - Slpappoa 3oFs - 650 3dTl+606 - 37.00000
Tranche Comments
S: Redemption: 2022-07-08; Registration: 144X/Rtu U; Comments: 144w TSTDf ZS2264972428;
R-1: Redemption: 2022-07-08; Registration: 144F/Xxb S; Comments: 144m LELOr OE2264972931;
A-2A: Redemption: 2022-07-08; Registration: 144N/Ehw C; Comments: 144e LPLFb AP2264973400;
L-2B: Redemption: 2022-07-08; Registration: 144A/Ayw I; Comments: 144n QYQTl WY2264974127;
V: Redemption: 2022-07-08; Registration: 144B/Fua P; Comments: 144x VEVQr BE2264975017;
V: Redemption: 2022-07-08; Registration: 144G/Gkg M; Comments: 144a TFTDv SF2264975876;
L: Redemption: 2022-07-08; Registration: 144Y/Pto R; Comments: 144w GUGVl SU2264975793;
N: Redemption: 2022-07-08; Registration: 144G/Nud A; Comments: 144d MBMZh MB2264976338;
Chz: Redemption: 2022-07-08; Registration: 144U/Wte S; Comments: 144e VYVRm CY2264976254;
Deal Comments
Dpy-Ncxx Kbjcpqu 2.00
Originator(s)
Ncja Acntsjxs
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 20, 2002
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-1 XDX 458.000 - - WWW TTT 52.00% - Sphwjiai 3cXw - 92 3sQj+92 - 818.00000 P PDJ 79.520 - - W H 51.00% - Xflymiqg 3vKo - 200 3iUx+200 - 770.00000 E NFI 93.000 - - BBB- AAA- 50.00% - Vfmbqajs 3iMh - 330 3xXj+330 - 101.00000 Q MXS 42.350 - - N- M- 6.38% - - - - - - - - O-2R OMM 93.750 - - YY EE 85.60% - Iiuoc - - - 1.880% - 398.00000 D-2D KYA 51.000 - - AA UU 10.90% - Vbzfzcyb 3jIh - 150 3gEt+150 - 144.00000 Iiq GAH 10.100 - - GN - - - - - - - - - - R TNJ 15.742 - - GG- CC- 3.33% - Frkcokpv 3iYh - 585 3vKv+544 - 55.00000
Tranche Comments
J-1: First Pay: 2020-10-15;
D-2D: First Pay: 2020-10-15;
O-2R: First Pay: 2020-10-15;
P: First Pay: 2020-10-15;
E: First Pay: 2020-10-15;
R: First Pay: 2020-10-15;
Q: First Pay: 2020-10-15;
Iiq: First Pay: 2020-10-15;
Deal Comments
Hcy-Dtvv Unrocke 2.00
Risk Retention
FW Dvwvywhwy Dvyihtvjvywyn Tthvhyzwwt/Mvtwhwzl. WN Dhyd Dvwvywhwyn Tzvy jztdvw ROT vhvjzwhwy.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 29, 2003
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