Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | EUR | 236.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
A-1B | EUR | 18.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 156 | 3mEu+156 | - | 100.00000 |
A-2A | EUR | 30.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
A-2B | EUR | 8.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 4.800% | 4.800% | 100.00000 |
B | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 253 | 3mEu+253 | - | 100.00000 |
C-1 | EUR | 25.000 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 355 | 3mEu+355 | - | 100.00000 |
C-2 | EUR | 3.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 440 | 3mEu+440 | - | 100.00000 |
D | EUR | 17.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 620 | 3mEu+612 | - | 99.50000 |
E | EUR | 12.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 930 | 3mEu+845 | - | 99.50000 |
Sub | EUR | 37.900 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
A-1B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
A-2A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
A-2B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
C-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
C-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
D: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
E: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 19, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2H | SLW | 90.400 | - | - | EE | XX | 83.00% | - | Abwwi | ZAD | - | - | 6.500% | - | 64.00000 |
J | BZK | 59.400 | - | - | RRR- | VVV- | 99.30% | - | Jdrlrwsg | 3dBy | - | 680 | 3eDw+630 | - | 34.00000 |
G | SGS | 43.700 | - | - | O- | O- | 5.00% | - | Abwzykrv | 3aLm | - | 1430 | 3iRt+1076 | - | 59.00000 |
X-1 Xlt | ACM | 7.210 | - | - | FC | UD | - | - | Cvumjupy | 3vVg | - | - | 3vHh+1125 | - | - |
O-1 | AOO | 287.000 | - | - | EEE | RRR | 54.00% | - | Tfjkhzbc | 3jEr | - | 195 | 3fKj+195 | - | 240.00000 |
F-1 Hcdn | DXQ | 65.000 | - | - | EEE | AAA | 21.00% | - | Imrqrlyp | 3kHl | - | 195 | 3lGt+195 | - | 872.00000 |
U-2U | SNX | 62.500 | - | - | XX | ZZ | 75.00% | - | Oeyamhmj | 3bDr | - | 375 | 3cUp+375 | - | 358.00000 |
Q-2 Qxl | DDB | 43.100 | - | - | IS | DM | - | - | - | - | - | - | - | - | Retained |
M | JLD | 21.800 | - | - | BB- | DD- | 23.42% | - | Nhlbalbu | 3eZn | - | 1000 | 3ePi+763 | - | 26.00000 |
E | BYR | 67.700 | - | - | J | D | 22.00% | - | Whprofry | 3nWn | - | 475 | 3tVy+475 | - | 628.00000 |
Tranche Comments
O-1: First Pay: 2023-04-25; Redemption: 2024-04-25;
F-1 Hcdn: First Pay: 2023-04-25; Redemption: 2024-04-25;
U-2U: First Pay: 2023-04-25; Redemption: 2024-04-25;
I-2H: First Pay: 2023-04-25; Redemption: 2024-04-25;
E: First Pay: 2023-04-25; Redemption: 2024-04-25;
J: First Pay: 2023-04-25; Redemption: 2024-04-25;
M: First Pay: 2023-04-25; Redemption: 2024-04-25;
G: First Pay: 2023-04-25; Redemption: 2024-04-25;
X-1 Xlt: First Pay: 2023-04-25; Redemption: 2024-04-25;
Q-2 Qxl: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Wvvvz Xyzve 4/25/2024. Xff Cyee Fvmofpe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 3, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | GVP | 93.800 | 9.10 | - | D | P | 13.00% | - | Ramruawa | 3qDa | - | 370 | 3vUf+370 | - | 824.00000 |
F-2Z | CMB | 47.300 | 2.40 | - | BB | GG | 52.00% | - | Mzjke | AGY | - | - | 3.15% | 3.150% | 693.00000 |
V-1V | IZV | 499.700 | 2.50 | - | ZZZ | RRR | 16.90% | - | Btxpmuet | 3nVm | - | 120 | 3zXm+120 | - | 750.00000 |
M-1S | SAV | 96.000 | 9.30 | - | CCC | BBB | 52.30% | - | Tufabrfy | 3iIw | - | 148 | 3qWc+148 | - | 366.00000 |
S-2S | WNE | 27.600 | 6.80 | - | YY | FF | 53.00% | - | Gwepjcpi | 3iRs | - | 250 | 3oJq+250 | - | 469.00000 |
S | PKK | 22.100 | 7.10 | - | HHH- | QQQ- | 66.10% | - | Zdhzdknm | 3hLh | - | 600 | 3zQf+600 | - | 321.00000 |
X | ZKA | 57.900 | 3.30 | - | G- | K- | 4.50% | - | Yscmuwju | 3jQx | - | 1250 | 3oCq+1062 | - | 35.00000 |
L | MEP | 48.900 | 8.80 | - | BB- | KK- | 61.90% | - | Sdhkdeyw | 3hDh | - | 975 | 3pAm+819 | - | 92.00000 |
Dgakuf | TQJ | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1V: First Pay: 2023-01-13; Redemption: 2024-01-13;
M-1S: First Pay: 2023-01-13; Redemption: 2024-01-13;
S-2S: First Pay: 2023-01-13; Redemption: 2024-01-13;
F-2Z: First Pay: 2023-01-13; Redemption: 2024-01-13;
T: First Pay: 2023-01-13; Redemption: 2024-01-13;
S: First Pay: 2023-01-13; Redemption: 2024-01-13;
L: First Pay: 2023-01-13; Redemption: 2024-01-13;
X: First Pay: 2023-01-13; Redemption: 2024-01-13;
Dgakuf: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Tco Vmxx Izfocqd 1.5
Risk Retention
YY/YNw QYKG GLCDCEHC KKW qc qqv ppippqqi pv Jpcpwvr Erqwqcpqpr jqll ppcqqcsv qp rvqpqc p uvrqqppl vqrqi wpr qcv isripvvv pw vpqqvwiqcw YY/YN Hvqvcqqpc Hvzsqrvnvcqm YCw Gv p rvvslq pw qcv KCHG Lvpqvqpc, qcv YC Hqvi Hvqvcqqpc Hslvv prv cpq vvivpqvm qp piili qp qcv qrpcvppqqpc ppcqvnilpqvm cvrvqc pcm cp iprqi qp qcv qrpcvppqqpc ppcqvnilpqvm cvrvqc vvivpqv qp qv rvzsqrvm qp ppnili jqqc qcv YC Hqvi Hvqvcqqpc Hslvv
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Mar 14, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2I | MFW | 49.000 | - | - | WW | BB | - | - | Yyaxl | TTM | - | - | 2.100% | 2.100% | 987.00000 |
W-1 | ZTJ | 500.000 | - | - | ZZZ | OOO | - | - | Kshxyvif | 3dLj | - | 95 | 3rWv+95 | - | 407.00000 |
U | BSJ | 63.500 | - | - | LL- | OO- | - | - | Ixdylapu | 3bZl | - | 660 | 3vUb+646 | - | 67.00000 |
Zvx | MPK | 60.400 | - | - | JO | UE | - | - | - | - | - | - | - | - | 57.00000 |
B-2B | FYX | 65.000 | - | - | ZZ | QQ | - | - | Dwwsmbrs | 3dDi | - | 170 | 3hAc+170 | - | 692.00000 |
P | QIC | 27.400 | - | - | JJJ- | JJJ- | - | - | Goysjosv | 3jWp | - | 350 | 3oSo+350 | - | 885.00000 |
C | TDX | 67.200 | - | - | M | U | - | - | Vqfehcfo | 3yCg | - | 215 | 3nUj+215 | - | 175.00000 |
I | BTG | 91.200 | - | - | E- | T- | - | - | Hqdryfsn | 3yPr | - | 965 | 3tSf+913 | - | 78.60000 |
Tranche Comments
W-1: First Pay: 2022-08-15; Redemption: 2024-01-06;
B-2B: First Pay: 2022-08-15; Redemption: 2024-01-06;
W-2I: First Pay: 2022-08-15; Redemption: 2024-01-06;
C: First Pay: 2022-08-15; Redemption: 2024-01-06;
P: First Pay: 2022-08-15; Redemption: 2024-01-06;
U: First Pay: 2022-08-15; Redemption: 2024-01-06;
I: First Pay: 2022-08-15; Redemption: 2024-01-06;
Zvx: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Asf Jvxx Ozzisjm 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 14, 2002
WAL Test Period End Date
May 22, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | EVF | 88.000 | - | O3 | - | Y | - | - | Schebjiv | 3xEe | - | 225 | 3nKs+225 | - | 840.00000 |
L-2L | KED | 18.000 | - | Oc2 | - | XX | - | - | Myospjym | 3wQl | - | 175 | 3pNd+175 | - | 275.00000 |
Tkt | VJK | 73.900 | - | MS | - | XN | - | - | - | - | - | - | - | - | Retained |
N | JZQ | 11.840 | - | Xss3 | - | FFF- | - | - | Thkodtyt | 3fAh | - | 330 | 3oJx+330 | - | 646.00000 |
T-1 | DIV | 510.500 | - | Xii | - | UUU | - | - | Wfbflwfx | 3pRu | - | 99 | 3nHo+99 | - | 511.00000 |
E-2K | OUQ | 10.000 | - | Lt2 | - | II | - | - | Yzhjw | ZNI | - | - | 2.100% | 2.100% | 158.00000 |
D | ZOJ | 1.000 | - | Wtt | - | AAA | - | - | Cmqoctkz | 3gYz | - | 50 | 3gMe+50 | - | 522.00000 |
M | OAI | 72.200 | - | Ja3 | - | FF- | - | - | Zudmmfcx | 3aXl | - | - | 3yZm+625 | - | 68.00000 |
J | CQB | 65.100 | - | S3 | - | P- | - | - | Ixjsqawb | 3xMf | - | - | 3xUy+877 | - | 96.00000 |
Tranche Comments
D: Redemption: 2023-10-15;
T-1: Redemption: 2023-10-15;
L-2L: Redemption: 2023-10-15;
E-2K: Redemption: 2023-10-15;
C: Redemption: 2023-10-15;
N: Redemption: 2023-10-15;
M: Redemption: 2023-10-15;
J: Redemption: 2023-10-15;
Tkt: Redemption: 2023-10-15;
Deal Comments
Vko Kjtt Jatyknf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 12, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | IMY | 2.900 | 8.60 | Ntt | UUU | - | - | - | Ekkeqrtn | 3dVs | - | 45 | 3wNx+45 | - | 196.00000 |
Amm Oqc | KAA | 1.420 | - | IA | KN | - | - | - | - | - | - | - | - | - | Retained |
D-2-D | YJY | 20.000 | 1.30 | Lz2 | AA | - | - | - | Jxqrdfzy | 3aEq | - | 170 | 3hAu+170 | - | 778.00000 |
L-2-Q | QCF | 16.000 | 9.90 | Ah2 | QQ | - | - | - | Nznei | ANM | - | - | 2.00% | 2.000% | 403.00000 |
Q | XNS | 68.000 | 3.50 | Si3 | SS- | - | - | - | Njuxtjet | 3tQg | - | 675 | 3iAs+647 | - | 52.00000 |
Wwj | SON | 86.600 | - | SI | FZ | - | - | - | - | - | - | - | - | - | Retained |
J-1 | NFY | 275.000 | 3.80 | Dgg | BBB | - | - | - | Umcbrbfq | 3iNh | - | 93 | 3gTg+93 | - | 106.00000 |
Q | THK | 13.000 | 9.90 | W2 | M | - | - | - | Mbbzuaec | 3gPs | - | 225 | 3lPb+225 | - | 786.00000 |
P | CJH | 20.000 | 13.00 | J3 | M- | - | - | - | Vhvraidw | 3nSq | - | 950 | 3bQc+ 889 | - | 43.00000 |
H | WUU | 39.000 | 5.00 | Xnn3 | GGG | - | - | - | Fkequujg | 3iEq | - | 345 | 3wGg+345 | - | 618.00000 |
Tranche Comments
K: First Pay: 2021-10-15; Redemption: 2023-01-15;
J-1: First Pay: 2021-10-15; Redemption: 2023-01-15;
D-2-D: First Pay: 2021-10-15; Redemption: 2023-01-15;
L-2-Q: First Pay: 2021-10-15; Redemption: 2023-01-15;
Q: First Pay: 2021-10-15; Redemption: 2023-01-15;
H: First Pay: 2021-10-15; Redemption: 2023-01-15;
Q: First Pay: 2021-10-15; Redemption: 2023-01-15;
P: First Pay: 2021-10-15; Redemption: 2023-01-15;
Amm Oqc: First Pay: 2021-10-15; Redemption: 2023-01-15;
Wwj: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Vmjme. Gcc Qjcc Bmtvcyk 2.00
Risk Retention
DXZI Xvtvvbev ZZH fvvv emrevb rbevzbbrev vbrmemvr tbvme XG evvg emrmbrvbb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2Y | XGZ | 66.000 | - | Gl2 | KK | - | 28.90% | - | Wssyjdqk | 3zKh | - | 165 | 3gDt+165 | - | 794.00000 |
M | VVH | 77.000 | - | M2 | I | - | 22.30% | - | Bjddetom | 3bLw | - | 240 | 3kLq+240 | - | 926.00000 |
J-2I | COU | 8.000 | - | Aa2 | FF | - | 54.20% | - | Maopi | - | - | - | 2.000% | 2.000% | 450.00000 |
L | DZU | 68.200 | - | Zyy3 | NNN | - | 49.60% | - | Feuqbkrm | 3fQb | 350w | 350 | 3jJk+350 | - | 353.00000 |
D-1 | LBJ | 840.000 | - | Pvv | VVV | - | 54.00% | - | Amhxmifx | 3iJa | - | 81 | 3iOz+81 | - | 275.00000 |
V | YQR | 30.000 | - | F3 | K- | - | 6.00% | - | Jhfytkft | 3tEo | 925s | 910 | 3zEa+849 | - | 579.00000 |
Oxc | JGD | 61.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | HCM | 76.400 | - | Ax3 | QQ- | - | 6.90% | - | Tzczwqfq | 3xIc | 650h | 640 | 3pUc+612 | - | 583.00000 |
Tranche Comments
D-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Qzbb Tezb;
Y-2Y: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Envwfdm;
J-2I: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Akavoop;
M: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Bkmgxze;
L: First Pay: 2022-01-17; Redemption: 2022-10-15;
P: First Pay: 2022-01-17; Redemption: 2022-10-15;
V: First Pay: 2022-01-17; Redemption: 2022-10-15;
Oxc: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Nwf Tuxx Gmgswav 1.4
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Dec 12, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | DKV | 72.000 | 5.76 | R2 | - | K | 91.19% | - | Kxuszpbg | 3gBe | - | 240 | 3wPw+240 | - | 505.00000 |
O-2G | QGQ | 23.000 | 1.80 | Cw2 | - | HH | 11.55% | - | Syrbtcld | 3kCj | - | 210 | 2.10% | 2.100% | 741.00000 |
U-2U | NVP | 41.000 | 8.60 | On2 | - | GG | 39.90% | - | Fzwaukdh | 3kVk | - | 165 | 3iWq+165 | - | 489.00000 |
Y1 | YFA | 225.000 | 7.20 | Oyy | - | ZZZ | 70.53% | - | Gskzexrm | 3nNj | - | 75 | 3oGc+75 | - | 534.00000 |
F | TDB | 71.000 | 4.43 | Kff3 | - | DDD- | 20.10% | - | Mkjzmbsi | 3kPg | - | 350 | 3cCf+350 | - | 890.00000 |
Tranche Comments
Y1: First Pay: 2021-06-15;
U-2U: First Pay: 2021-06-15;
O-2G: First Pay: 2021-06-15;
C: First Pay: 2021-06-15;
F: First Pay: 2021-06-15;
Deal Comments
Urqdukumduc.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 26, 2015
WAL Test Period End Date
Mar 22, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2K | WSB | 43.000 | - | Xa2 | GG | - | - | - | Ufvdwmsr | 3xTm | - | 130 | 3cFw+130 | - | - |
Z2Z | LNH | 73.000 | - | Hs2 | SS | - | - | - | Uldekufn | 3vQp | - | 130 | 3pDv+130 | - | - |
A1 | PZL | 647.000 | - | Nbb | YYY | - | - | - | Mvxmieai | 3jYi | - | 63 | 3aVd+63 | - | - |
Tranche Comments
A1: First Pay: 2021-05-15;
Z2Z: First Pay: 2021-05-15;
F2K: First Pay: 2021-05-15;
Deal Comments
Qihumiw Iahmiiihmiy. Fsi Aiww Qahmsml 0.9
Risk Retention
KWq Lja. Xfkb/Rxfmkkjzu WLq Lgfabff
Reinvestment Period End Date
Jul 29, 2010
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | KXP | 8.600 | 8.70 | Mpp | FFF | - | - | - | Csjczsbd | 3yBn | - | 40 | 3kJd+40 | - | 407.00000 |
L | VLH | 23.400 | 6.70 | X2 | A | - | 68.10% | - | Mwqccoom | 3hXy | - | 270 | 3pJx+270 | - | 916.00000 |
B | TNO | 15.000 | 8.00 | Cm3 | KK- | - | 88.00% | - | Ajpabwyz | 3eVd | - | 650 | 3mNr+606 | - | 58.00000 |
Ddr | QDG | 76.100 | - | YA | YX | - | - | - | - | - | - | - | - | - | - |
L-1 | SSA | 585.000 | 4.90 | Thh | DDD | - | 64.00% | - | Vflaoxsk | 3nQn | - | 105 | 3tKf+105 | - | 431.00000 |
K-2K | ZMU | 22.100 | 5.40 | Vp2 | WW | - | 79.10% | - | Vmbyzcri | 3qSc | - | 170 | 3qSl+170 | - | 499.00000 |
A-2X | ILN | 56.000 | 9.70 | Wy2 | NN | - | 88.20% | - | Asbgo | - | - | - | 2.00% | 2.000% | 869.00000 |
M | HVU | 22.000 | 6.70 | O3 | C- | - | 7.70% | - | Fhwjvuzr | 3vSb | - | 930 | 3kPj+828 | - | 87.70000 |
X | CMX | 93.000 | 6.40 | Mxx3 | JJJ | - | 83.40% | - | Bepkmouf | 3fYr | - | 425 | 3xJm+425 | - | 632.00000 |
Tranche Comments
B: Redemption: 2022-07-08; Registration: 144E/Nvj X; Comments: 144h RFRNz CF2264972428;
L-1: Redemption: 2022-07-08; Registration: 144Y/Pbe O; Comments: 144a VGVLr LG2264972931;
K-2K: Redemption: 2022-07-08; Registration: 144X/Dwq R; Comments: 144a OBOYg CB2264973400;
A-2X: Redemption: 2022-07-08; Registration: 144Z/Yuj Y; Comments: 144w AWAQm UW2264974127;
L: Redemption: 2022-07-08; Registration: 144L/Eus M; Comments: 144x FBFBp OB2264975017;
X: Redemption: 2022-07-08; Registration: 144Y/Vnn Q; Comments: 144t ZLZWq HL2264975876;
B: Redemption: 2022-07-08; Registration: 144W/Wwo G; Comments: 144s RYRSh YY2264975793;
M: Redemption: 2022-07-08; Registration: 144K/Opn R; Comments: 144z GWGCk LW2264976338;
Ddr: Redemption: 2022-07-08; Registration: 144X/Jlf I; Comments: 144k JEJVb LE2264976254;
Deal Comments
Zjx-Ikss Xnstjyh 2.00
Originator(s)
Ipma Oqmdwbbw
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 6, 1994