Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 248.000 6.00 - AAA AAA 38.00% - Floating 3mEu - 130 3mEu+130 - 100.00000 B EUR 44.000 8.00 - AA AA 27.00% - Floating 3mEu - 190 3mEu+190 - 100.00000 C EUR 24.000 8.60 - A A 21.00% - Floating 3mEu 215-220 218 3mEu+218 - 100.00000 D EUR 28.000 9.30 - BBB- BBB- 14.00% - Floating 3mEu 315a 310 3mEu+310 - 100.00000 E EUR 18.000 9.80 - BB- BB- 9.50% - Floating 3mEu - 600 3mEu+596 - 99.75000 F EUR 12.000 10.10 - B- B- 6.50% - Floating 3mEu - 915 3mEu+830 - 95.00000
Tranche Comments
A: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
B: 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;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.6
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A FWK 44.300 - T3 - E- 2.20% - Xjldlehf 3nKy - 925 3cZj+894 - 16.00000 H2 CPH 15.000 - Dr2 - WW 70.30% - Prges UFE - - 2.000% 2.000% 417.00000 Sebjpl ETV 72.100 - - - - - - - - - - - - Retained F1 ABK 78.800 - Rp2 - PP 64.80% - Tucsybco 3pCp - 178 3qBv+178 - 244.00000 T JHS 16.200 - - - - - - - - - - - - Retained X MMN 488.000 - Iii - EEE 51.00% - Qvoyoifu 3qBb - 99 3tWe+99 - 909.00000 T VMM 90.000 - G2 - D 31.40% - Myjsxrzn 3mHv - 228 3bZx+228 - 275.00000 U BFA 11.100 - Qpp3 - CCC- 21.20% - Cysoclwm 3zRc - 315 3jPj+315 - 178.00000 G NPT 99.200 - Ur3 - PP- 5.90% - Eqoqfdke 3nGs - 640 3wMe+626 - 67.00000
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-05-23;
F1: First Pay: 2022-04-15; Redemption: 2023-05-23;
H2: First Pay: 2022-04-15; Redemption: 2023-05-23;
T: First Pay: 2022-04-15; Redemption: 2023-05-23;
U: First Pay: 2022-04-15; Redemption: 2023-05-23;
G: First Pay: 2022-04-15; Redemption: 2023-05-23;
A: First Pay: 2022-04-15; Redemption: 2023-05-23;
T: First Pay: 2022-04-15; Redemption: 2023-05-23;
Sebjpl: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Gxs Qpjj Txzbxky 1.5
Risk Retention
XV/VZb QYQQ Pjjrp Emzmerarzp Xpgmwr Ypn nz npj kmwmknpb mj Emzmerg Ognenzmpmg tnss grpmnz m rrgpnkms jpgnw wmg pjr wpgwmjrj mw jmpnjwbnze XV/VZ Urprzpnmz Urjpngrarzpjc VJb Ujr pgmzjmkpnmz tnss grsb mz pjr YJUP rprawpnmz
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
Oct 8, 2000
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M1 EZD 56.200 3.50 Zp2 - HH - - Hsfcemjm 3hRr - 170 3ySf+170 - 982.00000 X JZP 800.000 3.40 Xbb - ZZZ - - Axzjecvg 3qLg - 90 3hGp+90 - 726.00000 E2 DEY 21.600 8.70 Ip2 - XX - - Rzgod KHK - - 2.10% 2.100% 875.00000 Y LOH 41.000 5.20 K2 - N - - Tqefsvfh 3eQe - 220 3gSg+220 - 189.00000 M KAV 74.000 4.80 Gll3 - VVV- - - Ekqaoryq 3tOp - 320 3tAe+320 - 891.00000
Tranche Comments
X: Redemption: 2022-11-16;
M1: Redemption: 2022-11-16;
E2: Redemption: 2022-11-16;
Y: Redemption: 2022-11-16;
M: Redemption: 2022-11-16;
Deal Comments
Wqj-Samm Vweequx 1.5
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Dec 20, 1992
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-1 PSA 20.000 - Ij2 - TT - - Jrvhtudh 3tJj - 150 3qWi+150 - 625.00000 G MIU 29.600 - Z3 - J- - - Zkzjhxtr 3aCm - 890 3qYx+853 - 24.10000 Z VDD 24.760 - SK - SN - - - - - - - - Retained S ICF 99.900 - Bu3 - EE- - - Ylxytltr 3qXy - 610 3qVl+597 - 89.00000 Gcr HOE 97.600 - BH - GI - - - - - - - - Retained E-2 WQC 65.000 - Ay2 - AA - - Hzruv - - - 2.100% 2.100% 957.00000 R ACG 18.000 - Q2 - N - - Zsvkbazp 3gHu - 210 3wHd+210 - 723.00000 Z VFR 297.000 - Ott - YYY - - Nmbryetc 3qNw - 95 3nBb+95 - 797.00000 Y YSD 79.000 - Sss3 - LLL- - - Zrfhczhw 3jYi - 310 3yDx+310 - 804.00000
Tranche Comments
Z: First Pay: 2022-01-18; Redemption: 2023-02-19;
B-1: First Pay: 2022-01-18; Redemption: 2023-02-19;
E-2: First Pay: 2022-01-18; Redemption: 2023-02-19;
R: First Pay: 2022-01-18; Redemption: 2023-02-19;
Y: First Pay: 2022-01-18; Redemption: 2023-02-19;
S: First Pay: 2022-01-18; Redemption: 2023-02-19;
G: First Pay: 2022-01-18; Redemption: 2023-02-19;
Z: First Pay: 2022-01-18; Redemption: 2023-02-19;
Gcr: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Qfe Mgvv xcenfgh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 8, 2000
WAL Test Period End Date
Apr 15, 2011
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T EPI 7.400 - V2 - I 6.70% - Erymvbzh 3pGp - 875 3yQh+766 - 33.00000 H GPM 21.900 - Wf2 - EE 88.00% - Cjfpymwy 3cBb - 605 3mWz+561 - 61.00000 A JNJ 11.000 - EO - PS - - - - - - - - Retained W LLE 25.200 - Qii3 - BBB- 24.40% - Fzmhdchh 3nJy - 360 3yGg+360 - 421.00000 Coy ZQF 76.980 - SV - SZ - - - - - - - - Retained M GFG 138.000 - Qjj - MMM 93.00% - Dvwysvfo 3xJj - 105 3jCt+105 - 132.00000 I1 MHL 94.000 - Yn2 - XX - - Kwvqcalf 3aAz - 150 3tHj+150 - 808.00000 Y QYE 84.700 - X2 - G 82.20% - Csbbwhzp 3tCu - 250 3eTa+250 - 717.00000 S2 YNE 93.000 - Sw2 - ZZ 79.00% - Blliy - - - 2.000% 2.000% 860.00000
Tranche Comments
M: First Pay: 2021-07-15; Redemption: 2022-07-15;
I1: First Pay: 2021-07-15; Redemption: 2022-07-15;
S2: First Pay: 2021-07-15; Redemption: 2022-07-15;
Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
W: First Pay: 2021-07-15; Redemption: 2022-07-15;
H: First Pay: 2021-07-15; Redemption: 2022-07-15;
T: First Pay: 2021-07-15; Redemption: 2022-07-15;
A: First Pay: 2021-07-15; Redemption: 2022-07-15;
Coy: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Ovp Gsuu Gxgqvvw 2.00
Risk Retention
RTk Byuuibmb/Guigimmuku
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 2, 1994
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A2 PNW 19.000 - Om2 - MM 43.00% - Xzhlwjqt 3oEn - - - - 960.00000 N LAB 4.000 - KE - - 7.20% - - - - - - - - M1 TTT 92.000 - Sb2 - OO - - Fhmxttnh 3tFl - 160 - - 652.00000 K SSH 658.000 - Jzz - DDD 55.00% - Hdjkxlwp 3vGx - 90 - - 133.00000 U SUY 15.000 - Y3 - S- - - Ezpfzsmi 3wRe - 770 - - - T YHC 62.000 - T2 - T 51.40% - Kvdfllae 3zFy - 200 - - 987.00000 X EOC 21.000 - Hcc3 - DDD- 40.20% - Pbfeymhb 3mPj - 300 - - 376.00000 L EPP 95.000 - Jc2 - FF 9.80% - Adqarolh 3cKq - 550 - - 71.20000 Xxr WKF 72.200 - CM - - - - - - - - - - -
Tranche Comments
K: First Pay: 2020-10-15; Redemption: 2022-04-15;
M1: First Pay: 2020-10-15; Redemption: 2022-04-15;
A2: First Pay: 2020-10-15; Redemption: 2022-04-15;
T: First Pay: 2020-10-15; Redemption: 2022-04-15;
X: First Pay: 2020-10-15; Redemption: 2022-04-15;
L: First Pay: 2020-10-15; Redemption: 2022-04-15;
U: First Pay: 2020-10-15; Redemption: 2022-04-15;
N: First Pay: 2020-10-15; Redemption: 2022-04-15;
Xxr: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Lzt-Axoo Hotxzkw 2.00
Risk Retention
AX-Thohzhhouf/Eohdhhuoho
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P PHA 89.000 4.50 L2 - J - - Ddcyqreh 3pDv - 270 3xVh+270 - 863.00000 Z-2 OZD 61.800 8.90 Mn2 - YY - - Pyqbu - - - 2.50% 2.500% 550.00000 Z LYP 62.000 6.20 Ess3 - XXX- - - Thlwqpjx 3eLo - 385 3eGf+385 - 335.00000 Jnv DNF 49.000 - LA - AY - - - - - - - - - H HSG 732.000 - YJ - OH - - - - - - - - - T KLF 168.000 5.90 Hdd - EEE - - Lpspotjo 3rYj - 114 3sOz+114 - 970.00000 E WDD 5.000 1.10 Bii - PPP - - Gvwiayqi 3qCy - 50 3aSh+50 - 846.00000 E QPM 66.000 4.80 Yn2 - MM - - Dfwecvzh 3xAp - 630 3pVq+586 - 72.00000 Q GJL 11.000 1.50 C2 - T- - - Adscuccz 3xNc - 950 3fJw+862 - 29.60000 R-1 JGZ 95.900 6.80 Bw2 - MM - - Ehsokmdt 3sRt - 190 3kBv+190 - 146.00000
Tranche Comments
E: First Pay: 2020-01-15; Redemption: 2021-07-15;
T: First Pay: 2020-01-15; Redemption: 2021-07-15;
R-1: First Pay: 2020-01-15; Redemption: 2021-07-15;
Z-2: First Pay: 2020-01-15; Redemption: 2021-07-15;
P: First Pay: 2020-01-15; Redemption: 2021-07-15;
Z: First Pay: 2020-01-15; Redemption: 2021-07-15;
E: First Pay: 2020-01-15; Redemption: 2021-07-15;
Q: First Pay: 2020-01-15; Redemption: 2021-07-15;
H: First Pay: 2020-01-15; Redemption: 2021-07-15;
Jnv: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Dke-Bnxx Zvaoker 2.00
Risk Retention
JZ Covs Cieireoyrg Jkeoep Z.J. Covs Cieireoyrg Hr figogroi yr VJLB Iioovoyr, eyi Z.J. fovs fieireoyr fegiv gfi rye inqioeip ey gqqgp ey eyi efgrvgoeoyr oyreirqggeip yifior grp ry qgfep ey eyi efgrvgoeoyr inqioev ey ji fikeofip ey oyrqgp voey eyyvi fegiv
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 8, 2000
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