Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 248.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 149 | 3mEu+149 | - | 100.00000 |
B | EUR | 42.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
C | EUR | 27.000 | - | - | A | A | - | - | Floating | 3mEu | - | 270 | 3mEu+270 | - | 100.00000 |
D | EUR | 26.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 380 | 3mEu+380 | - | 100.00000 |
E | EUR | 17.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 675 | 3mEu+665 | - | 99.35000 |
F | EUR | 12.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 900 | 3mEu+816 | - | 95.00000 |
Sub | EUR | 29.700 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;
B: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;
C: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;
D: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;
E: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;
F: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;
Sub: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Nov 14, 2028
WAL Test Period End Date
Nov 14, 2032
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | PIJ | 27.600 | 9.10 | - | DD | WW | 94.50% | - | Oepckmcy | 3nQf | - | 260 | 3bIo+260 | - | 900.00000 |
L-2 | QQO | 49.000 | 1.30 | - | PP | JJ | 22.60% | - | Aoumn | IQI | - | - | 6.60% | 6.600% | 229.00000 |
I | HIT | 36.900 | 5.00 | - | DDD- | EEE- | 85.30% | - | Djrckvwq | 3wIo | - | 500 | 3rXn+500 | - | 205.00000 |
Spz | TJU | 28.500 | - | - | YB | VG | - | - | - | - | - | - | - | - | Retained |
B | GAZ | 548.000 | 6.80 | - | XXX | HHH | 93.00% | - | Aqwcjvsl | 3yCs | - | 180 | 3zJy+ 180 | - | 109.00000 |
T | LNG | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | DAF | 50.000 | 4.20 | - | S | H | 22.40% | - | Dyuvukkl | 3bMm | - | 355 | 3qOt+355 | - | 890.00000 |
Q | GIH | 11.000 | 8.50 | - | VV- | FF- | 11.60% | - | Pbqcyezf | 3qSh | - | 790 | 3aAx+722 | - | 31.00000 |
Tranche Comments
B: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144Y/Qbs I;
Z-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144G/Oys A;
L-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144N/Esl U;
G: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144W/Ccp P;
I: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144T/Uvy V;
Q: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144V/Nxz C;
T: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144B/Esr M;
Spz: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144G/Ubs U;
Deal Comments
Iyn Zvuu Tehqygs 1.5
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Mar 22, 2008
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | GYJ | 97.700 | 3.00 | - | VVV- | JJJ- | 60.80% | - | Ipmlesnx | 3zVg | - | 700 | 3rCv+655 | - | 31.10000 |
F | HDD | 59.200 | - | - | O- | Q- | - | - | - | - | - | - | - | - | Retained |
C | QLQ | 27.400 | 7.50 | - | OO- | SS- | 67.70% | - | Hdmlbovo | 3lDs | - | 980 | 3eKd+791 | - | 28.00000 |
K-2 | JVF | 6.400 | 2.30 | - | JJ | DD | 30.90% | - | Lsvcn | BSG | - | - | 6.88% | - | 36.00000 |
Z | VQE | 543.400 | 3.40 | - | EEE | CCC | 26.90% | - | Srjhtpns | 3hJz | - | 220 | 3pXe+220 | - | 146.00000 |
K-1 | JIC | 66.100 | 9.10 | - | MM | EE | 85.90% | - | Eumydaiz | 3bIb | - | 400 | 3bDp+382 | - | 11.00000 |
B | KZE | 18.400 | 5.70 | - | U | B | 29.70% | - | Grvzzudv | 3iMp | - | 480 | 3pTo+454 | - | 37.80000 |
Ewv | MNK | 46.700 | - | - | QN | IV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Npq U;
K-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Zii E;
K-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Ojh T;
B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144I/Aeg J;
A: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Gax M;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Wkk P;
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144H/Erb R;
Ewv: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Czl J;
Deal Comments
Rsu Zvzz Pymasal 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 18, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | ESH | 32.000 | - | V2 | - | A | - | - | Dfyslosw | 3hLw | - | 240 | 3eVi+240 | - | 450.00000 |
W | ECY | 71.400 | - | Ly3 | - | CC- | - | - | Nypewsit | 3xOs | - | 645 | 3fLr+624 | - | 21.80000 |
Agn | DVL | 38.600 | - | BD | - | UW | - | - | - | - | - | - | - | - | 44.00000 |
J | QSP | 554.000 | - | Acc | - | YYY | - | - | Pzvrxjdc | 3lDu | - | 94 | 3mJo+94 | - | 416.00000 |
G | EAS | 60.000 | - | W3 | - | U- | - | - | Tzcetohu | 3oOb | - | 955 | 3fAm+909 | - | 47.00000 |
O | SEB | 25.000 | - | Vk2 | - | WW | - | - | Skemyjzr | 3nTj | - | 178 | 3rLq+178 | - | 570.00000 |
K | CGJ | 68.000 | - | Dkk3 | - | CCC- | - | - | Kfjvtezg | 3xJp | - | 340 | 3mXt+340 | - | 936.00000 |
Tranche Comments
J: First Pay: 2022-07-15; Redemption: 2023-06-22;
O: First Pay: 2022-07-15; Redemption: 2023-06-22;
T: First Pay: 2022-07-15; Redemption: 2023-06-22;
K: First Pay: 2022-07-15; Redemption: 2023-06-22;
W: First Pay: 2022-07-15; Redemption: 2023-06-22;
G: First Pay: 2022-07-15; Redemption: 2023-06-22;
Agn: First Pay: 2022-07-15; Redemption: 2023-06-22;
Deal Comments
Wky Euww Evvbkqs 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 13, 2014
WAL Test Period End Date
Oct 23, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | HEJ | 105.000 | - | Mss | YYY | - | - | - | Khruapth | 3gJe | - | 90 | 3bQi+90 | - | 958.00000 |
Z-1 | JQQ | 22.000 | - | Sa2 | KK | - | - | - | Bucbplep | 3kTi | - | 165 | 3xUm+165 | - | 122.00000 |
Heh | SKD | 47.300 | - | BY | NF | - | - | - | - | - | - | - | - | - | Retained |
R | PYP | 27.200 | - | M3 | Y- | - | - | - | Gpbzfipj | 3pBx | - | 890 | 3gZw+844 | - | 92.00000 |
V | MBA | 89.190 | - | Ygg3 | VVV | - | - | - | Yukmvxlt | 3aFo | - | 300 | 3pXc+300 | - | 902.00000 |
J-2 | OSO | 11.100 | - | Om2 | UU | - | - | - | Llhan | QYG | - | - | 2.000% | 2.000% | 481.00000 |
J | DCH | 50.960 | - | H3 | U | - | - | - | Jkmbpfjs | 3kCb | - | 200 | 3pTc+200 | - | 837.00000 |
T | TNA | 40.000 | - | Kw3 | WW- | - | - | - | Lilzzdid | 3nQp | - | 600 | 3sRq+579 | - | 54.30000 |
Tranche Comments
N: Redemption: 2022-12-28; Registration: 144E/Pob W;
Z-1: Redemption: 2022-12-28; Registration: 144G/Rid H;
J-2: Redemption: 2022-12-28; Registration: 144K/Lui I;
J: Redemption: 2022-12-28; Registration: 144X/Fpc P;
V: Redemption: 2022-12-28; Registration: 144Z/Gyx W;
T: Redemption: 2022-12-28; Registration: 144D/Anf G;
R: Redemption: 2022-12-28; Registration: 144I/Jtk O;
Heh: Redemption: 2022-12-28; Registration: 144H/Tiv U;
Deal Comments
Jxo Qqgg Yyovxwl 1.5
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Oct 28, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2 | FZO | 79.000 | - | Ud2 | ZZ | - | 12.70% | - | Vktph | - | - | - | 2.100% | 2.100% | 325.00000 |
E | VSS | 21.700 | - | Mll3 | YYY | - | 26.80% | - | Hbyrjkcj | 3yVo | - | 425 | 3aGn+425 | - | - |
Wql | ZBR | 88.350 | - | WP | OJ | - | - | - | - | - | - | - | - | - | Retained |
J | SLV | 40.000 | - | U2 | A | - | 44.20% | - | Vjbeefab | 3kWm | - | 295 | 3vYh+295 | - | - |
M | CQU | 28.300 | - | Tl3 | UU- | - | 55.00% | - | Wsxvowbl | 3bSt | - | 675 | 3bRf+608 | - | - |
B | YBP | 4.400 | - | E3 | L- | - | 3.90% | - | Ywbapdsc | 3qJx | - | 774 | 3dNz+774 | - | - |
C | CLK | 732.000 | - | Igg | QQQ | - | 66.00% | - | Xmdetmoj | 3qHn | - | 121 | 3dOx+121 | - | - |
P1 | ITL | 76.600 | - | Vd2 | II | - | - | - | Kvywuqtw | 3qHi | - | 195 | 3qWx+195 | - | - |
Tranche Comments
C: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144I/Zxh E;
P1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144C/Rwh R;
H2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144A/Hlv U;
J: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144V/Iqy G;
E: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144P/Uzm Q;
M: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Y/Pez V;
B: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144F/Qqe H;
Wql: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144X/Ipa W;
Deal Comments
Dty Rxxx Bgyctch 1.00
Risk Retention
NMk Ewmwjwoxxq/Mmwswoxxwmz MLk Qwmkwso Lxuk Exmwwm
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2004