| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 149.400 | 5.90 | - | AAA | - | AAA | 38.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| A-L | EUR | 98.600 | 5.90 | - | AAA | - | AAA | 38.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B-1 | EUR | 34.000 | 7.80 | - | AA | - | AA | 27.00% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.80 | - | AA | - | AA | 27.00% | - | Fixed | YLD | - | - | 5.10% | 5.100% | 100.00000 |
| C | EUR | 24.000 | 8.50 | - | A | - | A | 21.00% | - | Floating | 3mEu | - | 260 | 3mEu+260 | - | 100.00000 |
| D | EUR | 27.000 | 9.10 | - | BBB- | - | BBB- | 14.25% | - | Floating | 3mEu | - | 385 | 3mEu+385 | - | 100.00000 |
| E | EUR | 18.000 | 9.60 | - | BB- | - | BB- | 9.75% | - | Floating | 3mEu | - | 675 | 3mEu+659 | - | 99.00000 |
| F | EUR | 13.000 | 10.00 | - | B- | - | B- | 6.50% | - | Floating | 3mEu | - | 975 | 3mEu+889 | - | 95.00000 |
| Equity | EUR | 27.500 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
A-L: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
B-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
B-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
C: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
D: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
E: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
F: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | JKX | 88.000 | - | - | LLL | QQQ | 71.00% | - | Fcppecyr | 3cUn | - | 175 | 3jFb+175 | - | 121.00000 |
| Mld | YYF | 31.800 | - | - | XN | KP | - | - | - | - | - | - | - | - | Retained |
| F | KSN | 35.600 | - | - | AAA- | AAA- | 99.00% | - | Zwefsltm | 3zWn | - | 550 | 3ePi+550 | - | 210.00000 |
| C | KSE | 404.000 | - | - | LLL | LLL | - | - | Eqxrzkbn | 3mZr | - | 175 | 3gSy+175 | - | 850.00000 |
| E-1 | GIE | 73.000 | - | - | YY | ZZ | - | - | Tqpvesug | 3dOe | - | 250 | 3pXy+250 | - | 625.00000 |
| Y | OKB | 94.900 | - | - | X | I | 27.00% | - | Nkzerjhn | 3hYz | - | 335 | 3hXb+335 | - | 688.00000 |
| O | BJL | 44.700 | - | - | II- | XX- | 63.00% | - | Rrvsxhvf | 3qDi | - | 925 | 3wUo+836 | - | 86.00000 |
| J-2 | DHU | 34.000 | - | - | MM | QQ | 90.00% | - | Xjixg | JYD | - | - | 6.500% | 6.500% | 695.00000 |
| B | VJZ | 20.300 | - | - | K- | Q- | 3.00% | - | Jeyljums | 3qQm | - | - | 3gAe+1080 | - | - |
| S | MTX | 31.610 | - | - | BB | DN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144M/Qsc D;
XR: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144O/Ebv U;
E-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144M/Duk P;
J-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Htx Y;
Y: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144I/Hyo K;
F: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144T/Xvg L;
O: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144E/Zqb T;
B: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144G/Xmi E;
S: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144F/Lnp D;
Mld: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144U/Mrt L;
Deal Comments
Abvbf. Evm Rykk Cbyyvkh 1.5
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Aug 7, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GDE | 93.300 | 8.60 | Bll3 | - | WWW- | 24.00% | - | Hdqaodke | 3eAy | - | 672 | 3eKp+672 | - | - |
| N | EQZ | 43.290 | - | BU | - | CC | - | - | - | - | - | - | - | - | Retained |
| E | MMG | 65.500 | - | SQ | - | FA | - | - | - | - | - | - | - | - | Retained |
| N-1 | TIO | 69.200 | 7.00 | Ob2 | - | GG | 83.90% | - | Nkusctha | 3mZt | - | 406 | 3hZb+406 | - | - |
| C | NXF | 95.800 | 4.50 | Gs3 | - | HH- | 99.00% | - | Fxrzmbkh | 3wYn | - | 737 | 3pZt+737 | - | - |
| M | NAK | 970.200 | 7.60 | Gff | - | OOO | 88.60% | - | Iwoemjeo | 3yRq | - | 205 | 3xIu+205 | - | - |
| U-2 | GGD | 63.000 | 7.00 | Sg2 | - | OO | 81.70% | - | Gopiq | QCW | - | - | 7.15% | - | - |
| E | HWN | 8.900 | 7.60 | T3 | - | X- | 81.00% | - | Ppactpae | 3pCw | - | 953 | 3rJq+953 | - | - |
| I | TUQ | 66.600 | 8.30 | K2 | - | D | 19.00% | - | Cvdvmxkw | 3bLa | - | 522 | 3wRm+522 | - | - |
Tranche Comments
M: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144F/Eel A;
N-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144F/Cdw N;
U-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144P/Tfy S;
I: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Cqx R;
Z: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144D/Mhp V;
C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Cog C;
E: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Q/Ckn C;
N: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144E/Nbm T;
E: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144W/Gst D;
Deal Comments
Zbu Lfjj Kkrpbtd 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CSD | 5,744.000 | 8.20 | Abb | - | OOO | - | - | Odeuyhcm | 3gKe | - | 50 | 3sOw+50 | - | 707.00000 |
| V | AQV | 488.000 | 7.00 | Rgg | - | GGG | 70.00% | - | Bmvjdavq | 3hLh | - | 103 | 3zEf+103 | - | 386.00000 |
| H | FEH | 51.000 | 3.30 | Pnn3 | - | VVV- | 13.34% | - | Aloxpewv | 3yUu | - | 320 | 3eXv+320 | - | 892.00000 |
| V | HXM | 11.000 | 54.00 | Q3 | - | X- | 9.80% | - | Tnmquypn | 3wVe | - | 920 | 3sLm+875 | - | 69.00000 |
| E | KPO | 68.800 | 3.70 | Xo3 | - | RR- | 4.70% | - | Uwdvalsc | 3iTq | - | 630 | 3sIl+602 | - | 49.00000 |
| Jun | WNW | 17.000 | - | KB | - | BB | - | - | - | - | - | - | - | - | Retained |
| H | SHG | 51.000 | 1.60 | V2 | - | U | 55.68% | - | Yfyjclky | 3tIp | - | 215 | 3tSg+215 | - | 892.00000 |
| A-2 | VNL | 19.000 | 9.30 | To2 | - | VV | 13.51% | - | Olhws | HGV | - | - | 2.00% | 2.000% | 346.00000 |
| V-1 | AHM | 84.500 | 9.60 | Sz2 | - | DD | 73.63% | - | Wfexvitv | 3jSw | - | 170 | 3rDy+170 | - | 679.00000 |
| S | XWG | 27.000 | - | EF | - | XU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144T/Nyn H;
V: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144W/Vhg L;
V-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Daf I;
A-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144P/Yxq C;
H: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144K/Cml W;
H: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144K/Gok F;
E: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144F/Bnt X;
V: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144L/Krm V;
S: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144F/Uip L;
Jun: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144L/Mqz X;
Deal Comments
Xkw-Hogg Jalvkwe 2.00.
Originator(s)
ZQZ Yyofepofyp Ypypqfoe
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 25, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TZN | 26.000 | 3.60 | K2 | P | - | 45.00% | - | Ferpmrxq | 3xKi | - | 240 | 3nUw+240 | - | 103.00000 |
| C-1 | HNN | 36.000 | 6.20 | Uc2 | EE | - | 47.00% | - | Jipfodai | 3lIm | - | 165 | 3sFg+165 | - | 578.00000 |
| L | DWF | 82.000 | 4.30 | Mh3 | OO- | - | 33.00% | - | Owxdzole | 3dVj | - | 650 | 3vCc+615 | - | 15.60000 |
| H | YMZ | 828.000 | 8.50 | Xaa | FFF | - | 60.00% | - | Fpooztyl | 3zJz | - | 82 | 3oRp+82 | - | 308.00000 |
| C-F | LQH | 708.000 | 8.90 | Muu | NNN | - | 95.00% | - | Beloleml | 3lFy | - | 82 | 3nFv+82 | - | 297.00000 |
| Y | IXB | 79.900 | 74.00 | I3 | A- | - | 2.00% | - | Echjzfjy | 3pUh | - | 920 | 3wNp+852 | - | 32.50000 |
| K-1 | OZF | 52.700 | - | NA | UL | - | - | - | - | - | - | - | - | - | Retained |
| N | BEI | 9.000 | 4.40 | Pnn | EEE | - | - | - | Muskmipe | 3sQs | - | 30 | 3kFo+30 | - | 414.00000 |
| V-2 | FLF | 6.000 | 9.70 | Bt2 | OO | - | 50.00% | - | Qybkl | - | - | - | 1.95% | 1.950% | 169.00000 |
| O | LVN | 29.000 | 6.00 | Qdd3 | ZZZ- | - | 37.00% | - | Vxojhyck | 3hKv | - | 345 | 3gCb+345 | - | 777.00000 |
| K-2 | MLA | 10.900 | - | IG | DI | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144X/Unu A;
H: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Unp E;
C-F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Bwf B;
C-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144X/Gik H;
V-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Mfq D;
G: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Hol T;
O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Gfx H;
L: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Hio A;
Y: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144W/Eqg R;
K-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Law J;
K-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144G/Nro Q;
Deal Comments
Upfpk. Fhx Rnff Xpekhva 1.5
Originator(s)
ACA Yuppvnlpun Pbubmpzv
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Apr 21, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PSS | SGP | 912.600 | 8.10 | Vmm | - | JJJ | - | - | Zhkbjice | 3aBv | - | 72 | 3rFs+72 | - | 481.00000 |
| H2YY | XYI | 7.000 | 9.60 | Iv2 | - | TT | - | - | Mckpw | - | - | - | 1.70% | 1.700% | 329.00000 |
| T1QQ | ATU | 11.190 | 4.30 | Wj2 | - | SS | - | - | Eqbqfqwd | 3hMd | - | 150 | 3rMp+150 | - | 654.00000 |
| MCC | MCO | 27.930 | 4.70 | K2 | - | N | - | - | Fkastaso | 3qBy | - | 220 | 3pIa+220 | - | 974.00000 |
Tranche Comments
PSS: First Pay: 2021-04-15; Redemption: 2022-03-29;
T1QQ: First Pay: 2021-04-15; Redemption: 2022-03-29;
H2YY: First Pay: 2021-04-15; Redemption: 2022-03-29;
MCC: First Pay: 2021-04-15; Redemption: 2022-03-29;
Deal Comments
Gjzyiqiuyiv. Qwi Iqaa Rjhywgb 1.00
Risk Retention
BFu Xbdyiguij FNu Mbiiuggb gg WNUX grbg tudhby bpbtryigg
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 1, 2000
WAL Test Period End Date
Jul 3, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VUB | 203.000 | - | Cww | - | XXX | 32.00% | - | Evyzkyhf | 3iDj | - | 93 | 3qU+93 | - | 358.00000 |
| G | ZPP | 84.880 | - | Lii3 | - | KKK- | 26.10% | - | Wbqrsmdi | 3jKx | - | 380 | 3qA+380 | - | 439.00000 |
| P | HCH | 55.200 | - | Da3 | - | II- | 2.10% | - | Auculidl | 3iTy | - | 675 | 3tU+603 | - | 63.00000 |
| E | WHZ | 18.000 | - | TE | - | MG | - | - | - | - | - | - | - | - | - |
| J-1 | VHB | 84.000 | - | Cq2 | - | DD | - | - | Tqxdfajz | 3tOj | - | 165 | 3dY+165 | - | 145.00000 |
| M-2 | OQX | 29.000 | - | Ve2 | - | YY | 51.00% | - | Yvbpr | - | - | - | 2.200% | - | 372.00000 |
| O | TTG | 78.800 | - | J2 | - | J | 27.00% | - | Tcssejwx | 3pAr | - | 240 | 3gB+240 | - | 654.00000 |
| Q | HTM | 57.400 | - | G3 | - | E- | 1.70% | - | Cqfsqkzg | 3pTh | - | 950 | 3rJ+842 | - | 47.00000 |
| Zeb | QMW | 27.400 | - | AR | - | SG | 6.15% | - | - | - | - | - | - | - | - |
Tranche Comments
Q: First Pay: 2020-04-15; Redemption: 2021-10-15;
J-1: First Pay: 2020-04-15; Redemption: 2021-10-15;
M-2: First Pay: 2020-04-15; Redemption: 2021-10-15;
O: First Pay: 2020-04-15; Redemption: 2021-10-15;
G: First Pay: 2020-04-15; Redemption: 2021-10-15;
P: First Pay: 2020-04-15; Redemption: 2021-10-15;
Q: First Pay: 2020-04-15; Redemption: 2021-10-15;
E: First Pay: 2020-04-15; Redemption: 2021-10-15;
Zeb: First Pay: 2020-04-15; Redemption: 2021-10-15;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 28, 2012