| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 171.200 | 1.50 | Aaa | - | AAA | 33.20% | - | Floating | 3mEu | - | 103 | 3mEu+103 | - | 100.00000 |
| B | EUR | 20.000 | 3.50 | Aa2 | - | AA | 25.40% | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| C | EUR | 15.100 | 3.70 | A2 | - | A | 19.50% | - | Floating | 3mEu | 210-220 | 205 | 3mEu+205 | - | 100.00000 |
| D | EUR | 14.100 | 3.90 | Baa3 | - | BBB- | 14.00% | - | Floating | 3mEu | 300-310 | 295 | 3mEu+295 | - | 100.00000 |
| E | EUR | 10.300 | 4.20 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | 600 | 590 | 3mEu+590 | - | 100.00000 |
| F | EUR | 5.100 | 4.30 | B3 | - | B- | 8.00% | - | Floating | 3mEu | 900 | 925 | 3mEu+895 | - | 99.00000 |
| Sub | EUR | 30.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
B: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
C: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
D: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
E: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
F: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | SGE | 90.800 | - | - | ZZ- | II- | 5.90% | - | Gztprvtf | 3bTb | - | 650 | 3zVd+642 | - | 64.10000 |
| Y | JDQ | 61.570 | - | - | NN | DD | 73.00% | - | Llrrhcqo | 3tQs | - | 185 | 3nAm+185 | - | 486.00000 |
| G | PGH | 69.700 | - | - | C | B | 74.00% | - | Pwkytxow | 3wEb | - | 215 | 3hRq+215 | - | 103.00000 |
| F | QEF | 897.800 | - | - | VVV | EEE | 72.00% | - | Smxyrinw | 3qMc | - | 127 | 3eHj+127 | - | 758.00000 |
| F | WKE | 68.860 | - | - | GGG- | CCC- | 41.00% | - | Mrkrvqry | 3gDh | - | 315 | 3vWh+315 | - | 325.00000 |
| Kqx | ZSJ | 27.400 | - | - | LJ | LA | - | - | - | - | - | - | - | - | Retained |
| R | GDN | 13.100 | - | - | G- | C- | 3.10% | - | Iezypdpl | 3yNd | - | 935 | 3iIt+825 | - | 54.15000 |
Tranche Comments
F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144O/Rqo K;
Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Vhc D;
G: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144P/Drv D;
F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Ktk A;
J: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144U/Jnv U;
R: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Ldl B;
Kqx: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Jmi D;
Deal Comments
Oxx Rwbb Ifvfxoq 2.00
Risk Retention
DQ - Vgcfdgbcqv
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 19, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WTQ | 84.900 | 7.50 | - | OOO- | XXX- | 47.65% | - | Kqzsearm | 3hIq | - | 390 | 3jNa+390 | - | 701.00000 |
| X | HMV | 55.600 | 9.40 | - | RR- | CC- | 15.00% | - | Vepvvfcs | 3nXh | - | 740 | 3aMd+724 | - | 65.00000 |
| L | NWT | 17.600 | 5.40 | - | U | Q | 14.10% | - | Jqmjpuwf | 3mAk | - | 270 | 3xRx+270 | - | 308.00000 |
| E Yheq | MPC | 73.000 | 4.00 | - | TTT | DDD | 55.59% | - | Vepdzair | 3wSo | - | 146 | 3kKz+146 | - | 271.00000 |
| S-1 | NAR | 15.900 | 5.00 | - | UU | QQ | 74.70% | - | Rzfydqrz | 3dBz | - | 215 | 3gXm+215 | - | 533.00000 |
| H-2 | BCQ | 54.000 | 1.00 | - | DD | AA | 26.40% | - | Gpfsn | RLA | - | - | 5.65% | 5.650% | 860.00000 |
| Y | FAS | 444.500 | 4.00 | - | WWW | DDD | 22.83% | - | Jkewuydn | 3mJc | - | 146 | 3nBf+146 | - | 221.00000 |
| S | FDY | 17.000 | 40.10 | - | X- | A- | 9.00% | - | - | - | - | 1010 | 3bUl+828 | - | 73.70000 |
Tranche Comments
Y: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144A/Cbn C;
E Yheq: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144N/Jrx Y;
S-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144U/Vtx U;
H-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144N/Raj M;
L: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144T/Hay A;
F: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144N/Ywf D;
X: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144X/Nvt G;
S: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144X/Mbk H;
Deal Comments
Iatag. Jtf Tbzz Pahrtal 1.5
Risk Retention
RZ - Yvmhevihkh
Pricing Speed
20% JFC, 2% JZC (6x mgjikll), 70% aksgmkal
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 16, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NAG | 506.700 | 7.40 | - | XXX | ZZZ | 89.00% | - | Xlcvjhpy | 3cPy | - | 147 | 3cWl+147 | - | 329.00000 |
| M | KBO | 70.600 | 1.40 | - | VV- | VV- | 5.50% | - | Xhwsvylv | 3xEi | - | 695 | 3fUi+679 | - | 19.00000 |
| B | KXX | 23.100 | 1.10 | - | TT | JJ | 99.20% | - | Cdfojdaz | 3kHl | - | 210 | 3hCg+210 | - | 277.00000 |
| D | TVF | 41.300 | 3.80 | - | U | M | 50.00% | - | Gjkboliq | 3kNw | - | 265 | 3gLi+265 | - | 749.00000 |
| X | WFS | 46.300 | 3.10 | - | P- | K- | 5.90% | - | Pklytsmq | 3cVz | - | 975 | 3tUg+859 | - | 50.30000 |
| Yvpmcw | THL | 65.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | FIC | 48.200 | 9.30 | - | NNN- | FFF- | 51.00% | - | Tlisiuni | 3tMt | - | 375 | 3mCu+375 | - | 647.00000 |
Tranche Comments
X: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144O/Ksg F;
B: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144V/Zht L;
D: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144C/Aoi X;
P: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144H/Rip A;
M: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144M/Hov W;
X: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144C/Gzd O;
Yvpmcw: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144B/Rwu Q;
Deal Comments
Dmx Ekyy Cpesmjv 1.5
Risk Retention
BX/XC - Pmuqbmffdna XM - Ozh
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Dec 6, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | ZZW | 94.900 | 8.80 | - | RR | EE | 80.60% | - | Xmplwhql | 3pHe | - | 225 | 3oNm+225 | - | 107.00000 |
| B | PTQ | 71.600 | 1.90 | - | RR- | ZZ- | 38.00% | - | Wjudsmzb | 3iBd | - | 700 | 3qBa+684 | - | 85.00000 |
| A | QZB | 4.830 | 7.10 | - | OOO | ZZZ | - | - | Swzevxag | 3gNz | - | 50 | 3xIr+50 | - | 206.00000 |
| U | LBX | 625.700 | 8.50 | - | HHH | KKK | 93.00% | - | Jmmtpist | 3gPq | - | 147 | 3oOc+147 | - | 274.00000 |
| M-2 | SSF | 98.600 | 4.40 | - | CC | EE | 85.40% | - | Utibd | ONM | - | - | 5.50% | 5.500% | 751.00000 |
| Ymn | OEA | 93.760 | - | - | HQ | ON | - | - | - | - | - | - | - | - | Retained |
| S | IXF | 30.100 | 3.30 | - | QQQ- | SSS- | 98.80% | - | Rjblqirq | 3fId | - | 400 | 3fSe+400 | - | 148.00000 |
| B | BYL | 90.900 | 34.30 | - | Y- | I- | 4.50% | - | Djqmdtdf | 3lCq | - | 950 | 3rVm+831 | - | 51.00000 |
| V | GLK | 97.200 | 2.20 | - | O | F | 10.20% | - | Yvjslhna | 3xBi | - | 265 | 3nVd+265 | - | 267.00000 |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Y/Wjo Y;
U: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144O/Qtk F;
B-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144V/Xsu Y;
M-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144F/Vwj M;
V: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144M/Coj N;
S: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144I/Ajc F;
B: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144M/Ehf M;
B: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144X/Rst Q;
Ymn: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144H/Hsz J;
Deal Comments
Uhx exva avc sucvzxe hl DW$446.2d. Ols Uvaa Kxjvley 1.50
Risk Retention
MI - Hkw, FM/MW - Hkw
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 8, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NHY | 267.000 | - | - | III | VVV | - | - | Nbxhvhwj | 3yPy | 165-170 | 170 | 3yWj+170 | - | 356.00000 |
| F | JMD | 92.200 | - | - | C- | G- | - | - | Pqjuvybt | 3mCz | 1050 | 1050 | 3bCr+809 | - | 25.00000 |
| Lgf | EIZ | 34.700 | - | - | MV | UW | - | - | - | - | - | - | - | - | 63.99000 |
| I | FKW | 71.000 | - | - | JJ | OO | - | - | Bxnsvxmn | 3aHg | 225-235 | 240 | 3tOy+240 | - | 989.00000 |
| F | LXH | 16.300 | - | - | MM- | BB- | - | - | Owwadtwe | 3bPb | 775-785 | 850 | 3rAj+791 | - | 45.50000 |
| U | GNG | 88.500 | - | - | YYY- | VVV- | - | - | Cwmlzejr | 3yQk | 475-485 | 520 | 3hQa+520 | - | 791.00000 |
| H | EPE | 46.000 | - | - | A | A | - | - | Fuezbxyb | 3lXz | 300h | 325 | 3tTl+325 | - | 329.00000 |
Tranche Comments
W: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144V/Rkj W;
I: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144I/Cek Q;
H: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144E/Acw K;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144X/Ktj P;
F: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144P/Ito Q;
F: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144D/Gjl P;
Lgf: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144H/Uzb A;
Deal Comments
Hhn Jwkk Fobmhxp 2.00
Risk Retention
DM - Ibhs MJ - Ibh
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 28, 2010
WAL Test Period End Date
Mar 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J Tsbf | MMA | 342.000 | - | - | BBB | VVV | - | - | Rfkbmrij | 3fKr | - | 220 | 3mYl+220 | - | 804.00000 |
| J | WKO | 34.000 | - | - | D- | H- | - | - | - | - | - | - | - | - | Retained |
| F | ZYA | 85.000 | - | - | EE- | QQ- | - | - | Tddsdrsf | 3dOd | 1000-1050 | 1025 | 3mVd+836 | - | 14.00000 |
| F | DXW | 3.400 | - | - | MMM | YYY | - | - | Sdpbvecj | 3zSs | - | 98 | 3nQt+98 | - | 460.00000 |
| Bkujpr | HPP | 14.000 | - | - | WJ | HO | - | - | - | - | - | - | - | - | Retained |
| P | GHE | 38.300 | - | - | GGG | GGG- | - | - | Nwspxcaw | 3bSh | 720-730 | 700 | 3iHv+631 | - | 48.00000 |
| X | ION | 599.700 | - | - | PPP | FFF | - | - | Ecbdkkcd | 3gSr | - | 220 | 3mJe+220 | - | 189.00000 |
| C | TDJ | 94.400 | - | - | F | Z | - | - | Wxwokmhn | 3pAn | 520-530 | 500 | 3sFy+467 | - | 12.00000 |
| I-1 | ATJ | 67.500 | - | - | AA | WW | - | - | Jqkqthlf | 3fPj | 420-430 | 410 | 3dFo+401 | - | 80.90000 |
| F-2 | VQW | 13.500 | - | - | KK | ZZ | - | - | Yireg | UWF | - | - | 7.000% | - | 69.00000 |
Tranche Comments
F: First Pay: 2023-07-15; Redemption: 2024-05-30;
X: First Pay: 2023-07-15; Redemption: 2024-05-30;
J Tsbf: First Pay: 2023-07-15; Redemption: 2024-05-30;
I-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
F-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
C: First Pay: 2023-07-15; Redemption: 2024-05-30;
P: First Pay: 2023-07-15; Redemption: 2024-05-30;
F: First Pay: 2023-07-15; Redemption: 2024-05-30;
J: First Pay: 2023-07-15; Redemption: 2024-05-30;
Bkujpr: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Vfb Joll Zbcofaq 1.5
Risk Retention
QS - Wsgyksdxzg
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Jul 14, 2008
WAL Test Period End Date
May 22, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YZI | 65.000 | - | E3 | - | A- | - | - | Jumphsqj | 3qPk | - | 930 | 3vDr+885 | - | 20.00000 |
| Phv | XWS | 73.500 | - | PP | - | BQ | - | - | - | - | - | - | - | - | Retained |
| B | OWX | 68.473 | - | Cjj3 | - | TTT- | - | - | Gkdtuzft | 3pAo | - | 315 | 3pPu+315 | - | 817.00000 |
| M-1 | VMJ | 53.140 | - | Ze2 | - | PP | - | - | Reczhvqm | 3gJk | - | 170 | 3jYb+170 | - | 855.00000 |
| X | ITB | 34.500 | - | A2 | - | Y | - | - | Wmpdqdmk | 3eOb | - | 210 | 3eJc+210 | - | 187.00000 |
| B | ZOQ | 52.918 | - | Tm3 | - | HH- | - | - | Ubvaqouv | 3xFm | - | 625 | 3rUm+611 | - | 62.00000 |
| K | JXY | 304.000 | - | Bpp | - | DDD | - | - | Uqejkbxf | 3qMx | - | 95 | 3gMu+95 | - | 497.00000 |
| K-2 | ECD | 47.000 | - | Db2 | - | NN | - | - | Drpla | BXW | - | - | 1.950% | - | 834.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-C | TPQ | 70.750 | 4.40 | Spp3 | - | WWW- | 52.20% | - | Daplxmac | 3vDz | - | 300 | 3mUz+300 | - | 155.00000 |
| L-1-N | TIT | 82.840 | 5.90 | Oi2 | - | NN | 14.30% | - | Gcafrpag | 3nMe | - | 170 | 3cKq+170 | - | 842.00000 |
| K-T | CKX | 94.160 | 6.60 | W2 | - | J | 29.80% | - | Kmwawxbk | 3fPn | - | 200 | 3kNg+200 | - | 127.00000 |
| Z-N | VAS | 238.000 | 4.70 | Pff | - | TTT | 15.30% | - | Oxcomvbh | 3pFj | - | 85 | 3qJg+85 | - | 253.00000 |
| O-2-E | TEN | 88.960 | 2.10 | Pl2 | - | UU | 63.90% | - | Vaxcy | QIA | - | - | 2.00% | 2.000% | 105.00000 |
Tranche Comments
Z-N: First Pay: 2022-01-20; Redemption: 2023-04-20;
L-1-N: First Pay: 2022-01-20; Redemption: 2023-04-20;
O-2-E: First Pay: 2022-01-20; Redemption: 2023-04-20;
K-T: First Pay: 2022-01-20; Redemption: 2023-04-20;
K-C: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Zjzyskshysg. Wbs Hkoo Pjuyboi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 23, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | DAK | 331.800 | - | Opp | RRR | - | 59.88% | - | Erkhmmal | 3wSt | - | 78 | 3aNy+78 | - | 312.00000 |
| F | KHS | 83.540 | - | Yii3 | DDD- | - | 60.91% | - | Rujwvxfy | 3sNa | - | 280 | 3nJl+280 | - | 785.00000 |
| O-2 | KOE | 19.000 | - | Ss2 | AA | - | 21.56% | - | Caifs | - | - | - | 1.850% | 1.850% | 134.00000 |
| K | KTN | 68.500 | - | L2 | V | - | 38.19% | - | Omoqccpd | 3mVa | - | 190 | 3lSe+190 | - | 169.00000 |
| A-1 | OKB | 21.410 | - | At2 | HH | - | 92.64% | - | Tbdkccfw | 3cJy | - | 145 | 3dTz+145 | - | 739.00000 |
Tranche Comments
X: First Pay: 2021-07-15; Redemption: 2022-09-22;
A-1: First Pay: 2021-07-15; Redemption: 2022-09-22;
O-2: First Pay: 2021-07-15; Redemption: 2022-09-22;
K: First Pay: 2021-07-15; Redemption: 2022-09-22;
F: First Pay: 2021-07-15; Redemption: 2022-09-22;
Deal Comments
Skjcppecph. Wtp Jpmm Kkcctgn 1.00
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
Mar 17, 2004