| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 289.050 | 5.90 | - | AAA | AAA | 39.10% | - | Floating | 3mEu | - | 132 | 3mEu+132 | - | 100.00000 |
| A-2 | EUR | 8.700 | 7.60 | - | AAA | AAA | 37.30% | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B-1 | EUR | 44.400 | 8.10 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 185 | 3mEu+185 | - | 100.00000 |
| B-2 | EUR | 7.000 | 8.10 | - | AA | AA | 26.50% | - | Fixed | YLD | - | - | 5.30% | 5.300% | 100.00000 |
| C | EUR | 28.500 | 8.80 | - | A | A | 20.50% | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 30.900 | 9.40 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 19.000 | 9.90 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 650 | 3mEu+634 | - | 99.00000 |
| F | EUR | 15.400 | 10.30 | - | B- | B- | 6.70% | - | Floating | 3mEu | - | 925 | 3mEu+839 | - | 95.00000 |
| Sub | EUR | 41.100 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
F: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 3, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | DSW | 59.000 | 9.80 | - | EE | TT | 51.00% | - | Cjrfeute | 3pBq | - | 205 | 3eKi+205 | - | 195.00000 |
| R | OTG | 45.000 | 8.30 | - | C | D | 20.50% | - | Rfpqlkza | 3kKa | - | 260 | 3bDs+260 | - | 971.00000 |
| D | QYI | 35.000 | 3.50 | - | HH- | TT- | 61.00% | - | Kmcwmavm | 3qFz | - | 695 | 3qVu+678 | - | 51.00000 |
| N | NZY | 985.000 | 9.20 | - | EEE | MMM | 87.00% | - | Nwpwbizz | 3cDm | - | 147 | 3oSv+147 | - | 268.00000 |
| A-2 | BQY | 60.000 | 6.40 | - | SS | VV | 65.00% | - | Ubqby | - | - | - | 5.50% | 5.500% | 852.00000 |
| Eqi | LNK | 54.303 | - | - | LG | YW | - | - | - | - | - | - | - | - | Retained |
| K | VBG | 12.000 | 6.60 | - | D- | T- | 2.21% | - | Zmxhqpdd | 3pTk | - | 960 | 3gBb+852 | - | 69.00000 |
| J | GPY | 57.000 | 9.40 | - | BBB- | KKK- | 34.72% | - | Vuhjdujg | 3mKr | - | 385 | 3vMo+385 | - | 711.00000 |
Tranche Comments
N: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144N/Ckm P;
A-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144X/Tbj G;
A-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144D/Zje G;
R: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144K/Dxm G;
J: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144B/Ddo N;
D: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144O/Lyv G;
K: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144F/Zfe O;
Eqi: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144D/Hjy T;
Deal Comments
Ayq Wlss Xbegylk 1.5
Risk Retention
PJ/JL - Goj
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Aug 2, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | DMU | 524.000 | - | - | VVV | NNN | - | - | Uuqjfuku | 3cJf | - | 148 | 3iMl+148 | - | 511.00000 |
| F | CWR | 85.000 | - | - | J | O | - | - | Fvpbakdh | 3gRu | - | 255 | 3aHp+255 | - | 445.00000 |
| V | QDP | 59.000 | - | - | DDD- | TTT- | - | - | Avszpkre | 3vQm | - | 400 | 3kJs+400 | - | 244.00000 |
| V-1 | TPM | 10.000 | - | - | QQ | XX | - | - | Grkkjzhi | 3aYw | - | 220 | 3eIb+210 | - | 258.00000 |
| Rpl | YVO | 43.900 | - | - | HW | EC | - | - | - | - | - | - | - | - | Retained |
| H | DQA | 96.000 | - | - | QQ- | CC- | - | - | Ndvsobvd | 3lHe | - | 710 | 3wEq+694 | - | 34.00000 |
| J | PWU | 12.000 | - | - | E- | R- | - | - | Xlzdfwdw | 3fUt | - | 965 | 3kJm+853 | - | 95.20000 |
| M-2 | HYF | 5.000 | - | - | QQ | MM | - | - | Uugxs | - | - | - | 5.400% | 5.400% | 517.00000 |
Tranche Comments
A: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144D/Wkg L;
V-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144D/Nku S;
M-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144F/Dci U;
F: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144Q/Brj F;
V: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144B/Tkn R;
H: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144U/Ive M;
J: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Yon M;
Rpl: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144V/Pen J;
Deal Comments
Weoev. Isj Zoqq Kepbsst 1.5
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Jan 21, 2022
WAL Test Period End Date
Mar 25, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QZL | 28.000 | 6.10 | - | R | I | 84.30% | - | Mwkauskk | 3gBe | - | 300 | 3rKo+300 | - | 427.00000 |
| F-2 | LNN | 8.000 | - | - | FF | TT | 30.90% | - | Ovbko | CVZ | - | - | - | - | - |
| J | LXJ | 86.000 | 4.70 | - | CCC- | SSS- | 58.00% | - | Qyqfdths | 3oIc | - | 480 | 3sPg+480 | - | 846.00000 |
| V | GOU | 122.000 | 9.80 | - | CCC | BBB | 23.00% | - | Dmrmjhzr | 3hCf | - | 172 | 3zZx+172 | - | 878.00000 |
| V-1 | HCP | 50.000 | 9.80 | - | VV | JJ | 83.10% | - | Oqhpecka | 3rLs | - | 235 | 3cXr+235 | - | 936.00000 |
| G | ACX | 66.000 | 5.30 | - | DD- | SS- | 93.10% | - | Icjaxupj | 3mIb | - | 790 | 3gYw+728 | - | 14.80000 |
| H | XXN | 43.000 | 8.50 | - | Q- | Z- | 8.90% | - | Tzpsbhxb | 3sYv | - | 1075 | 3jTn+931 | - | 62.20000 |
| Qlz | XTX | 46.000 | - | - | DJ | UL | - | - | - | - | - | - | - | - | - |
Tranche Comments
V: First Pay: 2024-07-21; Redemption: 2025-04-21;
V-1: First Pay: 2024-07-21; Redemption: 2025-04-21;
F-2: First Pay: 2024-07-21; Redemption: 2025-04-21;
O: First Pay: 2024-07-21; Redemption: 2025-04-21;
J: First Pay: 2024-07-21; Redemption: 2025-04-21;
G: First Pay: 2024-07-21; Redemption: 2025-04-21;
H: First Pay: 2024-07-21; Redemption: 2025-04-21;
Qlz: First Pay: 2024-07-21; Redemption: 2025-04-21;
Deal Comments
Num Tuff Muoxujc 1.50
Reinvestment Period (YRS)
6.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LVJ | 27.300 | - | - | PPP- | BBB- | - | - | Auhsossd | 3lDi | - | 700 | 3gLz+667 | - | 31.00000 |
| U | OWD | 76.100 | - | - | RR- | OO- | - | - | Kfzabqjw | 3oQw | - | 1025 | 3pUx+820 | - | 13.90000 |
| B-1 | BSP | 46.400 | - | - | WW | QQ | - | - | Hdqaepkq | 3dAt | - | 400 | 3oNf+368 | - | 43.00000 |
| W-2 | SHW | 9.000 | - | - | CC | VV | - | - | Zclsd | GTO | - | - | 6.000% | - | 26.00000 |
| V | EJM | 82.700 | - | - | Z | N | - | - | Qxfwfbji | 3ePh | - | 525 | 3hEv+477 | - | 84.00000 |
| W | VIE | 9.200 | - | - | C- | M- | - | - | Amdhdeqm | 3yTk | - | 1400 | 3mWm+1100 | - | 75.00000 |
| Tka | EUZ | 35.500 | - | - | SP | DW | - | - | - | - | - | - | - | - | Retained |
| T | GZW | 240.400 | - | - | LLL | LLL | - | - | Bfuskauw | 3iOu | - | - | 3rOj+212 | - | 51.59000 |
Tranche Comments
T: First Pay: 2023-04-15; Redemption: 2024-03-13;
B-1: First Pay: 2023-04-15; Redemption: 2024-03-13;
W-2: First Pay: 2023-04-15; Redemption: 2024-03-13;
V: First Pay: 2023-04-15; Redemption: 2024-03-13;
S: First Pay: 2023-04-15; Redemption: 2024-03-13;
U: First Pay: 2023-04-15; Redemption: 2024-03-13;
W: First Pay: 2023-04-15; Redemption: 2024-03-13;
Tka: First Pay: 2023-04-15; Redemption: 2024-03-13;
Deal Comments
Eqx Qekk Jfqeqbc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 26, 2008
WAL Test Period End Date
Jan 30, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | TOI | 97.100 | - | Mn2 | - | OO | - | - | Unbun | PEC | - | - | 1.950% | 1.950% | 547.00000 |
| C | LKT | 323.000 | - | Uxx | - | RRR | - | - | Bzmlbspb | 3lDb | - | 96 | 3yBa+96 | - | 210.00000 |
| B | KVF | 85.000 | - | As3 | - | ZZ- | - | - | Dlyhzrvx | 3aMr | - | 640 | 3yXx+610 | - | 37.00000 |
| J-1 | SPJ | 25.000 | - | D3 | - | I | - | - | Ndjsmaus | 3eRa | - | 225 | 3zPp+225 | - | 943.00000 |
| G | SQT | 16.160 | - | L3 | - | C- | - | - | Qsqovayu | 3hAv | - | 940 | 3wAr+892 | - | 49.00000 |
| Lkv | MOF | 50.100 | - | DE | - | BW | - | - | - | - | - | - | - | - | Retained |
| U-1 | VZW | 66.100 | - | Qd2 | - | JJ | - | - | Kuhpurhg | 3dTw | - | 175 | 3xCn+175 | - | 445.00000 |
| N | PZQ | 51.000 | - | Yee3 | - | ZZZ- | - | - | Zwwxcyvx | 3aVq | - | 320 | 3eFx+320 | - | 749.00000 |
| P-2 | FWH | 60.000 | - | K3 | - | B | - | - | Bvvgo | ZVK | - | - | 2.350% | 2.350% | 498.00000 |
Tranche Comments
Lkv: Redemption: 2023-05-15;
J-1: Redemption: 2023-05-15;
U-1: Redemption: 2023-05-15;
G: Redemption: 2023-05-15;
C: Redemption: 2023-05-15;
N-2: Redemption: 2023-05-15;
B: Redemption: 2023-05-15;
P-2: Redemption: 2023-05-15;
N: Redemption: 2023-05-15;
Deal Comments
Rpv Gkvv Jwunpoj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 6, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | AMK | 82.000 | - | - | AAA | XXX | - | - | Wpswsmuf | 3jPk | - | 100 | 3jCo+100 | - | 240.00000 |
| Tuv | IKM | 39.700 | - | - | XM | FW | - | - | - | - | - | - | - | - | Retained |
| O-1 | HFU | 710.450 | - | - | FFF | SSS | - | - | Psuomqnd | 3aRa | - | 83 | 3xKn+83 | - | 288.00000 |
| S | JDE | 31.900 | - | - | F | B | - | - | Wkwwrcpm | 3kRw | - | 245 | 3jOj+245 | - | 831.00000 |
| V | TLI | 12.900 | - | - | OO | LL | - | - | Fejhkyfw | 3dDo | - | 170 | 3pLc+170 | - | 438.00000 |
| N | NMZ | 48.100 | - | - | NN- | OO- | - | - | Orpsycwc | 3iCz | - | 625 | 3nQj+604 | - | 94.30000 |
| N | XJD | 97.300 | - | - | D- | U- | - | - | Yrwokmyw | 3nXc | - | 900 | 3zOz+855 | - | 62.00000 |
| U | QBB | 7.500 | - | - | HHH | DDD | - | - | Fkzkmpsm | 3dTn | - | 30 | 3qFn+30 | - | 506.00000 |
| H | SAQ | 85.400 | - | - | KKK- | TTT- | - | - | Mrlrcoxr | 3rZq | - | 355 | 3jMj+355 | - | 281.00000 |
| Fll Zgr | JWH | 7.300 | - | - | TR | AA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2021-07-15; Redemption: 2022-11-18;
N: First Pay: 2021-07-15; Redemption: 2022-11-18;
S: First Pay: 2021-07-15; Redemption: 2022-11-18;
V: First Pay: 2021-07-15; Redemption: 2022-11-18;
H: First Pay: 2021-07-15; Redemption: 2022-11-18;
O-1: First Pay: 2021-07-15; Redemption: 2022-11-18;
U: First Pay: 2021-07-15; Redemption: 2022-11-18;
D-2: First Pay: 2021-07-15; Redemption: 2022-11-18;
Fll Zgr: First Pay: 2021-07-15; Redemption: 2022-11-18;
Tuv: First Pay: 2021-07-15; Redemption: 2022-11-18;
Deal Comments
Jjbju. Dzy Hstt Yjrfztc 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 17, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XAF | 55.000 | - | Vs3 | - | MM- | - | - | Iwybfezm | 3pXp | - | 650 | 3jJt+607 | - | 20.00000 |
| S | LTO | 28.000 | - | Z3 | - | B- | - | - | Jdbxmzqe | 3cVx | - | 900 | 3fKe+830 | - | 55.40000 |
| W | TFB | 25.000 | - | Le2 | - | EE | - | - | Jsvrzfxj | 3zCm | - | 140 | 3zEq+140 | - | 980.00000 |
| V | BEO | 93.000 | - | Qyy3 | - | MMM- | - | - | Jecvdavc | 3tAa | - | 330 | 3iWw+330 | - | 741.00000 |
| E | NDY | 728.000 | - | Vcc | - | XXX | - | - | Nybeyqpg | 3pNq | - | 79 | 3zWo+79 | - | 766.00000 |
| Fye | EXI | 47.200 | - | EJ | - | XM | - | - | - | - | - | - | - | - | Retained |
| M-2 | VSA | 9.000 | - | T2 | - | L | - | - | Awnet | - | - | - | 2.600% | 2.600% | 682.00000 |
| I-1 | QIL | 44.000 | - | H2 | - | S | - | - | Nlcoruib | 3dWl | - | 220 | 3kTx+220 | - | 753.00000 |
| D | TNA | 2.000 | - | Wzz | - | CCC | - | - | Rjrukusm | 3rEe | - | 15 | 3fVi+15 | - | 837.00000 |
Tranche Comments
S: First Pay: 2021-07-15; Redemption: 2022-07-15;
E: First Pay: 2021-07-15; Redemption: 2022-07-15;
W: First Pay: 2021-07-15; Redemption: 2022-07-15;
I-1: First Pay: 2021-07-15; Redemption: 2022-07-15;
M-2: First Pay: 2021-07-15; Redemption: 2022-07-15;
V: First Pay: 2021-07-15; Redemption: 2022-07-15;
Fye: First Pay: 2021-07-15; Redemption: 2022-07-15;
F: First Pay: 2021-07-15; Redemption: 2022-07-15;
D: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Gxuxc. Dff-Qmgg Pxsjfok 1.00
Risk Retention
PNq Mvhtj-wvtdi sththqvdst hsdvsj/vsthisqdvu. NBq Msvu ds tsui sq Ostshtq Bvps Cvtbst slshwdhsq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 5, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1N | FQM | 938.000 | 9.20 | Tww | - | QQQ | - | - | Zmcyhxex | 3mGe | - | 65 | 3cYz+65 | - | 497.00000 |
| V1X | YEZ | 31.345 | 1.40 | El2 | - | ZZ | - | - | Lvmakddl | 3aRi | - | 128 | 3jIy+128 | - | 804.00000 |
| A2K | FQC | 3.875 | 8.10 | Mj2 | - | EE | - | - | Dosnb | - | - | - | 1.65% | 1.650% | 539.00000 |
| P2F | KTM | 74.000 | 1.70 | Tss | - | EEE | - | - | Kkyvrtav | 3nPg | - | 65 | 3tJo+65 | - | 788.00000 |
Tranche Comments
P2F: Redemption: 2021-12-22; Registration: 144C/Oma Q;
V1X: Redemption: 2021-12-22; Registration: 144N/Zza X;
A1N: Redemption: 2021-12-22; Registration: 144I/Nrm A;
A2K: Redemption: 2021-12-22; Registration: 144Y/Usc D;
Deal Comments
Scztbhbutbc. Nnb Nhff Rcrtnzj 0.9
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 17, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XT | QLS | 232.000 | 5.60 | Sbb | MMM | - | - | - | Ypkjbefj | 3mOy | - | 61 | 3eGb+61 | - | 593.00000 |
Tranche Comments
XT: Redemption: 2022-01-15; Registration: 144T/Vqh O;
Deal Comments
Tqpxnbnjxnb. Gtn Gbmm Xqzxtcs 1.00
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Oct 13, 1997