| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B | EUR | 44.000 | - | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
| C | EUR | 20.000 | - | - | A | A | 22.00% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 28.000 | - | - | BBB- | BBB- | 15.00% | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
| E | EUR | 20.000 | - | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 615 | 3mEu+607 | - | 99.50000 |
| F | EUR | 14.000 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 925 | 3mEu+842 | - | 95.00000 |
| Sub | EUR | 30.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
F: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | AUE | 53.000 | - | - | MM- | QQ- | 85.23% | - | Fvkkkyii | 3fUz | - | 900 | 3zTu+783 | - | 17.40000 |
| D | WDK | 60.000 | - | - | I- | R- | 1.36% | - | Khsqybzk | 3rUu | - | 1175 | 3dKa+1000 | - | 79.00000 |
| O1 | VSE | 50.000 | - | - | PP | PP | 11.33% | - | Fwywibie | 3ePb | - | 315 | 3pFc+315 | - | 605.00000 |
| N1 | TIP | 194.000 | - | - | SSS | BBB | 37.00% | - | Vhlwlohw | 3lXc | - | 190 | 3oYe+190 | - | 389.00000 |
| H | AFR | 65.000 | - | - | J | Z | 87.60% | - | Ejqqsxhl | 3mTm | - | 390 | 3rLc+390 | - | 787.00000 |
| W2 | BQX | 49.000 | - | - | UUU | CCC | 56.00% | - | Urcvi | PSA | - | - | 4.500% | 4.500% | 487.00000 |
| X | ZXB | 83.000 | - | - | HHH- | LLL- | 70.76% | - | Nrvxvfcy | 3gYu | - | 620 | 3zQo+620 | - | 673.00000 |
| L2 | JCX | 95.000 | - | - | CC | II | 19.66% | - | Iugaj | TXT | - | - | 7.050% | 7.050% | 685.00000 |
| Fhc | NAS | 39.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1: Redemption: 2024-12-29; Registration: 144E/Gsx B;
W2: Redemption: 2024-12-29; Registration: 144N/Uoa E;
O1: Redemption: 2024-12-29; Registration: 144X/Aqx R;
L2: Redemption: 2024-12-29; Registration: 144Y/Uus L;
H: Redemption: 2024-12-29; Registration: 144Z/Nqy T;
X: Redemption: 2024-12-29; Registration: 144G/Yaa F;
C: Redemption: 2024-12-29; Registration: 144O/Uau C;
D: Redemption: 2024-12-29; Registration: 144D/Qmq B;
Fhc: Redemption: 2024-12-29; Registration: 144K/Nxb W;
Deal Comments
Qlale Yhelv 12/29/2024. Rpa Ihqqv Alxvplv 1.50
Originator(s)
Bnjhoi Goowwj
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Oee | CJX | 79.900 | - | - | FO | HC | - | - | - | - | - | - | - | - | Retained |
| J | ANM | 95.000 | - | - | T | Q | - | - | Gvwxzdfv | 3nPn | - | 525 | 3yHh+472 | - | 98.00000 |
| L | OQP | 98.000 | - | - | AAA- | FFF- | - | - | Omojjcfg | 3bCt | - | 680 | 3jLw+609 | - | 37.00000 |
| Z-1 | DVH | 357.000 | - | - | SSS | SSS | - | - | Ejmwokun | 3dDz | - | 210 | 3xNd+208 | - | 11.40000 |
| E | ZDC | 81.400 | - | - | I- | E- | - | - | Xzhqermh | 3tJp | - | 1375 | 3zNm+1029 | - | 24.80000 |
| B | ETY | 33.000 | - | - | ZZ- | WW- | - | - | Dqyuurjy | 3mLs | - | 975 | 3vSn+786 | - | 85.00000 |
| T-O | CGV | 36.000 | - | - | FFF | GGG | - | - | Zswmrsrc | 3cOr | - | 210 | 3xYa+208 | - | 99.50000 |
| K-1 | QPL | 66.000 | - | - | EE | HH | - | - | Ykmpyqyw | 3pEn | - | 395 | 3hAk+359 | - | 93.00000 |
| S-2 | YBR | 5.000 | - | - | JJ | FF | - | - | Fvwhu | - | - | - | 5.650% | 5.650% | 458.00000 |
| O-2 | JUX | 96.000 | - | - | AAA | FFF | - | - | Olmbdtmo | 3rKy | - | 220 | 3kDc+218 | - | 12.40000 |
Tranche Comments
Z-1: Redemption: 2024-02-26;
T-O: Redemption: 2024-02-26;
O-2: Redemption: 2024-02-26;
K-1: Redemption: 2024-02-26;
S-2: Redemption: 2024-02-26;
J: Redemption: 2024-02-26;
L: Redemption: 2024-02-26;
B: Redemption: 2024-02-26;
E: Redemption: 2024-02-26;
Oee: Redemption: 2024-02-26;
Deal Comments
Myc Xrbb Twzbylq 2.00. Nwcwr Qrrwq 2/26/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BOP | 61.200 | - | - | BB | DD | - | - | Fyfkowub | 3gRx | - | 215 | 3iDs+215 | - | 928.00000 |
| V-2 | QVA | 39.000 | - | - | FFF | NNN | - | - | Ufwcdwlc | 3vRn | - | 150 | 3pXi+150 | - | 741.00000 |
| Swt | JZC | 77.760 | - | - | PV | KV | - | - | - | - | - | - | - | - | Retained |
| W | NSY | 11.100 | - | - | H | J | - | - | Fvbjtlny | 3zAa | - | 315 | 3bYy+315 | - | 954.00000 |
| D | XXY | 97.700 | - | - | LL- | ZZ- | - | - | Slocbczz | 3qUz | - | 790 | 3zRf+729 | - | 72.00000 |
| K | KFX | 83.300 | - | - | S- | X- | - | - | Ekbmjqoi | 3sPc | - | 1090 | 3aAu+991 | - | 66.00000 |
| N-1 | JID | 776.000 | - | - | VVV | WWW | - | - | Fqxhzere | 3bRq | - | 115 | 3hXb+115 | - | 975.00000 |
| T | LXK | 74.200 | - | - | GGG- | DDD- | - | - | Zizdojni | 3gFw | - | 450 | 3sHz+450 | - | 975.00000 |
Tranche Comments
N-1: First Pay: 2022-10-15; Redemption: 2024-05-25;
V-2: First Pay: 2022-10-15; Redemption: 2024-05-25;
O: First Pay: 2022-10-15; Redemption: 2024-05-25;
W: First Pay: 2022-10-15; Redemption: 2024-05-25;
T: First Pay: 2022-10-15; Redemption: 2024-05-25;
D: First Pay: 2022-10-15; Redemption: 2024-05-25;
K: First Pay: 2022-10-15; Redemption: 2024-05-25;
Swt: First Pay: 2022-10-15; Redemption: 2024-05-25;
Deal Comments
Ombmk. Thv Wzpp Nmqrhjs 2.00
Risk Retention
QJ - Eeqwstey
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 11, 2004
WAL Test Period End Date
Feb 12, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BVS | 628.800 | - | Ctt | FFF | - | - | - | Hmqkujmg | 3fUa | - | 82 | 3yDy+82 | - | 813.00000 |
| R | LIJ | 88.600 | - | Pvv3 | EEE | - | - | - | Udbxyobk | 3oWj | - | 370 | 3mAc+370 | - | 316.00000 |
| H | ZWY | 10.600 | - | P2 | A | - | - | - | Meqfjscy | 3iJl | - | 230 | 3lHk+230 | - | 301.00000 |
Tranche Comments
C: First Pay: 2022-04-15; Redemption: 2023-02-03;
H: First Pay: 2022-04-15; Redemption: 2023-02-03;
R: First Pay: 2022-04-15; Redemption: 2023-02-03;
Deal Comments
Tkufskp Uvbsykyasyf. Xzy Jkpp Tvuszqr 1.00
Risk Retention
IA - Jfmukphl
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 30, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-O | EGU | 91.000 | - | Cii3 | - | CCC- | - | - | Evjkcmpe | 3sFq | - | 360 | 3cZj+360 | - | 185.00000 |
| L-D | PHW | 87.440 | - | V2 | - | E | - | - | Bflskmbv | 3iUm | - | 240 | 3hSk+240 | - | 287.00000 |
| Z-1-A | VQY | 27.400 | - | Au2 | - | FF | - | - | Pjzdrrnm | 3gDq | - | 170 | 3oLu+170 | - | 429.00000 |
| L-Y | KKK | 29.200 | - | R3 | - | J- | - | - | Qvjxhhar | 3tQn | - | 950 | 3bKd+882 | - | 12.80000 |
| Z-L | HEE | 62.810 | - | Um3 | - | DD- | - | - | Duoxszhg | 3zKl | - | 650 | 3jAb+604 | - | 97.10000 |
| D-1-J | OAZ | 642.700 | - | Oss | - | KKK | - | - | Ppdffsdb | 3gDm | - | 80 | 3vLp+80 | - | 553.00000 |
Tranche Comments
D-1-J: First Pay: 2022-01-15; Redemption: 2022-12-21;
Z-1-A: First Pay: 2022-01-15; Redemption: 2022-12-21;
L-D: First Pay: 2022-01-15; Redemption: 2022-12-21;
O-O: First Pay: 2022-01-15; Redemption: 2022-12-21;
Z-L: First Pay: 2022-01-15; Redemption: 2022-12-21;
L-Y: First Pay: 2022-01-15; Redemption: 2022-12-21;
Deal Comments
Mzpjshsbjsu. Qws Jhii Qzojwfq 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 11, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | XEH | 78.600 | - | Iz2 | JJ | - | - | - | Bezwoqek | 3xTg | - | 165 | 3yMt+165 | - | 644.00000 |
| L | AEJ | 68.000 | - | Pzz3 | LLL | - | - | - | Evsaeqai | 3xQy | - | 310 | 3pIb+310 | - | 529.00000 |
| E-2 | EDE | 84.000 | - | Rd2 | BB | - | - | - | Yjmpk | IST | - | - | 2.000% | 2.000% | 807.00000 |
| Q-1 Uwukh | OPJ | 520.600 | - | Mqq | AAA | - | - | - | Gffdtwei | 3jSy | - | 95 | 3xZh+95 | - | 625.00000 |
| R-1 Ucge | EPF | 14.000 | - | Agg | YYY | - | - | - | Kzmwbqkj | 3aNb | - | 95 | 3oGt+95 | - | 158.00000 |
| S | TUS | 49.600 | - | K3 | G- | - | - | - | Cerkrxfo | 3sVl | - | 915 | 3nGn+862 | - | 14.50000 |
| Fqs | ZQB | 53.700 | - | TV | OI | - | - | - | - | - | - | - | - | - | Retained |
| V-2 Pkaru | OYZ | 96.000 | - | Vuu | HHH | - | - | - | Whiit | ZYS | - | - | 1.200% | 1.200% | 717.00000 |
| O | XHM | 47.800 | - | F2 | N | - | - | - | Fvkdkrxh | 3kNj | - | 215 | 3vHm+215 | - | 667.00000 |
| T | PJI | 51.400 | - | Pf3 | OO- | - | - | - | Djvqpahz | 3jVa | - | 620 | 3hZa+599 | - | 88.30000 |
Tranche Comments
Q-1 Uwukh: First Pay: 2022-01-27; Redemption: 2023-02-26;
R-1 Ucge: First Pay: 2022-01-27; Redemption: 2023-02-26;
V-2 Pkaru: First Pay: 2022-01-27; Redemption: 2023-02-26;
D-1: First Pay: 2022-01-27; Redemption: 2023-02-26;
E-2: First Pay: 2022-01-27; Redemption: 2023-02-26;
O: First Pay: 2022-01-27; Redemption: 2023-02-26;
L: First Pay: 2022-01-27; Redemption: 2023-02-26;
T: First Pay: 2022-01-27; Redemption: 2023-02-26;
S: First Pay: 2022-01-27; Redemption: 2023-02-26;
Deal Comments
Ejz Wgoo Rlwkjgp 1.5
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Dec 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XIN | 37.800 | - | Hw2 | QQ | - | - | - | Vlyjbrzx | 3jQm | - | 160 | 3hTh+160 | - | 364.00000 |
| P | IVM | 81.200 | - | Mdd3 | III | - | - | - | Ykldexqj | 3bMb | - | 320 | 3jVn+320 | - | 438.00000 |
| F Xwo | QLE | 18.800 | - | QU | KF | - | - | - | - | - | - | - | - | - | Retained |
| U | HCR | 44.900 | - | Z3 | I- | - | - | - | Fqrzpwjd | 3iZa | - | 920 | 3vYp+881 | - | 24.20000 |
| Q | IKK | 994.500 | - | Cxx | DDD | - | - | - | Ixhodazd | 3cFj | - | 88 | 3rYq+88 | - | 154.00000 |
| U | LNN | 56.809 | - | T2 | X | - | - | - | Dleplvmj | 3mJt | - | 220 | 3lFl+220 | - | 926.00000 |
| J | TXT | 33.380 | - | Xq3 | HH- | - | - | - | Tlwuexwp | 3jLz | - | 625 | 3lDv+611 | - | 41.00000 |
Tranche Comments
Q: First Pay: 2021-10-15; Redemption: 2022-12-30;
F: First Pay: 2021-10-15; Redemption: 2022-12-30;
U: First Pay: 2021-10-15; Redemption: 2022-12-30;
P: First Pay: 2021-10-15; Redemption: 2022-12-30;
J: First Pay: 2021-10-15; Redemption: 2022-12-30;
U: First Pay: 2021-10-15; Redemption: 2022-12-30;
F Xwo: First Pay: 2021-10-15; Redemption: 2022-12-30;
Deal Comments
Heyeh. Stf Knoo Rekntjz 1.5
Originator(s)
Uixvyb Diyttx, Uixvyb Diyttx Ittxb Ickcwxgxkb Abv
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Feb 2, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QWW | VIB | 43.000 | 6.30 | Dff2 | - | JJJ | 11.80% | - | Elmbdjcc | 3qBr | - | 310 | 3wMk+310 | - | 499.00000 |
| CII | BQP | 575.600 | 7.60 | Grr | - | AAA | 17.70% | - | Ejysxtjo | 3mHp | - | 68 | 3iEy+68 | - | 568.00000 |
| K2LL | ZKK | 55.000 | 2.80 | Ne2 | - | YY | 80.70% | - | Bzdcdqfe | 3sEp | - | 175 | 3oXb+175 | - | 355.00000 |
Tranche Comments
CII: First Pay: 2021-08-15;
K2LL: First Pay: 2021-08-15;
QWW: First Pay: 2021-08-15;
Deal Comments
Cjxxrjb Gnnrhjhnrhu
Risk Retention
IF/FXq Djsjaeu Puzazsjigu/Heuizfjsy FCq Ieszjsfe gs FCYH gues jjuqei erejuizgs
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Sep 22, 1992
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | XHX | 84.000 | - | D2 | D | - | - | - | Mzpba | - | - | - | 2.250% | 2.250% | 849.00000 |
| M | ASP | 904.400 | - | Bgg | RRR | - | - | - | Rhhwuajp | 3jXv | - | 79 | 3bIm+79 | - | 123.00000 |
| Y-2 | SMZ | 24.857 | - | Qd2 | FF | - | - | - | Zqleh | - | - | - | 1.825% | 1.825% | 389.00000 |
| B-1 | KEX | 38.280 | - | V2 | H | - | - | - | Vfhrquvt | 3kEu | - | 215 | 3kXu+215 | - | 887.00000 |
| B | XJX | 59.170 | - | Js3 | RR- | - | - | - | Dupxmzdr | 3zAi | - | 630 | 3kHn+602 | - | 92.00000 |
| W-F | XIL | 732.000 | - | Jnn | HHH | - | - | - | Ekwpkxsu | 3pGl | - | 79 | 3gPb+79 | - | 321.00000 |
| U | ZLK | 62.960 | - | Faa3 | PPP | - | - | - | Adrvouxv | 3vZq | - | 320 | 3cPa+320 | - | 292.00000 |
| O-1 | BHU | 14.804 | - | Lc2 | MM | - | - | - | Sfuypctr | 3bMq | - | 160 | 3mNm+160 | - | 399.00000 |
| L | MCB | 3.900 | - | Zww | WWW | - | - | - | Trxkkurs | 3tRo | - | 30 | 3wOg+30 | - | 689.00000 |
| J | AWJ | 38.480 | - | S3 | H- | - | - | - | Fjjdmplu | 3mJh | - | 900 | 3lGi+839 | - | 15.00000 |
| Pdg | QZF | 84.400 | - | TM | TB | - | - | - | - | - | - | - | - | - | 11.00000 |
Tranche Comments
L: First Pay: 2022-01-15; Redemption: 2022-11-25;
M: First Pay: 2022-01-15; Redemption: 2022-11-25;
W-F: First Pay: 2022-01-15; Redemption: 2022-11-25;
O-1: First Pay: 2022-01-15; Redemption: 2022-11-25;
Y-2: First Pay: 2022-01-15; Redemption: 2022-11-25;
B-1: First Pay: 2022-01-15; Redemption: 2022-11-25;
H-2: First Pay: 2022-01-15; Redemption: 2022-11-25;
U: First Pay: 2022-01-15; Redemption: 2022-11-25;
B: First Pay: 2022-01-15; Redemption: 2022-11-25;
J: First Pay: 2022-01-15; Redemption: 2022-11-25;
Pdg: First Pay: 2022-01-15; Redemption: 2022-11-25;
Deal Comments
Dnt Qsqq Knwbncr 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 3, 1998