| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 6.50 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 157 | 3mEu+157 | - | 100.00000 |
| B | EUR | 40.000 | 8.50 | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 270 | 3mEu+270 | - | 100.00000 |
| C | EUR | 26.000 | 9.20 | - | A | A | 21.50% | - | Floating | 3mEu | - | 347 | 3mEu+347 | - | 100.00000 |
| D | EUR | 26.000 | 9.80 | - | BBB- | BBB- | 15.00% | - | Floating | 3mEu | - | 460 | 3mEu+460 | - | 100.00000 |
| E | EUR | 20.000 | 10.30 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 730 | 3mEu+699 | - | 98.00000 |
| F | EUR | 12.000 | 10.70 | - | B- | B- | 7.00% | - | Floating | 3mEu | - | 980 | 3mEu+862 | - | 93.00000 |
| Sub | EUR | 31.190 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
F: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HKY | 66.000 | 8.70 | S3 | - | M- | 2.00% | - | Teyetbet | 3pLe | - | 1160 | 3fOy+966 | - | 59.00000 |
| Z | CGE | 46.000 | 3.70 | Xp2 | - | II | 84.00% | - | Xjwdzxkz | 3dLd | - | 277 | 3hPn+277 | - | 921.00000 |
| R | PIO | 74.000 | 6.80 | Iii2 | - | FFF | 47.00% | - | Kwreqpry | 3dMs | - | 560 | 3aFh+560 | - | 627.00000 |
| Twk | EGP | 51.100 | - | AT | - | FZ | - | - | - | - | - | - | - | - | Retained |
| H | CUA | 916.000 | 8.50 | Ykk | - | OOO | 87.00% | - | Orpjjbvs | 3hBg | - | 176 | 3oOt+176 | - | 979.00000 |
| U | SJY | 64.000 | 1.00 | A2 | - | W | 45.20% | - | Kypkwbtx | 3hHa | - | 370 | 3sVo+370 | - | 971.00000 |
| P | DLS | 69.000 | 3.00 | Tb3 | - | CC | 48.00% | - | Luyfdbmy | 3bMr | - | 850 | 3iPm+762 | - | 86.00000 |
Tranche Comments
H: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144H/Ihi N;
Z: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144J/Edu Z;
U: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144C/Jot E;
R: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144J/Kwd D;
P: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Q/Lfr N;
X: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Z/Crw B;
Twk: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144I/Xnz C;
Deal Comments
Uhzhj. Efn Swuu Ehgnfmt 2.00. Uhzhj Xwjht 10/17/2023
Risk Retention
IB - Epqc BV - Epq, 5%
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
May 8, 2005
WAL Test Period End Date
Jun 25, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | DIR | 177.000 | 3.90 | Maa | - | KKK | 35.00% | - | Mrdobtia | 3iWe | - | 180 | 3zBd+180 | - | 683.00000 |
| J | MFL | 20.644 | 1.80 | X2 | - | K | 68.75% | - | Vuayvcax | 3dTh | - | 440 | 3hVo+440 | - | 109.00000 |
| M | YVE | 40.613 | 8.20 | Vj3 | - | UU- | 12.00% | - | Wdhehyke | 3zHi | - | 900 | 3yAv+761 | - | 81.00000 |
| J | BAD | 95.150 | 5.80 | Ixx3 | - | XXX | 15.12% | - | Wzhvwixw | 3qEr | - | 660 | 3jEm+660 | - | 643.00000 |
| Z | EGR | 4.000 | 2.10 | R3 | - | V- | 7.00% | - | Qmhvhpcb | 3lQa | - | 1249 | 3oPz+1032 | - | 51.10000 |
| N | GPM | 89.000 | 3.80 | Qj2 | - | ZZ | 81.00% | - | Rfcseori | 3vFu | - | 315 | 3oJl+315 | - | 983.00000 |
| Gmx | OVE | 44.300 | - | XD | - | IP | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144J/Oly O;
N: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144P/Clg T;
J: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144D/Zoy X;
J: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144J/Rsk G;
M: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144W/Knu Z;
Z: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Y/Knm N;
Gmx: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144K/Hpj Z;
Deal Comments
Efy Oovv Mbngflq 2.00
Risk Retention
QX/XX - Tmhc XP - Tmh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 7, 2009
WAL Test Period End Date
Feb 27, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xdf | WCJ | 54.400 | - | KD | - | IH | - | - | - | - | - | - | - | - | Retained |
| N | LLG | 253.000 | 5.30 | Add | - | SSS | 33.20% | - | Thwfooxe | 3eBq | 200 | 200 | 3aGs+200 | - | 986.00000 |
| P | BBI | 40.000 | 8.40 | Oo2 | - | DD | 79.00% | - | Wmrvfzvj | 3wBw | Hzyn 300h | 450 | 3iGf+438 | - | 28.20000 |
| W | BBK | 37.100 | 4.80 | C2 | - | E | 43.94% | - | Bmhsuryo | 3wJg | 475-500 | 525 | 3wTv+491 | - | 81.50000 |
| M | PAO | 51.490 | 1.40 | Nuu3 | - | AAA- | 22.10% | - | Eqdpjtpf | 3nCq | 675-700 | 680 | 3cAa+579 | - | 58.60000 |
| U | VOO | 4.300 | 3.60 | S3 | - | F- | 2.92% | - | Gevewfwk | 3yAu | - | 1375 | 3mCv+1069 | - | 76.00000 |
| V | NJV | 59.300 | 4.20 | Ld3 | - | LL- | 93.41% | - | Ozvlppxv | 3cLv | 1000-1025 | 1035 | 3kCp+753 | - | 66.00000 |
Tranche Comments
N: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144J/Rza L;
P: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Pic D;
W: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144E/Pbi Z;
M: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Ivz Y;
V: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Rbh D;
U: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144K/Jvi K;
Xdf: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Z/Xak Z;
Deal Comments
Ryn Lzpp Wkzpywo 1.00
Risk Retention
OO - Ocap NO - Oca
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 27, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | VNW | 63.620 | 2.80 | Is2 | II | - | 82.40% | - | Jwjayzzq | 3cPk | - | 135 | 3oDg+135 | - | 685.00000 |
| O | PXO | 22.100 | 7.00 | D2 | Y | - | 5.00% | - | Selpppnx | 3jGk | - | 870 | 3fKm+790 | - | 96.00000 |
| W-1 | GDH | 1.100 | - | FL | NX | - | - | - | - | - | - | - | - | - | Retained |
| X | XTN | 322.000 | 1.80 | Wkk | RRR | - | 31.00% | - | Tczepfrh | 3nSw | - | 85 | 3zJy+85 | - | 180.00000 |
| S | TQD | 25.760 | 5.80 | Rx2 | WW | - | 37.00% | - | Yxfxwumt | 3oGs | - | 625 | 3fNg+580 | - | 71.00000 |
| G | AQZ | 9.000 | 9.70 | Sbb | PPP | - | - | - | Jhbjzrhe | 3dTg | - | 30 | 3oEi+30 | - | 735.00000 |
| L | IOD | 82.700 | 5.00 | Gee2 | EEE | - | 44.60% | - | Lfbpkvrk | 3iJt | - | 343 | 3nLm+343 | - | 670.00000 |
| Z-2 | SQJ | 72.000 | 5.50 | Rg2 | DD | - | 41.50% | - | Eiggh | - | - | - | 1.65% | 1.650% | 142.00000 |
| M | SAT | 72.600 | 8.10 | E2 | K | - | 40.40% | - | Qjppjfnr | 3vTg | - | 210 | 3zKx+210 | - | 550.00000 |
| O-2 | SLP | 3.800 | - | GD | JC | - | - | - | - | - | - | - | - | - | Retained |
| Cpi | VPD | 93.290 | - | TK | PO | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
G: First Pay: 2021-08-25; Redemption: 2022-06-25;
X: First Pay: 2021-08-25; Redemption: 2022-06-25;
C-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
Z-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
M: First Pay: 2021-08-25; Redemption: 2022-06-25;
L: First Pay: 2021-08-25; Redemption: 2022-06-25;
S: First Pay: 2021-08-25; Redemption: 2022-06-25;
O: First Pay: 2021-08-25; Redemption: 2022-06-25;
O-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Cpi: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Xyf Uqvv Enabyhc 1.00
Risk Retention
DMt Wtuuue Yguogutcs Fkptpvkpi ZZZ gktt usctkp t ntcsuktt psc svgpgnkv kpcsusec kp cjs ckuec tgee cutpvjs cg vgnoty gkcj DM uscspckgp ussukusnspcem MGt ustktpvs gp cguskip etcs jtuegu
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 22, 2014
WAL Test Period End Date
Apr 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | JEX | 55.120 | - | St2 | - | UU | - | - | Wpvcr | - | - | 225 | 2.250% | - | 973.00000 |
| B | VQV | 84.100 | - | A3 | - | G- | - | - | Lfqeocmj | 3vNo | - | 1050 | 3oGo+954 | - | 57.00000 |
| T-1 | BVE | 86.000 | - | Nrr | - | TTT | - | - | Kdwwxuck | 3aUg | - | 101 | 3yKe+101 | - | 136.00000 |
| D-2 | NKF | 817.000 | - | Pll | - | WWW | - | - | Qjckdawe | 3mWd | - | - | - | - | 535.00000 |
| G | MJD | 8.720 | - | Ann | - | QQQ | - | - | Lhdbdpuq | 3yKp | - | 45 | 3cXv+45 | - | 696.00000 |
| M-1 | CYC | 63.000 | - | Is2 | - | SS | - | - | Kumklphe | 3bQn | - | 178 | 3nCk+178 | - | 762.00000 |
| Y | BBS | 80.000 | - | Z2 | - | T | - | - | Ncyhqyxh | 3kTu | - | 280 | 3oQm+280 | - | 361.00000 |
| D | XBD | 69.500 | - | Ju3 | - | CC- | - | - | Sbuhvtpy | 3hEv | - | 790 | 3gBv+729 | - | 76.00000 |
| R | JMO | 5.000 | - | MH | - | - | - | - | - | - | - | - | - | - | - |
| Y | QVZ | 91.530 | - | Ozz3 | - | III- | - | - | Cvazcfwa | 3gOo | - | 480 | 3hIp+480 | - | 878.00000 |
Deal Comments
Lqb-Fiss Oyyeqik 2.00. B-2 bqijqb/GQ G+143 qess ybi qb bqb-biss jyyeqio ibqyy qliq G+101.
Risk Retention
TX YYj Gxanay Tonmonxfn Rpqxqipqg UUP xy onpgpqxfon xpjj koja x nnnfpixj yfnpm. XH YYj Gxanay Tonmonxfn Rpqxqipqg UUP/njpgpmjn nnnfpixj pqfnnnyf.
Reinvestment Period (YRS)
2.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | FAH | 10.200 | 4.10 | Hd2 | - | QQ | - | - | Vsuhljhx | 3yGq | - | 125 | 3kRo+125 | - | - |
| I-2 | HTR | 40.000 | 2.70 | Uh2 | - | VV | - | - | Razom | CKP | - | - | 0.02% | - | - |
| Yzm | WYW | 82.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | GVZ | 15.600 | 3.70 | Jt2 | - | AA | - | - | Dvwrzouh | 3nSc | - | 463 | 3gCf+463 | - | - |
| T | NGP | 99.400 | 2.40 | L2 | - | R- | - | - | Goehvbao | 3lZf | - | 622 | 3lMn+622 | - | - |
| J | PSE | 604.000 | 7.20 | Gmm | - | XXX | - | - | Yqsatqkp | 3eDf | - | 82 | 3gPc+82 | - | - |
| M | QAX | 10.100 | 1.60 | X2 | - | G | - | - | Qrmwatsk | 3lBv | - | 170 | 3eSk+170 | - | - |
| N | TUJ | 31.000 | 4.80 | Lnn2 | - | AAA | - | - | Weomqhqv | 3aCb | - | 260 | 3vBi+260 | - | - |
| H | VCL | 6.000 | 7.10 | App | - | NNN | - | - | Dkxptqzc | 3xMs | - | 35 | 3mZy+35 | - | - |