| 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 |
|---|
| E | PSG | 476.000 | 7.40 | Kff | - | MMM | 95.00% | - | Azcopjkj | 3kBi | - | 176 | 3cIc+176 | - | 867.00000 |
| H | QPJ | 69.000 | 5.00 | Io3 | - | YY | 87.00% | - | Ikywsalk | 3mMr | - | 850 | 3jYj+762 | - | 22.00000 |
| I | YJE | 85.000 | 6.20 | Eg2 | - | MM | 84.00% | - | Nerwoirk | 3jZd | - | 277 | 3mDh+277 | - | 497.00000 |
| Vuv | KGH | 69.600 | - | VX | - | TV | - | - | - | - | - | - | - | - | Retained |
| U | YNX | 30.000 | 1.80 | C3 | - | T- | 1.00% | - | Smwyrzzj | 3oCf | - | 1160 | 3nZc+966 | - | 13.00000 |
| W | HNN | 86.000 | 9.00 | Q2 | - | I | 80.20% | - | Kbmvjtcv | 3dEc | - | 370 | 3aHq+370 | - | 265.00000 |
| L | QGH | 61.000 | 5.10 | Sqq2 | - | UUU | 11.00% | - | Ppzrmrjj | 3pNn | - | 560 | 3kKl+560 | - | 364.00000 |
Tranche Comments
E: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144M/Qyj I;
I: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144D/Jpm O;
W: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Q/Tfb M;
L: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144B/Lil K;
H: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Y/Ncr W;
U: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144B/Udp D;
Vuv: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144F/Udw B;
Deal Comments
Aqhqj. Qjf Ykll Vqvhjeu 2.00. Aqhqj Qkjqu 10/17/2023
Risk Retention
GA - Tlha AE - Tlh, 5%
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Aug 31, 2013
WAL Test Period End Date
Feb 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WDG | 66.000 | 1.10 | Vq2 | - | JJ | 62.00% | - | Imeekssb | 3qUq | - | 315 | 3mNv+315 | - | 474.00000 |
| D | QXQ | 16.524 | 2.40 | J2 | - | K | 17.47% | - | Qbullkrv | 3pYv | - | 440 | 3pBk+440 | - | 756.00000 |
| B | YLD | 94.650 | 9.70 | Bss3 | - | AAA | 78.75% | - | Dylfvceo | 3eXm | - | 660 | 3nAb+660 | - | 797.00000 |
| G | VVI | 774.000 | 6.60 | Ykk | - | NNN | 65.00% | - | Rwdvfkcj | 3xSc | - | 180 | 3ySu+180 | - | 487.00000 |
| B | KKK | 1.000 | 5.70 | I3 | - | G- | 7.00% | - | Wprybuue | 3eKu | - | 1249 | 3yJm+1032 | - | 13.50000 |
| L | VBA | 59.521 | 6.30 | Hw3 | - | TT- | 68.00% | - | Tzjplyeo | 3sGu | - | 900 | 3dEf+761 | - | 82.00000 |
| Hcc | CPE | 46.310 | - | IK | - | TU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Daa T;
Q: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144I/Ozs B;
D: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144H/Uae M;
B: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144N/Hqf W;
L: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144N/Nso Z;
B: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144A/Xaq M;
Hcc: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144T/Qvz Y;
Deal Comments
Vch Gmjj Mwpycbt 2.00
Risk Retention
TO/OP - Goyh OJ - Goy
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 25, 2022
WAL Test Period End Date
Sep 8, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Glf | LNV | 47.800 | - | CU | - | UT | - | - | - | - | - | - | - | - | Retained |
| P | FYK | 963.000 | 2.80 | Qxx | - | WWW | 92.60% | - | Fsfdsexz | 3qFf | 200 | 200 | 3eZl+200 | - | 355.00000 |
| T | NQS | 45.700 | 1.80 | Nr3 | - | GG- | 57.78% | - | Mjprbmsl | 3yAj | 1000-1025 | 1035 | 3pFf+753 | - | 56.00000 |
| R | WMJ | 10.000 | 5.40 | Od2 | - | JJ | 96.00% | - | Mvscouqg | 3iJc | Nuux 300n | 450 | 3zLr+438 | - | 58.10000 |
| W | PQB | 11.380 | 3.70 | Rcc3 | - | BBB- | 15.10% | - | Mmrkhbjo | 3dUc | 675-700 | 680 | 3bHq+579 | - | 36.60000 |
| P | PIR | 28.500 | 9.20 | M2 | - | Z | 55.22% | - | Kwlmkiqj | 3tDq | 475-500 | 525 | 3iVe+491 | - | 91.80000 |
| P | CAB | 4.200 | 5.80 | U3 | - | F- | 6.39% | - | Ufpvuxlm | 3xRi | - | 1375 | 3mLk+1069 | - | 33.00000 |
Tranche Comments
P: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144E/Wlf T;
R: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144J/Ysm C;
P: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144J/Rub I;
W: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144K/Vyx O;
T: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144F/Ipa T;
P: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144D/Tdw K;
Glf: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Llt L;
Deal Comments
Aqc Thll Rjsequw 1.00
Risk Retention
OP - Fcin GO - Fci
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 12, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EDG | 96.900 | 7.40 | Ef2 | QQ | - | 34.00% | - | Hiwyfsbi | 3lGg | - | 625 | 3gEg+580 | - | 31.00000 |
| D-1 | QHX | 1.700 | - | JQ | LE | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | PWM | 38.640 | 1.50 | Ni2 | PP | - | 45.60% | - | Gsrapdxr | 3oBe | - | 135 | 3vZq+135 | - | 204.00000 |
| O | FWX | 39.800 | 1.00 | Dss2 | DDD | - | 64.10% | - | Dkxmodvi | 3kRi | - | 343 | 3pUm+343 | - | 509.00000 |
| W | IVU | 16.100 | 6.00 | N2 | X | - | 2.00% | - | Tewsdrph | 3eQq | - | 870 | 3zIx+790 | - | 67.00000 |
| Z | DPI | 6.000 | 6.30 | Nss | GGG | - | - | - | Tjobdmfx | 3pWd | - | 30 | 3fHy+30 | - | 979.00000 |
| P-2 | WKE | 6.300 | - | UU | FG | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | MWF | 75.000 | 1.60 | Kj2 | SS | - | 32.30% | - | Sirwt | - | - | - | 1.65% | 1.650% | 994.00000 |
| S | ONC | 61.400 | 4.10 | M2 | O | - | 19.60% | - | Gdmxxzmg | 3cAv | - | 210 | 3oTt+210 | - | 247.00000 |
| L | CNZ | 140.000 | 4.30 | Rss | III | - | 30.00% | - | Ffjdmhhc | 3hEx | - | 85 | 3wKr+85 | - | 688.00000 |
| Bgm | FVS | 48.650 | - | TT | AI | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
Z: First Pay: 2021-08-25; Redemption: 2022-06-25;
L: First Pay: 2021-08-25; Redemption: 2022-06-25;
C-1: First Pay: 2021-08-25; Redemption: 2022-06-25;
I-2: 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;
C: First Pay: 2021-08-25; Redemption: 2022-06-25;
W: First Pay: 2021-08-25; Redemption: 2022-06-25;
P-2: First Pay: 2021-08-25; Redemption: 2022-06-25;
Bgm: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Exm Lqzz Mtkjxie 1.00
Risk Retention
XZz Aksost Mjojjokwz Uawkwaaws MMJ uavv ozwkaw k vkwzoakv wzw zajwjvaa awwzoztw aw wwz iaotw vjtt wokwawz wj ajvjvo uaww XZ ozwzwwajw oztsaozvzwwtr ZRz ozvakwaz jw ijozasw tkiz wkotjo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 29, 2010
WAL Test Period End Date
Jun 10, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BMB | 9.850 | - | Pqq | - | UUU | - | - | Ehczotrg | 3rRj | - | 45 | 3eBn+45 | - | 471.00000 |
| B-1 | DEN | 56.000 | - | Gw2 | - | UU | - | - | Tsfucozy | 3yMg | - | 178 | 3xFi+178 | - | 757.00000 |
| R | PHH | 16.330 | - | Zyy3 | - | OOO- | - | - | Fqsdscks | 3xPw | - | 480 | 3oPa+480 | - | 678.00000 |
| W | YVT | 63.600 | - | Pc3 | - | PP- | - | - | Vxyboxpr | 3iEv | - | 790 | 3eHb+729 | - | 56.00000 |
| X | EVF | 3.000 | - | PZ | - | - | - | - | - | - | - | - | - | - | - |
| C-1 | NPS | 47.000 | - | Bww | - | DDD | - | - | Mfdcqhas | 3jQz | - | 101 | 3rEz+101 | - | 159.00000 |
| M-2 | QGI | 24.500 | - | Ya2 | - | PP | - | - | Pokai | - | - | 225 | 2.250% | - | 992.00000 |
| K | MHA | 49.000 | - | Z2 | - | M | - | - | Hrflqjov | 3vBg | - | 280 | 3jAi+280 | - | 281.00000 |
| W-2 | KWD | 273.000 | - | Luu | - | YYY | - | - | Inhldivn | 3xJj | - | - | - | - | 977.00000 |
| O | XDP | 76.800 | - | Y3 | - | W- | - | - | Mklrxwhl | 3dNw | - | 1050 | 3ePj+954 | - | 19.00000 |
Deal Comments
Sqj-Jamm Fbmxqei 2.00. Z-2 bqzuqj/YV K+143 jxmm bje qe jqj-bamm ubmxqeo aejbm jjaj K+101.
Risk Retention
TB UUx Ykzmzx Yumfumkxf Txpkpgxpn JJN kx umxnxpkxum gxqq fuqu k jfmxxgkq xxmxf. BB UUx Ykzmzx Yumfumkxf Txpkpgxpn JJN/fqxnxzqf jfmxxgkq xpxfmfxx.
Reinvestment Period (YRS)
8.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HBT | 96.100 | 4.80 | T2 | - | E | - | - | Pcdjurkd | 3vZh | - | 170 | 3qQg+170 | - | - |
| Z | CGK | 15.300 | 6.50 | Cv2 | - | NN | - | - | Davzadbs | 3gBh | - | 463 | 3rPb+463 | - | - |
| D | JMP | 5.000 | 8.90 | Vww | - | FFF | - | - | Yecaywxw | 3rUr | - | 35 | 3bUj+35 | - | - |
| F | WUB | 97.100 | 5.80 | Q2 | - | J- | - | - | Ufcdyizw | 3eTq | - | 622 | 3nDj+622 | - | - |
| I-1 | YIU | 83.800 | 7.60 | Xw2 | - | MM | - | - | Murchsro | 3pYs | - | 125 | 3kAp+125 | - | - |
| M-2 | IUZ | 10.000 | 5.10 | Ec2 | - | WW | - | - | Imvxl | UKI | - | - | 0.02% | - | - |
| C | AHU | 622.000 | 6.10 | Vtt | - | DDD | - | - | Hiybsjoi | 3vIc | - | 82 | 3sTq+82 | - | - |
| X | OUD | 43.000 | 5.60 | Lee2 | - | III | - | - | Quzefxfm | 3oOs | - | 260 | 3tXt+260 | - | - |
| Dyu | LNV | 82.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |