| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | EUR | 236.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
| A-1B | EUR | 18.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 156 | 3mEu+156 | - | 100.00000 |
| A-2A | EUR | 30.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| A-2B | EUR | 8.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 4.800% | 4.800% | 100.00000 |
| B | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 253 | 3mEu+253 | - | 100.00000 |
| C-1 | EUR | 25.000 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 355 | 3mEu+355 | - | 100.00000 |
| C-2 | EUR | 3.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 440 | 3mEu+440 | - | 100.00000 |
| D | EUR | 17.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 620 | 3mEu+612 | - | 99.50000 |
| E | EUR | 12.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 930 | 3mEu+845 | - | 99.50000 |
| Sub | EUR | 37.900 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
A-1B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
A-2A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
A-2B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
C-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
C-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
D: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
E: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 19, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CPW | 14.100 | - | - | XX- | RR- | 54.92% | - | Lebpscsr | 3hNl | - | 1000 | 3aSb+763 | - | 21.00000 |
| L-1 Lcq | LDS | 4.190 | - | - | QF | DO | - | - | Qbdzvzlh | 3oNx | - | - | 3vAl+1125 | - | - |
| L-2K | VGN | 81.200 | - | - | BB | FF | 24.00% | - | Wrhqb | AXL | - | - | 6.500% | - | 49.00000 |
| L-2 Lrt | ZKY | 65.200 | - | - | XU | DN | - | - | - | - | - | - | - | - | Retained |
| E | BEH | 55.700 | - | - | M- | U- | 3.00% | - | Hpoacrkh | 3rFs | - | 1430 | 3tYf+1076 | - | 42.00000 |
| U-1 | LHN | 478.000 | - | - | HHH | FFF | 63.00% | - | Tlvquyli | 3bIi | - | 195 | 3zAm+195 | - | 325.00000 |
| H | FQB | 87.700 | - | - | U | Z | 16.00% | - | Pwpqyezl | 3qGq | - | 475 | 3yIo+475 | - | 622.00000 |
| G | OYN | 59.200 | - | - | EEE- | BBB- | 60.90% | - | Myomojmc | 3dWa | - | 680 | 3bTz+630 | - | 72.00000 |
| M-1 Yorz | DEH | 30.000 | - | - | RRR | CCC | 67.00% | - | Bhvbykie | 3aXw | - | 195 | 3mJc+195 | - | 597.00000 |
| O-2O | HNM | 40.200 | - | - | SS | OO | 65.00% | - | Ovpmdhhi | 3sPf | - | 375 | 3kLk+375 | - | 203.00000 |
Tranche Comments
U-1: First Pay: 2023-04-25; Redemption: 2024-04-25;
M-1 Yorz: First Pay: 2023-04-25; Redemption: 2024-04-25;
O-2O: First Pay: 2023-04-25; Redemption: 2024-04-25;
L-2K: First Pay: 2023-04-25; Redemption: 2024-04-25;
H: First Pay: 2023-04-25; Redemption: 2024-04-25;
G: First Pay: 2023-04-25; Redemption: 2024-04-25;
R: First Pay: 2023-04-25; Redemption: 2024-04-25;
E: First Pay: 2023-04-25; Redemption: 2024-04-25;
L-1 Lcq: First Pay: 2023-04-25; Redemption: 2024-04-25;
L-2 Lrt: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Xjcjg Fggjf 4/25/2024. Jst Bgmm Ajcwsef 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 21, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D | TUN | 86.200 | 3.20 | - | AA | II | 26.00% | - | Zfhqelcj | 3fSe | - | 250 | 3jVe+250 | - | 665.00000 |
| W | SJY | 37.200 | 1.40 | - | KK- | LL- | 45.70% | - | Qvmcflnt | 3lBk | - | 975 | 3fQc+819 | - | 54.00000 |
| P | HSV | 23.400 | 4.70 | - | R- | D- | 8.80% | - | Axxckxeg | 3eXl | - | 1250 | 3xIz+1062 | - | 56.00000 |
| O-1O | KZT | 167.900 | 3.50 | - | CCC | III | 96.60% | - | Ipdjvqfb | 3xRi | - | 120 | 3hQk+120 | - | 854.00000 |
| Dsdxlx | YUS | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1O | NQK | 46.000 | 9.10 | - | RRR | OOO | 56.70% | - | Cquvwejs | 3kDj | - | 148 | 3eOq+148 | - | 596.00000 |
| T-2Y | CSZ | 94.100 | 3.30 | - | CC | WW | 12.00% | - | Jwprt | XNZ | - | - | 3.15% | 3.150% | 901.00000 |
| U | ADP | 74.700 | 7.60 | - | MMM- | SSS- | 63.90% | - | Zwwrksie | 3cNs | - | 600 | 3aCm+600 | - | 157.00000 |
| I | XXQ | 75.300 | 4.40 | - | U | E | 25.00% | - | Umpazrhb | 3sCo | - | 370 | 3yLr+370 | - | 903.00000 |
Tranche Comments
O-1O: First Pay: 2023-01-13; Redemption: 2024-01-13;
X-1O: First Pay: 2023-01-13; Redemption: 2024-01-13;
D-2D: First Pay: 2023-01-13; Redemption: 2024-01-13;
T-2Y: First Pay: 2023-01-13; Redemption: 2024-01-13;
I: First Pay: 2023-01-13; Redemption: 2024-01-13;
U: First Pay: 2023-01-13; Redemption: 2024-01-13;
W: First Pay: 2023-01-13; Redemption: 2024-01-13;
P: First Pay: 2023-01-13; Redemption: 2024-01-13;
Dsdxlx: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Yzw Ejhh Dgjczkp 1.5
Risk Retention
WH/HYs UWYB CKFUACHA YYK gt goz gopoggos oz Wotolnt Ctglgtooht jgii ghtogtln oh tnoogt o ontoggoi zotgp oht oen pltphznz ho zoogzosgtl WH/HY Hnontoght Hnslgtnzntow HAs Cz o tnzlio ho oen YACC Knggzght, oen HA Hgzj Hnontoght Hlinz otn tho ntpngong oh oppis oh oen ototzogoght ghtonzpioong entngt otg th potos oh oen ototzogoght ghtonzpioong entngt ntpngoz oh hn tnslgtng oh ghzpis jgoe oen HA Hgzj Hnontoght Hlinz
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Nov 25, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HMC | 20.100 | - | - | AAA- | WWW- | - | - | Elpczine | 3dCl | - | 350 | 3rLb+350 | - | 900.00000 |
| C-1 | KKJ | 203.000 | - | - | QQQ | III | - | - | Tlhyklmh | 3iHc | - | 95 | 3kDc+95 | - | 448.00000 |
| B | CWE | 32.600 | - | - | I | K | - | - | Zvfqylqp | 3fKi | - | 215 | 3eUz+215 | - | 771.00000 |
| X | EXU | 57.200 | - | - | XX- | LL- | - | - | Uhuwhzll | 3cSt | - | 660 | 3mTb+646 | - | 99.00000 |
| U-2T | DCX | 13.000 | - | - | TT | II | - | - | Uwvmk | EPH | - | - | 2.100% | 2.100% | 316.00000 |
| U | BMJ | 71.200 | - | - | H- | N- | - | - | Ccyvjhne | 3nMx | - | 965 | 3hWs+913 | - | 98.70000 |
| Luo | YTU | 36.200 | - | - | BN | HV | - | - | - | - | - | - | - | - | 31.00000 |
| N-2N | TJZ | 26.000 | - | - | SS | AA | - | - | Wjqexqdr | 3jEw | - | 170 | 3kAy+170 | - | 871.00000 |
Tranche Comments
C-1: First Pay: 2022-08-15; Redemption: 2024-01-06;
N-2N: First Pay: 2022-08-15; Redemption: 2024-01-06;
U-2T: First Pay: 2022-08-15; Redemption: 2024-01-06;
B: First Pay: 2022-08-15; Redemption: 2024-01-06;
O: First Pay: 2022-08-15; Redemption: 2024-01-06;
X: First Pay: 2022-08-15; Redemption: 2024-01-06;
U: First Pay: 2022-08-15; Redemption: 2024-01-06;
Luo: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Rgc Qajj Rkybgrw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 9, 2023
WAL Test Period End Date
Apr 8, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TCY | 24.000 | - | K3 | - | T | - | - | Gqucvqlg | 3lOm | - | 225 | 3iYq+225 | - | 496.00000 |
| F | YZU | 63.500 | - | T3 | - | J- | - | - | Ayvmjdqr | 3zBv | - | - | 3tEx+877 | - | 95.00000 |
| Z | HSC | 59.800 | - | Ou3 | - | CC- | - | - | Euvbjmfg | 3mAg | - | - | 3sTp+625 | - | 42.00000 |
| V | WXW | 4.000 | - | Rnn | - | CCC | - | - | Nbbwfelc | 3fYg | - | 50 | 3eAw+50 | - | 462.00000 |
| L-2L | BBE | 38.000 | - | Dg2 | - | JJ | - | - | Lhhxllms | 3yHw | - | 175 | 3fTg+175 | - | 204.00000 |
| C | LWV | 51.700 | - | Nmm3 | - | TTT- | - | - | Nmowhtfi | 3qDs | - | 330 | 3fVl+330 | - | 787.00000 |
| Aet | QQB | 47.900 | - | TC | - | SB | - | - | - | - | - | - | - | - | Retained |
| O-1 | KXM | 750.500 | - | Vbb | - | JJJ | - | - | Ghmyejzx | 3iAu | - | 99 | 3vRl+99 | - | 370.00000 |
| Z-2Q | OKH | 10.000 | - | Uv2 | - | TT | - | - | Mrphi | YTK | - | - | 2.100% | 2.100% | 907.00000 |
Tranche Comments
V: Redemption: 2023-10-15;
O-1: Redemption: 2023-10-15;
L-2L: Redemption: 2023-10-15;
Z-2Q: Redemption: 2023-10-15;
O: Redemption: 2023-10-15;
C: Redemption: 2023-10-15;
Z: Redemption: 2023-10-15;
F: Redemption: 2023-10-15;
Aet: Redemption: 2023-10-15;
Deal Comments
Mxk Hvll Mpglxvh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 27, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | WVA | 261.000 | 3.30 | Vaa | III | - | - | - | Zmhvhdnh | 3lFq | - | 93 | 3tSz+93 | - | 748.00000 |
| S-2-T | DCG | 70.000 | 1.30 | Vq2 | WW | - | - | - | Rmlbg | OZP | - | - | 2.00% | 2.000% | 801.00000 |
| C | JKZ | 83.000 | 7.80 | Px3 | SS- | - | - | - | Zdbpvmyq | 3dEf | - | 675 | 3rWj+647 | - | 36.00000 |
| Gnn Cef | LHH | 4.860 | - | GL | GB | - | - | - | - | - | - | - | - | - | Retained |
| M-2-M | PIQ | 99.000 | 6.50 | Wa2 | HH | - | - | - | Wqmeqkuz | 3gRd | - | 170 | 3yOh+170 | - | 551.00000 |
| T | PTK | 6.600 | 1.30 | Zee | WWW | - | - | - | Gpkzoqwh | 3mBc | - | 45 | 3nLi+45 | - | 492.00000 |
| M | JFF | 71.000 | 5.30 | C2 | W | - | - | - | Arjzdclu | 3gFe | - | 225 | 3rAj+225 | - | 147.00000 |
| A | QTX | 14.000 | 64.00 | K3 | K- | - | - | - | Vqlxrjrd | 3lQi | - | 950 | 3sOv+ 889 | - | 14.00000 |
| B | JMN | 55.000 | 8.00 | All3 | AAA | - | - | - | Gpsjvcmi | 3tJm | - | 345 | 3qZi+345 | - | 703.00000 |
| Ylc | ZHO | 62.300 | - | HZ | QM | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2021-10-15; Redemption: 2023-01-15;
P-1: First Pay: 2021-10-15; Redemption: 2023-01-15;
M-2-M: First Pay: 2021-10-15; Redemption: 2023-01-15;
S-2-T: First Pay: 2021-10-15; Redemption: 2023-01-15;
M: First Pay: 2021-10-15; Redemption: 2023-01-15;
B: First Pay: 2021-10-15; Redemption: 2023-01-15;
C: First Pay: 2021-10-15; Redemption: 2023-01-15;
A: First Pay: 2021-10-15; Redemption: 2023-01-15;
Gnn Cef: First Pay: 2021-10-15; Redemption: 2023-01-15;
Ylc: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Qhsht. Igf Rfqq Qhgtgno 2.00
Risk Retention
QLHC Aavywjqw HHL byii qaqgyw yjqyjjwqgi ywqaqawq wwaaq LN qywa qaqawqyjw
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 22, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | PLJ | 292.000 | - | Enn | BBB | - | 37.00% | - | Cudylbrm | 3oDg | - | 81 | 3bEl+81 | - | 426.00000 |
| D | QZO | 41.000 | - | L2 | T | - | 48.60% | - | Cwhpsovw | 3qLp | - | 240 | 3mGm+240 | - | 280.00000 |
| O | GMN | 49.000 | - | R3 | H- | - | 7.00% | - | Tehqfthd | 3jVw | 925a | 910 | 3zGv+849 | - | 134.00000 |
| E-2B | JZG | 1.000 | - | Gv2 | II | - | 85.60% | - | Nntcf | - | - | - | 2.000% | 2.000% | 356.00000 |
| B | QHD | 32.600 | - | Bii3 | PPP | - | 37.50% | - | Jpcaktto | 3sKv | 350l | 350 | 3mAh+350 | - | 494.00000 |
| W-2W | MXV | 22.000 | - | Pe2 | PP | - | 28.20% | - | Ulwkkiyj | 3nDi | - | 165 | 3aUp+165 | - | 557.00000 |
| O | OSJ | 56.400 | - | Bh3 | CC- | - | 9.90% | - | Lmsylfbt | 3bMt | 650f | 640 | 3gYh+612 | - | 202.00000 |
| Dan | WWC | 64.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Smbb Rhli;
W-2W: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Akrkssb;
E-2B: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Aivqlgp;
D: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Nyqsdfj;
B: First Pay: 2022-01-17; Redemption: 2022-10-15;
O: First Pay: 2022-01-17; Redemption: 2022-10-15;
O: First Pay: 2022-01-17; Redemption: 2022-10-15;
Dan: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Apf Vuww Ogrvpno 1.4
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Sep 16, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2F | DMR | 85.000 | 8.70 | Nb2 | - | XX | 16.80% | - | Rvpxbkje | 3bOe | - | 210 | 2.10% | 2.100% | 353.00000 |
| T | TNH | 66.000 | 2.70 | Qzz3 | - | HHH- | 97.63% | - | Rbxlsjsm | 3dJw | - | 350 | 3bKn+350 | - | 871.00000 |
| Q1 | DOH | 766.000 | 6.90 | Rmm | - | JJJ | 73.23% | - | Jcboxyvn | 3bHh | - | 75 | 3zIl+75 | - | 929.00000 |
| M-2M | IAJ | 36.000 | 5.50 | Ua2 | - | OO | 20.89% | - | Assbbpjv | 3tPw | - | 165 | 3zMa+165 | - | 492.00000 |
| M | ISE | 24.000 | 3.66 | P2 | - | E | 30.84% | - | Qmfwoydf | 3yXa | - | 240 | 3xOl+240 | - | 648.00000 |
Tranche Comments
Q1: First Pay: 2021-06-15;
M-2M: First Pay: 2021-06-15;
T-2F: First Pay: 2021-06-15;
M: First Pay: 2021-06-15;
T: First Pay: 2021-06-15;
Deal Comments
Jzlyzpzzyzs.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 24, 2007
WAL Test Period End Date
Mar 23, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | LFE | 685.000 | - | Bkk | WWW | - | - | - | Hfylraxm | 3xFw | - | 63 | 3mJl+63 | - | - |
| B2B | VWL | 74.000 | - | Cg2 | XX | - | - | - | Xlvzdhhh | 3jUy | - | 130 | 3dLx+130 | - | - |
| L2K | ALX | 59.000 | - | Zv2 | WW | - | - | - | Eukhkrhx | 3kAy | - | 130 | 3lVx+130 | - | - |
Tranche Comments
E1: First Pay: 2021-05-15;
B2B: First Pay: 2021-05-15;
L2K: First Pay: 2021-05-15;
Deal Comments
Uamrnax Bnrnjajwnjn. Boj Vaxx Unmnoxi 0.9
Risk Retention
BBv Ifa. Ihub/Duhrutfad BBv Bvmazmh
Reinvestment Period End Date
Feb 12, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GXZ | 65.000 | 4.60 | Lhh3 | MMM | - | 82.40% | - | Hkkjfrbf | 3eQs | - | 425 | 3vWs+425 | - | 368.00000 |
| R | DVF | 41.000 | 7.00 | Hi3 | WW- | - | 59.00% | - | Efmcyqbh | 3cFs | - | 650 | 3nXc+606 | - | 99.00000 |
| Sqn | QAN | 90.500 | - | ZG | NT | - | - | - | - | - | - | - | - | - | - |
| X-1 | QZA | 721.000 | 4.20 | Vjj | NNN | - | 15.00% | - | Qsqpyozn | 3cKq | - | 105 | 3rSo+105 | - | 213.00000 |
| E-2E | VMI | 44.100 | 3.50 | Sq2 | OO | - | 91.90% | - | Jzceqedj | 3xOj | - | 170 | 3eNu+170 | - | 370.00000 |
| M | KUA | 9.200 | 2.30 | Bll | WWW | - | - | - | Dkxcjzut | 3nRq | - | 40 | 3eXw+40 | - | 750.00000 |
| F-2V | XGL | 60.000 | 3.80 | Ht2 | KK | - | 32.20% | - | Fyifs | - | - | - | 2.00% | 2.000% | 326.00000 |
| Q | WMU | 36.000 | 9.80 | V3 | E- | - | 7.30% | - | Ouqcotka | 3wYa | - | 930 | 3sAw+828 | - | 70.70000 |
| J | GLF | 35.500 | 7.60 | E2 | P | - | 48.10% | - | Shopjeqj | 3zRl | - | 270 | 3xOp+270 | - | 250.00000 |
Tranche Comments
M: Redemption: 2022-07-08; Registration: 144N/Hln I; Comments: 144e DHDCn WH2264972428;
X-1: Redemption: 2022-07-08; Registration: 144O/Grn P; Comments: 144j VRVRg WR2264972931;
E-2E: Redemption: 2022-07-08; Registration: 144B/Fze G; Comments: 144s LMLPv YM2264973400;
F-2V: Redemption: 2022-07-08; Registration: 144Q/Djq C; Comments: 144u UZULf OZ2264974127;
J: Redemption: 2022-07-08; Registration: 144U/Boe X; Comments: 144s URUWn JR2264975017;
I: Redemption: 2022-07-08; Registration: 144C/Xjz N; Comments: 144h MOMEd BO2264975876;
R: Redemption: 2022-07-08; Registration: 144Z/Bff A; Comments: 144q UIUYj FI2264975793;
Q: Redemption: 2022-07-08; Registration: 144G/Oka A; Comments: 144i PWPRo DW2264976338;
Sqn: Redemption: 2022-07-08; Registration: 144V/Tpc T; Comments: 144n MKMGy UK2264976254;
Deal Comments
Ylc-Xhaa Wlkqloy 2.00
Originator(s)
Eqkw Juxlycjy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 11, 2004