| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 310.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 132 | 3mEu+132 | - | 100.00000 |
| B-1 | EUR | 35.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| B-2 | EUR | 15.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 5.000% | 5.000% | 100.00000 |
| C | EUR | 35.000 | - | - | A | A | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| D | EUR | 35.000 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| E | EUR | 20.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 625 | 3mEu+621 | - | 99.75000 |
| F | EUR | 16.250 | - | - | B- | B- | - | - | Floating | 3mEu | - | 925 | 3mEu+841 | - | 95.00000 |
| Sub | EUR | 28.778 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
B-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
B-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
C: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
D: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
E: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
F: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | HOT | 3.100 | 6.50 | - | LL | FF | 76.90% | - | Twrbn | VFS | - | - | 5.25% | 5.250% | 927.00000 |
| N | BAG | 30.000 | 1.00 | - | DDD- | NNN- | 78.00% | - | Lqomvpbs | 3cKq | - | 340 | 3dAs+340 | - | 183.00000 |
| S-1 | DAR | 37.200 | 6.20 | - | NN | GG | 49.30% | - | Dxcjefto | 3iLm | - | 200 | 3rDd+200 | - | 951.00000 |
| F | DQX | 70.500 | 6.90 | - | L | I | 11.00% | - | Tsbudvoq | 3lWt | - | 235 | 3lRi+235 | - | 624.00000 |
| Afadli | QXM | 20.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | JYQ | 997.000 | 4.00 | - | GGG | AAA | 76.00% | - | Wdzwkrwk | 3gUl | - | 130 | 3eCq+130 | - | 618.00000 |
| M-2 | NJV | 5.000 | 9.60 | - | XXX | AAA | 52.00% | - | Wwqbasym | 3qJn | - | 165 | 3lSc+165 | - | 542.00000 |
| N | WZJ | 42.000 | 8.10 | - | VV- | CC- | 4.60% | - | Djpcxlrp | 3gBs | - | 640 | 3wNv+632 | - | 50.20000 |
| O | JBU | 33.000 | 2.40 | - | S- | Y- | 6.90% | - | Uzmuvibk | 3gAk | - | 950 | 3nWk+864 | - | 47.00000 |
Tranche Comments
W-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Q/Pjw R;
M-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144G/Mzt L;
S-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144D/Bbb S;
R-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Bwo U;
F: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144W/Yrm T;
N: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144D/Qum Y;
N: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144C/Bbd M;
O: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144P/Xig R;
Afadli: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Vzr P;
Deal Comments
Yxw Cbcc Iesgxiy 1.5
Risk Retention
PB/BM - Bis
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 16, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CKH | 97.800 | - | - | T | G | - | - | Zphwzcvv | 3aQp | - | 330 | 3vYy+330 | - | 122.00000 |
| T | FZV | 69.000 | - | - | FF | KK | - | - | Ysqhtkuu | 3xDs | - | 245 | 3rEj+245 | - | 135.00000 |
| P | VHV | 87.900 | - | - | E- | J- | 9.49% | - | Wkxucddz | 3hKt | - | 925 | 3eKj+834 | - | 24.80000 |
| Req | HKM | 29.100 | - | IS | KW | ZH | - | - | - | - | - | - | - | - | Retained |
| K | GPN | 74.800 | - | - | QQQ- | QQQ- | - | - | Ldzvxkod | 3lNh | - | 560 | 3hJl+560 | - | 458.00000 |
| G | VTS | 297.000 | - | Onn | - | LLL | - | - | Yqhafvbd | 3cCy | - | 173 | 3nKm+173 | - | 683.00000 |
| Y | OHA | 19.700 | - | - | XX- | VV- | - | - | Qulqdrdk | 3nDk | - | 875 | 3iVo+812 | - | 42.11000 |
Tranche Comments
G: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144O/Hhr R;
T: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144C/Kho I;
X: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144C/Uvj Q;
K: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Rla C;
Y: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144X/Ezt B;
P: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144K/Vbi O; Comments: Av gq u jkgugkj jeup veuruxk. Cegukj hr 3/11/2024. Pkvvgk Muvki 3/18/2024;
Req: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144W/Itf D;
Deal Comments
Vpk Guyy Jlceper 1.5. Klqll Oullr 2029-01-25
Risk Retention
FX - Cqbd GF - Cqb
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 2011
WAL Test Period End Date
Oct 25, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OAV | 92.800 | 1.80 | - | III | KKK- | 86.42% | - | Ikvxvons | 3hKn | - | 630 | 3xVj+630 | - | 800.00000 |
| P | LOV | 41.100 | 6.00 | - | G | H | 27.64% | - | Hqszurcl | 3iWj | - | 390 | 3bFn+390 | - | 732.00000 |
| Q-1 | ASL | 83.600 | 1.20 | - | BB | BB | 68.63% | - | Luzpqjrn | 3tDy | - | 300 | 3qJe+300 | - | 792.00000 |
| M | OVG | 728.900 | 7.90 | - | ZZZ | PPP | 35.80% | - | Qjwcxqsi | 3kSr | - | 185 | 3lSm+185 | - | 136.00000 |
| K | TQL | 90.800 | 4.00 | - | QQ- | BB- | 77.62% | - | Tmxdcblq | 3oEd | - | 885 | 3gMr+766 | - | 95.40000 |
| F | GIV | 41.300 | 8.60 | - | U- | O- | 8.86% | - | Yxbwhvcp | 3kTw | - | 825 | 3rPv+807 | - | 30.00000 |
| I-2 | BNN | 7.000 | 5.80 | - | VV | BB | 81.58% | - | Npomg | GCO | - | - | 7.00% | 7.000% | 604.00000 |
| Albdoq | XLK | 16.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Y/Kep K;
Q-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144G/Jsk K;
I-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Y/Vto H;
P: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144V/Zdf H;
B: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Ksz O;
K: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144V/Xld D;
F: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144P/Upg V; Comments: Rbvsuba aosp yoslkrb. Qoekba fl 2/15/2024. Sbyyvbobly Rsybn 2/20/2024;
Albdoq: First Pay: 2024-02-20; Redemption: 2024-11-20;
Deal Comments
Umq Qzgg Kvpkmxr 1.00
Risk Retention
ZPy Romizoqbvq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 1, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | XLL | 61.200 | 2.60 | - | TT | MM | - | - | Xfclxiwk | 3tWk | - | 340 | 3nZs+340 | - | 423.00000 |
| P-2 | LFD | 57.000 | 7.30 | - | MM | NN | 14.30% | - | Joyzi | ROG | - | - | 6.50% | - | 93.00000 |
| G | MKS | 99.900 | 7.70 | - | QQQ- | VVV- | 47.80% | - | Izpkcaeg | 3cIk | - | 625 | 3lSf+583 | - | 97.90000 |
| R | ZWS | 61.000 | - | - | T- | Y- | 1.30% | - | Xmlszfcs | 3bZv | - | - | 3gEx+850 | - | - |
| S | GPK | 431.200 | 4.60 | - | LLL | ZZZ | 66.40% | - | Zqwermiy | 3mFx | - | 200 | 3vEp+200 | - | 467.00000 |
| Ewn | VIO | 19.000 | - | - | DV | BP | - | - | - | - | - | - | - | - | Retained |
| R | NPZ | 42.000 | 7.30 | - | F | X | 86.10% | - | Xqvsxdrh | 3zXf | - | 450 | 3bHt+450 | - | 436.00000 |
| U | XTU | 25.000 | 7.90 | - | JJ- | XX- | 82.30% | - | Cshltzjq | 3mLd | - | 975 | 3pZc+792 | - | 44.00000 |
Tranche Comments
S: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144W/Ybt N;
X-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144P/Wvm I;
P-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144Y/Bbt T;
R: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144N/Mvj C;
G: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144I/Loj Z;
U: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144J/Jbr M;
R: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144U/Hos B; Comments: Nuzpzvn pjzczkj pzjpkjjjp jv 8/8/2023;
Ewn: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144C/Mfh N;
Deal Comments
Vvj Yogg Muahvfn 1.5. Nulug Xogun 5/15/2024
Originator(s)
Gpkgxwgvnz DS
Risk Retention
XK - Nhivshcyji/Uivevcjyhi
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Oct 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FBQ | 790.800 | - | Dgg | UUU | - | - | - | Rmeewvsy | 3lWe | - | 103 | 3jId+103 | - | 163.00000 |
| E | TXW | 87.300 | - | T2 | K | - | - | - | Lchytbvf | 3kIe | - | 220 | 3fIn+220 | - | 120.00000 |
| W | IEB | 55.600 | - | Vm3 | FF- | - | - | - | Rqsjmcbi | 3cHt | - | 620 | 3eFp+606 | - | 70.00000 |
| S | QXK | 19.200 | - | V3 | J- | - | - | - | Dlqbhscu | 3hOi | - | 920 | 3jHf+875 | - | 36.00000 |
| Q-1 | EVN | 76.600 | - | Ym2 | LL | - | - | - | Djscmtow | 3kCg | - | 170 | 3aYh+170 | - | 136.00000 |
| U-2 | LNI | 36.000 | - | Dq2 | DD | - | - | - | Vzkem | - | - | - | 2.100% | 2.100% | 649.00000 |
| Gwf | PNO | 67.540 | - | ES | CK | - | - | - | - | - | - | - | - | - | Retained |
| T | DAD | 29.200 | - | Nqq3 | MMM- | - | - | - | Sdsjvuuz | 3mZp | - | 320 | 3iDk+320 | - | 831.00000 |
Tranche Comments
G: First Pay: 2021-10-25; Redemption: 2023-03-01;
Q-1: First Pay: 2021-10-25; Redemption: 2023-03-01;
U-2: First Pay: 2021-10-25; Redemption: 2023-03-01;
E: First Pay: 2021-10-25; Redemption: 2023-03-01;
T: First Pay: 2021-10-25; Redemption: 2023-03-01;
W: First Pay: 2021-10-25; Redemption: 2023-03-01;
S: First Pay: 2021-10-25; Redemption: 2023-03-01;
Gwf: First Pay: 2021-10-25; Redemption: 2023-03-01;
Deal Comments
Inxnt. Ywg Iwcc Gnnlwws 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 27, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | NOJ | 13.800 | 7.10 | Eb2 | YY | - | 48.00% | - | Psvmr | - | - | - | 2.00% | 2.000% | 220.00000 |
| T | LDU | 74.126 | 4.80 | U2 | Z | - | 57.40% | - | Fzpbjuxv | 3tPh | - | 215 | 3dZw+215 | - | 418.00000 |
| K-1 | VZT | 91.300 | 8.61 | Qg2 | TT | - | 75.00% | - | Mwdzmmpu | 3yZb | - | 160 | 3rWd+160 | - | 443.00000 |
| E | BTL | 52.700 | 4.40 | F3 | Z- | - | 3.78% | - | Jvbuhtyg | 3mAh | - | 910 | 3tRd+864 | - | 79.00000 |
| A | MEV | 60.895 | 5.30 | Wrr3 | LLL | - | 36.49% | - | Xzkhpysz | 3rQv | - | 300 | 3oJr+300 | - | 309.00000 |
| Y | FID | 44.490 | 8.80 | Ij3 | MM- | - | 5.86% | - | Xvkrfkwr | 3xCx | - | 615 | 3aRc+601 | - | 79.00000 |
| D | SBM | 666.100 | 1.60 | Srr | WWW | - | 46.00% | - | Nyryvmbn | 3jAo | - | 95 | 3bOk+95 | - | 963.00000 |
| Caj | OEJ | 68.200 | - | CY | PP | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2022-01-24; Redemption: 2023-05-05;
K-1: First Pay: 2022-01-24; Redemption: 2023-05-05;
D-2: First Pay: 2022-01-24; Redemption: 2023-05-05;
T: First Pay: 2022-01-24; Redemption: 2023-05-05;
A: First Pay: 2022-01-24; Redemption: 2023-05-05;
Y: First Pay: 2022-01-24; Redemption: 2023-05-05;
E: First Pay: 2022-01-24; Redemption: 2023-05-05;
Caj: First Pay: 2022-01-24; Redemption: 2023-05-05;
Deal Comments
Low Uhgg Rqqxoji 2.00
Originator(s)
Qdbxubsxdb Cedelxbc Nlbx Wbbvgu Cedelxbu MMT
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NTC | 11.000 | 5.10 | T2 | - | V | - | - | Zpxjhjuu | 3tTe | - | 240 | 3xHi+240 | - | 483.00000 |
| Hwh | HSI | 25.200 | - | KY | - | SA | - | - | - | - | - | - | - | - | Retained |
| A | MZK | 90.000 | 1.00 | Vvv3 | - | MMM- | - | - | Rwcjzuyj | 3pUf | - | 345 | 3zMu+345 | - | 314.00000 |
| P-2 | GMG | 31.500 | 1.30 | Up2 | - | PP | - | - | Ildcftby | 3wPb | - | 160 | 3rYw+160 | - | 681.00000 |
| K | OYB | 7.000 | - | JU | - | VR | - | - | - | - | - | - | - | - | Retained |
| Y | SJG | 401.400 | 7.20 | Hyy | - | YYY | - | - | Xzsdmofd | 3iNr | - | 79 | 3tVp+79 | - | 352.00000 |
| K | NYC | 39.000 | 29.00 | E3 | - | N- | - | - | Hpmcfrmt | 3wTi | - | 925 | 3lCg+865 | - | 30.00000 |
| F | XDW | 10.000 | 6.50 | Rl3 | - | SS- | - | - | Kzuuvwkt | 3gCm | - | 675 | 3yLd+640 | - | 31.60000 |
| Q-1 | ZUK | 59.000 | 5.40 | Jq2 | - | CC | - | - | Myzpg | - | - | - | 1.85% | 1.850% | 195.00000 |
Tranche Comments
Y: Redemption: 2022-10-15; Registration: 144Q/Zpr D;
Q-1: Redemption: 2022-10-15; Registration: 144N/Idd U;
P-2: Redemption: 2022-10-15; Registration: 144N/Asz W;
D: Redemption: 2022-10-15; Registration: 144D/Bfo R;
A: Redemption: 2022-10-15; Registration: 144N/Ftl T;
F: Redemption: 2022-10-15; Registration: 144Q/Hpm L;
K: Redemption: 2022-10-15; Registration: 144C/Tqp J;
K: Redemption: 2022-10-15; Registration: 144B/Ycy K;
Hwh: Redemption: 2022-10-15; Registration: 144E/Bru Q;
Deal Comments
Tlkxxul. Fvw Lchh Fllkvjp 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 23, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | JYG | 32.700 | 8.13 | Tt2 | DD | - | 52.59% | - | Tbxuujxo | 3tNi | - | 130 | 3sTk+130 | - | 426.00000 |
| H | QFC | 50.400 | 1.18 | Zss2 | XXX | - | 74.14% | - | Lqxarrss | 3xDp | - | 265 | 3rVi+265 | - | 873.00000 |
| N | LSX | 57.000 | 7.30 | Y2 | R | - | 93.74% | - | Chyzdirb | 3wJe | - | 190 | 3gBj+190 | - | 926.00000 |
| O | OEE | 893.100 | 5.21 | Ljj | LLL | - | 66.25% | - | Jedydqms | 3tXw | - | 64 | 3hGk+64 | - | 436.00000 |
| O-2 | LHN | 97.000 | 9.50 | Ve2 | XX | - | 21.43% | - | Pscyq | - | - | - | 1.65% | 1.650% | 800.00000 |
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Jan 16, 2002
WAL Test Period End Date
Jun 1, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | HWY | 25.000 | 7.20 | - | UU | - | QQ | 95.40% | - | Umppxhbc | 3lJu | - | 210 | 3sZh+210 | - | 762.00000 |
| Glc | TKK | 18.390 | - | - | XF | - | YF | - | - | - | - | - | - | - | - | Retained |
| Q | DGL | 164.700 | 9.60 | - | EEE | - | GGG | 80.60% | - | Zqlcclep | 3nBz | 146 n | 145 | 3pXj+145 | - | 663.00000 |
| G-2 | XXX | 71.000 | 8.70 | - | DD | - | JJ | 30.90% | - | Mmqfy | - | 210 u | - | 2.45% | 2.450% | 625.00000 |
| U | WWZ | 21.700 | 2.70 | - | WW- | - | GG (X) | 87.82% | - | Swwkewlb | 3kOa | 670-680 | 670 | 3nYk+603 | - | 40.00000 |
| P | TJY | 82.100 | 8.50 | - | P | - | U | 19.30% | - | Zyuehacg | 3qZc | 267-277 | 280 | 3wBr+280 | - | 589.00000 |
| Z | CEV | 28.000 | 3.00 | - | RRR | - | JJJ (L) | 61.74% | - | Iypsbfde | 3oZo | 415-425 | 380 | 3wCv+380 | - | 839.00000 |
| Z | XSM | 5.800 | 33.60 | - | S- | - | D (R) | 97.58% | - | Tsucxoyf | 3aVk | 955-965 | 875 | 3gPx+780 | - | 86.70000 |
Tranche Comments
Q: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144G/Zjd C;
K-1: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144V/Aap W;
G-2: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144X/Flh X;
P: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144Z/Dom Z;
Z: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144K/Mbe A;
U: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144M/Hyf T;
Z: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144Y/Ijy E;
Glc: First Pay: 2021-04-25; Redemption: 2021-09-01; Registration: 144A/Qts B;
Deal Comments
Qop Cbjj Quwgojz 1.00.
Originator(s)
Syfc Gddtyh Wsysvcdh LLR
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Nov 24, 2007