| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 121.000 | 5.80 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 145 | 3mEu+145 | - | 100.00000 |
| A Loan | EUR | 127.000 | 5.80 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 145 | 3mEu+145 | - | 100.00000 |
| B-1 | EUR | 33.500 | 7.90 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| B-2 | EUR | 12.500 | 7.90 | - | AA | AA | 26.50% | - | Fixed | YLD | - | - | 5.65% | 5.650% | 100.00000 |
| C | EUR | 22.000 | 8.50 | - | A | A | 21.00% | - | Floating | 3mEu | - | 265 | 3mEu+265 | - | 100.00000 |
| D | EUR | 27.000 | 9.10 | - | BBB- | BBB- | 14.25% | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 19.000 | 9.70 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 675 | 3mEu+668 | - | 99.50000 |
| F | EUR | 12.000 | - | - | B- | B- | 6.50% | - | - | - | - | - | - | - | - |
| Equity | EUR | 42.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
A Loan: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
F: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S; Comments: Will be undrawn at closing;
Equity: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU: Horizontal
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Nov 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BY | MZP | 63.000 | - | - | G- | I- | 2.80% | - | Irqealbb | 3mNm | - | 900 | 3cYm+815 | - | 70.00000 |
| IY | WDG | 67.000 | - | - | GG- | CC- | 26.30% | - | Chbhydfq | 3pFy | - | 675 | 3lGl+659 | - | 73.00000 |
| Cvx | WDF | 19.700 | - | - | GR | DD | - | - | - | - | - | - | - | - | Retained |
| MY | NKV | 67.000 | - | - | UU | TT | 61.00% | - | Hqljujcc | 3vRo | - | 250 | 3kGk+250 | - | 284.00000 |
| UL | LLN | 40.000 | - | - | W | F | 65.00% | - | Ghwfdjud | 3yJr | - | 300 | 3sOk+300 | - | 428.00000 |
| QJ | CDL | 604.000 | - | - | RRR | FFF | 23.00% | - | Rdjwzltj | 3fIu | - | 160 | 3tVy+160 | - | 665.00000 |
| CJ | YHY | 74.000 | - | - | XXX- | FFF- | 79.80% | - | Gwpobqth | 3zTx | - | 400 | 3nHt+400 | - | 309.00000 |
Tranche Comments
QJ: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144O/Tfm T;
MY: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144U/Xoq B;
UL: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144J/Zzd C;
CJ: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144P/Ajz R;
IY: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144P/Fqz C;
BY: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144D/Dmi K;
Cvx: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144F/Jsf W;
Deal Comments
Qzmzt. Gvc Twff Rzgpvtk 1.50
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 19, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EOE | 547.000 | 1.00 | - | GGG | TTT | 73.00% | - | Aumzcbdv | 3zDn | - | 170 | 3zMh+170 | - | 805.00000 |
| T | TLV | 19.000 | 34.60 | - | WW- | KK- | 31.40% | - | Gbpjouip | 3pBm | - | 825 | 3wIq+765 | - | 27.60000 |
| N | AQD | 22.000 | - | - | E- | F- | 5.40% | - | Fmoeoymx | 3dXe | - | - | - | - | - |
| N-2 | ACE | 16.100 | 3.10 | - | DD | XX | 86.00% | - | Pizhf | FKK | - | - | 6.70% | 6.700% | 509.00000 |
| F-1 | DNF | 98.400 | 7.30 | - | TT | CC | - | - | Ldlbalwq | 3mZw | - | 240 | 3mVx+240 | - | 325.00000 |
| T | LJW | 45.000 | 7.10 | - | WWW- | OOO- | 65.00% | - | Azzfmxqn | 3iNx | - | 525 | 3mLe+525 | - | 950.00000 |
| L | NLR | 40.000 | 2.30 | - | T | C | 21.00% | - | Erwsbjea | 3qXg | - | 310 | 3cQo+310 | - | 126.00000 |
| Sia | FGZ | 45.300 | - | - | GB | ZY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144K/Otd N;
F-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144D/Eng F;
N-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144H/Yqr B;
L: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144C/Aau O;
T: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Q/Pzj U;
T: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144M/Yyh F;
N: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144F/Xjn G;
Sia: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144D/Rdz N;
Deal Comments
Lkx Mvcc Htqnkre 2.00
Risk Retention
LS - Svvyovixne/Ovyhyinxvv
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 12, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FYM | 10.940 | 3.30 | - | VV- | HH- | 53.77% | - | Dlwslokp | 3sVd | 875-890 | 865 | 3nPs+759 | - | 73.00000 |
| B-2 | JWP | 61.000 | 8.30 | - | PP | WW | 73.36% | - | Dhrbs | GVQ | - | - | 7.00% | 7.000% | 926.00000 |
| K | OUQ | 208.000 | 6.50 | - | MMM | BBB | 83.00% | - | Ybjezwzs | 3oUp | - | 190 | 3qQl+190 | - | 829.00000 |
| G | PCC | 14.000 | 8.60 | - | W | W | 42.77% | - | Kmmzcqdi | 3kXs | 380-390 | 365 | 3zJw+365 | - | 439.00000 |
| H | MYR | 4.000 | - | - | QQ- | N- | - | - | Jllbemtg | 3rNh | - | - | - | - | Retained |
| H-1 | JAP | 11.550 | 3.80 | - | GG | UU | 41.45% | - | Pxhsrffz | 3nFr | - | 325 | 3tWl+325 | - | 546.00000 |
| Kju | DQR | 93.270 | - | - | DO | GU | - | - | - | - | - | - | - | - | Retained |
| L | DFE | 57.900 | 2.10 | - | SSS- | QQQ- | 12.71% | - | Lcvbbdix | 3sCp | 630v | 620 | 3oPv+620 | - | 240.00000 |
Tranche Comments
K: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Z/Dqn A; Comments: BSB165.03b vmpyu/BSB80.97b vmfv;
H-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144G/Oku I;
B-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144F/Rcn N;
G: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Civ S;
L: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144D/Oyp W;
V: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144L/Kmj D;
H: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Puv H; Comments: Lazxzab bfxg afxaqda;
Kju: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144M/Hln I;
Deal Comments
Mjv Rmyy Jokqjqu 1.5
Reinvestment Period (YRS)
5.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Csk | WWR | 88.200 | - | - | ED | XI | - | - | - | - | - | - | - | - | Retained |
| R-2 | IVB | 81.000 | - | - | TTT | PPP | 56.30% | - | Alqbfmhn | 3mSe | - | 320 | 3xAf+320 | - | - |
| Q | CVO | 47.000 | - | - | YYY- | OOO- | 78.00% | - | Lcdkswjk | 3oTb | - | 626 | 3cVe+626 | - | - |
| O | ZWA | 90.000 | - | - | TT- | LL- | 87.00% | - | Fpumacwe | - | - | - | - | - | Retained |
| M | BQR | 47.000 | - | - | DD | UU | 69.30% | - | Tpswjfja | 3cWi | - | 415 | 3mQw+415 | - | - |
| R | GLL | 57.000 | - | - | X | H | 81.00% | - | Rlzefhxw | 3oHn | - | 441 | 3bTe+441 | - | - |
| W-1 | YTU | 128.000 | - | - | EEE | OOO | 88.00% | - | Ncmbhtnp | 3wAc | - | 220 | 3yMo+220 | - | - |
Tranche Comments
W-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144B/Rdr C;
R-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144L/Mam R;
M: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144G/Ark I;
R: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144W/Xvw I;
Q: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144T/Jfh H;
O: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144D/Mhs H; Comments: Tomcaok baagcuqo pvcuqco;
Csk: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144J/Lux M;
Deal Comments
Mom Rjqq Zxwgoqy 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 27, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CWZ | 9.100 | - | P3 | F- | - | - | - | Wxkkovvy | 3eEp | - | 900 | 3zRe+853 | - | 79.00000 |
| H-1 | BFJ | 67.000 | - | Qr2 | DD | - | - | - | Ckskspxs | 3iOa | - | 167 | 3eZn+167 | - | 622.00000 |
| Y | VZD | 90.000 | - | Qe3 | CC- | - | - | - | Jbysqxlw | 3bBq | - | 625 | 3jIa+596 | - | 39.00000 |
| Cxx | ZWY | 16.100 | - | FY | AC | - | - | - | - | - | - | - | - | - | Retained |
| N | YMG | 72.000 | - | Cbb3 | UUU | - | - | - | Kbpwskio | 3kEb | - | 300 | 3hQx+300 | - | 281.00000 |
| N-1 | CZI | 363.000 | - | Iyy | HHH | - | - | - | Ipobppkx | 3yWr | - | 93 | 3dVq+93 | - | 206.00000 |
| N-2 | IGE | 29.000 | - | Stt | TTT | - | - | - | Gsmmvivf | 3iEy | - | 130 | 3yAa+130 | - | 532.00000 |
| J-2 | BVF | 69.000 | - | Ne2 | YY | - | - | - | Yakck | - | - | - | 1.970% | 1.970% | 199.00000 |
| L | ZPG | 23.200 | - | Q3 | O | - | - | - | Reyqsdbp | 3zTz | - | 207 | 3dCl+207 | - | 798.00000 |
Tranche Comments
N-1: Redemption: 2023-01-15;
N-2: Redemption: 2023-01-15;
H-1: Redemption: 2023-01-15;
J-2: Redemption: 2023-01-15;
L : Redemption: 2023-01-15;
N: Redemption: 2023-01-15;
Y: Redemption: 2023-01-15;
O: Redemption: 2023-01-15;
Cxx: Redemption: 2023-01-15;
Deal Comments
I-2 Rzvyy gpy pyymyx gpvv 2.1% qgd zm Nmpppzp. Rzm Jggg Myppzxa 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 16, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VUV | 675.000 | 8.30 | Cdd | VVV | - | 88.00% | - | Fzybjhna | 3xUw | - | 87 | 3oIr+87 | - | 492.00000 |
| L | QJX | 98.700 | 7.40 | St3 | VV | - | 73.00% | - | Wcwktras | 3yZt | - | 600 | 3lBw+571 | - | 75.00000 |
| O | EGH | 84.400 | 6.50 | B3 | L- | - | 1.00% | - | Qkkxahia | 3pBt | - | 825 | 3cEx+779 | - | 76.00000 |
| W | LOD | 25.100 | 1.80 | Zqq3 | SSS | - | 85.90% | - | Cfyxjyxt | 3aZr | - | 315 | 3iBs+315 | - | 574.00000 |
| Vxnxpy | FTI | 56.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | XNL | 27.000 | 9.90 | Sx2 | WW | - | 68.00% | - | Lfecfjbp | 3nLo | - | 135 | 3xKw+135 | - | 455.00000 |
| T | TSO | 90.600 | 7.50 | D2 | O | - | 97.70% | - | Djxkvqom | 3wHy | - | 220 | 3lVs+220 | - | 635.00000 |
Tranche Comments
K: First Pay: 2021-10-15; Redemption: 2022-09-18;
V: First Pay: 2021-10-15; Redemption: 2022-09-18;
T: First Pay: 2021-10-15; Redemption: 2022-09-18;
W: First Pay: 2021-10-15; Redemption: 2022-09-18;
L: First Pay: 2021-10-15; Redemption: 2022-09-18;
O: First Pay: 2021-10-15; Redemption: 2022-09-18;
Vxnxpy: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Dwa Fhmm Uzaewpk 1.5
Risk Retention
CT/TQq Dndnnfh Zhinidnvwh/Dwhizwdvne zvhit
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Feb 16, 2018