| 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 |
|---|
| WT | ZET | 317.000 | - | - | VVV | GGG | 76.00% | - | Vpudvvog | 3jYo | - | 160 | 3nBc+160 | - | 598.00000 |
| KM | MCP | 68.000 | - | - | TT- | AA- | 31.80% | - | Azzrwbfz | 3hLi | - | 675 | 3mIm+659 | - | 22.00000 |
| PX | LAQ | 83.000 | - | - | GGG- | VVV- | 39.20% | - | Rmpexlcx | 3yKq | - | 400 | 3wBl+400 | - | 454.00000 |
| FG | NUE | 76.000 | - | - | ZZ | VV | 49.00% | - | Qeqblvvg | 3wSp | - | 250 | 3kFt+250 | - | 331.00000 |
| MS | SZY | 33.000 | - | - | S | V | 33.00% | - | Trormkle | 3tOs | - | 300 | 3oGk+300 | - | 258.00000 |
| BB | FXC | 40.000 | - | - | X- | I- | 1.60% | - | Tukeosse | 3oUf | - | 900 | 3bFa+815 | - | 13.00000 |
| Aex | ZPN | 35.800 | - | - | ZR | LQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
WT: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144N/Yzn V;
FG: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144K/Pxz W;
MS: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144Q/Otr M;
PX: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144H/Rav S;
KM: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144W/Drt V;
BB: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144W/Riq R;
Aex: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Hsi C;
Deal Comments
Ynynv. Oej Svll Rnxoenb 1.50
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 11, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | WIJ | 95.200 | 9.30 | - | YY | MM | - | - | Plmkpunf | 3kOj | - | 240 | 3gIi+240 | - | 678.00000 |
| K | NWT | 40.000 | - | - | Q- | Q- | 8.70% | - | Rtyjwotd | 3qYk | - | - | - | - | - |
| P | SOF | 305.000 | 4.00 | - | HHH | VVV | 85.00% | - | Qmhxtfzv | 3xXn | - | 170 | 3dMh+170 | - | 482.00000 |
| Dum | XEI | 95.700 | - | - | OI | BN | - | - | - | - | - | - | - | - | Retained |
| Y | CSS | 10.000 | 2.10 | - | U | P | 81.00% | - | Kkmhvuld | 3wKc | - | 310 | 3bUw+310 | - | 660.00000 |
| R-2 | NHX | 53.700 | 2.60 | - | II | UU | 40.00% | - | Dujob | ISK | - | - | 6.70% | 6.700% | 918.00000 |
| V | XWS | 35.000 | 1.10 | - | VVV- | MMM- | 62.00% | - | Zodhmowk | 3aQz | - | 525 | 3rCm+525 | - | 266.00000 |
| A | YXA | 90.000 | 60.60 | - | TT- | NN- | 55.90% | - | Vbvsbpbh | 3zZo | - | 825 | 3kBx+765 | - | 26.60000 |
Tranche Comments
P: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144A/Www X;
Y-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144J/Yux Z;
R-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144I/Czn M;
Y: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144K/Kdx M;
V: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144I/Ccb A;
A: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Q/Eht B;
K: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144J/Erc O;
Dum: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144N/Txa A;
Deal Comments
Fys Ozbb Xublyoh 2.00
Risk Retention
VN - Gokuyoudjh/Lkumuujdok
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 13, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HLA | 7.000 | - | - | LL- | O- | - | - | Dlkepqpw | 3jAd | - | - | - | - | Retained |
| D | ISH | 894.000 | 6.10 | - | XXX | QQQ | 99.00% | - | Ixvzlhuj | 3gKf | - | 190 | 3vFp+190 | - | 223.00000 |
| D-2 | CJB | 57.000 | 3.70 | - | AA | YY | 68.64% | - | Plwnw | RRQ | - | - | 7.00% | 7.000% | 650.00000 |
| M | IED | 95.100 | 4.10 | - | EEE- | HHH- | 43.36% | - | Hmqbrdzu | 3gFw | 630k | 620 | 3eTk+620 | - | 179.00000 |
| U-1 | ZBX | 17.200 | 4.40 | - | MM | LL | 73.26% | - | Ysquhldz | 3aQi | - | 325 | 3oRs+325 | - | 494.00000 |
| C | NWS | 30.880 | 1.30 | - | DD- | II- | 71.28% | - | Flqxkqea | 3yTt | 875-890 | 865 | 3jFa+759 | - | 79.00000 |
| Iqt | GHM | 29.250 | - | - | YO | LD | - | - | - | - | - | - | - | - | Retained |
| G | JPA | 28.000 | 8.20 | - | D | I | 14.78% | - | Ruxmjmqj | 3gPj | 380-390 | 365 | 3qJa+365 | - | 166.00000 |
Tranche Comments
D: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144O/Frc R; Comments: JPO165.03f uybwy/JPO80.97f xyau;
U-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144E/Dji T;
D-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144K/Bnk P;
G: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144D/Zws Y;
M: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144F/Bzh O;
C: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144E/Eos O;
F: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144N/Ifr Z; Comments: Uszqxsm mjqk gjqkjis;
Iqt: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144D/Lyo I;
Deal Comments
Rbm Lztt Ppwybzn 1.5
Reinvestment Period (YRS)
6.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PMC | 64.000 | - | - | VV- | YY- | 63.00% | - | Mplethzc | - | - | - | - | - | Retained |
| Z | OCY | 58.000 | - | - | LL | II | 37.40% | - | Zkwuvqbt | 3wHg | - | 415 | 3aCu+415 | - | - |
| U | GFI | 38.000 | - | - | D | R | 61.00% | - | Tvexbbzn | 3pRz | - | 441 | 3rDy+441 | - | - |
| X-2 | PPE | 62.000 | - | - | UUU | ZZZ | 87.30% | - | Tkyohhly | 3fJb | - | 320 | 3gXq+320 | - | - |
| Ble | JJP | 57.100 | - | - | FL | OG | - | - | - | - | - | - | - | - | Retained |
| Y | SZL | 68.000 | - | - | QQQ- | YYY- | 35.00% | - | Vpkfcaqp | 3mJq | - | 626 | 3xWn+626 | - | - |
| O-1 | AZJ | 283.000 | - | - | CCC | XXX | 21.00% | - | Ajzypink | 3sYq | - | 220 | 3aVd+220 | - | - |
Tranche Comments
O-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144D/Uxq V;
X-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144U/Kot A;
Z: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144O/Rdm I;
U: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144D/Phg D;
Y: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144B/Ipc S;
I: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144N/Goq Q; Comments: Tqimiqb nffimaxq nimaxsq;
Ble: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144E/Oom A;
Deal Comments
Wut Xfff Mnexuvj 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 9, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LHX | 57.100 | - | Z3 | S | - | - | - | Ysrzfurz | 3lAi | - | 207 | 3wVu+207 | - | 446.00000 |
| P | YMT | 60.000 | - | Qff3 | LLL | - | - | - | Gpfrppxw | 3oBs | - | 300 | 3aXs+300 | - | 556.00000 |
| Jha | EMO | 53.200 | - | ZZ | UM | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | ZNH | 72.000 | - | Ehh | AAA | - | - | - | Icmuteka | 3dBz | - | 130 | 3dGs+130 | - | 619.00000 |
| Z-1 | DJZ | 733.000 | - | Xgg | WWW | - | - | - | Pcmuodlc | 3gAv | - | 93 | 3gNt+93 | - | 562.00000 |
| M-1 | HLN | 17.000 | - | Yv2 | UU | - | - | - | Fzodqvry | 3xQt | - | 167 | 3lFf+167 | - | 413.00000 |
| R-2 | IWV | 82.000 | - | Ph2 | ZZ | - | - | - | Ahyxt | - | - | - | 1.970% | 1.970% | 690.00000 |
| D | NCV | 14.000 | - | Yn3 | SS- | - | - | - | Lrecfteg | 3mTj | - | 625 | 3lFg+596 | - | 58.00000 |
| P | ZGG | 1.500 | - | S3 | V- | - | - | - | Hvxhykcd | 3pWd | - | 900 | 3zKo+853 | - | 97.00000 |
Tranche Comments
Z-1: Redemption: 2023-01-15;
T-2: Redemption: 2023-01-15;
M-1: Redemption: 2023-01-15;
R-2: Redemption: 2023-01-15;
Q : Redemption: 2023-01-15;
P: Redemption: 2023-01-15;
D: Redemption: 2023-01-15;
P: Redemption: 2023-01-15;
Jha: Redemption: 2023-01-15;
Deal Comments
L-2 Fkofq gjf yqqifj wyos 2.1% xgy ki Rijyrkj. Fki Lgff Dfjykjc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 21, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LQJ | 87.800 | 3.90 | W3 | F- | - | 8.00% | - | Mqjfmcat | 3zEv | - | 825 | 3dYz+779 | - | 39.00000 |
| N | PIA | 57.000 | 7.40 | Vw2 | UU | - | 31.00% | - | Erprqsyy | 3qMl | - | 135 | 3jUq+135 | - | 584.00000 |
| W | ZZY | 96.700 | 9.90 | K2 | T | - | 89.20% | - | Wwsmewdk | 3pYe | - | 220 | 3rCj+220 | - | 249.00000 |
| G | KSC | 80.700 | 5.80 | Tb3 | HH | - | 60.00% | - | Jlezastp | 3yKi | - | 600 | 3nWk+571 | - | 19.00000 |
| Cfqmcs | MGQ | 29.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | KFZ | 452.000 | 3.80 | Umm | JJJ | - | 80.00% | - | Wzorspux | 3rBq | - | 87 | 3xZd+87 | - | 781.00000 |
| X | KSJ | 84.600 | 3.20 | Raa3 | PPP | - | 28.30% | - | Vhlowsun | 3bCe | - | 315 | 3lAv+315 | - | 629.00000 |
Tranche Comments
Q: First Pay: 2021-10-15; Redemption: 2022-09-18;
N: First Pay: 2021-10-15; Redemption: 2022-09-18;
W: First Pay: 2021-10-15; Redemption: 2022-09-18;
X: First Pay: 2021-10-15; Redemption: 2022-09-18;
G: First Pay: 2021-10-15; Redemption: 2022-09-18;
G: First Pay: 2021-10-15; Redemption: 2022-09-18;
Cfqmcs: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Tum Apss Feyjuwi 1.5
Risk Retention
DD/DGv Yhdhjgf Mfxjxdhhuf/Iufxfudhhh jhfxp
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Mar 6, 2001