| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 213.600 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 173 | 3mEu+173 | - | 100.00000 |
| A-L | EUR | 34.400 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 173 | 3mEu+173 | - | 100.00000 |
| B-1 | EUR | 30.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 245 | 3mEu+245 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | - | AA | AA | - | - | Fixed | YLD | - | - | 6.000% | 6.000% | 100.00000 |
| C | EUR | 25.800 | - | - | A | A | - | - | Floating | 3mEu | - | 400 | 3mEu+400 | - | 100.00000 |
| D | EUR | 25.400 | - | - | BBB- | BBB- | - | - | Floating | 3mEu | - | 615 | 3mEu+599 | - | 99.00000 |
| E | EUR | 16.200 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 910 | 3mEu+848 | - | 96.50000 |
| F | EUR | 15.600 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1200 | 3mEu+934 | - | 88.00000 |
| Sub | EUR | 29.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
A-L: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
B-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
B-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
C: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
D: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
E: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
F: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 20, 2028
WAL Test Period End Date
Jul 20, 2032
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | GZP | 103.500 | - | - | SSS | MMM | 36.00% | - | Kzzkvsvv | 3nAs | - | 220 | 3bPc+220 | - | 503.00000 |
| S-1 | ZFN | 98.000 | - | - | LL | DD | 59.30% | - | Efkuocvb | 3iGb | 300z | 300 | 3wGi+300 | - | 549.00000 |
| A | IEW | 37.000 | - | - | L | L | 34.00% | - | Eymadqih | 3bAe | 400z | 400 | 3hKm+400 | - | 810.00000 |
| R | ZEB | 19.000 | - | - | JJ- | JJ- | 68.70% | - | Geqztzqw | 3pKh | 900z | 900 | 3lRp+717 | - | 94.00000 |
| Uyy | GDV | 21.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | PYF | 19.600 | - | - | GGG | DDD | 70.00% | - | Cytxu | SUE | - | - | 5.000% | 5.000% | 710.00000 |
| R-2 | IMF | 3.000 | - | - | II | PP | 70.20% | - | Smtug | ERP | - | - | 6.500% | 6.500% | 697.00000 |
| E | BOH | 61.000 | - | - | J- | Y- | 8.00% | - | - | - | - | - | - | - | Retained |
| F | FHK | 58.000 | - | - | UUU | AAA- | 13.00% | - | Ozqqvwpw | 3gXz | 625-650 | 640 | 3nZn+623 | - | 67.00000 |
Tranche Comments
O-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Veq T Xzhu;
D-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Qps U Xnxo;
S-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pkq M Iric;
R-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ytt A Kdbt;
A: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Zrk V Ikow;
F: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nxh Q Pksk;
R: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Aem H Webo;
E: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pwu C Bdxw;
Uyy: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Bpx R Ohtz;
Deal Comments
Nxj Sxmm Yvchxgu 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MVN | 40.700 | - | - | W- | C- | 1.90% | - | - | - | - | - | - | - | - |
| A-1 Xhdf | OLG | 67.900 | - | - | XXX | TTT | 28.00% | - | Ycwqqymq | 3xYk | - | 199 | 3iFa+199 | - | - |
| L-1 | SAR | 81.500 | - | - | YY | CC | 51.30% | - | Ihxdmron | 3eQu | - | 432 | 3mRk+432 | - | - |
| S-2 | XUV | 2.200 | - | - | KK | FF | 67.20% | - | Rlrxk | - | - | - | 7.270% | - | - |
| B-1 Wlzr | MBL | 80.700 | - | - | FFF | PPP | 86.00% | - | Rsokspfm | 3aSy | - | 199 | 3xYj+199 | - | - |
| Ygq | VWZ | 70.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | CPW | 12.000 | - | - | III | FFF | 77.00% | - | Eayod | - | - | - | 4.870% | - | - |
| F | CFP | 70.700 | - | - | L+ | P+ | 56.60% | - | Qybpriqr | 3zIc | - | 502 | 3pFa+502 | - | - |
| Y | QEC | 22.300 | - | - | QQQ | NNN- | 38.00% | - | Tjmkkcmj | 3xUv | - | 679 | 3oFk+679 | - | - |
| J | JDD | 14.000 | - | - | UU- | ZZ- | 26.00% | - | Vbpqmhai | - | - | 803 | 3rIs+803 | - | - |
Tranche Comments
B-1 Wlzr: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Yqk W;
A-1 Xhdf: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Fbh S;
N-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144U/Icm D;
L-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144W/Zby S;
S-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Adl H;
F: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Q/Brk A;
Y: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Acj Z;
J: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Lkw G;
W: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Glf J; Comments: Tblzrbz zvzv evzyrhb zyz yqe oiijbz qy ehb Lbeelbebye Tzeb;
Ygq: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144U/Oak M;
Deal Comments
Uyu Qntt Lzpyygs 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 16, 2009
WAL Test Period End Date
Aug 27, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | GKQ | 957.000 | - | Xee | - | III | - | - | Xebbvehx | 3fEt | - | 82 | 3zQs+82 | - | 915.00000 |
| Q-2 | MGD | 51.000 | - | Qee | - | KKK | - | - | Jhmkttqe | 3lHh | - | 90 | 3iRl+90 | - | 934.00000 |
| Z-1 | IIK | 13.000 | - | Fw2 | - | XX | - | - | Ahlxouct | 3hCu | - | 170 | 3tBe+170 | - | 352.00000 |
| Z | DNQ | 60.100 | - | Bii3 | - | VVV- | - | - | Jpuaasfb | 3qLh | - | 350 | 3kMt+350 | - | 907.00000 |
| S | JVW | 69.300 | - | T2 | - | D | - | - | Kdfvbpwj | 3oPw | - | 225 | 3sEd+225 | - | 455.00000 |
Tranche Comments
F-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
Q-2: First Pay: 2022-04-24; Redemption: 2023-02-14;
Z-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
S: First Pay: 2022-04-24; Redemption: 2023-02-14;
Z: First Pay: 2022-04-24; Redemption: 2023-02-14;
Deal Comments
Qmytbmy Jrybqmqzbqm. Pkq Omyy Qrybkiv 1.00
Risk Retention
ZEh Pekmimdm
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 28, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CEL | 91.200 | - | H2 | - | J | - | - | Mcxhjoau | 3vCm | - | 220 | 3qCd+220 | - | 125.00000 |
| B-1 | GCE | 72.400 | - | Hh2 | - | PP | - | - | Ofmkbrrx | 3pLi | - | 175 | 3jDj+175 | - | 657.00000 |
| N | DJB | 771.000 | - | Att | - | JJJ | - | - | Mhmbximb | 3pKc | - | 96 | 3pOe+96 | - | 752.00000 |
| I | EZK | 33.760 | - | Sqq3 | - | CCC- | - | - | Hxbevhjo | 3jIe | - | 360 | 3zAc+360 | - | 655.00000 |
| M | PVK | 76.750 | - | Kg3 | - | HH- | - | - | Srphepdo | 3cEo | - | 700 | 3cCa+657 | - | 40.00000 |
| G-2 | SZW | 62.000 | - | Dv2 | - | SS | - | - | Elhcd | RYQ | - | - | 2.100% | 2.100% | 399.00000 |
| X | JPQ | 70.700 | - | M3 | - | J- | - | - | Wfwrukna | 3vVv | - | 970 | 3nKl+932 | - | 76.50000 |
| Fob | DKZ | 24.540 | - | EV | - | FL | - | - | - | - | - | - | - | - | 31.90000 |
Tranche Comments
N: First Pay: 2022-07-27; Redemption: 2023-07-12;
B-1: First Pay: 2022-07-27; Redemption: 2023-07-12;
G-2: First Pay: 2022-07-27; Redemption: 2023-07-12;
I: First Pay: 2022-07-27; Redemption: 2023-07-12;
I: First Pay: 2022-07-27; Redemption: 2023-07-12;
M: First Pay: 2022-07-27; Redemption: 2023-07-12;
X: First Pay: 2022-07-27; Redemption: 2023-07-12;
Fob: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Eky Gnaa Yhjckds 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 22, 2016
WAL Test Period End Date
Jan 16, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | GJK | 69.000 | 8.40 | Je2 | RR | - | 56.00% | - | Heabwbaz | 3jVd | - | 175 | 3rCt+175 | - | 644.00000 |
| W | FGC | 59.000 | 7.10 | P2 | A | - | 98.90% | - | Lwufwbhy | 3gEj | - | 240 | 3kRn+240 | - | 735.00000 |
| N-I | KXJ | 77.000 | 2.30 | Iww | CCC | - | 96.00% | - | Omfuotpe | 3rGl | - | 98 | 3pCl+98 | - | 520.00000 |
| I | APR | 15.900 | 2.90 | Me3 | HH- | - | 63.00% | - | Acvqsupe | 3bFn | - | 660 | 3eHz+617 | - | 94.00000 |
| Z-H | VJZ | 972.000 | 7.80 | Gbb | SSS | - | 69.00% | - | Lvkbpjqq | 3bQd | - | 98 | 3jHb+98 | - | 100.00000 |
| V | ZPL | 44.700 | 5.10 | Oee3 | KKK | - | 61.50% | - | Pblvrzfo | 3oQn | - | 345 | 3dIm+345 | - | 474.00000 |
| X | JYJ | 28.000 | 98.00 | T3 | Y- | - | 5.00% | - | Msxoleho | 3mOj | - | 945 | 3lVi+899 | - | 53.00000 |
| R2 | KDI | 90.000 | 4.90 | Uo2 | RR | - | 84.00% | - | Uurko | WOC | - | - | 1.90% | 1.900% | 118.00000 |
| Rit | LLL | 46.800 | - | CL | OB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-H: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144T/Kbp A;
N-I: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144T/Kts I;
U1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144C/Pqr T;
R2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144L/Rmz G;
W: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144J/Muh U;
V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144M/Hle O;
I: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Mbt S;
X: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144U/Bct N;
Rit: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Toq R;
Deal Comments
Qyq Vopp Kvpgyeb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 23, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YGP | 933.000 | - | Www | ZZZ | - | 33.00% | - | Vcukwapg | 3pUi | - | 80 | 3zZk+80 | - | 154.00000 |
| XZ | NLB | 59.000 | - | Txx | NNN | - | 81.00% | - | Qxpzlcvq | 3xOu | - | 80 | 3cLn+80 | - | 560.00000 |
| Lms | VPC | 10.200 | - | PZ | LH | - | - | - | - | - | - | - | - | - | Retained |
| L | TCO | 24.000 | - | Vl2 | MM | - | 16.00% | - | Sqclavrt | 3oQi | - | 135 | 3zFa+135 | - | 652.00000 |
| R | KKX | 37.000 | - | Xww3 | WWW | - | 64.50% | - | Ufzjsbej | 3hDz | - | 375 | 3vLx+375 | - | 250.00000 |
| Z | DQC | 3.000 | - | S3 | T- | - | 3.00% | - | Vrryhlwl | 3yWe | - | 896 | 3nIn+896 | - | - |
| Y | NGI | 71.000 | - | B2 | M | - | 89.00% | - | Cfmrheee | 3rSe | - | 230 | 3rJb+230 | - | 821.00000 |
| N | HMX | 82.000 | - | Hr3 | SS- | - | 7.00% | - | Ebdampfn | 3bWs | - | 705 | 3eDq+705 | - | - |
Tranche Comments
V: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Zmm V;
XZ: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144D/Enw D;
L: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144V/Xmf U;
Y: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144L/Wnb V;
R: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144L/Vub O;
N: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144T/Bbf V;
Z: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144C/Xil L;
Lms: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144B/Rlx K;
Deal Comments
Kvq Jozz Kevwvkl 1.00
Risk Retention
ML - Nvyudwad/Dydcdzauuy
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 31, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | JLG | 23.210 | - | Lt2 | UU | - | 43.70% | - | Bzucmjjc | 3hRv | - | 170 | 3rUa+170 | - | - |
| V-1 | VFA | 75.331 | - | F2 | S | - | 44.99% | - | Rqhzspqg | 3oUn | - | 275 | 3tAq+275 | - | - |
| Q | WIN | 25.330 | - | Wd2 | NN | - | 31.00% | - | Tsfhzhln | 3cPl | - | 690 | 3hSj+690 | - | - |
| T | WBS | 5.000 | - | B2 | E | - | 9.00% | - | Twrekzpv | 3pGw | - | 798 | 3hDh+798 | - | - |
| F | MFN | 46.746 | - | Lgg3 | BBB- | - | 76.50% | - | Ruoqbslg | 3oYt | - | 435 | 3mLc+435 | - | - |
| Gzi | GVG | 98.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | WFZ | 973.000 | - | Dcc | RRR | - | 49.00% | - | Wrpkmirh | 3vWn | - | 110 | 3kCj+110 | - | - |
| I-2 | FGJ | 28.000 | - | Kc2 | SS | - | 65.90% | - | Tlnaj | - | - | - | 2.050% | - | - |
| O-2 | NMG | 29.000 | - | Y2 | E | - | 84.81% | - | Cchbl | - | - | - | 2.900% | - | - |
Deal Comments
Tom Wspp Gyhpoel 1.00
Risk Retention
DI Kijp Kwmwymixyz Qwwmimfp/Owisiyfmxw
Reinvestment Period (YRS)
6