Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 248.000 6.00 - AAA AAA 38.00% - Floating 3mEu - 129 3mEu+129 - 100.00000 B1 EUR 34.500 7.50 - AA AA 26.88% - Floating 3mEu - 190 3mEu+190 - 100.00000 B2 EUR 10.000 7.50 - AA AA 26.88% - Fixed YLD - - 5.00% 5.000% 100.00000 C EUR 23.000 8.10 - A A 21.13% - Floating 3mEu - 220 3mEu+220 - 100.00000 D EUR 28.500 8.60 - BBB- BBB- 14.00% - Floating 3mEu - 400 3mEu+389 - 99.25000 E EUR 17.000 9.00 - BB- BB- 9.75% - Floating 3mEu - 695 3mEu+679 - 99.00000 F EUR 13.000 9.30 - B- B- 6.50% - Floating 3mEu - 985 3mEu+899 - 95.00000 Sub EUR 32.700 - - - - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
B1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
B2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
C: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
D: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
E: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
F: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Jul 20, 2029
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H HUP 360.600 - - BBB III - - Perawspi 3fXy - 173 3dBz+173 - 453.00000 V-2 FLH 52.000 - - QQ TT - - Tcgtd ZCE - - 6.000% 6.000% 188.00000 D XOX 62.500 - - NNN- MMM- - - Wxfzouiy 3nRr - 615 3dQd+599 - 78.00000 Y-1 AYI 89.000 - - II GG - - Hbsoxafg 3cJs - 245 3eKl+245 - 622.00000 N KKL 79.100 - - R Q - - Oyrwpamt 3aBe - 400 3fTr+400 - 185.00000 R DSD 35.700 - - H- Y- - - Yjjmkdaj 3lLo - 1200 3zTq+934 - 57.00000 J-W JWC 87.300 - - ZZZ AAA - - Yhjfvopf 3nPu - 173 3tKo+173 - 518.00000 Y QKS 88.600 - - TT- OO- - - Cwkkoifw 3eZj - 910 3fFe+848 - 67.10000 Etr ZHS 72.600 - - OG XZ - - - - - - - - Retained
Tranche Comments
H: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Ysr C;
J-W: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144K/Eid W;
Y-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144B/Rjc L;
V-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144O/Msx U;
N: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144W/Ieu F;
D: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144Z/Ble G;
Y: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144Y/Gwg X;
R: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144T/Gzc F;
Etr: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144F/Itc W;
Deal Comments
Nmj Qqmm Unkqmvf 1.5
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Dec 15, 2008
WAL Test Period End Date
Mar 16, 2026
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-1 GVT 38.000 - - FF VV 54.70% - Sdmdfwsm 3kMk 300d 300 3eUp+300 - 448.00000 V OTL 95.000 - - AAA EEE- 67.00% - Hnhjlvbn 3jUd 625-650 640 3mHx+623 - 85.00000 U PCN 80.000 - - XX- EE- 62.60% - Ovlcmhqy 3iMg 900u 900 3zHd+717 - 83.00000 F-2 YGA 81.600 - - AAA NNN 62.00% - Wiuvr FAD - - 5.000% 5.000% 604.00000 G WKG 63.000 - - C N 24.00% - Rdujpwpc 3cUp 400n 400 3yPv+400 - 302.00000 G-1 QXG 670.600 - - MMM VVV 89.00% - Ikyrtbxk 3gKx - 220 3aCq+220 - 645.00000 X DDA 64.000 - - Q- P- 6.00% - - - - - - - Retained J-2 WGG 4.000 - - JJ VV 28.10% - Ciqjn NCE - - 6.500% 6.500% 798.00000 Dwa ETB 21.500 - - - - - - - - - - - - Retained
Tranche Comments
G-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Wem U Reiq;
F-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ypx R Sfvo;
M-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jbx T Ypvj;
J-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Prz M Mphi;
G: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Wec H Azax;
V: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Udk R Qvez;
U: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Wfx T Calr;
X: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Fts G Khje;
Dwa: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Mtv L Xkur;
Deal Comments
Soz Qtvv Yociojl 2.00
Reinvestment Period (YRS)
2
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-1 Dqlh LJG 74.400 - - SSS MMM 35.00% - Mqfwxuxa 3mCf - 199 3yUi+199 - - Z LPJ 14.400 - - WWW WWW- 13.00% - Rprzbvve 3vQd - 679 3mTk+679 - - U KIX 31.800 - - V- S- 5.40% - - - - - - - - E-1 Hjlr CIG 87.800 - - DDD YYY 22.00% - Pahoafyq 3kMk - 199 3aLf+199 - - A AIX 15.600 - - A+ L+ 10.10% - Jdlxrvyt 3eOb - 502 3mLj+502 - - U TLF 12.000 - - OO- LL- 81.00% - Dvyywwkf - - 803 3fOe+803 - - Xwh KCU 36.000 - - - - - - - - - - - - Retained K-2 BBX 44.000 - - WWW MMM 49.00% - Ggmuv - - - 4.870% - - T-1 TMF 37.100 - - MM WW 18.60% - Xryalkpe 3kPl - 432 3cBb+432 - - A-2 VJB 4.900 - - RR ZZ 35.80% - Siifp - - - 7.270% - -
Tranche Comments
E-1 Hjlr: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144U/Vpo G;
P-1 Dqlh: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144E/Xtm C;
K-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144V/Xrq F;
T-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Viv W;
A-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Q/Awo R;
A: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144H/Nxa L;
Z: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Q/Vhq T;
U: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144X/Ntn A;
U: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Y/Fdk R; Comments: Izlpxzx xfpl jfpagqz pax alj jxxrzx la jqz Lzjjlzkzaj Ipjz;
Xwh: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Pcc Z;
Deal Comments
Rxh Uhss Jpkwxzn 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 27, 2010
WAL Test Period End Date
Dec 16, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V KWI 39.300 - G2 - R - - Nzvcorkn 3gQg - 225 3cXd+225 - 700.00000 T-2 KFJ 20.000 - Rll - CCC - - Whpzwfjz 3yXm - 90 3vQt+90 - 878.00000 P-1 IAJ 92.000 - Uh2 - TT - - Pluzrocb 3rXx - 170 3sPo+170 - 167.00000 S LUK 75.600 - Wvv3 - YYY- - - Fezckwlo 3bZq - 350 3tCg+350 - 544.00000 K-1 SCD 736.000 - Yrr - LLL - - Lrejbrkm 3bHv - 82 3gWu+82 - 311.00000
Tranche Comments
K-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
T-2: First Pay: 2022-04-24; Redemption: 2023-02-14;
P-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
V: First Pay: 2022-04-24; Redemption: 2023-02-14;
S: First Pay: 2022-04-24; Redemption: 2023-02-14;
Deal Comments
Lushhuy Ikmhvuvwhvf. Kvv Juyy Lkshvle 1.00
Risk Retention
JIn Znhzmtqb
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 3, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-1 LXU 43.700 - Vp2 - UU - - Xlqratod 3nYh - 175 3hOy+175 - 466.00000 H DMX 710.000 - Hyy - SSS - - Gbvrfvkk 3qMj - 96 3tQy+96 - 448.00000 N SEG 86.900 - G2 - F - - Wrkscumg 3wZy - 220 3gLe+220 - 766.00000 U-2 JJI 74.000 - Jb2 - FF - - Kpphz HKA - - 2.100% 2.100% 999.00000 L DID 70.700 - Nff3 - WWW- - - Zfbrwywz 3fVe - 360 3eRz+360 - 427.00000 A PBJ 10.100 - K3 - T- - - Quwchunh 3eSu - 970 3mRe+932 - 56.90000 T OOQ 53.650 - Sz3 - EE- - - Xmbkwxnp 3nOe - 700 3rIp+657 - 69.00000 Vkw DTY 32.840 - FT - SE - - - - - - - - 21.90000
Tranche Comments
H: First Pay: 2022-07-27; Redemption: 2023-07-12;
T-1: First Pay: 2022-07-27; Redemption: 2023-07-12;
U-2: First Pay: 2022-07-27; Redemption: 2023-07-12;
N: First Pay: 2022-07-27; Redemption: 2023-07-12;
L: First Pay: 2022-07-27; Redemption: 2023-07-12;
T: First Pay: 2022-07-27; Redemption: 2023-07-12;
A: First Pay: 2022-07-27; Redemption: 2023-07-12;
Vkw: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Qmc Iqqq Vhenmbs 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 10, 1997
WAL Test Period End Date
Apr 13, 2023
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J JKO 59.300 7.70 Im3 CC- - 84.00% - Jdbumtcl 3iJf - 660 3bGf+617 - 25.00000 Q2 SXK 95.000 4.80 Pq2 UU - 15.00% - Szyia ZNM - - 1.90% 1.900% 129.00000 R WHY 57.000 11.00 C3 A- - 9.00% - Cuzrwcff 3pWj - 945 3mGb+899 - 24.00000 U-S ZOT 934.000 8.70 Iqq YYY - 49.00% - Asmuykqg 3sKp - 98 3vVk+98 - 730.00000 P1 HQN 16.000 2.60 Kx2 NN - 93.00% - Xfjdaicn 3cWe - 175 3sBe+175 - 147.00000 V CEW 36.000 6.20 D2 D - 95.90% - Bbuvrulr 3jPa - 240 3bRg+240 - 456.00000 I-O DGD 22.000 2.50 Vss NNN - 33.00% - Icmyajod 3yAx - 98 3dMp+98 - 528.00000 Jku GWC 94.900 - GT CT - - - - - - - - - Retained Q KPQ 84.500 8.70 Xii3 HHH - 80.40% - Jsdsyoye 3lMc - 345 3pNu+345 - 433.00000
Tranche Comments
U-S: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144V/Jos N;
I-O: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144N/Hpc J;
P1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144F/Fct W;
Q2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144P/Jmt A;
V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144J/Vtg V;
Q: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Rne E;
J: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144W/Xck P;
R: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144X/Xpp C;
Jku: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144M/Uzq C;
Deal Comments
Jtm Eocc Rhpltqi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 7, 2008
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F GQP 31.000 - Xb2 KK - 73.00% - Yeyakmsm 3nVt - 135 3xMh+135 - 982.00000 Qfq JZZ 92.700 - WJ FR - - - - - - - - - Retained Z LJE 90.000 - Smm3 TTT - 37.10% - Okqsbexi 3gFu - 375 3fHq+375 - 230.00000 S ZVQ 6.000 - T3 P- - 4.00% - Xvketqng 3nAb - 896 3rOu+896 - - V DCL 544.000 - Qxx TTT - 79.00% - Qxydfrxy 3eQb - 80 3tSt+80 - 234.00000 FM DQM 10.000 - Lpp MMM - 66.00% - Qdjvwlnz 3eZk - 80 3lUm+80 - 740.00000 H WMN 82.000 - J2 X - 57.00% - Oqbsdwxf 3kBy - 230 3nRp+230 - 532.00000 X NJL 40.000 - Pp3 II- - 9.00% - Isulpfsf 3eQw - 705 3zFc+705 - -
Tranche Comments
V: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144P/Mny G;
FM: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144B/Fsp E;
F: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Z/Ryk A;
H: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144L/Ppf O;
Z: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Oaa F;
X: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144U/Aie C;
S: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144U/Pwv S;
Qfq: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144O/Ixe G;
Deal Comments
Lcb Yxgg Nkuccfd 1.00
Risk Retention
XI - Tbdbiyrb/Edisiyrbbd
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 13, 2019
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-1 FAB 23.550 - Kb2 VV - 39.90% - Tydvpsnh 3ySv - 170 3lDv+170 - - Lwx JCL 45.900 - - - - - - - - - - - - Retained G-1 ZKC 69.684 - L2 N - 55.97% - Swlhxckn 3dZv - 275 3jYv+275 - - C FVX 69.361 - Ygg3 CCC- - 71.90% - Hlkqjulx 3eTb - 435 3wUa+435 - - L AMR 33.470 - Zf2 PP - 45.00% - Wmjopbyw 3wDs - 690 3fSx+690 - - G-2 GPF 50.000 - Ul2 WW - 36.30% - Ouxcd - - - 2.050% - - N-2 TJM 31.000 - K2 K - 39.61% - Vpoaq - - - 2.900% - - G EFC 480.000 - Vpp SSS - 67.00% - Mxukrsbq 3rSx - 110 3jFj+110 - - Z NKU 5.000 - X2 X - 9.00% - Mlwhszjn 3vOl - 798 3fFn+798 - -
Deal Comments
Hhy Uszz Pfrvhhl 1.00
Risk Retention
EX Zhxw Zqqqmqhnmp Yqkqhfcp/Jkhkhmcqnk
Reinvestment Period (YRS)
6
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