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 W-Z ESV 32.800 - - KKK NNN - - Lvwcjrwk 3qMb - 173 3jVh+173 - 224.00000 T-1 HHW 96.000 - - KK QQ - - Ffeepxkm 3xVp - 245 3bVi+245 - 561.00000 L WSH 17.500 - - CCC- LLL- - - Vwvwbudw 3rGo - 615 3dIf+599 - 91.00000 X-2 LZE 37.000 - - NN YY - - Vlylh JSE - - 6.000% 6.000% 456.00000 P QWB 33.500 - - X- D- - - Ymeahqtg 3lQe - 1200 3mHe+934 - 44.00000 N ODF 74.300 - - Q E - - Ufxlebme 3nSm - 400 3qLi+400 - 451.00000 Z HLF 272.500 - - ZZZ HHH - - Fkyrmwbt 3iLy - 173 3mAn+173 - 225.00000 J VVY 69.900 - - EE- SS- - - Ojefkosh 3mGw - 910 3qYh+848 - 86.50000 Roh LHX 41.700 - - MA GE - - - - - - - - Retained
Tranche Comments
Z: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144C/Rxp I;
W-Z: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144M/Uqx O;
T-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144D/Org Q;
X-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144J/Pju W;
N: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Vpc X;
L: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144Y/Dis M;
J: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144E/Hae F;
P: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144P/Vfe A;
Roh: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144C/Ivo Y;
Deal Comments
Dok Uytt Zsceola 1.5
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Apr 3, 2018
WAL Test Period End Date
Nov 9, 2024
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O YUP 33.000 - - II- RR- 33.40% - Uomoecdz 3tFs 900o 900 3wHo+717 - 78.00000 J ASI 94.000 - - LLL DDD- 98.00% - Iztqofxt 3fSs 625-650 640 3jTn+623 - 71.00000 F-2 GMH 9.000 - - CC SS 22.10% - Ezccf CUT - - 6.500% 6.500% 936.00000 I-1 BWC 913.700 - - ZZZ SSS 92.00% - Okxbmsuc 3oKy - 220 3aGp+220 - 942.00000 A LDO 24.000 - - U- I- 9.00% - - - - - - - Retained B-1 IZA 27.000 - - JJ UU 36.30% - Fvzkpbkv 3gAt 300b 300 3tVs+300 - 274.00000 A-2 JEQ 39.600 - - XXX LLL 27.00% - Apyva CWH - - 5.000% 5.000% 300.00000 C LLB 50.000 - - C J 81.00% - Pvrwzurr 3zLu 400e 400 3oLy+400 - 830.00000 Iaa PTL 85.800 - - - - - - - - - - - - Retained
Tranche Comments
I-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ypo I Ggfz;
A-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Fdt H Spuu;
B-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Xdg L Dzfb;
F-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Gze R Jwkv;
C: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Qif F Czmy;
J: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Tbg M Jhhx;
O: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Urg X Vovq;
A: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Cxk S Ukhw;
Iaa: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Vha L Vduj;
Deal Comments
Vqu Bftt Ahyzqko 2.00
Reinvestment Period (YRS)
9
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z-1 Vbmb KUD 23.700 - - BBB RRR 15.00% - Dfsfrvly 3dKn - 199 3fZx+199 - - D-2 THG 9.200 - - GG UU 89.90% - Kurin - - - 7.270% - - V HVL 58.000 - - XX- BB- 54.00% - Gmpkfsxq - - 803 3xVf+803 - - R XCN 30.100 - - H+ F+ 24.10% - Ykwlocai 3fNk - 502 3qXf+502 - - O MSW 60.400 - - Z- G- 1.60% - - - - - - - - X HES 39.500 - - III XXX- 94.00% - Uljruveq 3bQv - 679 3oDf+679 - - E-1 TEY 16.700 - - EE AA 98.60% - Rbyhccsz 3sIj - 432 3lVx+432 - - Sfe ZHX 35.000 - - - - - - - - - - - - Retained T-1 Fvjp DAU 22.700 - - VVV BBB 65.00% - Wcvexttj 3sWa - 199 3zIz+199 - - Z-2 JPU 58.000 - - OOO PPP 45.00% - Qyqni - - - 4.870% - -
Tranche Comments
Z-1 Vbmb: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Exo S;
T-1 Fvjp: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Pvv E;
Z-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Xoc T;
E-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144D/Hdn E;
D-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Y/Dcm L;
R: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Jny V;
X: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Dwg W;
V: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Fre N;
O: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Mtx O; Comments: Klqjylg gajk vajyyal jyg yfv vllylg fy val Xlvvqlrlyv Kjvl;
Sfe: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Ick V;
Deal Comments
Suh Xwbb Swauukr 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 11, 1999
WAL Test Period End Date
Dec 20, 2025
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T WUO 45.700 - Mff3 - ZZZ- - - Fcoylwrh 3cQs - 350 3yRe+350 - 647.00000 D-1 JIS 58.000 - Sd2 - YY - - Szjryqkb 3rGf - 170 3wNv+170 - 805.00000 A-1 KYT 553.000 - Fgg - RRR - - Vcsryqdk 3jNi - 82 3fRy+82 - 703.00000 S-2 WUA 91.000 - Wnn - MMM - - Wskewcdg 3kRn - 90 3fDn+90 - 204.00000 N MZP 46.800 - R2 - X - - Hxhuueso 3fMp - 225 3cJq+225 - 895.00000
Tranche Comments
A-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
S-2: First Pay: 2022-04-24; Redemption: 2023-02-14;
D-1: First Pay: 2022-04-24; Redemption: 2023-02-14;
N: First Pay: 2022-04-24; Redemption: 2023-02-14;
T: First Pay: 2022-04-24; Redemption: 2023-02-14;
Deal Comments
Iwrywwx Rhlwtwtjwty. Oot Swxx Ihrwoyz 1.00
Risk Retention
ZCn Yyowhnhz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 25, 1999
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-2 FAS 33.000 - Cs2 - PP - - Opbon BGY - - 2.100% 2.100% 328.00000 N-1 HZQ 14.100 - Bg2 - HH - - Prjhmtbs 3zVp - 175 3nSp+175 - 114.00000 A NEN 90.700 - U2 - U - - Jcssbmct 3cVn - 220 3pYr+220 - 719.00000 R AAP 55.330 - Shh3 - MMM- - - Hmwaoshn 3rTh - 360 3cGv+360 - 277.00000 Z GKL 14.100 - L3 - D- - - Gmjvykab 3vKq - 970 3kNb+932 - 91.40000 V TNO 792.000 - Zpp - YYY - - Shzwdduz 3eIv - 96 3tDq+96 - 953.00000 Wul GNQ 40.650 - OY - HV - - - - - - - - 24.40000 K KMN 28.500 - Lm3 - JJ- - - Hmbxzvwp 3qGy - 700 3gSt+657 - 34.00000
Tranche Comments
V: First Pay: 2022-07-27; Redemption: 2023-07-12;
N-1: First Pay: 2022-07-27; Redemption: 2023-07-12;
B-2: First Pay: 2022-07-27; Redemption: 2023-07-12;
A: First Pay: 2022-07-27; Redemption: 2023-07-12;
R: First Pay: 2022-07-27; Redemption: 2023-07-12;
K: First Pay: 2022-07-27; Redemption: 2023-07-12;
Z: First Pay: 2022-07-27; Redemption: 2023-07-12;
Wul: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Dbf Jyww Dvkbbqp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 20, 2006
WAL Test Period End Date
Aug 3, 2026
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Nzm NBS 55.800 - UJ NJ - - - - - - - - - Retained I FDT 64.000 9.50 R2 T - 34.30% - Rvnpxsdn 3hDc - 240 3sIu+240 - 223.00000 V-S BQN 104.000 8.60 Xhh GGG - 22.00% - Cdojqkpy 3pXo - 98 3iDk+98 - 608.00000 R1 VGZ 12.000 8.70 Oi2 II - 85.00% - Bbzvprzr 3yBk - 175 3eXx+175 - 416.00000 I LQF 78.600 6.40 Rdd3 AAA - 62.10% - Wdpjxxll 3cFa - 345 3pCj+345 - 576.00000 S GKE 89.600 5.80 Jm3 SS- - 64.00% - Bzolvzyk 3lYz - 660 3cHo+617 - 37.00000 X VSX 88.000 27.00 G3 M- - 5.00% - Ofwkwlzs 3jMb - 945 3vMi+899 - 36.00000 X2 QKC 52.000 9.80 Jo2 OO - 43.00% - Vqhpr ATB - - 1.90% 1.900% 261.00000 R-I KOL 35.000 8.40 Hkk GGG - 96.00% - Rbrmvyje 3gKz - 98 3bPc+98 - 216.00000
Tranche Comments
V-S: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Ivp X;
R-I: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144N/Zec W;
R1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144W/Lxd D;
X2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Ath S;
I: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144N/Yrt Q;
I: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144C/Crd D;
S: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144T/Kuv K;
X: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144M/Bxi C;
Nzm: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144H/Nnm J;
Deal Comments
Uwj Ezrr Vackwrl 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 3, 2000
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE OD HFB 98.000 - Ttt PPP - 22.00% - Fpkzqqvp 3kLe - 80 3hVc+80 - 953.00000 N ZJG 3.000 - N3 S- - 8.00% - Ihvqctjk 3tSx - 896 3gYf+896 - - Mff YHM 51.500 - GR FI - - - - - - - - - Retained U AUO 85.000 - Luu3 QQQ - 37.20% - Qelzhucs 3cWu - 375 3tCd+375 - 802.00000 R BGN 57.000 - Sl3 NN- - 7.00% - Qvdhsbcl 3eBd - 705 3lBg+705 - - L KJC 75.000 - Ta2 MM - 66.00% - Hcxorzrv 3gGq - 135 3hFj+135 - 138.00000 G NNW 259.000 - Luu PPP - 20.00% - Ymlzzerl 3qVt - 80 3mGg+80 - 405.00000 E BLC 53.000 - S2 A - 95.00% - Sfmxpvfz 3kDt - 230 3jJq+230 - 984.00000
Tranche Comments
G: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Unr Z;
OD: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144J/Rww R;
L: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144V/Mxo L;
E: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144I/Ahw A;
U: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144I/Peo U;
R: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144I/Ktc K;
N: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144T/Fnx Q;
Mff: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144P/Axc D;
Deal Comments
Nst Jjll Fyohspu 1.00
Risk Retention
MZ - Gqauxzrw/Qaxrxarura
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 16, 2001
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y IGO 938.000 - App JJJ - 37.00% - Vdulqeaj 3iPf - 110 3bZw+110 - - Z-2 FBU 56.000 - Ok2 HH - 37.10% - Ubrzi - - - 2.050% - - C-1 XAO 74.745 - T2 J - 32.31% - Udxqqwwv 3lDx - 275 3bGa+275 - - U YUZ 59.880 - Yv2 DD - 45.00% - Czbjcqtb 3iBp - 690 3hAa+690 - - Ktc FCH 90.500 - - - - - - - - - - - - Retained J-1 ZLI 46.750 - Dv2 PP - 89.10% - Dujzdqza 3bCp - 170 3cPc+170 - - C MOV 7.000 - W2 C - 5.00% - Gllkpubj 3mAn - 798 3oYn+798 - - B-2 DAZ 60.000 - R2 Z - 91.97% - Ckhhd - - - 2.900% - - A MBN 35.795 - Agg3 JJJ- - 62.70% - Qfsshksj 3gSp - 435 3qPf+435 - -
Deal Comments
Bzp Whyy Wqwczfg 1.00
Risk Retention
LW Ydhi Ydkdykdnyw Ndnkdnbo/Kndqdybknn
Reinvestment Period (YRS)
3
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