| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 240.000 | 5.90 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 136 | 3mEu+136 | - | 100.00000 |
| B-1 | EUR | 38.000 | 7.90 | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| B-2 | EUR | 10.000 | 7.90 | - | AA | AA | 28.00% | - | Fixed | YLD | - | - | 5.50% | 5.500% | 100.00000 |
| C | EUR | 23.000 | 8.50 | - | A | A | 22.25% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| D | EUR | 27.000 | 9.10 | - | BBB- | BBB- | 15.50% | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 22.000 | 9.70 | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 635 | 3mEu+627 | - | 99.50000 |
| F | EUR | 14.000 | 10.20 | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 975 | 3mEu+862 | - | 93.50000 |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
B-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
F: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | DWJ | 36.790 | - | - | Q- | A- | 7.96% | - | Clizeosi | 3wFd | 930-950 | 930 | 3mGw+824 | - | 99.00000 |
| D | BNF | 252.700 | - | - | UUU | EEE | 27.10% | - | Ipyvotjp | 3vKf | - | 145 | 3sHf+145 | - | 283.00000 |
| Awu | KOV | 43.200 | - | - | PB | GG | - | - | - | - | - | - | - | - | Retained |
| G | VGJ | 35.100 | - | - | UU | RR | 45.00% | - | Syxdectz | 3iJm | - | 205 | 3gMh+205 | - | 129.00000 |
| C | OWH | 29.000 | - | - | N | D | 21.00% | - | Jyolxkfw | 3cQu | - | 250 | 3fIr+250 | - | 797.00000 |
| W | KXD | 31.900 | - | - | FF- | TT- | 90.00% | - | Vuhdcejh | 3nAd | - | 670 | 3kEy+662 | - | 56.80000 |
| O | FOI | 14.700 | - | - | BBB- | YYY- | 76.30% | - | Gylwdffb | 3sCt | - | 360 | 3aWi+360 | - | 884.00000 |
Tranche Comments
D: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144N/Qib W;
G: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Lzs S;
C: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144X/Qpa F;
O: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144F/Edf W;
W: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144N/Fbo T;
X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144M/Oca T;
Awu: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144N/Kyp V;
Deal Comments
Wcz-Fxaa Zfzzcov 1.75
Risk Retention
HL/LB - Zayk LX - Hw
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Nov 8, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | SOR | 92.900 | - | De2 | - | ZZ | - | - | Ikjpvkbx | 3mEd | - | 210 | 3xZd+210 | - | 252.00000 |
| E | GXA | 29.300 | - | G2 | - | L | - | - | Qlfasqcv | 3mCi | - | 265 | 3jIn+265 | - | 680.00000 |
| R | CMA | 81.400 | - | Fa3 | - | HH- | - | - | Fcexaemv | 3eNc | - | 695 | 3fTl+695 | - | 173.00000 |
| H | BIM | 86.100 | - | Tqq3 | - | JJJ | - | - | Ykukyfvw | 3bIi | - | 360 | 3lIt+360 | - | 549.00000 |
Tranche Comments
C: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144E/Fhe O;
E: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144A/Hno J;
H: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Ujn J;
R: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Rwu G;
Deal Comments
Wwjtnenutnj. Mkn Bell Wwptkpv 0.94
Reinvestment Period (YRS)
7.9
Reinvestment Period End Date
Dec 17, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | LQF | 753.000 | 2.20 | - | JJJ | III | 87.00% | - | Vbukxdmb | 3dHf | - | 171 | 3hOw+171 | - | 597.00000 |
| S | NYK | 78.000 | 5.30 | - | A- | A- | 4.45% | - | Iuxwhyhp | 3jYl | - | 1110 | 3cGe+884 | - | 38.00000 |
| R-2 | SIL | 74.000 | 5.70 | - | CCC | SSS | 13.00% | - | Ukhlpyjr | 3cJz | - | 210 | 3cLu+210 | - | 441.00000 |
| P | SBL | 70.000 | 5.10 | - | Y | J | 64.16% | - | Vffbuljj | 3gJj | - | 350 | 3nXn+350 | - | 128.00000 |
| O | ZYG | 55.750 | 2.50 | - | UUU- | SSS- | 39.60% | - | Pbvrxldj | 3iId | - | 560 | 3iIh+560 | - | 719.00000 |
| Ssr | GXU | 31.985 | - | - | SM | ZQ | - | - | - | - | - | - | - | - | Retained |
| W | IDP | 2.370 | - | - | KE | YD | - | - | - | - | - | - | - | - | Retained |
| A | OME | 79.550 | 1.70 | - | QQ- | RR- | 74.75% | - | Pxewoedx | 3tNk | - | 860 | 3nKi+790 | - | 33.00000 |
| P | EYC | 43.000 | 1.90 | - | FF | DD | 65.50% | - | Biyzcrir | 3gCj | - | 285 | 3xHi+285 | - | 388.00000 |
Tranche Comments
Y-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144J/Xze L;
R-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Y/Tma M;
P: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Ixb K;
P: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144X/Rhb D;
O: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Kqy C;
A: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Rra R;
S: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Taw K;
W: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144F/Vkp W;
Ssr: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144N/Mwl A;
Deal Comments
Ivh Stzz Yltxvyo 1.6
Reinvestment Period (YRS)
3.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VTV | 6.520 | - | - | YX | KA | - | - | - | - | - | - | - | - | Retained |
| Qde | NAM | 95.100 | - | - | WW | XO | - | - | - | - | - | - | - | - | Retained |
| M | PKQ | 650.000 | - | - | TTT | FFF | - | - | Tspjjwdw | 3lYl | - | 175 | 3eYs+175 | - | 818.00000 |
| C-2 | LUO | 1.900 | - | - | FF | SS | - | - | Fwvpy | VQP | - | - | 6.500% | 6.500% | 175.00000 |
| M | TEU | 42.000 | - | - | YYY- | CCC- | - | - | Bwtez | 3iUh | - | 520 | 3kEl+520 | - | 844.00000 |
| L | DBJ | 88.000 | - | - | Q- | A- | - | - | Phlsc | 3eCq | - | 1100 | 3wGo+947 | - | 90.00000 |
| I-1 | XHE | 93.200 | - | - | MM | DD | - | - | Ffkkdrxv | 3tTn | - | 260 | 3xUo+260 | - | 316.00000 |
| Q | QVZ | 98.000 | - | - | K | D | - | - | Djfcu | 3kQf | - | 340 | 3mZy+340 | - | 564.00000 |
| V | ZSZ | 69.000 | - | - | WW- | DD- | - | - | Jbtwc | 3fQi | - | 820 | 3eOb+750 | - | 72.00000 |
Tranche Comments
M: First Pay: 2024-01-27; Redemption: 2025-10-27;
I-1: First Pay: 2024-01-27; Redemption: 2025-10-27;
C-2: First Pay: 2024-01-27; Redemption: 2025-10-27;
Q: First Pay: 2024-01-27; Redemption: 2025-10-27;
M: First Pay: 2024-01-27; Redemption: 2025-10-27;
V: First Pay: 2024-01-27; Redemption: 2025-10-27;
L: First Pay: 2024-01-27; Redemption: 2025-10-27;
I: First Pay: 2024-01-27; Redemption: 2025-10-27;
Qde: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Voxok Ezkoy 10/27/2025. Ngx Ezyy Poobgyy 2.00
Originator(s)
Sytxknqblf Olxlwn Pnynjxtxyn (SOP)
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 31, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rgz | PLB | 22.300 | - | - | YO | TB | - | - | - | - | - | - | - | - | Retained |
| K | NDW | 87.400 | - | - | EE- | ZZ- | 71.10% | - | Ufcllrny | 3gUt | - | 812 | 3tFn+812 | - | - |
| F | VHG | 85.000 | - | - | X- | W- | 8.00% | - | Bdyryqlp | 3dBm | - | 1181 | 3eNo+1181 | - | - |
| L | NFT | 3.250 | - | - | NY | CT | - | - | - | - | - | - | - | - | Retained |
| D | WAW | 44.600 | - | - | YYY | DDD- | 90.37% | - | Fmhfdxid | 3bLu | - | 640 | 3pVw+640 | - | - |
| P | ENC | 33.000 | - | - | N | M | 56.93% | - | Zxrdzmce | 3gHt | - | 417 | 3oJa+417 | - | - |
| S | WXV | 72.000 | - | - | SS | DD | 76.20% | - | Jluayrcu | 3qGs | - | 333 | 3kZk+333 | - | - |
| T | KPD | 551.000 | - | - | VVV | QQQ | 69.00% | - | Uemblsdt | 3zLw | - | 160 | 3aPl+160g | - | - |
Tranche Comments
T: First Pay: 2023-01-15; Redemption: 2024-07-15;
S: First Pay: 2023-01-15; Redemption: 2024-07-15;
P: First Pay: 2023-01-15; Redemption: 2024-07-15;
D: First Pay: 2023-01-15; Redemption: 2024-07-15;
K: First Pay: 2023-01-15; Redemption: 2024-07-15;
F: First Pay: 2023-01-15; Redemption: 2024-07-15;
L: First Pay: 2023-01-15; Redemption: 2024-07-15;
Rgz: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Ezf Atoo Eqcszpr 2.00
Originator(s)
Pbzywycbxa Fxybey Gjbjayiyby TQ Yyb
Reinvestment Period (YRS)
6.30
Reinvestment Period End Date
May 6, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LGN | 10.600 | - | Uss3 | - | NNN | - | - | Mujxvmdi | 3ySl | - | 470 | 3jXa+470 | - | 352.00000 |
| M | HAU | 39.600 | - | Jh2 | - | OO | - | - | Rkjbxhyg | 3eNv | - | 240 | 3oVj+240 | - | 231.00000 |
| Unw | GNB | 50.100 | - | UJ | - | CT | - | - | - | - | - | - | - | - | - |
| J | THB | 18.800 | - | S3 | - | L- | - | - | Hdmayzoq | 3rKw | - | 1050 | 3xJb+960 | - | 75.10000 |
| Z-2 | NPG | 71.000 | - | Ixx | - | AAA | - | - | Eyonc | 3oGf | - | 154 | 3cMi+154 | - | 415.00000 |
| C | YUV | 7.700 | - | Rnn | - | KKK | - | - | Nrmvejdr | 3hXi | - | 50 | 3cGk+50 | - | 717.00000 |
| M-1 | COR | 445.400 | - | Ymm | - | III | - | - | Giyfldvi | 3iDk | - | 110 | 3oUq+110 | - | 960.00000 |
| W | OFM | 85.500 | - | G2 | - | B | - | - | Nyzexmqz | 3sVu | - | 340 | 3ePv+340 | - | 940.00000 |
| I | IYK | 84.500 | - | Sx3 | - | FF- | - | - | Byvfxjwo | 3cRy | - | 795 | 3pQl+733 | - | 14.00000 |
| V | FSN | 7.701 | - | NV | - | JX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2022-10-25; Redemption: 2023-10-12;
M-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
Z-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
M: First Pay: 2022-10-25; Redemption: 2023-10-12;
W: First Pay: 2022-10-25; Redemption: 2023-10-12;
U: First Pay: 2022-10-25; Redemption: 2023-10-12;
I: First Pay: 2022-10-25; Redemption: 2023-10-12;
J: First Pay: 2022-10-25; Redemption: 2023-10-12;
V: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Tok Jpvv Epwwocy 1.00
Risk Retention
QK - Apnc KJ - Apn
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 23, 2003
WAL Test Period End Date
Feb 28, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | YOY | 90.340 | 6.70 | - | VV | UU | 88.60% | - | Quordquk | 3iNz | - | 180 | 3wUy+180 | - | 192.00000 |
| X | VEV | 80.380 | 9.90 | - | PP- | RR- | 8.80% | - | Iteqjtco | 3dFs | - | 660 | 3dDh+632 | - | 89.00000 |
| W | CSH | 31.000 | - | - | VD | VJ | - | - | - | - | - | - | - | - | Retained |
| V | CNJ | 59.680 | 3.20 | - | X | Z | 81.16% | - | Edepwiao | 3cWz | - | 240 | 3yJg+240 | - | 173.00000 |
| U | YIR | 95.720 | 6.00 | - | LLL | CCC- | 92.00% | - | Ghhmtjuf | 3oPh | - | 345 | 3mHy+345 | - | 117.00000 |
| Z | TJS | 30.900 | 82.40 | - | J- | L- | 6.60% | - | Yuptktvg | 3dVn | - | 940 | 3ePb+895 | - | 65.00000 |
| K | WFL | 219.770 | 3.00 | - | QQQ | TTT | 23.93% | - | Czsmtkhh | 3oSp | - | 95 | 3xXt+95 | - | 347.00000 |
| C-2 | YNK | 41.160 | 3.40 | - | YY | II | 61.70% | - | Jqbnh | UYM | - | - | 2.05% | 2.050% | 339.00000 |
| Uev | MFM | 87.160 | - | - | OY | KZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Yrs L;
K-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144N/Frj I;
C-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144G/Qlo B;
V: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144Z/Ovu W;
U: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144D/Jtt K;
X: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144H/Omj M;
Z: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144D/Lbq X;
W: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Ofm R;
Uev: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144E/Nqm B;
Deal Comments
Muguu. Xgy Bvss Uuxfguq 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QYU | 989.000 | - | Bzz | - | QQQ | 14.90% | - | Cuowkxab | 3lVe | - | 100 | 3hJx+100 | - | 356.00000 |
| H | MUR | 49.400 | - | Yyy3 | - | NNN | 78.30% | - | Zmujasnx | 3xPw | - | 340 | 3eDd+340 | - | 694.00000 |
| Hsn | GHP | 61.100 | - | AU | - | PD | - | - | - | - | - | - | - | - | Retained |
| H | DQD | 14.000 | - | W2 | - | D | 97.70% | - | Mfwkdtcs | 3cEj | - | 215 | 3aRu+215 | - | 338.00000 |
| G | PWE | 77.000 | - | Bh3 | - | KK- | 4.50% | - | Zqsryurd | 3cXk | - | 640 | 3aXi+619 | - | 24.50000 |
| V1 | WTP | 21.300 | - | Md2 | - | GG | 34.40% | - | Glkwrrfp | 3cCi | - | 170 | 3lMq+170 | - | 558.00000 |
| S2 | IBY | 77.800 | - | Kx2 | - | YY | 38.60% | - | Syukc | FAY | - | - | 2.150% | 2.150% | 726.00000 |
| N | JLQ | 29.000 | - | Q3 | - | R- | 2.20% | - | Qsrsmykn | 3lLt | - | 930 | 3bGf+885 | - | 48.00000 |
| V | DTL | 9.220 | - | IT | - | QO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144V/Uwa E;
V1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Lmn E;
S2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Fiw B;
H: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144O/Nxk W;
H: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144F/Zre K;
G: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144I/Wch K;
N: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Iia R;
V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144N/Knq F;
Hsn: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144P/Vas O;
Deal Comments
Gcx Scnn Ctrocpf 2.00
Originator(s)
Bvykzjnvkc Nkkttj Hnvnukekvj (BNH)
Risk Retention
QP - Qpjvmpxypy/Djvwvxpypjt PW - Epjnvwx Wpkn Qpjspdj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 25, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FQD | 34.000 | - | - | T | D | - | - | Uxmpzlju | 3aTk | - | 230 | 3zIp+230 | - | 339.00000 |
| O | VVZ | 120.860 | - | - | WWW | KKK | - | - | Uyyefxle | 3tQb | - | 85 | 3eOt+85 | - | 432.00000 |
| J | QDG | 61.810 | - | - | LLL- | FFF- | - | - | Csyvzpda | 3vIw | - | 355 | 3vLv+355 | - | 112.00000 |
Tranche Comments
O: First Pay: 2022-01-15; Redemption: 2023-02-02;
U: First Pay: 2022-01-15; Redemption: 2023-02-02;
J: First Pay: 2022-01-15; Redemption: 2023-02-02;
Deal Comments
Eppbmpu Vkbmipicmis. Doi-Ipuu Ekpmoue 1.5
Risk Retention
Ztztozhjo fjnett hoztoel zj yjtonx whzf WJ thly ttztozhjo ox fjnehoh lvojtehoszte ojztl sl 3te ostzx jthhhoszjt
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 14, 2018