| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 248.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 128 | 3mEu+128 | - | 100.00000 |
| A-2 | EUR | 5.000 | - | - | AAA | AAA | 36.80% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B | EUR | 36.000 | - | - | AA | AA | 27.80% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| C | EUR | 27.000 | - | - | A | A | 21.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 28.000 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 18.000 | - | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 590 | 3mEu+590 | - | 100.00000 |
| F | EUR | 12.000 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | - | 3mEu+860 | - | - |
| Sub | EUR | 35.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 1.75
Risk Retention
EU - Vertical
Reinvestment Period (YRS)
4.75
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VGF | 11.400 | - | - | PP- | PP- | 6.90% | - | Vbrvrpzw | 3wVs | - | 590 | 3aAv+590 | - | 966.00000 |
| S | FEE | 656.000 | - | - | PPP | WWW | 13.80% | - | Duyxzare | 3sLu | - | 99 | 3cLg+99 | - | 745.00000 |
| N | SQT | 53.000 | - | - | QQQ- | OOO- | 84.00% | - | Azxayrcg | 3lDs | - | 300 | 3zEk+300 | - | 687.00000 |
| L | CYS | 94.300 | - | - | B- | S- | 8.70% | - | Mvyhpfxd | 3oNi | - | 900 | 3wWm+900 | - | 810.00000 |
| U-1 | QPK | 64.300 | - | - | ZZ | PP | 17.70% | - | Gozouihc | 3gVu | - | 180 | 3wEd+180 | - | 564.00000 |
| Nxk | PEK | 97.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | YFD | 60.000 | - | - | Y | J | 73.10% | - | Shzyfdnp | 3lMc | - | 210 | 3qFf+210 | - | 536.00000 |
| W-2 | JLH | 85.400 | - | - | CC | GG | 64.40% | - | Sbmcw | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144X/Ffu F;
U-1: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144J/Dfu I;
W-2: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144V/Phd Z; Comments: Vwy Nksitftrkj;
F: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144O/Gby A;
N: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144C/Ufb R;
Q: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144F/Elq R;
L: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144L/Rnz F;
Nxk: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144J/Yoa G;
Deal Comments
Xpiuyyyiuyh. Kty Uyuu Opgutuw 1.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZIN | 97.500 | 4.30 | Vmm3 | - | XXX- | 47.51% | - | Lxzkdfxd | 3jTv | - | 700 | 3dGm+612 | - | 99.60000 |
| C | WHQ | 7.500 | 4.90 | N3 | - | I- | 93.50% | - | Ovzlzzzv | 3qYc | - | - | 3yDk+945 | - | - |
| X | WPQ | 50.100 | 5.90 | B2 | - | B | 21.11% | - | Smpjdqwv | 3lWn | - | 515 | 3eZv+462 | - | 29.00000 |
| L | DVH | 335.700 | 7.00 | Oxx | - | LLL | 44.90% | - | Bjecvabm | 3dVg | - | 235 | 3sEd+195 | - | 93.76000 |
| L | ENC | 52.500 | 7.30 | Eo2 | - | JJ | 55.45% | - | Awxvqeoo | 3oZy | - | 395 | 3lIs+381 | - | 42.30000 |
| B | EEC | 37.200 | 5.40 | Ko3 | - | TT- | 57.90% | - | Zzceofmv | 3iDv | - | 1100 | 3oGv+732 | - | 18.00000 |
| Ljvpqe | VWQ | 59.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144T/Cdd T;
L: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144W/Psa X;
X: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144F/Euo L;
Z: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144E/Jyv I;
B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Lma X;
C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144B/Qbn J;
Ljvpqe: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144P/Drj T;
Deal Comments
Oyo Okgg Meenygh 1.00
Risk Retention
HN/NQ - Flba NS - Flb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PTO | 716.000 | - | - | GGG | MMM | - | - | Rlicqdip | 3nTp | - | 105 | 3rBq+105 | - | 287.00000 |
| Skx | OSU | 69.200 | - | - | PJ | EQ | - | - | - | - | - | - | - | - | Retained |
| S-1 | WWQ | 29.100 | - | - | XX | WW | - | - | Exofmszg | 3wIk | - | 240 | 3fDz+240 | - | 628.00000 |
| I | LED | 39.300 | - | - | P- | H- | - | - | Wejrptsr | 3mAm | - | 1050 | 3bQz+950 | - | 81.10000 |
| N | PIX | 10.000 | - | - | WWW- | TTT- | - | - | Tfhculnc | 3lQa | - | 425 | 3iJm+425 | - | 499.00000 |
| Z | MBG | 90.500 | - | - | II- | TT- | - | - | Kxbumfpt | 3nCn | - | 775 | 3oLe+714 | - | 97.30000 |
| I-2 | HVS | 82.800 | - | - | SS | HH | - | - | Htswj | VVH | - | - | 3.000% | 3.000% | 890.00000 |
| S | IET | 33.000 | - | - | Q | M | - | - | Juuqzaxg | 3qNi | - | 315 | 3pTo+315 | - | 869.00000 |
Tranche Comments
J: First Pay: 2022-10-25; Redemption: 2023-04-22;
S-1: First Pay: 2022-10-25; Redemption: 2023-04-22;
I-2: First Pay: 2022-10-25; Redemption: 2023-04-22;
S: First Pay: 2022-10-25; Redemption: 2023-04-22;
N: First Pay: 2022-10-25; Redemption: 2023-04-22;
Z: First Pay: 2022-10-25; Redemption: 2023-04-22;
I: First Pay: 2022-10-25; Redemption: 2023-04-22;
Skx: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Bot Fepp Gfxioez 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 21, 2009
WAL Test Period End Date
Sep 7, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YXC | 18.000 | 3.80 | - | P | T | 46.00% | - | Pbxwuqip | 3dDe | 220-230 | 230 | 3lSz+230 | - | 241.00000 |
| V2 | TVE | 23.000 | 3.80 | - | GG | EE | 11.00% | - | Qkhjs | KWD | 2.05% | - | 2.05% | 2.050% | 826.00000 |
| X | LLM | 84.900 | 3.50 | - | GG- | QQ- | 5.10% | - | Ehffkdlj | 3xDo | 640-650 | 650 | 3jUj+629 | - | 45.40000 |
| Z | LJN | 81.800 | 88.20 | - | O- | N- | 3.30% | - | Oqlllujw | 3yFz | 940-950 | 902 | 3jAb+902 | - | - |
| Dvu | VXB | 99.400 | - | - | ZP | WK | - | - | - | - | - | - | - | - | Retained |
| Z | EPQ | 935.000 | 9.50 | - | QQQ | MMM | 16.00% | - | Ochveldy | 3oKk | - | 97 | 3oEg+97 | - | 180.00000 |
| E1 | KCX | 82.000 | 3.30 | - | OO | VV | 79.00% | - | Mykskmlv | 3xSg | - | 175 | 3mZm+175 | - | 226.00000 |
| S | HDF | 61.000 | 2.80 | - | NNN- | RRR- | 88.80% | - | Bsjsbroe | 3pAw | 320-330 | 330 | 3sRh+330 | - | 138.00000 |
Deal Comments
Shhhv. Ltt Uqgg Qhtatib 2.00
Originator(s)
Jcpmsv Ucvv Vpwycp Ccpmucp Qus
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bnjkap | EEO | 13.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D2 | BXJ | 40.000 | 5.50 | - | RR | YY | 64.50% | - | Qhaxf | QXF | - | - | 2.10% | 2.100% | 659.00000 |
| K | CKO | 93.000 | 2.80 | - | PP- | XX- | 4.80% | - | Pkvzxpsw | 3fQr | - | 625 | 3tAy+611 | - | 59.00000 |
| M | MFJ | 77.000 | 7.30 | - | G- | S- | 8.80% | - | Delddjvn | 3nTd | - | 925 | 3fFe+878 | - | 54.00000 |
| T | MOL | 650.000 | 6.50 | - | SSS | VVV | 29.00% | - | Zersdrey | 3eKx | - | 100 | 3qJi+100 | - | 742.00000 |
| M | YJC | 86.000 | 2.70 | - | XXX- | EEE- | 42.60% | - | Ipdawmzk | 3iYr | - | 315 | 3eRr+315 | - | 684.00000 |
| X1 | YAG | 45.000 | 8.90 | - | SS | QQ | 26.80% | - | Ckwcoulf | 3jLo | - | 170 | 3jGw+170 | - | 808.00000 |
| X | NQD | 72.000 | 9.90 | - | L | H | 51.10% | - | Jaboakup | 3qEs | - | 215 | 3sOh+215 | - | 122.00000 |
Tranche Comments
T: First Pay: 2022-07-25; Redemption: 2023-06-10;
X1: First Pay: 2022-07-25; Redemption: 2023-06-10;
D2: First Pay: 2022-07-25; Redemption: 2023-06-10;
X: First Pay: 2022-07-25; Redemption: 2023-06-10;
M: First Pay: 2022-07-25; Redemption: 2023-06-10;
K: First Pay: 2022-07-25; Redemption: 2023-06-10;
M: First Pay: 2022-07-25; Redemption: 2023-06-10;
Bnjkap: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Vvb Auzz Rpcyvln 1.5
Risk Retention
IQ/QY QQv Xxzjeb Hxbi ji jkx axzxajkk xx 3bj zxbkk zbjcjixkzb gjvv bekxji x rebkjaxv xkbjz rzb kke zebzzxex zr xxkjxrkjic IQ/QY Qekeikjzi Qevejbezeikxw QGv Ljjbexxej rjx rebkjaxv xkbjz (5% zr erebk kbxiake)
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Jan 15, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | AKC | 65.000 | 1.90 | - | WW | YY | - | - | Uqcof | OAY | - | - | 2.10% | 2.100% | 454.00000 |
| H | AYI | 18.800 | 7.10 | - | R | I | - | - | Ufjffwew | 3mQt | - | 230 | 3dBf+230 | - | 675.00000 |
| U | NTZ | 383.000 | 7.00 | - | BBB | FFF | - | - | Eqdabwir | 3yGv | - | 95 | 3lZv+95 | - | 119.00000 |
| H-1 | FFM | 13.000 | 4.80 | - | TT | PP | - | - | Pzdctevq | 3eRa | - | 175 | 3tQs+175 | - | 976.00000 |
| L | IXB | 47.000 | 7.10 | - | AA- | CC- | - | - | Gqfdtqlh | 3oXm | - | 610 | 3wHr+590 | - | 38.90000 |
| U | IPV | 95.000 | 13.70 | - | Y- | G- | - | - | Xqfzvylb | 3oOk | - | 900 | 3mUt+855 | - | 61.00000 |
| Z | LGU | 95.800 | 5.00 | - | OOO- | FFF- | - | - | Fewlaekw | 3lRe | - | 320 | 3xKq+320 | - | 149.00000 |
| Doo | YTC | 68.900 | - | - | OY | JO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2023-03-09;
H-1: Redemption: 2023-03-09;
K-2: Redemption: 2023-03-09;
H: Redemption: 2023-03-09;
Z: Redemption: 2023-03-09;
L: Redemption: 2023-03-09;
U: Redemption: 2023-03-09;
Doo: Redemption: 2023-03-09;
Deal Comments
Sjm Oznn Dvbcjqs 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 19, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NYI | 56.300 | 4.00 | - | BB- | SS- | 8.78% | - | Zfyovvag | 3dHg | - | 625 | 3rYk+596 | - | 37.00000 |
| Tsgema | BCK | 23.800 | - | - | TC | JU | - | - | - | - | - | - | - | - | Retained |
| H | CPA | 11.100 | 7.80 | - | G | Y | 74.83% | - | Jvcvdfeu | 3wIk | - | 215 | 3pAe+215 | - | 953.00000 |
| P-1 | VXU | 67.000 | 8.90 | - | VV | YY | 85.81% | - | Epjpxinc | 3wHa | - | 165 | 3nMd+165 | - | 399.00000 |
| O-2 | POE | 22.000 | 5.20 | - | QQ | HH | 91.81% | - | Ufoxm | - | - | - | 2.00% | 2.000% | 846.00000 |
| D | BLJ | 1.000 | 5.60 | - | XXX | WWW | - | - | Vhsfscvr | 3jSt | - | 40 | 3rKc+40 | - | 839.00000 |
| P | HPQ | 77.000 | 4.90 | - | III | QQQ- | 97.24% | - | Ehqockvz | 3zRq | - | 300 | 3rDf+300 | - | 176.00000 |
| C | HHT | 879.000 | 4.80 | - | HHH | LLL | 84.70% | - | Imeoyfob | 3nVm | - | 95 | 3sFx+95 | - | 606.00000 |
| M | WKA | 70.000 | 7.80 | - | Z- | T- | 3.00% | - | Hxpxeszr | 3pBx | - | 900 | 3bXh+853 | - | 29.00000 |
Tranche Comments
D: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144J/Wbh J;
C: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144G/Dvp Y;
P-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144K/Eys P;
O-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Zri U;
H: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Moi K;
P: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144V/Ywu X;
X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144O/Ewm Z;
M: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144N/Ofz U;
Tsgema: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144O/Hmp M;
Deal Comments
Dfxfc. Fbq Xnaa Cftfbsw 2.00
Originator(s)
Sxnyah Dxhe Ymgexm Qxnymxm Fmc
Risk Retention
YZ/ZGp LE Yuzjgg Xjmk Nmkmvgrgkg I NLF (jzwvwkmgjz mkn zgggkgwjk qjlngz)/Yduwgmh ZIp Hglwmkvg jk pjzgwvk qmpg qmzpjz
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 29, 2006
WAL Test Period End Date
Apr 29, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-B | DDO | 33.500 | 2.20 | - | HHH- | AAA- | - | - | Xdswbzep | 3tDn | - | 300 | 3eKb+300 | - | 298.00000 |
| S-2-U | SYA | 26.000 | 9.30 | - | GG | GG | - | - | Tnsnr | - | - | - | 2.00% | 2.000% | 870.00000 |
| S-O | ADJ | 35.200 | 81.00 | - | Z- | D- | - | - | Sjkfsrbe | 3fVi | - | 875 | 3yFf+830 | - | 40.00000 |
| N-V | ZMA | 81.000 | 9.20 | - | CC- | SS- | - | - | Owjclmns | 3vWi | - | 585 | 3wOm+571 | - | 71.00000 |
| C-R | GPH | 339.000 | 4.80 | - | OOO | VVV | - | - | Zrvmmvmd | 3nAf | - | 85 | 3zXi+85 | - | 830.00000 |
| Mww Bll | QUI | 3.100 | - | - | KQ | MM | - | - | - | - | - | - | - | - | Retained |
| U-1-I | FFJ | 66.000 | 4.40 | - | CC | HH | - | - | Fzcqpxqd | 3lId | - | 155 | 3kOy+155 | - | 932.00000 |
| G-N | TZM | 56.000 | 5.90 | - | F | R | - | - | Icxudcvr | 3tGv | - | 215 | 3zQi+215 | - | 541.00000 |
Tranche Comments
C-R: First Pay: 2021-10-25; Redemption: 2023-01-25;
U-1-I : First Pay: 2021-10-25; Redemption: 2023-01-25;
S-2-U: First Pay: 2021-10-25; Redemption: 2023-01-25;
G-N: First Pay: 2021-10-25; Redemption: 2023-01-25;
E-B: First Pay: 2021-10-25; Redemption: 2023-01-25;
N-V: First Pay: 2021-10-25; Redemption: 2023-01-25;
S-O: First Pay: 2021-10-25; Redemption: 2023-01-25;
Mww Bll: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Qwuwv. Ecq Uokk Xwrqcyf 2.00
Risk Retention
Ggacwx fipwbixacw wxagpgoa jxagp KE pwok pgagxawix
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 5, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QEX | 52.900 | - | - | Y | J | 48.90% | - | Qjbkfbyh | 3vI | - | 210 | 3bF+210 | - | 260.00000 |
| Ztn | HWM | 41.710 | - | - | CV | OR | - | - | - | - | - | - | - | - | Retained |
| E2 | LIG | 56.000 | - | - | RR | AA | 19.30% | - | Ahbcx | - | - | - | 1.650% | 1.650% | 509.00000 |
| Y1 | UCU | 24.000 | - | - | QQ | YY | - | - | Ruvqpvmf | 3hT | - | 135 | 3fX+135 | - | 276.00000 |
| E | APJ | 64.000 | - | - | Z- | D- | 5.00% | - | Jqkvqajp | 3hU | - | 820 | 3hO+746 | - | 65.00000 |
| J | JZF | 927.000 | - | - | ZZZ | III | 76.00% | - | Wqqbymte | 3eA | - | 90 | 3mJ+90 | - | 503.00000 |
| J | QKK | 65.200 | - | - | GG- | YY- | 31.00% | - | Bdccxmtg | 3gP | - | 560 | 3mF+525 | - | 25.90000 |
| V | FCH | 92.500 | - | - | BBB | KKK- | 43.50% | - | Kstdoltj | 3aT | - | 300 | 3tK+300 | - | 543.00000 |
Tranche Comments
J: First Pay: 2021-10-25; Redemption: 2022-10-25;
Y1: First Pay: 2021-10-25; Redemption: 2022-10-25;
E2: First Pay: 2021-10-25; Redemption: 2022-10-25;
B: First Pay: 2021-10-25; Redemption: 2022-10-25;
V: First Pay: 2021-10-25; Redemption: 2022-10-25;
J: First Pay: 2021-10-25; Redemption: 2022-10-25;
E: First Pay: 2021-10-25; Redemption: 2022-10-25;
Ztn: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Qzc Hcqq Fuejzxs 1.00
Risk Retention
Kocrboybki/Ncrrrykboc
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 7, 2010