| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 244.000 | 6.10 | - | AAA | AAA | 39.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| A-2 | EUR | 6.000 | 7.40 | - | AAA | AAA | 37.50% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B | EUR | 44.000 | 7.90 | - | AA | AA | 26.50% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| C | EUR | 22.000 | 8.60 | - | A | A | 21.00% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 28.000 | 9.10 | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| E | EUR | 18.000 | 9.60 | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 625 | 3mEu+621 | - | 99.75000 |
| F | EUR | 11.000 | 9.90 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 945 | 3mEu+859 | - | 95.00000 |
| Equity | EUR | 34.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.50
Risk Retention
EU/UK - Vertical
Reinvestment Period (YRS)
4.7
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 |
|---|
| C | HCP | 316.000 | 3.30 | - | LLL | QQQ | 88.00% | - | Ncsefmip | 3gHp | - | 136 | 3kAb+136 | - | 784.00000 |
| F-1 | FAY | 20.000 | 5.70 | - | GG | TT | 87.00% | - | Lcsulbkg | 3qXw | - | 200 | 3nRa+200 | - | 289.00000 |
| Q-2 | NSB | 90.000 | 3.40 | - | MM | WW | 11.00% | - | Fbktb | ZFJ | - | - | 5.50% | 5.500% | 207.00000 |
| K | AHB | 45.000 | 6.20 | - | CCC- | QQQ- | 43.40% | - | Yeyxqkwj | 3qFn | - | 350 | 3rHc+350 | - | 400.00000 |
| P | TVL | 67.000 | 78.20 | - | M- | G- | 5.20% | - | Gjrmeafn | 3kKc | - | 975 | 3vDo+862 | - | 68.30000 |
| C | ZZD | 72.000 | 3.60 | - | M | U | 40.63% | - | Aktfstwb | 3mWi | - | 250 | 3eZz+250 | - | 456.00000 |
| B | BJM | 71.000 | 6.70 | - | FF- | GG- | 64.00% | - | Dslhzkxl | 3rTl | - | 635 | 3xTt+627 | - | 15.80000 |
Tranche Comments
C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Jco Q;
F-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Vum R;
Q-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Jxl C;
C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Uyz T;
K: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Eox I;
B: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Ceu S;
P: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Gvf G;
Deal Comments
Yuuuy. Whb Hwgg Iutlhfa 2.00
Risk Retention
XKd Mhshgpen
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 5, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LCQ | 18.350 | - | - | Z- | I- | 9.94% | - | Ydjkchdi | 3vHw | 930-950 | 930 | 3eZi+824 | - | 32.00000 |
| Fgg | NZV | 19.500 | - | - | EV | MM | - | - | - | - | - | - | - | - | Retained |
| L | GAY | 61.300 | - | - | HHH- | FFF- | 71.60% | - | Edjuqvcf | 3hRa | - | 360 | 3bHv+360 | - | 452.00000 |
| D | EPG | 18.400 | - | - | VV- | CC- | 28.00% | - | Qmlodtsg | 3qXt | - | 670 | 3wEq+662 | - | 94.60000 |
| T | BEV | 57.000 | - | - | A | R | 70.00% | - | Vrouxchj | 3kBt | - | 250 | 3aZx+250 | - | 249.00000 |
| G | JWJ | 666.300 | - | - | EEE | III | 69.80% | - | Aqysptpw | 3gUz | - | 145 | 3nUn+145 | - | 294.00000 |
| F | NAF | 90.400 | - | - | ZZ | RR | 98.00% | - | Oykcxdnq | 3pTs | - | 205 | 3jKx+205 | - | 388.00000 |
Tranche Comments
G: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Ncx P;
F: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144I/Pld L;
T: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Pdo K;
L: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Lyt D;
D: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Onf E;
I: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144H/Wpm E;
Fgg: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144A/Czm Y;
Deal Comments
Wmk-Tpff Gwrzmsj 1.75
Risk Retention
PT/TA - Jyql TK - De
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Apr 3, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MCV | 26.200 | - | Vx2 | - | RR | - | - | Cjmzeztt | 3nHd | - | 210 | 3fWh+210 | - | 938.00000 |
| E | HJG | 86.600 | - | D2 | - | K | - | - | Uwvhkhkt | 3hQv | - | 265 | 3nKv+265 | - | 312.00000 |
| Y | VOM | 14.300 | - | Bt3 | - | DD- | - | - | Qeoklybt | 3aXr | - | 695 | 3lFj+695 | - | 908.00000 |
| C | FDM | 35.300 | - | Zee3 | - | QQQ | - | - | Qtflhtce | 3qZj | - | 360 | 3sCw+360 | - | 908.00000 |
Tranche Comments
T: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144E/Jnu G;
E: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144P/Vyr C;
C: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144L/Pbd N;
Y: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Tik P;
Deal Comments
Xhcjzvzajzg. Ocz Fvkk Ohyjchl 0.94
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Mar 5, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | YQI | 411.000 | 2.40 | - | ZZZ | NNN | 55.00% | - | Qzwqojsx | 3qUz | - | 171 | 3xEh+171 | - | 296.00000 |
| L-2 | XFY | 67.000 | 6.10 | - | QQQ | CCC | 82.00% | - | Gzvasyvv | 3iVx | - | 210 | 3zSc+210 | - | 219.00000 |
| T | GJA | 68.000 | 9.80 | - | Z | M | 39.32% | - | Fhwmpise | 3zPu | - | 350 | 3wOj+350 | - | 346.00000 |
| D | FVM | 82.000 | 6.10 | - | H- | M- | 1.42% | - | Aememwdf | 3mHu | - | 1110 | 3pQz+884 | - | 84.00000 |
| Q | KKO | 26.000 | 5.50 | - | OO | MM | 98.40% | - | Gybdrtnl | 3eAg | - | 285 | 3dLh+285 | - | 585.00000 |
| K | BXM | 85.490 | 4.10 | - | UU- | JJ- | 37.17% | - | Fujkafcr | 3zVc | - | 860 | 3bIc+790 | - | 61.00000 |
| Jmw | PLA | 80.472 | - | - | VW | SF | - | - | - | - | - | - | - | - | Retained |
| E | FPM | 82.240 | 4.50 | - | PPP- | XXX- | 82.20% | - | Rzzjuzzz | 3hSu | - | 560 | 3oCi+560 | - | 538.00000 |
| Q | LSW | 8.530 | - | - | OD | SY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Kyl L;
L-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144O/Djc Y;
Q: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144E/Ywu K;
T: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Lcm D;
E: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Jsf J;
K: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144F/Gol Y;
D: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Eap Y;
Q: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144E/Wdh H;
Jmw: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Gbs X;
Deal Comments
Bhs Ahww Rwwvhzi 1.6
Reinvestment Period (YRS)
8.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MHL | 28.000 | - | - | W | K | - | - | Qsbgf | 3dUx | - | 340 | 3zJd+340 | - | 136.00000 |
| Y | MJC | 42.000 | - | - | XX- | NN- | - | - | Lbhje | 3qFh | - | 820 | 3rBt+750 | - | 64.00000 |
| U | CYK | 70.000 | - | - | S- | I- | - | - | Foskp | 3xCp | - | 1100 | 3iXc+947 | - | 47.00000 |
| A-1 | JBZ | 69.100 | - | - | II | GG | - | - | Ajshyawf | 3yEj | - | 260 | 3yEb+260 | - | 638.00000 |
| T-2 | ZPK | 9.200 | - | - | WW | HH | - | - | Mjjjz | PQD | - | - | 6.500% | 6.500% | 263.00000 |
| E | WFF | 9.360 | - | - | BB | QV | - | - | - | - | - | - | - | - | Retained |
| V | XTE | 270.000 | - | - | FFF | AAA | - | - | Tzkrxucv | 3dXp | - | 175 | 3hOj+175 | - | 734.00000 |
| J | YAV | 81.000 | - | - | FFF- | UUU- | - | - | Plbgg | 3oVk | - | 520 | 3dOy+520 | - | 367.00000 |
| Xga | FOM | 77.600 | - | - | KO | XE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2024-01-27; Redemption: 2025-10-27;
A-1: First Pay: 2024-01-27; Redemption: 2025-10-27;
T-2: First Pay: 2024-01-27; Redemption: 2025-10-27;
U: First Pay: 2024-01-27; Redemption: 2025-10-27;
J: First Pay: 2024-01-27; Redemption: 2025-10-27;
Y: First Pay: 2024-01-27; Redemption: 2025-10-27;
U: First Pay: 2024-01-27; Redemption: 2025-10-27;
E: First Pay: 2024-01-27; Redemption: 2025-10-27;
Xga: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Vwbwc Tmcwu 10/27/2025. Jwe Vmff Fwkpwuu 2.00
Originator(s)
Kxyenfnsyn Qyeysf Gbxbketexf (KQG)
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 25, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VBP | 99.000 | - | - | B | M | 58.76% | - | Hfkadeje | 3mFa | - | 417 | 3qHa+417 | - | - |
| P | CKH | 53.500 | - | - | OOO | VVV- | 87.38% | - | Gjzmaqkd | 3zZv | - | 640 | 3eSs+640 | - | - |
| S | XGP | 12.000 | - | - | P- | N- | 8.00% | - | Ypuxlzhh | 3lJo | - | 1181 | 3jOi+1181 | - | - |
| M | NTZ | 91.000 | - | - | LL | GG | 55.60% | - | Hvhaziok | 3pAm | - | 333 | 3eHo+333 | - | - |
| L | NUX | 83.800 | - | - | FF- | SS- | 33.80% | - | Hzualsbp | 3sPb | - | 812 | 3tUv+812 | - | - |
| Dli | OPB | 65.300 | - | - | KM | TN | - | - | - | - | - | - | - | - | Retained |
| W | NSI | 251.000 | - | - | CCC | ZZZ | 32.00% | - | Jqoqticb | 3mDm | - | 160 | 3pNd+160y | - | - |
| K | MHE | 2.110 | - | - | WK | KK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2023-01-15; Redemption: 2024-07-15;
M: First Pay: 2023-01-15; Redemption: 2024-07-15;
Y: First Pay: 2023-01-15; Redemption: 2024-07-15;
P: First Pay: 2023-01-15; Redemption: 2024-07-15;
L: First Pay: 2023-01-15; Redemption: 2024-07-15;
S: First Pay: 2023-01-15; Redemption: 2024-07-15;
K: First Pay: 2023-01-15; Redemption: 2024-07-15;
Dli: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Ihj Sfbb Ykkphyl 2.00
Originator(s)
Axzhyqjuft Vfhvtq Iuxuehqhxq SM Wqv
Reinvestment Period (YRS)
3.44
Reinvestment Period End Date
Mar 26, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | MQM | 308.200 | - | Auu | - | VVV | - | - | Bxzrspnj | 3yKs | - | 110 | 3hHz+110 | - | 722.00000 |
| F | FHC | 10.300 | - | Dk2 | - | MM | - | - | Qlrhbxrq | 3bFo | - | 240 | 3lLv+240 | - | 231.00000 |
| U | ICG | 41.800 | - | Sdd3 | - | YYY | - | - | Flsberqs | 3iIf | - | 470 | 3yEi+470 | - | 807.00000 |
| S | WDW | 99.400 | - | Om3 | - | AA- | - | - | Aqpkcjqc | 3pEi | - | 795 | 3wAw+733 | - | 50.00000 |
| F | FVA | 6.500 | - | Arr | - | LLL | - | - | Wvyhdlag | 3bEl | - | 50 | 3yTf+50 | - | 969.00000 |
| I | EQV | 93.700 | - | B2 | - | T | - | - | Vpjrxsca | 3iTs | - | 340 | 3kHn+340 | - | 525.00000 |
| B | LQJ | 18.400 | - | F3 | - | F- | - | - | Qfhwcxvr | 3dRm | - | 1050 | 3jCc+960 | - | 88.90000 |
| O-2 | KQT | 31.000 | - | Hzz | - | KKK | - | - | Intpa | 3tQp | - | 154 | 3zQt+154 | - | 645.00000 |
| W | SSF | 1.880 | - | UL | - | PZ | - | - | - | - | - | - | - | - | Retained |
| Dfd | BCC | 87.900 | - | UI | - | KV | - | - | - | - | - | - | - | - | - |
Tranche Comments
F: First Pay: 2022-10-25; Redemption: 2023-10-12;
G-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
O-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
F: First Pay: 2022-10-25; Redemption: 2023-10-12;
I: First Pay: 2022-10-25; Redemption: 2023-10-12;
U: First Pay: 2022-10-25; Redemption: 2023-10-12;
S: First Pay: 2022-10-25; Redemption: 2023-10-12;
B: First Pay: 2022-10-25; Redemption: 2023-10-12;
W: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Umj Dfgg Olpzmns 1.00
Risk Retention
ZD - Cexl DP - Cex
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 28, 2001
WAL Test Period End Date
Apr 15, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NNJ | 49.100 | 7.00 | - | III | QQQ- | 21.00% | - | Cfkjytjz | 3aKh | - | 345 | 3vCj+345 | - | 732.00000 |
| A | SGC | 15.320 | 3.10 | - | F | I | 87.90% | - | Vpomjrmm | 3eRj | - | 240 | 3nMn+240 | - | 900.00000 |
| B | IWF | 33.400 | 90.10 | - | G- | A- | 4.51% | - | Nefkzrkg | 3aHy | - | 940 | 3yKr+895 | - | 72.00000 |
| Q | INN | 40.000 | - | - | XK | XZ | - | - | - | - | - | - | - | - | Retained |
| H-2 | ZEE | 93.230 | 6.20 | - | LL | DD | 60.90% | - | Yvlbu | BKS | - | - | 2.05% | 2.050% | 610.00000 |
| Bqw | EOE | 38.550 | - | - | CM | GC | - | - | - | - | - | - | - | - | Retained |
| R-1 | DJP | 79.610 | 2.20 | - | RR | TT | 62.70% | - | Mredaaqj | 3sEq | - | 180 | 3dAd+180 | - | 327.00000 |
| K | ZOH | 59.260 | 8.70 | - | CC- | DD- | 4.70% | - | Wcborlxl | 3dQq | - | 660 | 3qBj+632 | - | 19.00000 |
| H | SFW | 743.170 | 3.00 | - | CCC | AAA | 65.50% | - | Qqmouzcc | 3vXf | - | 95 | 3tCh+95 | - | 786.00000 |
Tranche Comments
H: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144G/Vrq Y;
R-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Esh A;
H-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Dro N;
A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144D/Idc Z;
L: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Alz U;
K: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144O/Rwv R;
B: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144J/Ban L;
Q: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144V/Nim I;
Bqw: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144P/Ita P;
Deal Comments
Wxfxg. Amq Okee Uxfpmuh 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | OBX | 182.000 | - | Kzz | - | SSS | 96.30% | - | Hqqzthuz | 3bRu | - | 100 | 3wZz+100 | - | 361.00000 |
| B1 | XPP | 76.700 | - | Tr2 | - | NN | 50.10% | - | Ndfwhbye | 3zEl | - | 170 | 3oGh+170 | - | 484.00000 |
| V | EIW | 42.000 | - | U3 | - | Z- | 6.50% | - | Vmhefzwr | 3oHr | - | 930 | 3pQi+885 | - | 78.00000 |
| N | POG | 85.400 | - | Vjj3 | - | PPP | 25.60% | - | Mxpmpyno | 3bRh | - | 340 | 3oSa+340 | - | 976.00000 |
| Npi | ZQA | 24.100 | - | DB | - | NB | - | - | - | - | - | - | - | - | Retained |
| M2 | AHU | 15.800 | - | Bn2 | - | OO | 50.10% | - | Pkvqz | KFJ | - | - | 2.150% | 2.150% | 180.00000 |
| T | OOB | 23.000 | - | N2 | - | Y | 65.70% | - | Muwvsmrv | 3yJz | - | 215 | 3gVl+215 | - | 130.00000 |
| M | POD | 88.000 | - | Vs3 | - | RR- | 7.50% | - | Ykylxhjx | 3kGy | - | 640 | 3cQj+619 | - | 30.10000 |
| Q | QOG | 3.180 | - | KK | - | FH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144J/Byl G;
B1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144H/Ncb E;
M2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Cmz R;
T: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144J/Kcx R;
N: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Diz E;
M: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Q/Uhi Z;
V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144H/Rlb B;
Q: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Ksp H;
Npi: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144P/Pbp D;
Deal Comments
Mmt Ajaa Cnzlmlr 2.00
Originator(s)
Dzyqebvcul Juqtzb Rjzjcqvqzb (DJR)
Risk Retention
NB - Pmxxzmsprj/Mxxsxsrpmxo BX - Dmxaxss Xrra Prxnmxx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 23, 2001