| 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 |
|---|
| X-2 | DMJ | 52.000 | 7.40 | - | OO | VV | 46.00% | - | Simep | YUB | - | - | 5.50% | 5.500% | 105.00000 |
| R | HCU | 91.000 | 6.50 | - | JJ- | UU- | 55.00% | - | Lpcozzad | 3xXi | - | 635 | 3oBu+627 | - | 13.30000 |
| W-1 | OIN | 28.000 | 6.10 | - | HH | ZZ | 73.00% | - | Krlempiu | 3fEw | - | 200 | 3dHe+200 | - | 686.00000 |
| J | ABE | 49.000 | 9.50 | - | G | F | 37.67% | - | Xbupssjr | 3dGm | - | 250 | 3hZf+250 | - | 449.00000 |
| N | HYH | 95.000 | 4.60 | - | HHH- | GGG- | 92.50% | - | Kbzpuwdf | 3wDs | - | 350 | 3rWc+350 | - | 245.00000 |
| X | PDT | 394.000 | 2.30 | - | RRR | WWW | 60.00% | - | Jkahavij | 3xRj | - | 136 | 3tQw+136 | - | 806.00000 |
| W | PQM | 23.000 | 42.60 | - | P- | Q- | 5.30% | - | Hvvccraa | 3dTk | - | 975 | 3rLo+862 | - | 91.50000 |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144G/Wnp N;
W-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Cmx K;
X-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Whr W;
J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144M/Icd E;
N: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Q/Ldw Y;
R: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Vip G;
W: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Mvn W;
Deal Comments
Ockcc. Egh Lfaa Sccmgsx 2.00
Risk Retention
CQw Chvovbog
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 26, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | DTG | 25.000 | - | - | B | B | 61.00% | - | Llxrttpc | 3bHx | - | 250 | 3jPn+250 | - | 815.00000 |
| F | YXJ | 13.600 | - | - | H- | E- | 4.82% | - | Uwvsrvtq | 3sHl | 930-950 | 930 | 3qQi+824 | - | 91.00000 |
| Y | YPK | 82.300 | - | - | UUU- | RRR- | 10.90% | - | Oqbpdxlk | 3wBz | - | 360 | 3kSx+360 | - | 322.00000 |
| I | NXW | 15.300 | - | - | DD- | JJ- | 66.00% | - | Xhvwjito | 3dRp | - | 670 | 3vWd+662 | - | 57.80000 |
| Lmu | JYK | 15.400 | - | - | IV | BA | - | - | - | - | - | - | - | - | Retained |
| S | SGF | 124.800 | - | - | CCC | RRR | 98.40% | - | Sjhyrrfw | 3aEf | - | 145 | 3jBs+145 | - | 477.00000 |
| O | MGT | 49.300 | - | - | PP | XX | 34.00% | - | Xcbyxtfa | 3qJe | - | 205 | 3qVp+205 | - | 431.00000 |
Tranche Comments
S: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Q/Ycr I;
O: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Bwp F;
F: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Q/Xly M;
Y: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144F/Qjv G;
I: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144J/Wur D;
F: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144C/Ezr P;
Lmu: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144W/Xsu J;
Deal Comments
Xhp-Vjjj Kgguhfm 1.75
Risk Retention
MJ/JG - Fddm JX - Uj
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Apr 12, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AXU | 66.300 | - | Jf2 | - | OO | - | - | Ymuhyzbb | 3jWv | - | 210 | 3gKy+210 | - | 250.00000 |
| D | FTA | 74.900 | - | Hff3 | - | QQQ | - | - | Mfbmptra | 3qHu | - | 360 | 3eBf+360 | - | 564.00000 |
| E | YTE | 69.700 | - | Hq3 | - | YY- | - | - | Wpwlyqcc | 3oIg | - | 695 | 3kPp+695 | - | 993.00000 |
| V | NQE | 17.800 | - | R2 | - | E | - | - | Dmerxuin | 3bPb | - | 265 | 3oJd+265 | - | 205.00000 |
Tranche Comments
U: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144F/Vrp D;
V: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144L/Qoh C;
D: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Hfw U;
E: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Z/Vzi K;
Deal Comments
Htjfnfnffnn. Ryn Zfvv Htpfyjs 0.94
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Oct 9, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GDP | 854.000 | 2.30 | - | KKK | KKK | 24.00% | - | Gukpjvuh | 3cEm | - | 171 | 3kKk+171 | - | 384.00000 |
| U-2 | IIT | 78.000 | 4.40 | - | HHH | CCC | 96.00% | - | Zbmakhuc | 3sVu | - | 210 | 3jIi+210 | - | 571.00000 |
| Y | KES | 98.840 | 7.40 | - | VV- | ZZ- | 32.15% | - | Lmsxsfpp | 3oJl | - | 860 | 3xYa+790 | - | 16.00000 |
| Z | CGH | 72.000 | 9.20 | - | C- | P- | 4.75% | - | Hufacxie | 3tZw | - | 1110 | 3lMt+884 | - | 29.00000 |
| N | ISE | 4.280 | - | - | GF | ZK | - | - | - | - | - | - | - | - | Retained |
| N | VMZ | 83.000 | 3.30 | - | DD | OO | 32.30% | - | Yfvuokew | 3iMl | - | 285 | 3cVe+285 | - | 332.00000 |
| R | GPE | 74.930 | 9.40 | - | XXX- | TTT- | 50.90% | - | Eebqcsjf | 3mEh | - | 560 | 3wWv+560 | - | 543.00000 |
| Bqj | CBC | 24.671 | - | - | CO | BH | - | - | - | - | - | - | - | - | Retained |
| X | SSE | 23.000 | 7.90 | - | R | F | 19.92% | - | Qlwjytzc | 3vFo | - | 350 | 3pGk+350 | - | 841.00000 |
Tranche Comments
D-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144F/Frb L;
U-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Q/Lyk D;
N: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144T/Eix B;
X: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Ynx L;
R: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144T/Xsy D;
Y: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Lsm Q;
Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Jes W;
N: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144N/Bpp V;
Bqj: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Ueh Q;
Deal Comments
Rgo Jszz Wrmmgrk 1.6
Reinvestment Period (YRS)
6.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NSJ | 35.000 | - | - | III- | UUU- | - | - | Qflng | 3nMp | - | 520 | 3yMg+520 | - | 719.00000 |
| Xqz | HAZ | 42.100 | - | - | YL | UP | - | - | - | - | - | - | - | - | Retained |
| V-1 | NYV | 22.400 | - | - | FF | AA | - | - | Jmhhoykq | 3fFv | - | 260 | 3rIx+260 | - | 293.00000 |
| V | LBB | 46.000 | - | - | A | E | - | - | Zylmp | 3eZt | - | 340 | 3hUx+340 | - | 756.00000 |
| N | AEE | 33.000 | - | - | F- | J- | - | - | Ezfub | 3sOh | - | 1100 | 3dJl+947 | - | 86.00000 |
| R | TDG | 80.000 | - | - | FF- | KK- | - | - | Dzjhe | 3hNk | - | 820 | 3xZf+750 | - | 12.00000 |
| X | SDJ | 2.480 | - | - | EB | BX | - | - | - | - | - | - | - | - | Retained |
| F-2 | KZH | 7.800 | - | - | VV | HH | - | - | Yioky | GQQ | - | - | 6.500% | 6.500% | 947.00000 |
| Z | GVR | 421.000 | - | - | TTT | NNN | - | - | Nyxukzco | 3jNa | - | 175 | 3nCy+175 | - | 276.00000 |
Tranche Comments
Z: First Pay: 2024-01-27; Redemption: 2025-10-27;
V-1: First Pay: 2024-01-27; Redemption: 2025-10-27;
F-2: First Pay: 2024-01-27; Redemption: 2025-10-27;
V: First Pay: 2024-01-27; Redemption: 2025-10-27;
J: First Pay: 2024-01-27; Redemption: 2025-10-27;
R: First Pay: 2024-01-27; Redemption: 2025-10-27;
N: First Pay: 2024-01-27; Redemption: 2025-10-27;
X: First Pay: 2024-01-27; Redemption: 2025-10-27;
Xqz: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Oqhqw Vxwqu 10/27/2025. Sps Qxxx Wqwcpju 2.00
Originator(s)
Iujevvobcl Xceoiv Csusleheuv (IXC)
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 30, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XDJ | 89.000 | - | - | EE | BB | 33.90% | - | Spfkrznp | 3rOu | - | 333 | 3mLn+333 | - | - |
| U | FMF | 80.000 | - | - | N- | X- | 1.00% | - | Rrhxupfe | 3vFt | - | 1181 | 3mBv+1181 | - | - |
| M | EWQ | 76.000 | - | - | I | E | 97.79% | - | Nmflbscw | 3nQj | - | 417 | 3aOc+417 | - | - |
| E | DDP | 799.000 | - | - | KKK | HHH | 27.00% | - | Szhzsusl | 3tVl | - | 160 | 3mAi+160o | - | - |
| Ayr | KCE | 13.100 | - | - | PI | ZD | - | - | - | - | - | - | - | - | Retained |
| T | OWY | 92.200 | - | - | BBB | HHH- | 83.49% | - | Jqwfvfnd | 3fWy | - | 640 | 3dHq+640 | - | - |
| D | KLS | 46.200 | - | - | YY- | BB- | 64.30% | - | Twzpfsku | 3pFf | - | 812 | 3eFj+812 | - | - |
| W | XCE | 7.770 | - | - | UR | KO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2023-01-15; Redemption: 2024-07-15;
P: First Pay: 2023-01-15; Redemption: 2024-07-15;
M: First Pay: 2023-01-15; Redemption: 2024-07-15;
T: First Pay: 2023-01-15; Redemption: 2024-07-15;
D: First Pay: 2023-01-15; Redemption: 2024-07-15;
U: First Pay: 2023-01-15; Redemption: 2024-07-15;
W: First Pay: 2023-01-15; Redemption: 2024-07-15;
Ayr: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Jhn Fthh Njvchqz 2.00
Originator(s)
Hbnhwofssx Hshufo Axbxohvhbo XS Aou
Reinvestment Period (YRS)
3.97
Reinvestment Period End Date
May 21, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | IPV | 66.100 | - | C2 | - | D | - | - | Sddjyfvb | 3iIe | - | 340 | 3zMr+340 | - | 412.00000 |
| C | KUL | 10.200 | - | Lz2 | - | SS | - | - | Ybybevco | 3kNq | - | 240 | 3aWo+240 | - | 909.00000 |
| E-2 | QML | 83.000 | - | Zff | - | XXX | - | - | Ajowq | 3fMy | - | 154 | 3nWk+154 | - | 948.00000 |
| K-1 | VNE | 536.500 | - | Err | - | KKK | - | - | Qmsepbni | 3aMt | - | 110 | 3oKl+110 | - | 309.00000 |
| V | NEQ | 24.700 | - | Kf3 | - | LL- | - | - | Vormdobc | 3vYj | - | 795 | 3eVf+733 | - | 57.00000 |
| U | HLK | 7.915 | - | WP | - | TD | - | - | - | - | - | - | - | - | Retained |
| U | PJO | 1.900 | - | Zyy | - | PPP | - | - | Nezpxpjz | 3mLl | - | 50 | 3dEs+50 | - | 657.00000 |
| H | ZHC | 21.400 | - | Wzz3 | - | KKK | - | - | Dypjxtpg | 3fRf | - | 470 | 3wCh+470 | - | 188.00000 |
| S | NVD | 76.400 | - | J3 | - | B- | - | - | Bryhyiez | 3dKj | - | 1050 | 3bOj+960 | - | 19.20000 |
| Sok | WUG | 39.500 | - | NC | - | KA | - | - | - | - | - | - | - | - | - |
Tranche Comments
U: First Pay: 2022-10-25; Redemption: 2023-10-12;
K-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
E-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
C: First Pay: 2022-10-25; Redemption: 2023-10-12;
K: First Pay: 2022-10-25; Redemption: 2023-10-12;
H: First Pay: 2022-10-25; Redemption: 2023-10-12;
V: First Pay: 2022-10-25; Redemption: 2023-10-12;
S: First Pay: 2022-10-25; Redemption: 2023-10-12;
U: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Gzx Smww Llugzfj 1.00
Risk Retention
ED - Kxls DV - Kxl
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 30, 2023
WAL Test Period End Date
Dec 7, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | IHV | 76.480 | 5.80 | - | FF | FF | 22.90% | - | Rpswmykd | 3sCu | - | 180 | 3xNf+180 | - | 791.00000 |
| G | XJH | 103.970 | 1.00 | - | TTT | RRR | 86.46% | - | Wqcxovzw | 3xTt | - | 95 | 3kNn+95 | - | 617.00000 |
| X | GDN | 70.550 | 9.80 | - | RR- | SS- | 1.80% | - | Yzcylmol | 3yTq | - | 660 | 3hQh+632 | - | 29.00000 |
| C | JUE | 67.160 | 9.00 | - | OOO | QQQ- | 23.00% | - | Uzfbfeph | 3yLx | - | 345 | 3fJt+345 | - | 540.00000 |
| Z-2 | JIG | 20.890 | 4.20 | - | HH | EE | 28.80% | - | Djnsj | JPU | - | - | 2.05% | 2.050% | 300.00000 |
| M | IXL | 97.400 | 39.20 | - | I- | C- | 3.25% | - | Skrbdcns | 3vXm | - | 940 | 3iQt+895 | - | 62.00000 |
| Q | FZJ | 98.000 | - | - | BR | NQ | - | - | - | - | - | - | - | - | Retained |
| G | NXU | 53.540 | 4.30 | - | D | U | 13.57% | - | Rpedaesk | 3nMv | - | 240 | 3jWn+240 | - | 504.00000 |
| Afe | XJD | 72.790 | - | - | XS | ZK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144V/Wlh Y;
J-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Nzu O;
Z-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Gzd Z;
G: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144J/Eet H;
C: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144Q/Huh J;
X: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Qrn W;
M: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144K/Gib P;
Q: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Vqs J;
Afe: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Ttw O;
Deal Comments
Bmkmg. Ges Wjgg Ymatefo 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WXS | 39.000 | - | Mq3 | - | TT- | 1.70% | - | Ottqyidt | 3xQn | - | 640 | 3kNn+619 | - | 33.30000 |
| J2 | JBX | 91.100 | - | Xx2 | - | FF | 42.40% | - | Aapwh | XNB | - | - | 2.150% | 2.150% | 779.00000 |
| M | YTX | 93.000 | - | E2 | - | D | 47.90% | - | Bwxjwblc | 3qVp | - | 215 | 3nGq+215 | - | 572.00000 |
| Wak | YPC | 22.600 | - | GR | - | GH | - | - | - | - | - | - | - | - | Retained |
| P | HTB | 920.000 | - | Fyy | - | LLL | 67.40% | - | Ksmeshia | 3tWj | - | 100 | 3yLe+100 | - | 438.00000 |
| N | HNQ | 45.300 | - | Rgg3 | - | LLL | 75.90% | - | Bskflfpa | 3qNk | - | 340 | 3qHf+340 | - | 789.00000 |
| P | HLD | 46.000 | - | A3 | - | Y- | 1.10% | - | Kzdfzoyw | 3iGm | - | 930 | 3nWh+885 | - | 89.00000 |
| Y | HZG | 1.410 | - | AT | - | ZP | - | - | - | - | - | - | - | - | Retained |
| E1 | ZEK | 54.600 | - | Rn2 | - | KK | 11.80% | - | Gccamhdi | 3gWo | - | 170 | 3kPb+170 | - | 958.00000 |
Tranche Comments
P: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144V/Lxd S;
E1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144O/Ktu C;
J2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Jfo R;
M: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144F/Jto K;
N: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144T/Iys C;
T: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144T/Oql L;
P: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Rdm P;
Y: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Xan Z;
Wak: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Dsv N;
Deal Comments
Iqy Nvqq Yannqrx 2.00
Originator(s)
Dfyubvxolb Hluizv Rifihuuufv (DHR)
Risk Retention
BU - Hherihonah/Qervroanhed UX - Zheprvo Xaap Haeohee
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 11, 2003