| 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 |
|---|
| S | VPF | 624.000 | 7.40 | - | EEE | VVV | 18.00% | - | Mxebchff | 3qIl | - | 136 | 3eHq+136 | - | 739.00000 |
| L | JFL | 60.000 | 62.50 | - | T- | J- | 9.40% | - | Ojlfxljo | 3vRy | - | 975 | 3hJb+862 | - | 91.70000 |
| X-2 | OOX | 14.000 | 5.70 | - | PP | KK | 76.00% | - | Xosmt | FMQ | - | - | 5.50% | 5.500% | 167.00000 |
| X | HLL | 65.000 | 5.80 | - | HHH- | OOO- | 95.40% | - | Ckofxyme | 3aJw | - | 350 | 3dVy+350 | - | 515.00000 |
| Q | EPR | 15.000 | 3.40 | - | QQ- | QQ- | 26.00% | - | Mpldvayp | 3aHk | - | 635 | 3dJc+627 | - | 56.60000 |
| V | NMM | 71.000 | 8.90 | - | Q | F | 90.76% | - | Ufvovclv | 3hCw | - | 250 | 3mMd+250 | - | 550.00000 |
| Z-1 | SDH | 47.000 | 2.50 | - | VV | VV | 69.00% | - | Yvdjxrnd | 3dLn | - | 200 | 3eFq+200 | - | 204.00000 |
Tranche Comments
S: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144U/Lni M;
Z-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Cpw U;
X-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Vpv J;
V: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Pja T;
X: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Dvi A;
Q: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Rxw L;
L: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Vvp V;
Deal Comments
Xfhfp. Eve Yxnn Zfybvuc 2.00
Risk Retention
ZRd Xnjqyeyn
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 20, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YGZ | 10.000 | - | - | F | I | 26.00% | - | Pvjdeoxh | 3nNf | - | 250 | 3lMm+250 | - | 798.00000 |
| Z | DBN | 83.100 | - | - | MMM- | VVV- | 71.40% | - | Nclzwsos | 3hTr | - | 360 | 3aYj+360 | - | 787.00000 |
| U | OTK | 98.670 | - | - | T- | P- | 4.24% | - | Rrkdjtvg | 3fKo | 930-950 | 930 | 3hHr+824 | - | 61.00000 |
| E | QET | 83.500 | - | - | RR | II | 63.00% | - | Rzyrkqjx | 3rTj | - | 205 | 3dAn+205 | - | 779.00000 |
| Qls | YZS | 89.200 | - | - | KK | CH | - | - | - | - | - | - | - | - | Retained |
| K | BBI | 355.700 | - | - | QQQ | TTT | 63.90% | - | Qmppeldj | 3dHk | - | 145 | 3xQt+145 | - | 385.00000 |
| A | OEU | 31.300 | - | - | MM- | PP- | 22.00% | - | Jhdwbppl | 3yQx | - | 670 | 3fIw+662 | - | 39.60000 |
Tranche Comments
K: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144A/Jyg Q;
E: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144N/Iyp W;
J: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144U/Mfu H;
Z: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144N/Eqv R;
A: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144I/Xqh G;
U: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144D/Jdo P;
Qls: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144T/Xbd H;
Deal Comments
Jvx-Guyy Tmwnvgc 1.75
Risk Retention
HX/XK - Wbdq XS - Jo
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Sep 1, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | SGZ | 32.600 | - | Gv2 | - | XX | - | - | Mcxbjhsf | 3kOc | - | 210 | 3aYs+210 | - | 447.00000 |
| A | EGG | 50.900 | - | Fbb3 | - | KKK | - | - | Qvjsopto | 3nKz | - | 360 | 3eYz+360 | - | 301.00000 |
| P | VSX | 32.700 | - | V2 | - | A | - | - | Mbuwmlff | 3gFa | - | 265 | 3lTw+265 | - | 270.00000 |
| L | ONO | 43.900 | - | Ys3 | - | OO- | - | - | Zlcluicg | 3lUq | - | 695 | 3aCv+695 | - | 849.00000 |
Tranche Comments
S: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Y/Lmp W;
P: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144B/Mjn X;
A: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144U/Rbe V;
L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144L/Ueh I;
Deal Comments
Kebiijihiiz. Nci Ajcc Zericju 0.94
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Feb 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NWQ | 12.000 | 1.20 | - | YY | UU | 75.10% | - | Mewuwdws | 3sDc | - | 285 | 3pXe+285 | - | 905.00000 |
| S | SZC | 34.000 | 3.10 | - | P | G | 44.81% | - | Ubvwbubf | 3yBp | - | 350 | 3kRt+350 | - | 376.00000 |
| A-2 | PLG | 47.000 | 2.50 | - | KKK | XXX | 82.00% | - | Xflxubsr | 3qRg | - | 210 | 3mIt+210 | - | 610.00000 |
| W | XZN | 65.240 | 3.60 | - | OOO- | RRR- | 78.10% | - | Scmpxhhh | 3sUk | - | 560 | 3wWn+560 | - | 911.00000 |
| L | SHL | 4.460 | - | - | LP | WH | - | - | - | - | - | - | - | - | Retained |
| I-1 | JPJ | 935.000 | 9.90 | - | UUU | PPP | 94.00% | - | Cypatucn | 3aDh | - | 171 | 3bPe+171 | - | 518.00000 |
| Z | NDI | 15.000 | 5.40 | - | Z- | K- | 1.63% | - | Uzhlljli | 3hFj | - | 1110 | 3oDf+884 | - | 39.00000 |
| Qno | GNL | 96.621 | - | - | NH | JF | - | - | - | - | - | - | - | - | Retained |
| Z | ZDM | 67.160 | 8.10 | - | TT- | YY- | 59.47% | - | Pemaavxz | 3sMd | - | 860 | 3yZo+790 | - | 95.00000 |
Tranche Comments
I-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Gmf W;
A-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Y/Lww F;
R: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144U/Cpa O;
S: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Lpa Z;
W: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144B/Kei V;
Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Y/Rcm V;
Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Rzu U;
L: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144V/Kix Q;
Qno: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Qlo K;
Deal Comments
Nyx Ucxx Xthbyso 1.6
Reinvestment Period (YRS)
5.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zds | HXS | 93.100 | - | - | TP | YD | - | - | - | - | - | - | - | - | Retained |
| R | SVH | 97.000 | - | - | GGG- | VVV- | - | - | Wocvv | 3vZy | - | 520 | 3dXc+520 | - | 177.00000 |
| D | KDO | 53.000 | - | - | OO- | SS- | - | - | Ugyhw | 3dAw | - | 820 | 3wZk+750 | - | 11.00000 |
| S | YMX | 6.980 | - | - | CG | VV | - | - | - | - | - | - | - | - | Retained |
| C | FWL | 74.000 | - | - | K- | L- | - | - | Wqnbj | 3pGb | - | 1100 | 3iUn+947 | - | 44.00000 |
| N-2 | UNU | 6.100 | - | - | LL | OO | - | - | Dhuom | ZJU | - | - | 6.500% | 6.500% | 815.00000 |
| U | WKU | 57.000 | - | - | T | X | - | - | Nflvw | 3nCh | - | 340 | 3yJr+340 | - | 214.00000 |
| T | BYW | 647.000 | - | - | III | RRR | - | - | Olsctlzg | 3iPl | - | 175 | 3sSw+175 | - | 613.00000 |
| X-1 | ZOB | 62.300 | - | - | OO | PP | - | - | Wrlowhrt | 3mOj | - | 260 | 3tYi+260 | - | 549.00000 |
Tranche Comments
T: First Pay: 2024-01-27; Redemption: 2025-10-27;
X-1: First Pay: 2024-01-27; Redemption: 2025-10-27;
N-2: First Pay: 2024-01-27; Redemption: 2025-10-27;
U: First Pay: 2024-01-27; Redemption: 2025-10-27;
R: First Pay: 2024-01-27; Redemption: 2025-10-27;
D: First Pay: 2024-01-27; Redemption: 2025-10-27;
C: First Pay: 2024-01-27; Redemption: 2025-10-27;
S: First Pay: 2024-01-27; Redemption: 2025-10-27;
Zds: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Vvbvc Jacvz 10/27/2025. Yax Jaww Qvpgabz 2.00
Originator(s)
Dwfcjhltbc Xbcvoh Vawancucwh (DXV)
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 26, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TMS | 85.000 | - | - | SS | UU | 83.80% | - | Xslowooh | 3fCk | - | 333 | 3iBe+333 | - | - |
| D | JGA | 70.200 | - | - | QQ- | GG- | 36.20% | - | Uhpkzjbj | 3sUr | - | 812 | 3vEs+812 | - | - |
| Cxe | XWI | 65.900 | - | - | VJ | PY | - | - | - | - | - | - | - | - | Retained |
| W | TEU | 68.200 | - | - | HHH | XXX- | 48.65% | - | Leudbehr | 3pFd | - | 640 | 3jSm+640 | - | - |
| X | YHC | 19.000 | - | - | R | W | 64.86% | - | Pmrhajwj | 3vCh | - | 417 | 3aGt+417 | - | - |
| Y | BLO | 31.000 | - | - | S- | T- | 1.00% | - | Nsjcclkw | 3zHh | - | 1181 | 3dHn+1181 | - | - |
| X | YFH | 195.000 | - | - | GGG | RRR | 42.00% | - | Juhxowdd | 3xTq | - | 160 | 3cVm+160q | - | - |
| O | ZBV | 5.660 | - | - | IK | VD | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-01-15; Redemption: 2024-07-15;
Z: First Pay: 2023-01-15; Redemption: 2024-07-15;
X: First Pay: 2023-01-15; Redemption: 2024-07-15;
W: First Pay: 2023-01-15; Redemption: 2024-07-15;
D: First Pay: 2023-01-15; Redemption: 2024-07-15;
Y: First Pay: 2023-01-15; Redemption: 2024-07-15;
O: First Pay: 2023-01-15; Redemption: 2024-07-15;
Cxe: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Bub Ehuu Tzyvuek 2.00
Originator(s)
Plkfesvwfw Qfftys Fwlwxftfls HA Gst
Reinvestment Period (YRS)
4.93
Reinvestment Period End Date
Jan 12, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BHS | 9.942 | - | HN | - | WF | - | - | - | - | - | - | - | - | Retained |
| R | LVH | 69.300 | - | K2 | - | H | - | - | Xepvkdve | 3vVw | - | 340 | 3oWe+340 | - | 765.00000 |
| G | AUN | 28.400 | - | Bs3 | - | UU- | - | - | Wkzevaev | 3wDo | - | 795 | 3vQw+733 | - | 83.00000 |
| P | ECJ | 54.400 | - | Tgg3 | - | HHH | - | - | Aqmwrroz | 3zFe | - | 470 | 3oYd+470 | - | 330.00000 |
| K | NYH | 12.300 | - | Uf2 | - | EE | - | - | Jxqqzjzo | 3wDw | - | 240 | 3nTf+240 | - | 957.00000 |
| T | BVD | 81.400 | - | R3 | - | R- | - | - | Kzbuqtol | 3xCk | - | 1050 | 3dMm+960 | - | 37.90000 |
| K-2 | CBF | 49.000 | - | Cee | - | RRR | - | - | Ptsam | 3wMf | - | 154 | 3nZr+154 | - | 939.00000 |
| U | PLN | 8.300 | - | Xyy | - | MMM | - | - | Pujxpxqc | 3hYr | - | 50 | 3zLd+50 | - | 927.00000 |
| Q-1 | WCF | 721.900 | - | Sll | - | SSS | - | - | Kefzdhtf | 3eAe | - | 110 | 3iHy+110 | - | 806.00000 |
| Gwn | LEA | 57.200 | - | XA | - | BK | - | - | - | - | - | - | - | - | - |
Tranche Comments
U: First Pay: 2022-10-25; Redemption: 2023-10-12;
Q-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
K-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
K: First Pay: 2022-10-25; Redemption: 2023-10-12;
R: First Pay: 2022-10-25; Redemption: 2023-10-12;
P: First Pay: 2022-10-25; Redemption: 2023-10-12;
G: First Pay: 2022-10-25; Redemption: 2023-10-12;
T: First Pay: 2022-10-25; Redemption: 2023-10-12;
Y: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Rzo Xzkk Zchmzkt 1.00
Risk Retention
RL - Eqqo LR - Eqq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 7, 2019
WAL Test Period End Date
Jun 13, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LBF | 52.950 | 1.10 | - | BB- | MM- | 2.20% | - | Ceejbiia | 3iTt | - | 660 | 3fWf+632 | - | 39.00000 |
| Z-1 | WVG | 81.630 | 2.80 | - | HH | SS | 66.70% | - | Xxvcplzh | 3dVr | - | 180 | 3fFa+180 | - | 573.00000 |
| V | EWY | 50.460 | 6.10 | - | Z | H | 91.33% | - | Wquaodxc | 3dUr | - | 240 | 3wUd+240 | - | 237.00000 |
| Y | HEO | 44.000 | - | - | FT | DM | - | - | - | - | - | - | - | - | Retained |
| I | KSC | 270.180 | 7.00 | - | HHH | JJJ | 19.49% | - | Pqrrytsj | 3wBc | - | 95 | 3fLl+95 | - | 990.00000 |
| L-2 | BUZ | 90.960 | 9.70 | - | UU | UU | 52.40% | - | Afsni | COD | - | - | 2.05% | 2.050% | 295.00000 |
| Vjy | EHR | 81.960 | - | - | EO | XR | - | - | - | - | - | - | - | - | Retained |
| V | OMN | 33.140 | 6.00 | - | RRR | AAA- | 33.00% | - | Uejevdzz | 3lCk | - | 345 | 3zVd+345 | - | 369.00000 |
| X | PHP | 58.300 | 64.70 | - | J- | V- | 1.48% | - | Gxzxvtyn | 3qYg | - | 940 | 3yQb+895 | - | 36.00000 |
Tranche Comments
I: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Ndx N;
Z-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144D/Gat L;
L-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144H/Koc U;
V: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144P/Qzw N;
V: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Jfu U;
A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144U/Uee N;
X: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144X/Yhs R;
Y: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144N/Esn S;
Vjy: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144W/Dlj M;
Deal Comments
Ivnvz. Ynm Gqff Xvrnnwu 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | BFA | 91.800 | - | Jp2 | - | CC | 73.10% | - | Iwbot | ZTZ | - | - | 2.150% | 2.150% | 374.00000 |
| N | AZO | 283.000 | - | Tww | - | EEE | 80.70% | - | Pluxcswo | 3sPp | - | 100 | 3kZp+100 | - | 851.00000 |
| D1 | VHM | 14.900 | - | Yu2 | - | NN | 24.30% | - | Jceqfhej | 3oLu | - | 170 | 3gAm+170 | - | 209.00000 |
| B | JXJ | 75.800 | - | Udd3 | - | XXX | 22.70% | - | Slpzjceu | 3vAe | - | 340 | 3lQx+340 | - | 833.00000 |
| Svp | MCH | 29.900 | - | QL | - | ZQ | - | - | - | - | - | - | - | - | Retained |
| U | IOG | 20.000 | - | Q2 | - | B | 25.20% | - | Rxcfqeyl | 3gRh | - | 215 | 3cRy+215 | - | 321.00000 |
| O | XQM | 15.000 | - | Oo3 | - | JJ- | 7.60% | - | Dflzmpeu | 3wWm | - | 640 | 3hJk+619 | - | 16.50000 |
| G | GIZ | 31.000 | - | H3 | - | Q- | 9.90% | - | Aaokpkua | 3sXa | - | 930 | 3iCi+885 | - | 54.00000 |
| E | EEP | 4.700 | - | GA | - | EO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Heo B;
D1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Ffc T;
Y2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Vqc Y;
U: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144I/Rmi Q;
B: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144F/Ajr M;
O: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Kwx M;
G: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Mdu P;
E: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Enr O;
Svp: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Brh I;
Deal Comments
Kph Rukk Xcpapco 2.00
Originator(s)
Lyjbszkqvs Uvbdhz Atytkbrbyz (LUA)
Risk Retention
KP - Clkyzlooxg/Jkyvyoxolkp PI - Jlklyvo Ixjl Cxkylgk
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 21, 1998