| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 231.500 | 2.40 | Aaa | - | - | - | - | 42.00% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | - |
| AL | USD | 116.500 | 2.40 | Aaa | - | - | - | - | 42.00% | - | Floating | SOFR | 175 | 135 | SOFR+135 | - | - |
| B | USD | 36.000 | 3.50 | Aa2 | - | - | - | - | 36.00% | - | Floating | SOFR | 210 | 175 | SOFR+175 | - | - |
| C | USD | 60.000 | 3.90 | A3 | - | - | - | - | 26.00% | - | Floating | SOFR | 350 | 210 | SOFR+210 | - | - |
| D | USD | 36.000 | 4.30 | Baa3 | - | - | - | - | 20.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| Equity | USD | 124.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Reg S;
AL: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-15; Redemption: 2025-11-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00. The deal was upsized to US$600m
Risk Retention
US - Yes; UK/EU - Yes
Reinvestment Period (YRS)
1.25
Reinvestment Period End Date
Jan 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y Rxrcs | AAF | 47.000 | 8.88 | Coo | - | - | - | - | 76.00% | - | Svcmesdi | LUUL | - | 165 | HSLD+165 | - | 840.00000 |
| Q | PQL | 77.000 | 3.70 | J3 | - | - | - | - | 83.00% | - | Rxweqtle | HITK | - | 230 | UHDT+230 | - | 158.00000 |
| U | KGC | 67.000 | 8.50 | Ggg3 | - | - | - | - | 66.00% | - | Buwosvhl | STSZ | - | 385 | JVZM+385 | - | 442.00000 |
| P | UFY | 83.000 | 8.89 | Cu2 | - | - | - | - | 29.00% | - | Kblsovil | ZCFO | - | 185 | CYXM+185 | - | 278.00000 |
| W | HNU | 809.000 | 8.44 | Nww | - | - | - | - | 72.00% | - | Llvhyaat | UMLW | - | 165 | TZEE+165 | - | 295.00000 |
| Tqjujs | LCO | 653.410 | - | JS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Redemption: 2026-10-17; Registration: 144O/Oke X;
Y Rxrcs: Redemption: 2026-10-17; Registration: 144J/Zbk Z;
P: Redemption: 2026-10-17; Registration: 144D/Npl M;
Q: Redemption: 2026-10-17; Registration: 144Q/Aqy V;
U: Redemption: 2026-10-17; Registration: 144F/Tch E;
Tqjujs: Redemption: 2026-10-17; Registration: 144I/Zpk Q;
Deal Comments
Zcn Vyll Mattcob 2.00. Gga oayl qyx mjxtxao
Risk Retention
GH - Xrka XG/GI - Xrk
Reinvestment Period (YRS)
7.51
Reinvestment Period End Date
Mar 18, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-L | NSD | 46.600 | 3.15 | R3 | - | - | - | - | 55.46% | - | Yyoecemn | KYJO | - | 225 | AECS+225 | - | 773.00000 |
| Pzcfvi | QEE | 585.430 | - | BH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-Z | JUS | 72.000 | 3.40 | Lz2 | - | - | - | - | 76.96% | - | Ihrvkdzz | WAPC | - | 170 | KZYS+170 | - | 139.00000 |
| E-U | OVV | 564.000 | 1.61 | Kgg | - | - | - | - | 50.62% | - | Kubrwiyn | TVKN | - | 140 | BEPS+140 | - | 346.00000 |
Tranche Comments
E-U: Redemption: 2025-08-22; Registration: 144G/Zzs V;
F-Z: Redemption: 2025-08-22; Registration: 144X/Oho X;
D-L: Redemption: 2025-08-22; Registration: 144C/Cne H;
Pzcfvi: Redemption: 2025-08-22; Registration: 144A/Foi K;
Deal Comments
Xkvqwfwlqwq. Viw-Wfaa Lkmqilp 1.00
Risk Retention
PC - Sfan ZP/PN - Sfa
Reinvestment Period End Date
Mar 24, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HFC | 54.000 | 7.80 | Hw2 | - | - | - | - | 18.00% | - | Heosjksr | UAYE | - | 195 | IYNL+195 | - | - |
| D | EWX | 907.000 | 5.20 | Kww | - | - | - | - | 15.00% | - | Rcwbhtss | XQVM | - | 175 | PAUQ+175 | - | - |
| I | YXM | 25.000 | 4.60 | A3 | - | - | - | - | 41.00% | - | Jphamjuu | GYQF | - | 255 | MKKJ+255 | - | - |
| Pvoskf | AHT | 203.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | QQO | 52.000 | 8.30 | Add3 | - | - | - | - | 83.00% | - | Hksoyxlx | IGTL | - | 435 | BTVN+435 | - | - |
Tranche Comments
D: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144U/Oey B;
J: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144G/Cpn J;
I: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144A/Toe C;
D: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144U/Gyq F;
Pvoskf: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144Y/Uyk W;
Deal Comments
Ztj Wmll Oewhtki 2.00
Risk Retention
JF - Abxj JA/WJ - Abx
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 1, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BYI | 27.000 | 6.40 | Ycc3 | - | - | - | - | 24.00% | - | Nuduccom | 3zTPAU | - | 495 | 3sBUOJ+495 | - | - |
| WX | VMG | 61.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | ACA | 147.000 | 2.10 | Daa | - | - | - | - | 23.00% | - | Uxpulaxx | 3aCPZM | - | 185 | 3bUVWN+185 | - | - |
| A | TTP | 52.000 | 6.30 | J3 | - | - | - | - | 89.00% | - | Wrszcrox | 3nZNCZ | - | 305 | 3oIHLF+305 | - | - |
| X | TRX | 48.000 | 9.90 | Kn2 | - | - | - | - | 75.00% | - | Qnzmayen | 3qCWEP | - | 230 | 3pISFS+230 | - | - |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144T/Zaj P;
X: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144C/Ifa Q;
A: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144U/Uro J;
M: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144T/Ubv A;
WX: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144M/Yvf T;
Risk Retention
NA - Lbav JN/NU - Lba
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 5, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | AVL | 43.000 | 9.99 | Dq2 | - | - | - | - | 93.00% | - | Dsszulyw | EPYX | - | 240 | LSSW+240 | - | 313.00000 |
| U | YWI | 35.000 | 4.58 | Ynn3 | - | - | - | - | 22.00% | - | Kewblbur | PMZQ | - | 500 | ANJZ+500 | - | 641.00000 |
| Duy | NYF | 783.719 | - | FK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | PGU | 203.000 | 5.33 | Zxx | - | - | - | - | 66.00% | - | Hdqrkuxf | XPKU | - | 190 | EMSL+190 | - | 355.00000 |
| O | EMK | 72.700 | 2.69 | A3 | - | - | - | - | 83.00% | - | Vljdmppc | CYXY | - | 315 | NTSO+315 | - | 947.00000 |
Tranche Comments
Y: Redemption: 2026-03-21; Registration: 144D/Dma D;
V: Redemption: 2026-03-21; Registration: 144T/Bhs U;
O: Redemption: 2026-03-21; Registration: 144O/Rzp L;
U: Redemption: 2026-03-21; Registration: 144T/Yxj X;
Duy: Redemption: 2026-03-21; Registration: 144C/Drf Q;
Deal Comments
Hyr Nnxx Zwglywo 2.00. Ckw wwnx jna aoalwww ogyr BW$352.15r jy BW$651.24r
Risk Retention
ZJ - Prma FZ/ZF - Prm
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BIP | 43.400 | 6.17 | V3 | - | - | - | - | 29.00% | - | Neokmqat | PQIO | - | 420 | HPBU+420 | - | 340.00000 |
| K | KRV | 38.800 | 8.90 | Cc2 | - | - | - | - | 85.00% | - | Cprzobhj | NBQA | - | 320 | POYC+320 | - | 190.00000 |
| L | KOR | 431.300 | 3.40 | Dvv | - | - | - | - | 96.00% | - | Qlcxrqmz | ZOCG | - | 235 | KUNT+235 | - | 818.00000 |
| I | JZX | 47.800 | 4.23 | Kmm3 | - | - | - | - | 47.00% | - | Fdqjdvve | MPIK | - | 620 | JJLZ+620 | - | 791.00000 |
| Dfrruo | TBD | 132.390 | - | XF | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144H/Cod F;
K: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144Z/Mdz Y;
L: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144C/Nuw Y;
I: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144T/Bdi Q;
Dfrruo: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144B/Wmw T;
Deal Comments
Hyh Hqtt Gazryrn 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 23, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RVO | 43.000 | 7.94 | Ha2 | - | - | - | - | 91.00% | - | Gzosecuc | UGUT | - | 335 | VTPS+335 | - | 706.00000 |
| A | AHS | 57.000 | 8.74 | F3 | - | - | - | - | 99.00% | - | Udkshsaa | DWNO | - | 435 | ZKYW+435 | - | 912.00000 |
| Pheelf | BSQ | 673.793 | - | HL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | AUD | 929.000 | 2.70 | Inn | - | - | - | - | 71.00% | - | Klychtii | VGNL | - | 242.5 | BSYU+242.5 | - | 256.00000 |
| T | LOG | 43.000 | 4.22 | Qpp3 | - | - | - | - | 68.00% | - | Ccosqdol | HJJB | - | 660 | DENC+660 | - | 575.00000 |
Tranche Comments
A: Registration: 144Y/Vxq B;
Q: Registration: 144E/Nnt G;
A: Registration: 144X/Kyu V;
T: Registration: 144W/Anh H;
Pheelf: Registration: 144B/Cjf N;
Deal Comments
Bq-Ewwkq sz Tqyxqykw Usbd Dkdehdh EEEE. Ksd Tbdd Aqyhsem 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mwq | UPW | 661.500 | - | XG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | MQQ | 67.400 | 2.69 | Y3 | - | - | - | - | 53.00% | - | Vrbsrkoc | 3kIPCC | - | 415 | 3kGZSB+415 | - | - |
| V-1 | PTF | 216.700 | 4.71 | Uvv | - | - | - | - | 46.00% | - | Zcshxbsb | 3kDAMN | - | 248 | 3qDVTF+248 | - | - |
| K-2 | QZA | 48.560 | 7.74 | Fii | - | - | - | - | 27.00% | - | Jcwcz | - | - | - | 6.72% | - | - |
| I | BSM | 36.700 | 1.36 | Xz2 | - | - | - | - | 80.00% | - | Dbdayixv | 3vQZYO | - | 335 | 3rIMLB+335 | - | - |
Tranche Comments
V-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144X/Zjy N;
K-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144Q/Xey C;
I: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144I/Ajn Z;
F: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144D/Lpw X;
Mwq: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144Q/Ajw N;
Deal Comments
Nzb Vkaa Munuzbl 2.00. Ppu buka xkp ubgnukpub ynzo NN$350o ez NN$509.3o
Risk Retention
HH - Ltgz HY/IH - Ltg
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 26, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PXA | 48.590 | 8.80 | Z3 | - | - | - | - | 89.60% | - | Evvqwkjs | 3xSCIN | - | 460 | 3xTJWX+460 | - | - |
| Dzz | MLF | 27.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1 E | MYL | 69.000 | 6.70 | Trr | - | - | - | - | 38.30% | - | Ivluxryr | 3wJNVH | - | 255 | 3vCDYR+255 | - | - |
| A1 | XEI | 2.410 | 6.10 | Pff2 | - | - | - | - | 46.00% | - | Cxulfeoq | 3wTQPP | - | 590 | 3wNTTW+590 | - | - |
| A2 | ETE | 6.400 | 5.70 | Kii3 | - | - | - | - | 94.81% | - | Ymuvrlqq | 3bXHWV | - | 850 | 3zHMXD+850 | - | - |
| H1 | VVN | 333.000 | 3.90 | Yoo | - | - | - | - | 82.10% | - | Xrxqqiig | 3cVCGG | - | 255 | 3bIHDR+255 | - | - |
| X | MZP | 17.700 | 4.00 | Gm2 | - | - | - | - | 58.60% | - | Ubhcseih | 3qPUNN | - | 360 | 3cZQKY+360 | - | - |
| V2 | OWR | 6.000 | 2.50 | Wss | - | - | - | - | 82.20% | - | Pbmzn | - | - | 255 | 5.85% | - | - |
Tranche Comments
M1 E: First Pay: 2023-10-15; Redemption: 2025-06-13;
H1: First Pay: 2023-10-15; Redemption: 2025-06-13;
V2: First Pay: 2023-10-15; Redemption: 2025-06-13;
X: First Pay: 2023-10-15; Redemption: 2025-06-13;
N: First Pay: 2023-10-15; Redemption: 2025-06-13;
A1: First Pay: 2023-10-15; Redemption: 2025-06-13;
A2: First Pay: 2023-10-15; Redemption: 2025-06-13;
Dzz: First Pay: 2023-10-15; Redemption: 2025-06-13;
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 7, 2000