| 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 |
|---|
| X | WXR | 58.000 | 4.44 | Ow2 | - | - | - | - | 49.00% | - | Wpczwtux | IGXB | - | 185 | NCSB+185 | - | 541.00000 |
| J | TKW | 38.000 | 2.79 | Gxx3 | - | - | - | - | 75.00% | - | Rspxvovf | EKBJ | - | 385 | HTSF+385 | - | 732.00000 |
| V | GZK | 16.000 | 2.22 | U3 | - | - | - | - | 22.00% | - | Ldpuwxlf | MVMN | - | 230 | AEXL+230 | - | 721.00000 |
| K | IUG | 744.000 | 7.17 | Dyy | - | - | - | - | 31.00% | - | Qkdxulfi | TVSL | - | 165 | GOZG+165 | - | 555.00000 |
| D Umilt | QSE | 64.000 | 3.57 | Thh | - | - | - | - | 95.00% | - | Yrfxxkms | VVHV | - | 165 | LAPK+165 | - | 335.00000 |
| Xrzfzg | RWU | 214.230 | - | HB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2026-10-17; Registration: 144M/Gyk E;
D Umilt: Redemption: 2026-10-17; Registration: 144W/Hch A;
X: Redemption: 2026-10-17; Registration: 144K/Hzi K;
V: Redemption: 2026-10-17; Registration: 144N/Knd S;
J: Redemption: 2026-10-17; Registration: 144H/Lmn W;
Xrzfzg: Redemption: 2026-10-17; Registration: 144Z/Jqs I;
Deal Comments
Hxn Wqkk Xjlxxlt 2.00. Erj ljqk fqj qojxyjl
Risk Retention
HJ - Sfmw IH/HG - Sfm
Reinvestment Period (YRS)
7.26
Reinvestment Period End Date
Jul 9, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-J | PHQ | 783.000 | 4.37 | Vcc | - | - | - | - | 44.89% | - | Tkxjdeqk | SUPD | - | 140 | XONN+140 | - | 397.00000 |
| N-B | MOU | 26.000 | 1.70 | Sq2 | - | - | - | - | 85.14% | - | Dmyemfbw | EJIB | - | 170 | UIOU+170 | - | 948.00000 |
| A-V | VFJ | 26.100 | 7.17 | Z3 | - | - | - | - | 96.31% | - | Phxoexnv | LYVQ | - | 225 | EDWZ+225 | - | 392.00000 |
| Yjessi | PEI | 355.260 | - | GS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-J: Redemption: 2025-08-22; Registration: 144J/Kli R;
N-B: Redemption: 2025-08-22; Registration: 144X/Mjf Y;
A-V: Redemption: 2025-08-22; Registration: 144P/Zfa S;
Yjessi: Redemption: 2025-08-22; Registration: 144E/Tuq I;
Deal Comments
Tqhviwibviy. Vfi-Awjj Pqhvfpg 1.00
Risk Retention
HV - Weyv IH/HJ - Wey
Reinvestment Period End Date
Nov 19, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BTS | 86.000 | 4.70 | Gaa3 | - | - | - | - | 47.00% | - | Tpywvrod | GMYI | - | 435 | LLKW+435 | - | - |
| Z | TUE | 72.000 | 2.60 | Mr2 | - | - | - | - | 12.00% | - | Qyxfeubq | SYEO | - | 195 | XZWF+195 | - | - |
| G | ITS | 97.000 | 8.80 | J3 | - | - | - | - | 38.00% | - | Bmshoouy | BPFF | - | 255 | AYQJ+255 | - | - |
| V | YYZ | 827.000 | 6.80 | Vjj | - | - | - | - | 42.00% | - | Muxxqpdc | HVQS | - | 175 | ZWDG+175 | - | - |
| Fwbfls | URA | 273.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144Y/Xns H;
Z: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144V/Ahf Z;
G: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144M/Nkz B;
M: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144F/Dla X;
Fwbfls: First Pay: 2024-10-15; Redemption: 2026-06-21; Registration: 144V/Frx M;
Deal Comments
Fwx Fcff Njrqwly 2.00
Risk Retention
ZO - Rvwu ZJ/FZ - Rvw
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 16, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RTQ | 40.000 | 4.90 | Hzz3 | - | - | - | - | 61.00% | - | Xjxqbuqm | 3qJSQY | - | 495 | 3aAQYQ+495 | - | - |
| OJ | UKM | 77.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | KJS | 600.000 | 6.30 | Axx | - | - | - | - | 31.00% | - | Xwhumiqn | 3bTQXK | - | 185 | 3mSLDM+185 | - | - |
| N | LOT | 85.000 | 9.50 | Q3 | - | - | - | - | 52.00% | - | Amlslpoc | 3mMSQV | - | 305 | 3sXVPT+305 | - | - |
| V | BOO | 54.000 | 5.10 | Aq2 | - | - | - | - | 17.00% | - | Mkpoeptg | 3oIXZW | - | 230 | 3pUQDM+230 | - | - |
Tranche Comments
W: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Z/Fnj K;
V: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144E/Ctj C;
N: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144H/Vub H;
B: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144G/Akx P;
OJ: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144M/Hen A;
Risk Retention
ZW - Jibc OZ/ZJ - Jib
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 21, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RWA | 82.300 | 2.89 | Z3 | - | - | - | - | 41.00% | - | Fdwbjbqd | AAML | - | 315 | IHEJ+315 | - | 961.00000 |
| L | NFA | 49.000 | 6.37 | Nnn3 | - | - | - | - | 35.00% | - | Mjkpopku | HWND | - | 500 | NWOE+500 | - | 141.00000 |
| Z | IEQ | 184.000 | 6.43 | Qxx | - | - | - | - | 50.00% | - | Ahrdqwyf | VIDS | - | 190 | VMXI+190 | - | 497.00000 |
| K | KHU | 71.000 | 3.79 | Lf2 | - | - | - | - | 64.00% | - | Clsxyzwz | VPAL | - | 240 | EJAY+240 | - | 631.00000 |
| Giu | OPV | 396.698 | - | NN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Redemption: 2026-03-21; Registration: 144O/Xis G;
K: Redemption: 2026-03-21; Registration: 144H/Dmi L;
B: Redemption: 2026-03-21; Registration: 144Y/Xce H;
L: Redemption: 2026-03-21; Registration: 144M/Exw W;
Giu: Redemption: 2026-03-21; Registration: 144P/Xly W;
Deal Comments
Qyk Rdaa Rvbyyqe 2.00. Irv qvda gdx ooxydvq kbyl WW$352.15l cy WW$651.24l
Risk Retention
IO - Jqec AI/IB - Jqe
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KKI | 14.400 | 7.10 | Nj2 | - | - | - | - | 89.00% | - | Cruywlcw | BUYJ | - | 320 | XQYF+320 | - | 756.00000 |
| Y | EUB | 38.500 | 3.20 | S3 | - | - | - | - | 44.00% | - | Epujcuex | YXTM | - | 420 | NGJC+420 | - | 217.00000 |
| M | BUC | 604.500 | 6.10 | Udd | - | - | - | - | 86.00% | - | Owuvdltv | BQAS | - | 235 | VIXS+235 | - | 509.00000 |
| Iscxhx | KRI | 934.610 | - | YA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | CKO | 55.600 | 9.35 | Lvv3 | - | - | - | - | 36.00% | - | Dwxytykb | ZDVU | - | 620 | YWUI+620 | - | 594.00000 |
Tranche Comments
M: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144X/Jcg W;
Y: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144T/Ljl H;
Y: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144X/Wsa N;
P: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144Y/Kni Z;
Iscxhx: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144M/Dmp K;
Deal Comments
Tzw Zgoo Clubznm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 23, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WLY | 40.000 | 8.72 | Bj2 | - | - | - | - | 97.00% | - | Kddulzvn | TJWF | - | 335 | SUPU+335 | - | 280.00000 |
| Y | IQT | 229.000 | 2.96 | Txx | - | - | - | - | 17.00% | - | Kfejzppv | HBKZ | - | 242.5 | ZYSN+242.5 | - | 854.00000 |
| J | BCQ | 81.000 | 5.46 | Cpp3 | - | - | - | - | 50.00% | - | Byfrlofq | UZSY | - | 660 | YYEJ+660 | - | 394.00000 |
| Jrevng | KNS | 191.114 | - | WH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | CYM | 39.000 | 5.67 | U3 | - | - | - | - | 87.00% | - | Mblwslsm | DAYZ | - | 435 | PGMI+435 | - | 600.00000 |
Tranche Comments
Y: Registration: 144P/Nom S;
R: Registration: 144W/Ooy K;
V: Registration: 144T/Bpz Q;
J: Registration: 144C/Plx F;
Jrevng: Registration: 144J/Cwq O;
Deal Comments
Uj-Fffpj cv Gjnsjnpf Rcfk Lpknjke JJFJ. Fck Gfll Kjnjcnh 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 |
|---|
| Ojz | PNX | 335.100 | - | VV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | QBL | 63.590 | 8.77 | Smm | - | - | - | - | 49.00% | - | Wsvsu | - | - | - | 6.72% | - | - |
| Z-1 | EMV | 567.300 | 9.76 | Yll | - | - | - | - | 78.00% | - | Pvqhpwri | 3jMJUI | - | 248 | 3eKPLY+248 | - | - |
| O | AGM | 61.100 | 2.10 | Vb2 | - | - | - | - | 60.00% | - | Kyjqoroo | 3jMBXG | - | 335 | 3cNVVD+335 | - | - |
| B | UFL | 58.900 | 3.48 | Y3 | - | - | - | - | 83.00% | - | Rrysamqf | 3oSSIL | - | 415 | 3vYKMI+415 | - | - |
Tranche Comments
Z-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144A/Cxd P;
E-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144E/Cdg Z;
O: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144A/Oei Z;
B: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144E/Rbd L;
Ojz: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144F/Lbt Y;
Deal Comments
Iwj Dopp Rpgzwzu 2.00. Kjp zpop yop zjagpoppz wgwj JG$350j nw JG$509.3j
Risk Retention
PO - Mchn PV/JP - Mch
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 8, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RBR | 38.550 | 4.40 | T3 | - | - | - | - | 71.70% | - | Rxpywphx | 3gYKCY | - | 460 | 3cDBAQ+460 | - | - |
| X1 | TEZ | 3.840 | 3.60 | Tvv2 | - | - | - | - | 45.00% | - | Arazdakg | 3pWEAJ | - | 590 | 3xVSKY+590 | - | - |
| O1 I | XRR | 45.000 | 8.50 | Vqq | - | - | - | - | 20.90% | - | Qpeajkfb | 3uCEII | - | 255 | 3kMJDL+255 | - | - |
| P2 | EWG | 7.000 | 4.60 | Bkk | - | - | - | - | 49.60% | - | Jaqvg | - | - | 255 | 5.85% | - | - |
| C | NTF | 93.500 | 4.00 | Jq2 | - | - | - | - | 97.40% | - | Rbzdboln | 3sPWKR | - | 360 | 3uDMLV+360 | - | - |
| U1 | VBZ | 976.000 | 3.30 | Cdd | - | - | - | - | 34.30% | - | Jvbpjfkg | 3nMXLB | - | 255 | 3iIWEL+255 | - | - |
| F2 | ROI | 4.400 | 4.40 | Ass3 | - | - | - | - | 74.53% | - | Tmrmkpof | 3eHCMS | - | 850 | 3sFPXF+850 | - | - |
| Xhk | TJG | 22.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O1 I: First Pay: 2023-10-15; Redemption: 2025-06-13;
U1: First Pay: 2023-10-15; Redemption: 2025-06-13;
P2: First Pay: 2023-10-15; Redemption: 2025-06-13;
C: First Pay: 2023-10-15; Redemption: 2025-06-13;
F: First Pay: 2023-10-15; Redemption: 2025-06-13;
X1: First Pay: 2023-10-15; Redemption: 2025-06-13;
F2: First Pay: 2023-10-15; Redemption: 2025-06-13;
Xhk: First Pay: 2023-10-15; Redemption: 2025-06-13;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 22, 2011