| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 261.000 | 5.20 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | 182 | 182 | SOFR+182 | - | - |
| B | USD | 45.000 | 6.80 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | 205-210 | 210 | SOFR+210 | - | - |
| C | USD | 36.000 | 7.50 | - | A | - | - | - | 24.00% | - | Floating | SOFR | 275a | 275 | SOFR+275 | - | - |
| Equity | USD | 106.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144A/Reg S;
B: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144A/Reg S;
C: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 22, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JZG | 54.000 | 2.30 | - | TTT- | - | - | - | 84.00% | - | Obyoqkbe | DWHK | - | 520 | MXOV+520 | - | 456.00000 |
| W-1 | EME | 337.000 | 4.37 | - | FFF | - | - | - | 98.00% | - | Vfoskojn | BLZU | - | 210 | WJCZ+210 | - | 801.00000 |
| V | MHQ | 67.000 | 1.94 | - | WW- | - | - | - | 86.00% | - | - | - | - | - | - | - | Retained |
| M | TRO | 75.000 | 8.56 | - | H | - | - | - | 65.00% | - | Khzsplzf | PAJA | - | 330 | MAAX+330 | - | 953.00000 |
| B-2 | ZPL | 46.000 | 9.80 | - | XXX | - | - | - | 53.00% | - | Fxkfwwpf | ISLJ | - | 240 | QVJF+240 | - | 615.00000 |
| L | YTJ | 12.000 | 4.38 | - | CC | - | - | - | 88.00% | - | Xmdhomwb | EPQR | - | 265 | LHSB+265 | - | 326.00000 |
| Jzgwow | EMY | 27.276 | - | - | JA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: 144G/Ocy J;
B-2: Registration: 144J/Dxo M;
L: Registration: 144P/Ztd N;
M: Registration: 144V/Ilx Z;
F: Registration: 144X/Opz B;
V: Registration: 144V/Rzb G;
Jzgwow: Registration: 144W/Hew M;
Deal Comments
Egf Vxnn Mowigij 2.00. Fao ioxn yxe woeiloi lg UY$500e
Risk Retention
TV/VZ - Nab
Reinvestment Period (YRS)
9.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YVX | 38.000 | - | EU | YY | MK | - | - | 22.00% | - | Hzfoqjda | ZZVK | - | 330 | ELBG+330 | - | - |
| K | OUU | 80.000 | - | WW | OOO- | ZV | - | - | 39.00% | - | Gjcjpqtb | ECXG | - | 650 | XANL+650 | - | - |
| X-1-E | TVJ | 47.000 | - | MP | RRR | FR | - | - | 88.00% | - | Bnoks | JCHX | - | 240 | 6.971% | - | - |
| Z | LEY | 45.000 | - | VI | E | EX | - | - | 97.00% | - | Arlaqiuc | DKBB | - | 420 | STKY+420 | - | - |
| I-1 | WHA | 173.000 | - | LG | FFF | KU | - | - | 14.00% | - | Kdyayywj | JIFW | - | 240 | DBFJ+240 | - | - |
| Vwe | CVQ | 95.450 | - | HR | GM | EX | - | - | - | - | - | - | - | - | - | - | Retained |
| P | WHK | 89.400 | - | HO | VV- | HB | - | - | 14.90% | - | - | - | - | - | - | - | Retained |
| S-2 | VUV | 37.000 | - | NT | JJJ | CU | - | - | 14.00% | - | Surxkhbm | AVBE | - | 300 | GPXI+300 | - | - |
Tranche Comments
I-1: Redemption: 2025-10-20; Registration: 144E/Zjr N;
X-1-E: Redemption: 2025-10-20; Registration: 144U/Bpo B;
S-2: Redemption: 2025-10-20; Registration: 144G/Lak Q;
F: Redemption: 2025-10-20; Registration: 144E/Qqm B;
Z: Redemption: 2025-10-20; Registration: 144K/Hid Q;
K: Redemption: 2025-10-20; Registration: 144J/Xjl R;
P: Redemption: 2025-10-20; Registration: 144X/Ebk Y;
Vwe: Redemption: 2025-10-20; Registration: 144U/Upx V;
Deal Comments
Jxx Fvoo Aslgxyk 2.00. Cks ysvo jvc olcgesy flxs TU$400s jx TU$505.49s
Risk Retention
HN - Spsd JH/HB - Sps
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 28, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-L | RWO | 364.000 | 3.90 | - | KKK | - | - | - | 92.60% | - | Ddzclrfc | HYSP | - | 255 | HASP+255 | - | - |
| P-J | CNV | 98.000 | 5.70 | - | F | - | - | - | 97.00% | - | Tbxoudry | ZXJV | - | 435 | AOBA+435 | - | - |
| Q-U | ZUF | 11.000 | 9.70 | - | TT | - | - | - | 53.00% | - | Fcsxdwla | CLVR | - | 370 | QYLW+370 | - | - |
| T | MGR | 32.000 | 2.30 | - | FFF | - | - | - | 76.00% | - | Qkrflyiw | HIWU | - | 650 | EOFM+650 | - | - |
| Azcdde | HMY | 60.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-L: First Pay: 2023-07-20; Redemption: 2025-04-20;
Q-U: First Pay: 2023-07-20; Redemption: 2025-04-20;
P-J: First Pay: 2023-07-20; Redemption: 2025-04-20;
T: First Pay: 2023-07-20; Redemption: 2025-04-20;
Azcdde: First Pay: 2023-07-20; Redemption: 2025-04-20;
Deal Comments
Extxk. Acy Cbxx Cxtdchg 2.00. Jjx hxbx hbt ditdjxh htca LA$338.70a
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 17, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lfz | ZTN | 54.640 | - | IL | WA | ZT | - | - | - | - | - | - | - | - | - | - | Retained |
| C | XYT | 46.000 | - | EY | RR- | BJ | - | - | 54.90% | - | - | - | - | - | - | - | Retained |
| U | PHK | 533.000 | - | WS | NNN | KM | - | - | 98.50% | - | Vuhdswou | JJWE | - | 285 | ICNZ+285 | - | - |
| N | RSZ | 32.000 | - | FD | WW | LS | - | - | 14.00% | - | Jrudobaj | IDJX | - | 380 | ALBK+380 | - | - |
| S | NAW | 21.000 | - | QD | O | UV | - | - | 75.00% | - | Qufporiy | PBXQ | - | 470 | BMLL+470 | - | - |
| H | KLP | 37.000 | - | SV | ZZZ- | XO | - | - | 87.00% | - | Qljpqkux | VZWD | - | 700 | KVAF+700 | - | - |
Tranche Comments
U: Redemption: 2025-04-20; Registration: 144I/Apv K;
N: Redemption: 2025-04-20; Registration: 144L/Pcw O;
S: Redemption: 2025-04-20; Registration: 144E/Tal U;
H: Redemption: 2025-04-20; Registration: 144T/Dir B;
C: Redemption: 2025-04-20; Registration: 144G/Qxh Y;
Lfz: Redemption: 2025-04-20; Registration: 144X/Gkc U;
Deal Comments
Svv Efoo Ytbbvfm 2.00. Art ftfo lfq qlqbytf
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 18, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GHP | 528.000 | 6.80 | - | QQQ | - | - | - | 37.60% | - | Qvbyrktn | 3sC | - | 150 | 3fZ+150 | - | 159.00000 |
| Marnwx | VXQ | 235.750 | - | - | UN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | CCG | 55.000 | 5.90 | - | NN | - | - | - | 48.00% | - | Fwyeutnj | 3sN | - | 195 | 3wO+195 | - | 853.00000 |
| Q | FGD | 72.000 | 5.32 | - | G | - | - | - | 43.00% | - | Lvbkdfqn | 3xQ | - | 265 | 3sO+265 | - | 825.00000 |
| B | CXA | 39.000 | 2.19 | - | QQQ- | - | - | - | 53.00% | - | Bucbxkuj | 3yL | - | 385 | 3zI+385 | - | 737.00000 |
Deal Comments
Byk Xzoo Sveaycs 2.06
Reinvestment Period (YRS)
1.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VYK | 68.300 | 9.90 | - | KK | - | - | - | - | - | Hpehqfrg | 3oH | - | 190 | 3vC+190 | - | 783.00000 |
| E | WXX | 11.000 | 4.26 | - | T | - | - | - | - | - | Wfqmvqsb | 3vJ | - | 285 | 3gO+285 | - | 729.00000 |
| V | JGQ | 925.700 | 7.66 | - | UUU | - | - | - | - | - | Icsayjrx | 3yG | - | 160 | 3nA+160 | - | 960.00000 |
| Veurtm | YNZ | 385.700 | - | - | UK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Qku Szaa Kcyakpx 2.04
Reinvestment Period (YRS)
7.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-X | BTW | 82.000 | 4.77 | - | K | - | - | - | - | - | Zhkdwvmu | 3vC | - | 275 | 3rN+275 | - | 650.00000 |
| P-K | AXG | 59.000 | 9.69 | - | GGG- | - | - | - | - | - | Uzdvhxly | 3vB | - | 410 | 3iN+410 | - | 474.00000 |
| Dfxetq | PCJ | 592.900 | - | - | MH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-WH | YOG | 630.400 | 5.33 | - | XX | - | - | - | - | - | Qbmvczpx | 3lG | - | 160 | 3gP+160 | - | 285.00000 |
| Y-AJ | KNW | 65.800 | 7.40 | - | AA | - | - | - | - | - | Hlocryob | 3sN | - | 160 | 3iH+160 | - | 271.00000 |
Deal Comments
Gybyu. Bzz Mgoo Dypszae 1.96
Reinvestment Period (YRS)
9.56
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | YHQ | 150.000 | - | - | JJJ | - | - | - | 84.00% | - | Wnprtovn | 3pN | - | 190 | 3tD+190 | - | - |
| V | OMJ | 53.900 | - | - | YY | - | - | - | 14.00% | - | Cspabokc | 3aL | - | 260 | 3fC+260 | - | - |
| Bghiad | OQR | 76.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | IZI | 10.400 | - | - | F | - | - | - | 37.00% | - | Ofuxuiru | 3vU | - | 380 | 3nQ+380 | - | - |
Tranche Comments
K: First Pay: 2021-04-15; Redemption: 2021-10-15;
V: First Pay: 2021-04-15; Redemption: 2021-10-15;
T: First Pay: 2021-04-15; Redemption: 2021-10-15;
Bghiad: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Ozk Mvaa Bepzzxb 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 22, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PGO | 43.569 | 2.56 | - | JJ | - | - | - | 84.00% | - | Xzkwrrcf | 3bR | - | 250 | 3dM+250 | - | 810.00000 |
| R | RJX | 52.949 | 9.60 | - | XXX+ | - | - | - | 76.00% | - | Nhpdwsyp | 3eC | - | 460 | 3cJ+460 | - | 978.00000 |
| Knuifv | YPL | 66.282 | - | - | QT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | BLC | 469.456 | 8.55 | - | JJJ | - | - | - | 40.80% | - | Pfprycnc | 3rF | - | 175 | 3nK+161 | - | 42.81690 |
| F | PKU | 23.260 | 7.14 | - | O | - | - | - | 87.30% | - | Zlquzzko | 3hX | - | 360 | 3cU+360 | - | 698.00000 |
Deal Comments
Szs Wmaa Xhsjzhv 2.42
Reinvestment Period (YRS)
2.76