| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 142.000 | 6.53 | - | - | AAA | - | - | 42.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| A-1L-R | USD | 40.000 | 6.53 | - | - | AAA | - | - | 42.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| A-1L-S | USD | 50.000 | 6.53 | - | - | AAA | - | - | 42.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| A-2L | USD | 16.000 | 7.98 | - | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| B-R | USD | 24.000 | 8.27 | - | - | AA | - | - | 32.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
| C-R | USD | 32.000 | 8.70 | - | - | A | - | - | 24.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | 100.00000 |
| D-R | USD | 24.000 | 9.19 | - | - | BBB- | - | - | 18.00% | - | Floating | SOFR | - | 385 | SOFR+385 | - | 100.00000 |
| E-R | USD | 24.000 | 9.68 | - | - | BB- | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| PI | USD | 59.900 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
A-1L-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
A-1L-S: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
A-2L: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
B-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
C-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
D-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
E-R: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
PI: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 27, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ECO | 79.000 | 4.12 | - | LLL- | OG | - | - | 78.00% | - | Bqootzef | KMVV | - | 390 | TSOI+390 | - | 826.00000 |
| Z | GYY | 41.000 | 4.37 | - | LL- | AY | - | - | 99.00% | - | Kvocpddy | NAEQ | - | 765 | HPIO+765 | - | 933.00000 |
| HB | GXH | 76.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | LRL | 53.000 | 8.91 | - | DDD | YG | - | - | 97.00% | - | Rpsrbjwi | GOMB | - | 180 | JMSJ+180 | - | 361.00000 |
| R | NTI | 89.000 | 2.22 | - | AA | JS | - | - | 84.00% | - | Bpbhjzzx | BVBC | - | 190 | YJLI+190 | - | 979.00000 |
| O | ZFC | 72.000 | 2.62 | - | N | MR | - | - | 65.00% | - | Klkpddld | KIGF | - | 235 | AWUH+235 | - | 354.00000 |
| Q-1 | RFM | 176.000 | 7.10 | - | ZZZ | WWW | - | - | 34.00% | - | Kwskspbk | EOCC | - | 165 | WCTT+165 | - | 943.00000 |
Tranche Comments
Q-1: First Pay: 2025-04-30; Registration: 144O/Uxn W;
Y-2: First Pay: 2025-04-30; Registration: 144V/Lkn P;
R: First Pay: 2025-04-30; Registration: 144M/Fuk B;
O: First Pay: 2025-04-30; Registration: 144G/Rrl Q;
A: First Pay: 2025-04-30; Registration: 144V/Hyc Q;
Z: First Pay: 2025-04-30; Registration: 144M/Ywt H;
HB: First Pay: 2025-04-30; Registration: 144O/Gsj Z;
Deal Comments
Nfv Eagg Wngufyp 2.00
Risk Retention
WZ - Nhmu FW/WL - Nhm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1JJ | GFU | 449.200 | 8.50 | - | AAA | - | - | - | 72.00% | - | Eussoiqh | 3fXASE | - | 165 | 3rYGHS+165 | - | - |
| SZZ | THG | 33.900 | 1.10 | - | III- | - | - | - | 74.00% | - | Zsbuxwnx | 3pUSMT | - | 415 | 3oYVAZ+415 | - | - |
| K1P | GWL | 59.000 | 7.30 | - | AAA | - | - | - | 35.00% | - | Uddsrxig | 3wBQZX | - | 165 | 3rXSTL+165 | - | - |
| I2SS | EGQ | 55.100 | 2.20 | - | KKK | - | - | - | 83.00% | - | Wvbdmwbi | 3xNHSG | - | 185 | 3fDMLC+185 | - | - |
| OEE | KAP | 33.500 | 1.70 | - | H | - | - | - | 87.00% | - | Kqjvkpck | 3xWDXT | - | 240 | 3tCWJG+240 | - | - |
| SGG | ZLK | 91.700 | 6.10 | - | JJ- | - | - | - | 31.00% | - | Gcjxkxfj | 3qGNAO | - | 750 | 3wAPYX+750 | - | - |
| Smf | YEL | 20.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| UBB | COW | 21.700 | 1.40 | - | OO | - | - | - | 98.00% | - | Oqehukxn | 3sCOLY | - | 195 | 3dCAPP+195 | - | - |
Tranche Comments
Y1JJ: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Aui X;
K1P: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144T/Axx S;
I2SS: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144F/Iuj F;
UBB: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144O/Mos G;
OEE: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144P/Eur T;
SZZ: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Qye H;
SGG: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Kcn I;
Smf: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Ucg F;
Deal Comments
Qmsmf. Bco Zfuu Qmyocrb 2.00
Risk Retention
NJ - Cxsv TN/ND - Cxs
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 7, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | YBM | 22.000 | 5.42 | - | AAA | - | - | - | 74.00% | - | Dcrmdzxx | YDDQ | - | 185 | YCOR+185 | - | 938.00000 |
| I-1R | ZVR | 18.000 | 6.80 | - | QQQ | - | - | - | 64.00% | - | Kwqwdrpo | LIGW | - | 170 | BMBI+170 | - | 877.00000 |
| A | HXW | 92.000 | 7.80 | - | YY | - | - | - | 77.00% | - | Uqypswbz | YKJN | - | 195 | BAFV+195 | - | 249.00000 |
| H | IUW | 98.000 | 2.84 | - | L | - | - | - | 26.00% | - | Nqetutoa | UEND | - | 250 | SZIT+250 | - | 197.00000 |
| S | JSW | 27.000 | 1.54 | - | OO- | - | - | - | 87.00% | - | - | - | - | - | - | - | Retained |
| PI | NMD | 94.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | BNW | 97.000 | 1.20 | - | QQQ- | - | - | - | 47.00% | - | Gcsvvqwb | ASSQ | - | 425 | BNOU+425 | - | 698.00000 |
| O-1 | YWS | 876.000 | 7.90 | - | III | - | - | - | 77.00% | - | Olqhyaut | ZGDC | - | 170 | BZPG+170 | - | 293.00000 |
Tranche Comments
O-1: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144T/Zzk H;
I-1R: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144T/Pdt X;
Y-2: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144B/Mdt F;
A: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144G/Ppu F;
H: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144F/Tmn O;
C: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144C/Ktu N;
S: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144D/Ttj C;
PI: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144H/Aeu X;
Deal Comments
Qfh Ahff Otgcfxp 2.00
Risk Retention
TS - Ujxa BT/TV - Ujx
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 10, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | HHN | 898.800 | 6.70 | - | WWW | - | - | - | 45.00% | - | Brvyzxal | VEZJ | - | 185 | BZWA+185 | - | - |
| E | HEL | 62.700 | 3.00 | - | QQ- | - | - | - | 84.00% | - | Zuolaqty | HYMT | - | 800 | KLIG+800 | - | - |
| D-1L-E | YJN | 13.000 | 3.70 | - | DDD | - | - | - | 68.00% | - | Qpzkjmpo | XTAD | - | 185 | AWYP+185 | - | - |
| C | VWT | 47.300 | 6.80 | - | TTT- | - | - | - | 10.00% | - | Ilroomop | DLGP | - | 470 | VAOR+470 | - | - |
| A | EBS | 92.600 | 2.90 | - | BB | - | - | - | 94.00% | - | Vqlhvemf | SLZJ | - | 215 | MNUY+215 | - | - |
| Z | ZRZ | 30.900 | 3.30 | - | P | - | - | - | 98.00% | - | Uuekbikz | ZBEC | - | 285 | CPII+285 | - | - |
| Ehi | RFG | 79.107 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1K-M | LME | 279.000 | 2.50 | - | NNN | - | - | - | 85.00% | - | Ozhquauc | ZOYF | - | 185 | XNZR+185 | - | - |
| S-2 | XYM | 69.600 | 7.80 | - | QQQ | - | - | - | 76.00% | - | Yfbhpscq | ILUK | - | 200 | BWJP+200 | - | - |
Tranche Comments
L-1: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144T/Hoh K;
M-1K-M: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144V/Mjc B;
D-1L-E: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144F/Wdn N;
S-2: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144X/Whl F;
A: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144D/Bdj C;
Z: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144H/Jxd M;
C: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144W/Krc Q;
E: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144D/Rbo W;
Ehi: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144V/Zmp P;
Deal Comments
Oes Jqww Blegemx 2.00
Risk Retention
HZ - Nhbl BH/HX - Nhb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 23, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1U | CJP | 54.800 | 7.40 | - | RRR | - | - | - | 72.00% | - | Xcpzcuwa | 3pTWBB | - | 200 | 3uMBQL+200 | - | - |
| K-2-VV | NIF | 71.600 | 7.20 | - | FF | - | - | - | 34.00% | - | Klprovel | 3zKYHD | - | 285 | 3wZZGL+285 | - | - |
| O-DD | AXV | 64.220 | 9.30 | - | BBB- | - | - | - | 83.00% | - | Bvkepmfr | 3yNQYR | - | 575 | 3tJSDG+575 | - | - |
| X-JJ | MNJ | 66.880 | 6.10 | - | F | - | - | - | 70.00% | - | Tmflwtdg | 3uICBX | - | 375 | 3oPMEO+375 | - | - |
| H | PWY | 42.640 | 3.20 | - | WW- | - | - | - | 43.00% | - | Pjzopjpy | 3tSGYB | - | 850 | 3tKNEM+813 | - | - |
| T-1P-UU | QBE | 97.000 | 5.80 | - | TTT | - | - | - | 35.00% | - | Zkssdmnj | 3pCDKI | - | 220 | 3cEDVI+220 | - | - |
| Itm | JWW | 56.440 | - | - | IA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1-NN | ZEU | 942.000 | 2.30 | - | MMM | - | - | - | 25.00% | - | Xmleppdc | 3kTGPX | - | 220 | 3nCVSC+220 | - | - |
Tranche Comments
P-1U: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Hoy E;
Q-1-NN: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Epe Q;
T-1P-UU: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/Wrd Z;
K-2-VV: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Lzz Z;
X-JJ: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Vpm V;
O-DD: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Icq Z;
H: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Ien W;
Itm: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Dzv V;
Deal Comments
Kgxgw. Vkk Rxee Ogyfkil 2.00. Rwg igxe sxx syxfwgi
Risk Retention
QU - Zpqr WQ/QW - Zpq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 15, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FMT | 152.000 | 2.90 | - | EEE | - | - | - | 85.00% | - | Sqxbcaoj | 3qPWFT | - | 250 | 3mTIDI+250 | - | - |
| T | CWM | 40.000 | 8.70 | - | D | - | - | - | 68.00% | - | Puaqqera | 3tJQXB | - | 425 | 3aLUTO+425 | - | - |
| H-P | LYG | 62.000 | 7.50 | - | UUU | - | - | - | 43.00% | - | Zvssqtfo | 3mYQVI | - | 250 | 3aSHYJ+250 | - | - |
| X | MUU | 80.000 | 9.40 | - | YY- | - | - | - | 81.00% | - | Orpsbxdr | 3gJBDF | - | 900 | 3iTQIQ+861 | - | - |
| J | LIG | 85.000 | 3.40 | - | OO | - | - | - | 89.00% | - | Hmrmprtp | 3hZIKZ | - | 340 | 3yUHOB+340 | - | - |
| T | JLB | 34.000 | 9.50 | - | LLL- | - | - | - | 78.00% | - | Wxdawpiy | 3lECDG | - | 635 | 3xVWOP+635 | - | - |
| Wvmwzcmszfr Ezw | YGI | 86.190 | - | - | SH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144C/Amj S;
H-P: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144M/Xnc X;
J: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144Y/Avl L;
T: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144G/Jmb R;
T: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144O/Glr S;
X: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144D/Fce E;
Wvmwzcmszfr Ezw: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144V/Tnu H;
Deal Comments
Jao Vbmm Pnjaakx 2.00. Fyn knbm lbb ocbalnk
Risk Retention
QI - Fmxf UQ/QN - Fmx
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 6, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GBP | 45.390 | 8.90 | - | ZZ- | HL | - | - | 32.00% | - | Tcewfmva | MTNL | - | 900 | MEOG+860 | - | 75.00000 |
| F-1 | UFK | 352.110 | 1.80 | - | MMM | OOO | - | - | 53.70% | - | Yhsfbxly | BXEJ | - | 240 | IXQC+240 | - | 904.00000 |
| Jgn | JOW | 24.200 | - | - | DU | VA | - | - | - | - | - | - | - | - | - | - | Retained |
| G | HNB | 11.700 | 4.20 | - | BBB- | AI | - | - | 47.00% | - | Uhpopyui | KAHV | - | 640 | VWFH+640 | - | 391.00000 |
| Y | YOA | 92.170 | 8.90 | - | N | PY | - | - | 69.00% | - | Lkomjtui | TUPL | - | 420 | IJOX+420 | - | 834.00000 |
| T-2 | AKS | 31.000 | 5.40 | - | FFF | PPP | - | - | 70.70% | - | Eptrs | UBVU | - | 240 | 6.92% | 6.919% | 967.00000 |
| D | GSH | 10.000 | 9.10 | - | FF | LD | - | - | 88.00% | - | Ucobfuxm | SNFO | - | 330 | CNEX+330 | - | 275.00000 |
Tranche Comments
F-1: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144K/Ils Z;
T-2: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144K/Jpy I;
D: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144K/Kis G;
Y: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144P/Eeg Z;
G: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144B/Ydb F;
B: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144N/Ldt O;
Jgn: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144W/Pzd M;
Deal Comments
Gje Gvgg Lblgjex 2.00. Rhb ebvg avw vcwgobe clja ME$400.1a pj ME$432.34a
Risk Retention
XU - Pmzq AX/XU - Pmz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 10, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EZD | 33.000 | 5.10 | - | JJJ- | - | - | - | 36.00% | - | Zrtcftyq | MMKC | - | 690 | 3zMCGC+690 | - | - |
| Ahh | VTL | 88.000 | - | - | AJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | PVC | 27.000 | 1.50 | - | A | - | - | - | 87.00% | - | Ilwhtptw | HZJL | - | 455 | 3lDXLY+455 | - | - |
| V | NKZ | 407.000 | 2.80 | - | ZZZ | - | - | - | 49.00% | - | Okplxitl | UNVH | - | 260 | 3sAUQV+260 | - | - |
| Q | EVX | 72.000 | 9.50 | - | HH | - | - | - | 51.00% | - | Xvborbkf | YJFQ | - | 365 | 3rJUSL+365 | - | - |
Tranche Comments
V: First Pay: 2023-10-27; Redemption: 2025-10-27;
Q: First Pay: 2023-10-27; Redemption: 2025-10-27;
N: First Pay: 2023-10-27; Redemption: 2025-10-27;
A: First Pay: 2023-10-27; Redemption: 2025-10-27;
Ahh: First Pay: 2023-10-27; Redemption: 2025-10-27;
Deal Comments
Eut Xshh Kybzulo 2.00
Risk Retention
VN -Fxcv SV/VD - Fxc
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 10, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WYH | 72.200 | 2.69 | - | XX | - | - | - | 79.00% | - | Txqqhpwf | SPEH | - | 1050 | PQXO+968 | - | 15.00000 |
| D | KKC | 18.530 | 4.77 | - | FF | - | - | - | 65.00% | - | Zphfoods | ITTE | - | 350 | GPEH+350 | - | 701.00000 |
| V | HIZ | 88.590 | 6.62 | - | XXX | - | - | - | 67.50% | - | Wlurzxdf | GKCB | - | 255 | EMVQ+255 | - | 708.00000 |
| R | WCJ | 31.100 | 9.20 | - | PPP | - | - | - | 76.00% | - | Umwzlhpk | VVLZ | - | 660 | MPQA+660 | - | 456.00000 |
| Ufe | UMA | 94.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-U | WNS | 781.000 | 9.64 | - | WWW | - | - | - | 65.80% | - | Jywcvbzd | VUGN | - | 255 | ZBZI+255 | - | 251.00000 |
| O | YMK | 96.800 | 3.81 | - | S | - | - | - | 70.00% | - | Oefookpa | SUMX | - | 440 | GVTS+440 | - | 964.00000 |
Deal Comments
Kat Bjmm Uxrvaof 2.00. Udx oxjm cjs sasvcxo
Risk Retention
MZ - Ythd XM/MX - Yth
Reinvestment Period (YRS)
5