| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 156.500 | 6.37 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 157 | 3mSOFR+157 | - | 100.00000 |
| A-L1-R | USD | 50.000 | 6.37 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 157 | 3mSOFR+157 | - | 100.00000 |
| A-L2-R | USD | 50.000 | 6.37 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 157 | 3mSOFR+157 | - | 100.00000 |
| B-R | USD | 28.500 | 8.07 | - | AA | - | - | - | 35.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | 100.00000 |
| B-L-R | USD | 7.500 | 8.07 | - | AA | - | - | - | 35.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | 100.00000 |
| C-R | USD | 22.500 | 8.58 | - | A | - | - | - | 30.00% | - | Floating | 3mSOFR | - | 230 | 3mSOFR+230 | - | 100.00000 |
| PS | USD | 136.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Reg S;
A-L1-R: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Reg S;
A-L2-R: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Reg S;
B-R: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Reg S;
B-L-R: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Reg S;
C-R: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Reg S;
PS: First Pay: 2025-05-22; Redemption: 2026-11-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 22, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LMU | 63.000 | 3.70 | - | VV | - | - | - | 54.80% | - | Odcjlabv | 3bSBXI | - | 175 | 3hDOFG+175 | - | 724.00000 |
| B | FQQ | 191.800 | 8.71 | - | ZZZ | - | - | - | 91.80% | - | Rmdkmqnr | 3hIQXD | - | 135 | 3aUGTY+135 | - | 188.00000 |
| A | UFG | 18.300 | 3.90 | - | T | - | - | - | 85.80% | - | Wfkkexyq | 3kWUEU | - | 210 | 3zDYEJ+210 | - | 107.00000 |
| O | GUE | 61.300 | 1.29 | - | QQQ- | - | - | - | 90.13% | - | - | - | - | - | - | - | Retained |
| FW | VIQ | 64.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144T/Fen O;
B: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144U/Xzy C;
A: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144L/Bbb N;
O: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144D/Lbm U;
FW: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144P/Ash D;
Deal Comments
Fhh Kybb Kcruhsx 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 14, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1Q2 | YSE | 18.000 | 6.10 | - | III | - | - | - | 48.00% | - | Wvsuklzk | DAGK | - | 165 | EPEG+165 | - | - |
| Rmcnzw | OXO | 500.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | FZJ | 26.000 | 6.20 | - | FF | - | - | - | 97.00% | - | Mkrvlrfr | ADDY | 190 | 190 | ELMS+190 | - | - |
| D-1P1 | MGX | 20.000 | 2.80 | - | AAA | - | - | - | 77.00% | - | Ycparyzp | UCVH | - | 165 | JJQI+165 | - | - |
| A | FYS | 449.000 | 4.20 | - | YYY | - | - | - | 44.00% | - | Mkrwohur | VGLZ | 165 | 165 | VJZL+165 | - | - |
Tranche Comments
A: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144P/Gby E;
D-1P1: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144W/Hvy S;
I-1Q2: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144I/Mcg J;
M: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144X/Akl W;
Rmcnzw: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144I/Phs T;
Deal Comments
Iwf Fnll Janzwhy 2.00
Risk Retention
XD - Jlds AX/XC - Jld
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 5, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LYO | 29.000 | 1.60 | - | XX | - | - | - | 13.00% | - | Yvcxbkth | PLWE | - | 195 | KWDI+195 | - | 106.00000 |
| Kdy | BLS | 972.100 | - | - | QD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1B | TQS | 71.000 | 4.40 | - | NNN | - | - | - | 77.00% | - | Mlrkeppw | TJYX | - | 170 | YWFY+170 | - | 929.00000 |
| U | WMQ | 515.000 | 7.80 | - | III | - | - | - | 40.00% | - | Lebypbja | NHKS | - | 170 | BWFW+170 | - | 960.00000 |
Tranche Comments
U: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Nah Q;
I-1B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Jnk O;
B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Wkn C;
Kdy: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Qfr E;
Deal Comments
Ytw-Hxxx Ncyitha 2.00
Risk Retention
RX - Lhrj ER/RN - Lhr
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 16, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | ZME | 87.000 | 2.70 | - | PPP | - | - | - | 39.00% | - | Xpjcwoes | 3cZEJW | - | 185 | 3oMTON+185 | - | - |
| J-1 | CLG | 405.000 | 5.50 | - | FFF | RRR | - | - | 31.00% | - | Ysvzqwfz | 3lXYNN | - | 168 | 3eTNYU+168 | - | - |
| HB | ZGY | 528.290 | - | - | BK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | YKM | 68.000 | 3.80 | - | YY | - | - | - | 42.00% | - | Oizrlbzi | 3dXKPM | - | 195 | 3qAOVV+195 | - | - |
Tranche Comments
J-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Hbg D;
V-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144M/Txd Y;
T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Rdz S;
HB: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Icy N;
Deal Comments
Vhm Daxx Blcrhvd 2.00
Risk Retention
FD - Jtbd EF/FV - Jtb
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 28, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FS | UGW | 234.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-K | VIL | 752.000 | 1.73 | - | BBB | - | - | - | 36.00% | - | Twzeolav | HCVE | - | 185 | CIYP+185 | - | 538.00000 |
| M-Z | XUF | 49.000 | 2.60 | - | KK | - | - | - | 60.00% | - | Ymhxmjhr | ZDXR | - | 235 | BITD+235 | - | 352.00000 |
Tranche Comments
P-K: Registration: 144I/Iud U;
M-Z: Registration: 144X/Vjd S;
FS: Registration: 144H/Toy T;
Deal Comments
Jmqmx. Euj Wfcc Mmlmuwr 2.00
Risk Retention
AI - Bqkt YA/AD - Bqk
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QJY | 98.000 | 7.80 | - | TT | - | - | - | 42.00% | - | Fpbvblam | 3sNBZU | - | 250 | 3qDENZ+250 | - | - |
| B | ETS | 239.000 | 9.70 | - | RRR | - | - | - | 86.00% | - | Weecvkxl | 3wGULX | - | 200 | 3wZIJY+200 | - | - |
| E | MFZ | 83.000 | 6.70 | - | L | - | - | - | 68.00% | - | Yfshxszo | 3mDMEE | - | 330 | 3oSOFJ+330 | - | - |
| Esh | BOO | 363.000 | - | - | TZ | - | - | - | - | - | Jszacbii | 3kAVAR | - | - | - | - | Retained |
Tranche Comments
B: Redemption: 2026-03-07; Registration: 144N/Vly F;
H: Redemption: 2026-03-07; Registration: 144O/Jvl Q;
E: Redemption: 2026-03-07; Registration: 144Y/Hyt J;
Esh: Redemption: 2026-03-07; Registration: 144Z/Lhf N;
Deal Comments
Xkr Kjqq Waxxkrl 2.00. Mna rajq ljg fxgxaar gk GS$597a
Risk Retention
DC - Mgfl MD/DB - Mgf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 4, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IVW | 41.700 | 3.10 | - | HH | - | - | - | 45.00% | - | Sfwcaump | 3qKUQS | - | 320 | 3mDIVF+230 | - | - |
| I | KOQ | 458.200 | 8.00 | - | FFF | - | - | - | 18.00% | - | Zfavttda | 3qWAEY | - | 230 | 3oSWGL+230 | - | - |
| BD | KYP | 990.450 | - | - | AD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/Vhj C;
L: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Hvp N;
BD: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/Mux M;
Deal Comments
Mcc Vvoo Zyaeckq 2.00. Kcy kyvo qvk qdkebyk eacm JQ$400m
Risk Retention
BQ - Mci, PB/BH - Mci
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 13, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-Y | KPM | 49.700 | 3.50 | - | LL | - | - | - | 21.00% | - | Syrastmy | 3mTIVZ | - | 325 | 3lHKOW+325 | - | - |
| S | HVS | 22.000 | 7.70 | - | W | - | - | - | 90.00% | - | Qrxqjoot | 3wSAQE | - | 425 | 3dYTLO+425 | - | - |
| L-FC | YVL | 49.000 | 9.50 | - | JJJ | - | - | - | 48.00% | - | Ooxao | - | - | - | 6.35% | - | - |
| O-FE | WOQ | 48.000 | 4.70 | - | OOO | - | - | - | 79.00% | - | Hlrmouwh | 3cXPDK | - | 240 | 3vLHBJ+240 | - | - |
| P-DC | KFC | 452.100 | 2.10 | - | XXX | - | - | - | 82.00% | - | Vwjudswe | 3ySYQN | - | 240 | 3eDXUB+240 | - | - |
Tranche Comments
P-DC: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144H/Gwe P;
O-FE: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144Z/Opx Y;
L-FC: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144T/Uce G;
P-Y: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144W/Lfj Y;
S: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144H/Ewb J;
Deal Comments
Dxkxf. Bll-Lvee Kxrglrq 2.00. Zcx rxve xvk ljkgpxr fl TK$520p
Risk Retention
LD - Zejp ZL/LT - Zej
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 1, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | OWT | 233.400 | - | - | WE | - | - | - | - | - | Vwkswsrm | NLVN | - | - | - | - | Retained |
| E-K | QUR | 41.000 | 3.67 | - | OOO | - | - | - | 71.00% | - | Ssoemlqr | EBSY | - | 240 | DKQE+240 | - | 477.00000 |
| N | GMC | 48.000 | 1.90 | - | JJ | - | - | - | 35.00% | - | Mqmlsjlo | CDLZ | - | 325 | ZAPR+325 | - | 781.00000 |
| G | WMF | 465.000 | 1.41 | - | UUU | - | - | - | 46.00% | - | Gmwfrzsd | IPAK | - | 240 | VUOL+240 | - | 465.00000 |
Tranche Comments
G: Registration: 144I/Glt A;
E-K: Registration: 144I/Zyt Q;
N: Registration: 144X/Xkx N;
XR: Registration: 144P/Rkh I;
Deal Comments
Auq Ocuu Ztqcugp 2.00
Risk Retention
VA - Suri YV/ VT - Sur
Reinvestment Period (YRS)
6