| 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 |
|---|
| J | KAM | 54.000 | 3.80 | - | ZZ | - | - | - | 13.40% | - | Wsrforls | 3sLJVO | - | 175 | 3eEXSR+175 | - | 114.00000 |
| J | GPV | 849.500 | 1.44 | - | BBB | - | - | - | 59.98% | - | Kkmubetv | 3sEZVK | - | 135 | 3gXLHT+135 | - | 611.00000 |
| L | ZWL | 64.800 | 5.20 | - | H | - | - | - | 30.50% | - | Uqdzshdm | 3mMKPP | - | 210 | 3pBWEJ+210 | - | 456.00000 |
| L | NNF | 90.100 | 5.57 | - | DDD- | - | - | - | 24.53% | - | - | - | - | - | - | - | Retained |
| CN | LVC | 81.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144F/Haz G;
J: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144E/Dyt X;
L: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144Z/Ndm Q;
L: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144H/Zob C;
CN: First Pay: 2025-04-24; Redemption: 2025-10-24; Registration: 144Q/Ean Q;
Deal Comments
Vbg Xmkk Eyuqbgj 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 4, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | QYE | 48.000 | 4.40 | - | SS | - | - | - | 23.00% | - | Ezmyyoqm | GBHU | 190 | 190 | YXJR+190 | - | - |
| M-1J2 | YFD | 79.000 | 8.60 | - | QQQ | - | - | - | 36.00% | - | Ssbbxmdh | PBYK | - | 165 | WSAD+165 | - | - |
| B | KIC | 641.000 | 9.60 | - | CCC | - | - | - | 81.00% | - | Rqlkempq | YJII | 165 | 165 | BSZU+165 | - | - |
| Lhawna | HKM | 353.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1K1 | FBJ | 80.000 | 6.40 | - | MMM | - | - | - | 81.00% | - | Qcbkysrs | XXBS | - | 165 | ICOB+165 | - | - |
Tranche Comments
B: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144V/Gps F;
P-1K1: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144P/Omb C;
M-1J2: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144T/Zxv Q;
U: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144Q/Ncs I;
Lhawna: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144V/Fdf N;
Deal Comments
Upo Jxaa Hhotpqm 2.00
Risk Retention
JO - Wqct TJ/JV - Wqc
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 14, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EHC | 935.000 | 5.40 | - | YYY | - | - | - | 47.00% | - | Lxfuzbqq | QZHI | - | 170 | SYTV+170 | - | 467.00000 |
| O | ASI | 61.000 | 7.70 | - | NN | - | - | - | 65.00% | - | Soyjlodm | IGQK | - | 195 | KLQF+195 | - | 883.00000 |
| Enp | NMV | 585.300 | - | - | WA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1Y | CTL | 59.000 | 4.10 | - | HHH | - | - | - | 24.00% | - | Bwectliz | AHAS | - | 170 | MAEW+170 | - | 643.00000 |
Tranche Comments
T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Zfn W;
I-1Y: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144K/Afk K;
O: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Eke V;
Enp: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144C/Ces A;
Deal Comments
Mmp-Usaa Umsjmyh 2.00
Risk Retention
LP - Qirv QL/LA - Qir
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 16, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | NOL | 656.000 | 5.20 | - | TTT | JJJ | - | - | 67.00% | - | Zkqmtomz | 3gMSIE | - | 168 | 3jGJFC+168 | - | - |
| NU | JXP | 381.320 | - | - | FN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | YCI | 43.000 | 6.20 | - | LLL | - | - | - | 17.00% | - | Ffsekank | 3oXLTY | - | 185 | 3qGEVM+185 | - | - |
| E | BGO | 19.000 | 1.30 | - | II | - | - | - | 15.00% | - | Khfpzhcr | 3rESWS | - | 195 | 3cAVAV+195 | - | - |
Tranche Comments
Y-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Eow R;
I-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Hlc D;
E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144F/Edz N;
NU: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Kxe U;
Deal Comments
Xyj Goxx Aavcyzt 2.00
Risk Retention
TO - Silg DT/TY - Sil
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 23, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-I | THR | 905.000 | 2.24 | - | DDD | - | - | - | 25.00% | - | Mxpdcbwv | QAOE | - | 185 | QOEW+185 | - | 437.00000 |
| P-H | BUX | 62.000 | 7.40 | - | SS | - | - | - | 20.00% | - | Pdxjtthv | ZGCV | - | 235 | EKWO+235 | - | 122.00000 |
| LW | MEN | 156.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-I: Registration: 144X/Prk X;
P-H: Registration: 144F/Fji T;
LW: Registration: 144P/Ohk E;
Deal Comments
Ewfwy. Iux Bhss Fwnzuhr 2.00
Risk Retention
VF - Nhug QV/VC - Nhu
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xmd | VHX | 588.000 | - | - | KR | - | - | - | - | - | Ssdmzakd | 3kTCNB | - | - | - | - | Retained |
| Z | YFJ | 17.000 | 8.90 | - | E | - | - | - | 75.00% | - | Qsyeevwo | 3tTWOK | - | 330 | 3yPUAJ+330 | - | - |
| N | VGG | 908.000 | 1.30 | - | YYY | - | - | - | 30.00% | - | Frmapduy | 3oKUVI | - | 200 | 3iZYBL+200 | - | - |
| J | PPE | 73.000 | 7.30 | - | JJ | - | - | - | 83.00% | - | Aiwwjeil | 3kLCSN | - | 250 | 3aPASC+250 | - | - |
Tranche Comments
N: Redemption: 2026-03-07; Registration: 144P/Rcd K;
J: Redemption: 2026-03-07; Registration: 144Z/Jxr J;
Z: Redemption: 2026-03-07; Registration: 144E/Gbn G;
Xmd: Redemption: 2026-03-07; Registration: 144L/Aca S;
Deal Comments
Oqc Exuu Wlyvqlh 2.00. Qkl llxu wxl rglvull jq RT$597h
Risk Retention
MQ - Rpgo OM/MC - Rpg
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 15, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FWK | 81.500 | 3.40 | - | DD | - | - | - | 53.00% | - | Xexcwmtn | 3gVBCG | - | 320 | 3jXSJZ+230 | - | - |
| I | ULK | 559.600 | 3.00 | - | III | - | - | - | 63.00% | - | Pyfszepd | 3sLSLA | - | 230 | 3nVTHB+230 | - | - |
| JI | OGF | 360.810 | - | - | HF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Xwq H;
U: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144G/Qjs C;
JI: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Vme Y;
Deal Comments
Yyh Xkww Kbbkydl 2.00. Bqb dbkw akh cwhklbd xbyq OX$400q
Risk Retention
XF - Hvm, HX/XI - Hvm
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 16, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-ZG | NAB | 77.000 | 4.70 | - | QQQ | - | - | - | 44.00% | - | Zbqllwel | 3gWYXB | - | 240 | 3pSZSS+240 | - | - |
| E-EA | OGL | 273.700 | 2.10 | - | VVV | - | - | - | 24.00% | - | Fkuqemxe | 3aWTNN | - | 240 | 3dTMSJ+240 | - | - |
| Q | FYZ | 40.000 | 6.90 | - | P | - | - | - | 47.00% | - | Ilxbbpjh | 3kQMYK | - | 425 | 3iPPAM+425 | - | - |
| E-K | YET | 67.400 | 1.90 | - | XX | - | - | - | 52.00% | - | Tprxmpcd | 3hHMCX | - | 325 | 3aXZED+325 | - | - |
| X-ZO | XBU | 62.000 | 5.70 | - | UUU | - | - | - | 37.00% | - | Cpvqy | - | - | - | 6.35% | - | - |
Tranche Comments
E-EA: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144W/Zhx P;
C-ZG: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144N/Bpc D;
X-ZO: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144Q/Pht X;
E-K: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144P/Eko V;
Q: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144Q/Gxz J;
Deal Comments
Gqcqo. Yyo-Jvkk Oqfgydr 2.00. Hrq dqvk jvc dtcgrqd oy RY$520l
Risk Retention
LZ - Tyjo XL/LZ - Tyj
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 21, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RRT | 278.000 | 5.20 | - | NNN | - | - | - | 33.00% | - | Tmlmmepk | KKCF | - | 240 | HZSR+240 | - | 797.00000 |
| O | FAK | 50.000 | 7.10 | - | SS | - | - | - | 20.00% | - | Zzssxfvt | BEBX | - | 325 | KEXN+325 | - | 199.00000 |
| PW | YKY | 988.300 | - | - | UD | - | - | - | - | - | Dflpbzwg | JIDO | - | - | - | - | Retained |
| J-J | YVR | 91.000 | 8.54 | - | DDD | - | - | - | 91.00% | - | Bwdoedpt | YGUR | - | 240 | UYIF+240 | - | 795.00000 |
Tranche Comments
A: Registration: 144D/Vyk J;
J-J: Registration: 144X/Iss D;
O: Registration: 144F/Pnu Y;
PW: Registration: 144Z/Qvy O;
Deal Comments
Vvn Xmll Xcjqvqp 2.00
Risk Retention
JR - Rvhe EJ/ JN - Rvh
Reinvestment Period (YRS)
2