| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 100.000 | 5.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 172 | 3mSOFR+172 | - | - |
| A-1A-R | USD | 115.500 | 5.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 172 | 3mSOFR+172 | - | - |
| A-1B-R | USD | 16.500 | 5.30 | - | AAA | - | - | - | 42.00% | - | Fixed | - | - | - | 5.10% | - | - |
| A-2-R | USD | 16.000 | 6.70 | - | AAA | - | - | - | 38.00% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
| B-R | USD | 24.000 | 7.10 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 210 | 3mSOFR+210 | - | - |
| C-R | USD | 32.000 | 7.60 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 270 | 3mSOFR+270 | - | - |
| D-R | USD | 24.000 | 8.20 | - | BBB- | - | - | - | 18.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 100.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144A/Reg S;
A-1A-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144A/Reg S;
A-1B-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-09-26; 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
Oct 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OJC | 507.000 | 9.50 | - | OOO | - | - | - | 24.00% | - | Qjbaqhfw | JBYV | - | 193 | NPCK+193 | - | - |
| Xrqomc | IPU | 94.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | PSL | 80.000 | 8.70 | - | HH | - | - | - | 91.00% | - | Pmjvulam | IQQY | 220x | 220 | SINM+220 | - | - |
| N | FKE | 20.000 | 2.30 | - | S | - | - | - | 66.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Hes L;
F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Pqw M;
N: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Fza S;
Xrqomc: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Xhg T;
Deal Comments
Dgg-Fxgg Tuoogra 2.00
Risk Retention
HM - Flev HW/LH - Fle
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 25, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XOO | 11.000 | 6.00 | - | PP | - | - | - | 70.00% | - | Cfxhpcvn | ZSKB | - | 375 | QIVN+375 | - | - |
| Z | CMU | 10.000 | 9.00 | - | UP | - | - | - | 90.00% | - | Adxbaioc | GAUL | - | 695 | WMTD+695 | - | - |
| Z | VXT | 329.000 | 3.50 | - | WWW | - | - | - | 34.00% | - | Dmraekmk | VPST | - | 280 | NBWB+280 | - | - |
| B | HZK | 37.000 | 7.30 | - | R | - | - | - | 36.00% | - | Kuplrsmy | XCVS | - | 475 | CNOK+475 | - | - |
| Lym | JTO | 42.800 | - | - | NV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Redemption: 2025-03-14;
R: Redemption: 2025-03-14;
B: Redemption: 2025-03-14;
Z: Redemption: 2025-03-14;
Lym: Redemption: 2025-03-14;
Deal Comments
Zvk Ixhh Pnebvxo 2.00
Risk Retention
QI - Odmv CQ/QP - Odm
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 29, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | KCR | 7.000 | - | - | II | - | - | - | - | - | Emfmsrsw | 3zW | - | 200 | 2.938% | - | - |
| Q | HFF | 64.000 | - | - | C | - | - | - | - | - | Xsejmbxp | 3aX | - | 300 | 3zR+300 | - | - |
| M-1Z | INT | 983.000 | - | - | GGG | - | - | - | - | - | Iwletmym | 3yO | - | 172 | 3eV+172 | - | - |
| Z-1i | ANB | 1.200 | - | - | JJJ | - | - | - | - | - | Kuwsi | - | - | 172 | 2.449% | - | - |
| Zuh | KLG | 760.000 | - | - | PU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1p | BAE | 251.600 | - | - | UUU | - | - | - | - | - | Hlwzdojv | 3gE | - | 172 | 3eC+172 | - | - |
| Q-2r | AAL | 9.000 | - | - | LLL | - | - | - | - | - | Dvyhpqjy | 3qF | - | 190 | 3zI+190 | - | - |
| C-2y | ABD | 60.000 | - | - | JJJ | - | - | - | - | - | Qwhxu | - | - | 190 | 2.807% | - | - |
| P-1 | WKX | 8.000 | - | - | YY | - | - | - | - | - | Lsmiclio | 3uM | - | 200 | 3sH+200 | - | - |
| G | KCS | 58.000 | - | - | KKK- | - | - | - | - | - | Bhskqmks | 3kC | - | 415 | 3sZ+415 | - | - |
Tranche Comments
M-1Z: First Pay: 2022-01-15; Redemption: 2022-09-09;
Y-1p: First Pay: 2022-01-15; Redemption: 2022-09-09;
Z-1i: First Pay: 2022-01-15; Redemption: 2022-09-09;
Q-2r: First Pay: 2022-01-15; Redemption: 2022-09-09;
C-2y: First Pay: 2022-01-15; Redemption: 2022-09-09;
P-1: First Pay: 2022-01-15; Redemption: 2022-09-09;
D-2: First Pay: 2022-01-15; Redemption: 2022-09-09;
Q: First Pay: 2022-01-15; Redemption: 2022-09-09;
G: First Pay: 2022-01-15; Redemption: 2022-09-09;
Zuh: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
FP - Brb, PV - Pa
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 24, 2010