| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 464.000 | - | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | 100.00000 |
| B | USD | 80.000 | - | - | AA+ | - | - | - | 32.00% | - | Floating | SOFR | - | 183 | SOFR+183 | - | 100.00000 |
| Equity | USD | 260.100 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
B: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes; US - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 24, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | QTL | 76.000 | 7.97 | - | FFF | SI | - | - | 91.00% | - | Hqovodoo | 3pASPM | - | 175 | 3oLDDK+175 | - | 487.00000 |
| C-1 | QCX | 604.000 | 6.27 | - | JJJ | FFF | - | - | 71.00% | - | Prfxbcdt | 3wZLUU | - | 158 | 3bAYFP+158 | - | 541.00000 |
| B | RRK | 29.000 | 2.14 | - | RR | FV | - | - | 92.00% | - | Imfxvwag | 3fSBXC | - | 185 | 3oBDUT+185 | - | 987.00000 |
| Qfn | GYC | 394.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144V/Nns Q;
K-2: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144V/Yvm T;
B: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144H/Oxs B;
Qfn: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144O/Xuj S;
Deal Comments
Bgp Qwcc Vwohgft 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 18, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1Z Axba | FWQ | 845.000 | 3.30 | - | MMM | - | - | - | 21.00% | - | Euhvxvsy | HGOM | - | 160 | KILX+160 | - | - |
| Y | PBV | 70.000 | 1.60 | - | M | - | - | - | 20.00% | - | Sxqovdie | XKWW | - | 235 | CEQF+235 | - | - |
| Y-2 | EOB | 83.400 | 2.10 | - | FFF | - | - | - | 80.80% | - | Vwrkfbss | COHC | - | 175 | CJFF+175 | - | - |
| M | BPV | 40.200 | 3.30 | - | SS | - | - | - | 27.00% | - | Emlsqtzh | QGVH | - | 190 | NGPR+190 | - | - |
| X | EYR | 98.000 | 4.40 | - | DDD- | - | - | - | 44.00% | - | Ddfymtwk | BIID | - | 390 | KKHB+390 | - | - |
| D-1 | RTP | 16.000 | 6.40 | - | CCC | - | - | - | 96.00% | - | Iuzyvefg | PEGV | - | 160 | QWXD+160 | - | - |
| Hnd | MXT | 223.510 | - | - | SC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1T Zaga | KJV | 11.000 | 7.70 | - | LLL | - | - | - | 37.00% | - | Gkrwuypf | YEYN | - | 160 | DQZR+160 | - | - |
Tranche Comments
D-1: Redemption: 2026-10-20; Registration: 144C/Twv Y;
T-1T Zaga: Redemption: 2026-10-20; Registration: 144Q/Wrt S;
A-1Z Axba: Redemption: 2026-10-20; Registration: 144A/Yoj G;
Y-2: Redemption: 2026-10-20; Registration: 144Z/Mlq E;
M: Redemption: 2026-10-20; Registration: 144X/Unu S;
Y: Redemption: 2026-10-20; Registration: 144U/Xqh J;
X: Redemption: 2026-10-20; Registration: 144G/Yrq C;
Hnd: Redemption: 2026-10-20; Registration: 144X/Ymu S;
Deal Comments
Isn Jull Znhzszv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 16, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QRH | 498.000 | - | OD | HHH | TV | - | - | 87.00% | - | Duwqjkzl | IYZG | - | 180 | GKPD+180 | - | - |
| Rih | HUI | 753.700 | - | HW | OE | HE | - | - | - | - | - | - | - | - | - | - | Retained |
| K | AXQ | 98.000 | - | KX | TT | IR | - | - | 12.00% | - | Zvuvexkt | LJYF | - | 220 | LNPB+220 | - | - |
Tranche Comments
O: Redemption: 2026-04-25; Registration: 144Y/Jsd O;
K: Redemption: 2026-04-25; Registration: 144Q/Ttw Y;
Rih: Redemption: 2026-04-25; Registration: 144Z/Gwv R;
Deal Comments
Ead Bkoo Haqbayl 2.00. Pra yako fkg fkgbiay da WP$701.6o
Risk Retention
AA/AQ - Pgvr AO - Pgv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 21, 2001