| 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 |
|---|
| B-1 | UEC | 778.000 | 2.63 | - | CCC | HHH | - | - | 29.00% | - | Oyymlzzh | 3kXSKB | - | 158 | 3yYNAD+158 | - | 784.00000 |
| Oxu | CSN | 832.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | VGL | 52.000 | 6.57 | - | III | MG | - | - | 70.00% | - | Rjwbpwwr | 3aNJCD | - | 175 | 3fXQGE+175 | - | 420.00000 |
| E | QNZ | 77.000 | 5.61 | - | GG | IM | - | - | 73.00% | - | Bpwwmcsd | 3sDOTI | - | 185 | 3yTCWZ+185 | - | 791.00000 |
Tranche Comments
B-1: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144M/Ozc M;
A-2: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144B/Bla A;
E: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144N/Qwq E;
Oxu: First Pay: 2025-04-20; Redemption: 2026-11-14; Registration: 144U/Lwx I;
Deal Comments
Efs Ipcc Fffafui 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 22, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | FXF | 57.500 | 3.20 | - | RRR | - | - | - | 38.60% | - | Pkdvslwo | UNTK | - | 175 | KJWY+175 | - | - |
| T | ITB | 67.000 | 8.60 | - | SSS- | - | - | - | 15.00% | - | Yjfvpjhh | MEIL | - | 390 | CLUX+390 | - | - |
| Evd | LRM | 117.370 | - | - | YK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | QXV | 15.000 | 6.80 | - | U | - | - | - | 39.00% | - | Nmvlnafn | PNGN | - | 235 | BHZR+235 | - | - |
| V-1Y Ksyz | QYM | 824.000 | 9.20 | - | OOO | - | - | - | 25.00% | - | Efvzsape | XNFX | - | 160 | BMOR+160 | - | - |
| K | CAS | 57.300 | 2.30 | - | HH | - | - | - | 35.00% | - | Xssfjvsw | XUCU | - | 190 | TOXR+190 | - | - |
| X-1 | FQY | 67.000 | 4.40 | - | QQQ | - | - | - | 67.00% | - | Ysuucrhf | WMFS | - | 160 | AMNA+160 | - | - |
| Z-1Z Ioqv | XEZ | 16.000 | 3.50 | - | SSS | - | - | - | 68.00% | - | Clvwpbrw | NQSE | - | 160 | UWHR+160 | - | - |
Tranche Comments
X-1: Redemption: 2026-10-20; Registration: 144F/Bbr V;
Z-1Z Ioqv: Redemption: 2026-10-20; Registration: 144X/Ycw N;
V-1Y Ksyz: Redemption: 2026-10-20; Registration: 144F/Ajb I;
M-2: Redemption: 2026-10-20; Registration: 144P/Enj W;
K: Redemption: 2026-10-20; Registration: 144O/Ctj E;
O: Redemption: 2026-10-20; Registration: 144W/Rlu N;
T: Redemption: 2026-10-20; Registration: 144D/Awm K;
Evd: Redemption: 2026-10-20; Registration: 144D/Fqv M;
Deal Comments
Stm Hzmm Pgbktwu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 6, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nst | VQG | 602.900 | - | HJ | ZP | OW | - | - | - | - | - | - | - | - | - | - | Retained |
| O | MWZ | 84.000 | - | PT | QQ | DR | - | - | 58.00% | - | Cyjbcyce | NBQF | - | 220 | HGEQ+220 | - | - |
| Q | FXE | 699.000 | - | TK | FFF | FX | - | - | 20.00% | - | Thvrhvmp | AQWD | - | 180 | PQDE+180 | - | - |
Tranche Comments
Q: Redemption: 2026-04-25; Registration: 144Y/Voo X;
O: Redemption: 2026-04-25; Registration: 144H/Tkl D;
Nst: Redemption: 2026-04-25; Registration: 144T/Fng Q;
Deal Comments
Qbq Yogg Orygbrc 2.00. Hvr rrog coy epygxrr qb AH$701.6c
Risk Retention
MR/RO - Penp RA - Pen
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 30, 2003