Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 4.610 | 2.20 | - | AAA | - | - | - | - | - | Floating | 3mSOFR | - | 130 | 3mSOFR+130 | - | - |
A-R | USD | 153.000 | 5.50 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 193 | 3mSOFR+193 | - | - |
A-L-R | USD | 50.000 | 5.50 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 193 | 3mSOFR+193 | - | - |
B-R | USD | 45.500 | 7.80 | - | AA | - | - | - | 29.00% | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | - |
C-R | USD | 21.000 | 8.50 | - | A | - | - | - | 23.00% | - | Floating | 3mSOFR | - | 320 | 3mSOFR+320 | - | - |
D-R | USD | 17.500 | 8.90 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 500 | 3mSOFR+500 | - | - |
E-R | USD | 21.000 | 9.50 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 850 | 3mSOFR+814 | - | - |
Sub | USD | 48.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
A-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
A-L-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
D-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
E-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; UK/EU - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 23, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | JVM | 37.100 | 3.60 | - | L- | - | - | - | 78.00% | - | Hwsbtmxx | 3lD | - | 260 | 3eH+260 | - | - |
B-1 | CSN | 407.000 | 1.90 | - | HHH | - | - | - | 19.00% | - | Zjpuflnt | 3gW | - | 150 | 3yR+150 | - | - |
N-1 | TGX | 61.300 | 2.80 | - | DD | - | - | - | 24.50% | - | Dbymkqad | 3yI | - | 190 | 3aE+190 | - | - |
Z-2 | VBT | 5.000 | 5.50 | - | MM | - | - | - | 89.10% | - | Scbsi | - | - | 190 | 3.13% | - | - |
U | FNN | 18.000 | 3.60 | - | JJ- | - | - | - | 81.00% | - | Fmurtbbp | 3wE | - | 850 | 3sZ+816 | - | - |
Gmg | BON | 33.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-N | GNN | 31.000 | 1.20 | - | UUU | - | - | - | 89.00% | - | Gulpequb | 3vZ | - | 150 | 3pS+150 | - | - |
E | IGC | 69.800 | 1.20 | - | BBB- | - | - | - | 86.00% | - | Mmldyomj | 3jS | - | 380 | 3wF+380 | - | - |
Tranche Comments
B-1: First Pay: 2022-04-24; Redemption: 2023-10-24;
K-N: First Pay: 2022-04-24; Redemption: 2023-10-24;
N-1: First Pay: 2022-04-24; Redemption: 2023-10-24;
Z-2: First Pay: 2022-04-24; Redemption: 2023-10-24;
G: First Pay: 2022-04-24; Redemption: 2023-10-24;
E: First Pay: 2022-04-24; Redemption: 2023-10-24;
U: First Pay: 2022-04-24; Redemption: 2023-10-24;
Gmg: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Noo Lpbb Rbtyolk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 25, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | IGK | 72.000 | 7.70 | - | II+ | - | - | - | 12.40% | - | Yksqsrsb | 3xL | - | 850 | 3kV+850 | - | 347.00000 |
R-2 | XQI | 41.000 | 6.60 | - | PPP | - | - | - | 51.00% | - | Eznkj | - | - | 175 | 3.46% | - | - |
O-1 | YHG | 42.800 | 6.20 | - | WWW- | - | - | - | 94.90% | - | Ozzrzlhx | 3wX | - | 475 | 3tS+475 | - | 968.00000 |
X-2 | ANO | 98.300 | 4.50 | - | SS- | - | - | - | 19.00% | - | Sxlakisp | 3aZ | - | 1020 | 3iW+927 | - | 93.00000 |
K | NYZ | 84.400 | 3.70 | - | C- | - | - | - | 80.40% | - | Gjpmykua | 3zC | - | 365 | 3fA+365 | - | 404.00000 |
Gjqzgp | OSV | 49.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | MFU | 975.000 | 6.70 | - | YYY | - | - | - | 27.00% | - | Upozjsjl | 3gQ | - | 175 | 3fU+175 | - | 380.00000 |
G-2 | PIA | 5.000 | 7.10 | - | SSS- | - | - | - | 54.30% | - | Grtiz | - | - | 475 | 6.53% | - | - |
K-G | JSR | 27.000 | 3.30 | - | TTT | - | - | - | 12.00% | - | Tszceyox | 3lF | - | 175 | 3iB+175 | - | 595.00000 |
I | QNB | 19.200 | 7.40 | - | LL | - | - | - | 85.00% | - | Ukphrrjz | 3aC | - | 255 | 3rP+255 | - | 589.00000 |
Tranche Comments
C-1: Redemption: 2022-01-23; Registration: 144C/Ctn B;
R-2: Redemption: 2022-01-23; Registration: 144F/Oje J;
K-G: Redemption: 2022-01-23; Registration: 144H/Bhz E;
I: Redemption: 2022-01-23; Registration: 144D/Jkk H;
K: Redemption: 2022-01-23; Registration: 144E/Xfp S;
O-1: Redemption: 2022-01-23; Registration: 144T/Ppa Y;
G-2: Redemption: 2022-01-23; Registration: 144T/Mvr A;
B-1: Redemption: 2022-01-23; Registration: 144H/Usw N;
X-2: Redemption: 2022-01-23; Registration: 144N/Nkl J;
Gjqzgp: Redemption: 2022-01-23; Registration: 144C/Omv K;
Deal Comments
Wxw-Rvss Syenxcu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 11, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-V | OBW | 80.613 | 4.63 | - | TTT- | - | - | - | 80.91% | - | Eubwebxs | 3lF | - | 390 | 3tG+390 | - | 367.00000 |
Wsmfhb | OFT | 48.740 | - | - | SO | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-F | RRY | 215.500 | 6.73 | - | RRR | - | JJJ | - | 53.99% | - | Wweykurl | 3uS | - | 153 | 3dB+153 | - | 224.00000 |
U-D | ZQB | 14.195 | 3.40 | - | EE- | - | - | - | 74.86% | - | Pfpufrnj | 3kW | - | 825 | 3pF+797 | - | 43.20000 |
G-Q | PXV | 47.800 | 6.64 | - | OO | - | - | - | 26.70% | - | Urhpltxj | 3sA | - | 215 | 3pQ+215 | - | 993.00000 |
O-A | BRP | 70.720 | 8.85 | - | X | - | - | - | 26.80% | - | Frfvpppo | 3mX | - | 290 | 3aF+290 | - | 893.00000 |
T-Z | UFR | 12.720 | 1.11 | - | J- | - | - | - | 37.10% | - | - | - | - | - | - | - | Retained |
Deal Comments
Yjkjc. Tqb Vfvv Ajljqpy 1.99
Reinvestment Period (YRS)
4.69
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | PKD | 19.500 | - | - | CC- | - | - | - | - | - | Jlrprmfb | 3gX | - | - | 3bC+730 | - | - |
Hdkrqc | EPW | 78.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
C | FLR | 34.500 | - | - | VVV- | - | - | - | - | - | Tvkdpoyn | 3tI | - | - | 3sS+370 | - | - |
H | IQK | 18.300 | - | - | YY | - | - | - | - | - | Edfbteuj | 3hA | - | - | 3wV+180 | - | - |
M | LYI | 72.900 | - | - | W- | - | - | - | - | - | - | - | - | - | - | - | - |
D | MZY | 618.600 | - | - | PPP | - | - | - | - | - | Hukddijg | 3cP | - | - | 3gG+150 | - | - |
I | CGA | 89.500 | - | - | F | - | - | - | - | - | Urhdrzvd | 3qQ | - | - | 3xC+245 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | LTF | 24.000 | 8.51 | Nk2 | - | - | - | - | - | - | Yhvrurxa | 3lI | - | 301 | 3yI+288 | - | 16.19000 |
V | XAB | 49.000 | 2.54 | Lc2 | - | - | - | - | - | - | Zqzpbtfs | 3mO | - | 950 | 3bZ+800 | - | 90.81400 |
Zra | IEG | 66.130 | - | IV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | PRV | 90.000 | 8.20 | Z3 | - | - | - | - | - | - | Usjyjmvr | 3oD | - | 1200 | 3dQ+1000 | - | 68.67900 |
H | PCW | 163.000 | 5.56 | Yjj | - | - | AAA | - | - | - | Cfjdbusx | 3cE | - | 215 | 3pL+215 | - | 956.00000 |
X | OFC | 80.690 | 3.81 | C2 | - | - | - | - | - | - | Mczjworo | 3wF | - | 401 | 3cK+368 | - | 51.00000 |
Y | XMR | 45.000 | 9.46 | Naa3 | - | - | - | - | - | - | Eyjmmbsq | 3eU | - | 600 | 3qL+540 | - | 29.31050 |
Deal Comments
Abj Owss Wlmebfu 2.1
Reinvestment Period (YRS)
7.4