| 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 | IAG | 65.000 | 2.50 | - | PP | - | - | - | 44.00% | - | Jvrqsuqk | SQHC | 220m | 220 | JEDJ+220 | - | - |
| Ysxseu | AER | 65.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | PRV | 39.000 | 6.70 | - | V | - | - | - | 30.00% | - | - | - | - | - | - | - | Retained |
| V | UKP | 678.000 | 4.80 | - | XXX | - | - | - | 71.00% | - | Vmvyauvd | HUXY | - | 193 | DYST+193 | - | - |
Tranche Comments
V: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Amm K;
F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Zjg A;
F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Qbi Q;
Ysxseu: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Bkf V;
Deal Comments
Jtc-Vzzz Kozhtmf 2.00
Risk Retention
UB - Saeg UT/LU - Sae
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 11, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JOF | 98.000 | 9.00 | - | XX | - | - | - | 70.00% | - | Qvvwlmtz | HCSV | - | 375 | XEPQ+375 | - | - |
| U | ZML | 36.000 | 1.00 | - | XG | - | - | - | 51.00% | - | Vldxyyym | DULV | - | 695 | NGZQ+695 | - | - |
| Swv | ZTN | 46.900 | - | - | MD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | XBS | 216.000 | 8.80 | - | XXX | - | - | - | 43.00% | - | Juyqhdpj | TKJG | - | 280 | DKEZ+280 | - | - |
| A | YWC | 86.000 | 1.90 | - | V | - | - | - | 55.00% | - | Jlnqcexn | AIZQ | - | 475 | VBFV+475 | - | - |
Tranche Comments
H: Redemption: 2025-03-14;
S: Redemption: 2025-03-14;
A: Redemption: 2025-03-14;
U: Redemption: 2025-03-14;
Swv: Redemption: 2025-03-14;
Deal Comments
Dkt Ipzz Kzwwkmq 2.00
Risk Retention
GF - Znjp SG/GB - Znj
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 12, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1K | CGU | 359.000 | - | - | MMM | - | - | - | - | - | Yuxbrfjz | 3eM | - | 172 | 3dE+172 | - | - |
| R-1c | AGN | 5.300 | - | - | VVV | - | - | - | - | - | Emczk | - | - | 172 | 2.449% | - | - |
| Z | FEZ | 23.000 | - | - | III- | - | - | - | - | - | Lywucaaz | 3cJ | - | 415 | 3iR+415 | - | - |
| Lqg | GVV | 893.000 | - | - | MM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2b | IKW | 3.000 | - | - | RRR | - | - | - | - | - | Dyeukamo | 3qI | - | 190 | 3jX+190 | - | - |
| E-1 | YYW | 3.000 | - | - | LL | - | - | - | - | - | Zqjoaeqr | 3fQ | - | 200 | 3fP+200 | - | - |
| H-2o | QHJ | 27.000 | - | - | BBB | - | - | - | - | - | Sbvnq | - | - | 190 | 2.807% | - | - |
| R-2 | MXP | 1.000 | - | - | SS | - | - | - | - | - | Hquxmtez | 3hB | - | 200 | 2.938% | - | - |
| L | FZZ | 52.000 | - | - | E | - | - | - | - | - | Utxhaetu | 3yZ | - | 300 | 3xG+300 | - | - |
| K-1d | WJT | 781.200 | - | - | NNN | - | - | - | - | - | Vbkbqijl | 3gJ | - | 172 | 3bT+172 | - | - |
Tranche Comments
Y-1K: First Pay: 2022-01-15; Redemption: 2022-09-09;
K-1d: First Pay: 2022-01-15; Redemption: 2022-09-09;
R-1c: First Pay: 2022-01-15; Redemption: 2022-09-09;
B-2b: First Pay: 2022-01-15; Redemption: 2022-09-09;
H-2o: First Pay: 2022-01-15; Redemption: 2022-09-09;
E-1: First Pay: 2022-01-15; Redemption: 2022-09-09;
R-2: First Pay: 2022-01-15; Redemption: 2022-09-09;
L: First Pay: 2022-01-15; Redemption: 2022-09-09;
Z: First Pay: 2022-01-15; Redemption: 2022-09-09;
Lqg: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
ZX - Jbh, XP - Oj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 17, 1998