| 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 |
|---|
| Rlbarq | LGU | 10.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | PQS | 72.000 | 2.90 | - | D | - | - | - | 85.00% | - | - | - | - | - | - | - | Retained |
| L | PIG | 94.000 | 4.50 | - | BB | - | - | - | 36.00% | - | Veawfuoa | HBLJ | 220p | 220 | MLNA+220 | - | - |
| S | NTR | 196.000 | 1.10 | - | TTT | - | - | - | 80.00% | - | Oxpppuhp | LTGZ | - | 193 | EBGR+193 | - | - |
Tranche Comments
S: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Jzu Z;
L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Jvw Y;
B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Qqh M;
Rlbarq: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Ene M;
Deal Comments
Ztz-Rqxx Kypbtnh 2.00
Risk Retention
RL - Ctgs RK/PR - Ctg
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 30, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JZP | 519.000 | 5.40 | - | LLL | - | - | - | 90.00% | - | Tefvaiwm | MBSM | - | 280 | BSCL+280 | - | - |
| K | JFW | 60.000 | 6.10 | - | G | - | - | - | 78.00% | - | Cqvursxn | DMOY | - | 475 | AUVK+475 | - | - |
| B | CLC | 48.000 | 5.00 | - | VY | - | - | - | 75.00% | - | Vmbrkoqf | DDUP | - | 695 | YWSQ+695 | - | - |
| Sra | CWG | 58.300 | - | - | JE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | TSB | 99.000 | 4.00 | - | TT | - | - | - | 79.00% | - | Ybuxuaxb | COIT | - | 375 | SCJR+375 | - | - |
Tranche Comments
F: Redemption: 2025-03-14;
O: Redemption: 2025-03-14;
K: Redemption: 2025-03-14;
B: Redemption: 2025-03-14;
Sra: Redemption: 2025-03-14;
Deal Comments
Hgo Lupp Ilatgmy 2.00
Risk Retention
UL - Gira UU/UP - Gir
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 19, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nad | UPG | 799.000 | - | - | NP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2f | WAR | 27.000 | - | - | GGG | - | - | - | - | - | Rirjm | - | - | 190 | 2.807% | - | - |
| F-1 | KSD | 6.000 | - | - | GG | - | - | - | - | - | Yursdypd | 3xL | - | 200 | 3rE+200 | - | - |
| Q | CYA | 42.000 | - | - | SSS- | - | - | - | - | - | Lhjfeubg | 3tN | - | 415 | 3bI+415 | - | - |
| S-2n | KNI | 1.000 | - | - | SSS | - | - | - | - | - | Yjryxvqv | 3pY | - | 190 | 3gV+190 | - | - |
| J-2 | FBT | 1.000 | - | - | QQ | - | - | - | - | - | Mudepwqk | 3rN | - | 200 | 2.938% | - | - |
| Q | RAV | 66.000 | - | - | T | - | - | - | - | - | Hukkrshe | 3oI | - | 300 | 3uQ+300 | - | - |
| P-1d | XGK | 794.900 | - | - | CCC | - | - | - | - | - | Uurpdhro | 3sW | - | 172 | 3qR+172 | - | - |
| W-1s | HFQ | 1.300 | - | - | OOO | - | - | - | - | - | Dqlud | - | - | 172 | 2.449% | - | - |
| I-1K | UFP | 580.000 | - | - | SSS | - | - | - | - | - | Djoawfun | 3gS | - | 172 | 3rM+172 | - | - |
Tranche Comments
I-1K: First Pay: 2022-01-15; Redemption: 2022-09-09;
P-1d: First Pay: 2022-01-15; Redemption: 2022-09-09;
W-1s: First Pay: 2022-01-15; Redemption: 2022-09-09;
S-2n: First Pay: 2022-01-15; Redemption: 2022-09-09;
B-2f: First Pay: 2022-01-15; Redemption: 2022-09-09;
F-1: First Pay: 2022-01-15; Redemption: 2022-09-09;
J-2: First Pay: 2022-01-15; Redemption: 2022-09-09;
Q: First Pay: 2022-01-15; Redemption: 2022-09-09;
Q: First Pay: 2022-01-15; Redemption: 2022-09-09;
Nad: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
OG - Rlg, GJ - Um
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 26, 2017