| 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 |
|---|
| V | WKC | 28.000 | 1.30 | - | GG | - | - | - | 91.00% | - | Ukpbtuae | XOFG | 220a | 220 | TZFJ+220 | - | - |
| Qrakuq | WPR | 94.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | IUG | 53.000 | 2.10 | - | R | - | - | - | 46.00% | - | - | - | - | - | - | - | Retained |
| R | WBY | 204.000 | 8.20 | - | FFF | - | - | - | 50.00% | - | Jfyhopye | PHWS | - | 193 | PYDS+193 | - | - |
Tranche Comments
R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Esn J;
V: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Cem S;
R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Xzq O;
Qrakuq: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Idy W;
Deal Comments
Fpw-Nmuu Axktpwf 2.00
Risk Retention
CF - Oczm CR/NC - Ocz
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 18, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XJM | 358.000 | 2.50 | - | ZZZ | - | - | - | 31.00% | - | Dxpbbqqo | WKPP | - | 280 | GGCL+280 | - | - |
| O | GLK | 42.000 | 2.80 | - | O | - | - | - | 81.00% | - | Crcqimia | KHYD | - | 475 | BPCV+475 | - | - |
| Iyz | FTK | 51.500 | - | - | JK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | WAY | 98.000 | 2.00 | - | YY | - | - | - | 44.00% | - | Gclxwrho | PEIF | - | 375 | VWKY+375 | - | - |
| K | KBT | 67.000 | 2.00 | - | DA | - | - | - | 33.00% | - | Ihfjkteq | EWGN | - | 695 | LQST+695 | - | - |
Tranche Comments
D: Redemption: 2025-03-14;
E: Redemption: 2025-03-14;
O: Redemption: 2025-03-14;
K: Redemption: 2025-03-14;
Iyz: Redemption: 2025-03-14;
Deal Comments
Joe Efqq Byenoou 2.00
Risk Retention
VA - Oepk BV/VL - Oep
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 16, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WXI | 48.000 | - | - | TTT- | - | - | - | - | - | Xhxqodht | 3qL | - | 415 | 3pH+415 | - | - |
| Tkq | PVA | 224.000 | - | - | FV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1w | GBJ | 720.900 | - | - | III | - | - | - | - | - | Xehbtuob | 3dJ | - | 172 | 3gY+172 | - | - |
| R-2e | EPH | 15.000 | - | - | XXX | - | - | - | - | - | Xqlkn | - | - | 190 | 2.807% | - | - |
| M | ZMN | 23.000 | - | - | Q | - | - | - | - | - | Cfcbkyar | 3aQ | - | 300 | 3jZ+300 | - | - |
| X-2 | MFJ | 9.000 | - | - | II | - | - | - | - | - | Ncuxxoor | 3zP | - | 200 | 2.938% | - | - |
| S-1 | WJF | 4.000 | - | - | DD | - | - | - | - | - | Cjdasako | 3lA | - | 200 | 3xZ+200 | - | - |
| S-2h | GEK | 1.000 | - | - | AAA | - | - | - | - | - | Ayrxlpzv | 3iP | - | 190 | 3hR+190 | - | - |
| R-1N | IGK | 134.000 | - | - | AAA | - | - | - | - | - | Tmuxvpup | 3jD | - | 172 | 3kH+172 | - | - |
| I-1i | TAM | 7.200 | - | - | NNN | - | - | - | - | - | Wjmvk | - | - | 172 | 2.449% | - | - |
Tranche Comments
R-1N: First Pay: 2022-01-15; Redemption: 2022-09-09;
B-1w: First Pay: 2022-01-15; Redemption: 2022-09-09;
I-1i: First Pay: 2022-01-15; Redemption: 2022-09-09;
S-2h: First Pay: 2022-01-15; Redemption: 2022-09-09;
R-2e: First Pay: 2022-01-15; Redemption: 2022-09-09;
S-1: First Pay: 2022-01-15; Redemption: 2022-09-09;
X-2: First Pay: 2022-01-15; Redemption: 2022-09-09;
M: First Pay: 2022-01-15; Redemption: 2022-09-09;
H: First Pay: 2022-01-15; Redemption: 2022-09-09;
Tkq: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
DZ - Hfv, ZH - Bv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 2, 1993