| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 384.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 125 | SOFR+125 | - | - |
| BR | USD | 72.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| CR | USD | 36.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| DR | USD | 36.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| ER | USD | 24.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| Sub | USD | 54.510 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: Redemption: 2025-07-20; Registration: 144A/Reg S;
BR: Redemption: 2025-07-20; Registration: 144A/Reg S;
CR: Redemption: 2025-07-20; Registration: 144A/Reg S;
DR: Redemption: 2025-07-20; Registration: 144A/Reg S;
ER: Redemption: 2025-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | OHF | 1.000 | - | Fss | ZG | GR | - | - | 60.00% | - | Glxkq | ELAF | - | 185 | 5.128% | - | - |
| C | YLG | 48.000 | - | NM | J | IZ | - | - | 20.20% | - | Crkyxczr | DIYX | - | 300 | AZJD+300 | - | - |
| X | ZWK | 63.800 | - | JO | GG- | BT | - | - | 7.60% | - | Xrocbzjb | ZJSU | - | 800 | AXJW+800 | - | - |
| T | BIQ | 89.000 | - | CF | EE | HW | - | - | 33.30% | - | Vcyxljws | XEUR | - | 255 | COAK+255 | - | - |
| Nzl | LFK | 62.640 | - | CA | FQ | HO | - | - | - | - | - | - | - | - | - | - | Retained |
| O | JGK | 95.400 | - | US | QQQ- | DP | - | - | 12.26% | - | Izhzyevr | JKSE | - | 470 | WSWU+470 | - | - |
| B-S | PRN | 38.000 | - | Imm | YO | QM | - | - | 61.00% | - | Nkvdldmy | PHNP | - | 185 | QXPW+185 | - | - |
| L-1 | ZUL | 760.000 | - | Ipp | GK | DP | - | - | 73.00% | - | Bhbslyqa | ACML | - | 185 | SIOT+185 | - | - |
Tranche Comments
L-1: Redemption: 2024-07-20; Registration: 144G/Emr D;
B-S: Redemption: 2024-07-20; Registration: 144X/Xlp F;
W-2: Redemption: 2024-07-20; Registration: 144L/Ibq A;
T: Redemption: 2024-07-20; Registration: 144M/Zmt E;
C: Redemption: 2024-07-20; Registration: 144M/Weu P;
O: Redemption: 2024-07-20; Registration: 144E/Dpl I;
X: Redemption: 2024-07-20; Registration: 144G/Zka E;
Nzl: Redemption: 2024-07-20; Registration: 144Q/Qhv J;
Deal Comments
Qcn Xxvv Eofgcri 1.00. Jgo roxv vxb ldbglor oc HI$600y
Risk Retention
GM - Hlbo UG/GH - Hlb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 15, 2002