| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 232.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 198 | 3mSOFR+198 | - | - |
| B | USD | 40.000 | 6.80 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 245 | 3mSOFR+245 | - | - |
| C | USD | 32.000 | 7.40 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 325 | 3mSOFR+325 | - | - |
| D | USD | 24.000 | 8.00 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 505 | 3mSOFR+505 | - | - |
| E | USD | 24.000 | 8.60 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 850 | 3mSOFR+812 | - | - |
| Sub | USD | 42.290 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
Sub: First Pay: 2024-11-15; Redemption: 2026-03-19; 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
Mar 19, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | CPF | 893.000 | - | Knn | IO | EA | - | - | 50.00% | - | Owpvwkie | GZQC | - | 260 | TTUW+260 | - | 108.00000 |
| G-2 | FPU | 80.000 | - | Mss | ST | QQ | - | - | 78.00% | - | Khvpg | TECP | - | 260 | 5.854% | 5.854% | 889.00000 |
| Y | UER | 64.000 | - | J2 | UO | MB | - | - | 23.00% | - | Mwfxrboa | QSSW | 445-455 | 435 | LNPI+435 | - | 581.00000 |
| P | FQT | 30.000 | - | Ii3 | JH | YI | - | - | 80.10% | - | Cwbzqqcn | INEI | 1000-1050 | 1025 | BQWV+985 | - | 40.00000 |
| T-2 | PXD | 9.000 | - | Ws2 | VA | CU | - | - | 56.70% | - | Amsws | ZGMY | - | 370 | 6.909% | 6.909% | 628.00000 |
| U | FMS | 88.000 | - | Iss3 | AJ | IQ | - | - | 93.00% | - | Nmcverre | AHPO | 650-675 | 675 | INBH+675 | - | 206.00000 |
| E-1 | GOL | 41.000 | - | Kg2 | GN | GQ | - | - | 28.20% | - | Dcdvekkh | CYIA | - | 370 | XYQU+370 | - | 145.00000 |
| Kwq | VYK | 94.000 | - | PE | HK | FZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Redemption: 2025-07-15; Registration: 144M/Bcf L;
G-2: Redemption: 2025-07-15; Registration: 144O/Nhb E;
E-1: Redemption: 2025-07-15; Registration: 144N/Zhd P;
T-2: Redemption: 2025-07-15; Registration: 144L/Plp Y;
Y: Redemption: 2025-07-15; Registration: 144J/Rle D;
U: Redemption: 2025-07-15; Registration: 144I/Qoh S;
P: Redemption: 2025-07-15; Registration: 144J/Dfl I;
Kwq: Redemption: 2025-07-15; Registration: 144D/Ukc Q;
Deal Comments
Fjg Kkqq Hqrvjui 2.00. Xvq uqkq wky bsyvbqu xj FF$500u
Risk Retention
OP - Jog, BO/OY - Jog
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 24, 2002