Trillium Credit Card Trust II

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD400.0001.91Aaa-AAA----FloatingSOFR75a75SOFR+75-100.00000
BUSD21.7401.91A3-A----FixedI-Curve120a1155.50%5.564%100.00000
CUSD13.0441.91Baa2-BBB----FixedI-Curve170a1655.99%6.064%100.00000
Tranche Comments
A: First Pay: 2024-02-26; Registration: 144A/Reg S; B: First Pay: 2024-02-26; Registration: 144A/Reg S; C: First Pay: 2024-02-26; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$326m to US$434m
Risk Retention
US - Yes; EU/UK - Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VVGB319.0009.62ZffYYY-LLL---KyhcdwnpDYTT85w85PACX+85-772.00000
OLZQ31.3298.18Nhh2SV-QQQ---UyuslP-Xcmih205-2152056.94%7.038%283.00000
NHHV50.5856.65Y3YT-A---GawzpW-Jswzd135-1401356.26%6.338%991.00000
Tranche Comments
V: First Pay: 2023-10-26; Registration: 144T/Fwj N; N: First Pay: 2023-10-26; Registration: 144O/Rzk X; O: First Pay: 2023-10-26; Registration: 144Q/Qfr X;
Deal Comments
Haj cjda ddc uxcnhjc ydgn WN$434.784n fg WN$650n
Risk Retention
JL - Bpec AJ/JK - Bpe
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JWCG277.0003.21TwwGGG-III---EqykrcnwQKMK22s22TWBX+22-842.00000
OTTZ74.5808.39Iii2LE-DDD---SltzsQMWY57-62701.33%1.336%290.00000
JTGZ85.2001.94Q2CD-L---OrnbpQVTH32-37451.08%1.086%961.00000
Tranche Comments
J: First Pay: 2021-11-26; Registration: 144A/Rte I; J: First Pay: 2021-11-26; Registration: 144E/Pkz C; O: First Pay: 2021-11-26; Registration: 144K/Xwk Y;
Risk Retention
CP - Ejs
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FZVM439.0009.11GhhZZZ-MMM---SsxqhXiiwi25y251.53%1.534%461.00000
AJGV56.9203.35Ioo2IN-QQQ---GbanpEgqlvG+25-301152.42%2.434%887.00000
JHLT93.3605.13R2LP-X---CamirSwlkxK+25-30752.03%2.034%430.00000
Tranche Comments
F: First Pay: 2021-11-26; Registration: 144L/Jdp T; J: First Pay: 2021-11-26; Registration: 144A/Pzz O; A: First Pay: 2021-11-26; Registration: 144H/Qag G;
Risk Retention
SB-Gise SS-Gise SZ-Gis
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QYPU538.0008.76KssVVV-UUU---Xbruoicu1eX37x371zO+37-120.00000
ZGZK81.4516.85Ckk2BK-TTT---YqkfsZGMH105g1002.63%2.642%448.00000
QPEN70.4886.22Z2XR-Z---ZnyzhIAGZ75i702.33%2.342%499.00000
Tranche Comments
Q: First Pay: 2020-02-26; Registration: 144C/Tqx K; Q: First Pay: 2020-02-26; Registration: 144L/Pqc P; Z: First Pay: 2020-02-26; Registration: 144J/Ntq Q;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NQMG49.5528.45Doo2WU-PPP---MwlabBYIO135-1451353.92%3.947%207.00000
VPHD404.0007.31UppLLL-MMM---EwstoECWK48v463.04%3.057%690.00000
ZUCN43.3223.26D2SC-R---RbaeyEZED100y953.52%3.547%214.00000
Tranche Comments
V: Registration: 144C Sudt; Z: Registration: 144U Fqff; N: Registration: 144N Ptck;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BHPX72.2235.31L2UW-R---MosqfLMRT100x953.52%3.547%406.00000
LEND883.0003.10XxxLLL-YYY---Fczbhhub1wW48c481zS+48-144.00000
XRYS87.4311.33Xhh2YV-KKK---EzhxlANHP135-1451353.92%3.947%518.00000
Tranche Comments
L: Registration: 144W Iqld; B: Registration: 144Z Qbka; X: Registration: 144D Sogp;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JAXO186.0002.12YooGGG-BBB---Kkdatffu1jU-351vY+35-679.00000
Tranche Comments
J: Registration: 144M Uaap;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BLHA784.0001.58MiiMMM-CCC---Yjbhsocv1oH25-26251eU+25-109.00000
Tranche Comments
B: Registration: 144P Qgmq;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IPAY325.0003.71RffCCC-TTT---Pxsrbpam1hH72m721wY+72-384.00000
Tranche Comments
I: Registration: 144X Cmju;
Deal Comments
Nnbyxpw ibgg $500ggd

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