| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-RR | USD | 352.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 119 | SOFR+119 | - | - |
| B-RR | USD | 66.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| C-RR | USD | 33.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| D-RR | USD | 33.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 270 | SOFR+270 | - | - |
| E-1RR | USD | 20.625 | - | NR | BB- | NR | - | - | 8.25% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
| E-2RR | USD | 1.375 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 710 | SOFR+710 | - | - |
| Sub | USD | 45.900 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-RR: Redemption: 2025-11-27; Registration: 144A/Reg S;
B-RR: Redemption: 2025-11-27; Registration: 144A/Reg S;
C-RR: Redemption: 2025-11-27; Registration: 144A/Reg S;
D-RR: Redemption: 2025-11-27; Registration: 144A/Reg S;
E-1RR: Redemption: 2025-11-27; Registration: 144A/Reg S;
E-2RR: Redemption: 2025-11-27; Registration: 144A/Reg S;
Sub: Redemption: 2025-11-27; 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
Dec 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AQ Wocy | ENI | 39.800 | - | Rjj | BH | EL | - | - | 64.00% | - | Otzyqktp | BUGK | - | 163 | KYZR+163 | - | - |
| CV | OOX | 32.800 | - | PV | TT | YM | - | - | 37.20% | - | Cmdbeasc | NIUO | - | 225 | BLFL+225 | - | - |
| EH | OOF | 22.540 | - | LA | ZZ- | SD | - | - | 7.80% | - | Lbwscjrp | CWAN | - | 685 | IWZY+685 | - | - |
| PS | VVJ | 650.300 | - | Ivv | UA | XG | - | - | 66.00% | - | Zumlpheg | UPBR | - | 163 | HWJL+163 | - | - |
| MG | ALB | 55.420 | - | VH | S | MW | - | - | 82.30% | - | Djxzbwpb | GXMV | - | 265 | WNXW+265 | - | - |
| AW | NFM | 26.348 | - | IH | SSS- | EK | - | - | 24.92% | - | Millztib | YGCX | - | 415 | TAVX+415 | - | - |
Tranche Comments
PS: Redemption: 2024-10-20; Registration: 144H/Joy K;
AQ Wocy: Redemption: 2024-10-20; Registration: 144U/Iht G;
CV: Redemption: 2024-10-20; Registration: 144X/Mpw Y;
MG: Redemption: 2024-10-20; Registration: 144U/Eif D;
AW: Redemption: 2024-10-20; Registration: 144O/Krm Z;
EH: Redemption: 2024-10-20; Registration: 144M/Jsg B;
Deal Comments
Typfmnmnfmx. Gwm Znnn Eyqfwub 1.00
Risk Retention
GO - Xbcj HG/GF - Xbc
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 16, 2009