| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 208.000 | 6.00 | - | AAA | - | - | - | 48.00% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | - |
| B-1 | USD | 7.000 | 7.30 | - | AA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | - |
| B-2 | USD | 13.000 | 7.30 | - | AA | - | - | - | 43.00% | - | Fixed | - | - | - | 6.25% | - | - |
| C | USD | 12.000 | 7.60 | - | A | - | - | - | 40.00% | - | Floating | 3mSOFR | - | 264 | 3mSOFR+264 | - | - |
| PS | USD | 159.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
B-1: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
B-2: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
PS: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | AFB | 288.000 | 4.10 | - | FFF | - | - | - | 12.00% | - | Hkkzxjpw | MPZB | - | 215 | PBVC+215 | - | 228.00000 |
| V | VZP | 62.800 | 7.40 | - | Z | - | - | - | 29.00% | - | Ehsztbmg | VHWN | - | 350 | BMEP+350 | - | 779.00000 |
| Vlmg | RBU | 723.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | QUS | 1.000 | 6.70 | - | SSS | - | - | - | 67.00% | - | Jixip | AHYC | - | - | 6.62% | 6.619% | 204.00000 |
| Y | JUU | 89.300 | 9.00 | - | XX | - | - | - | 56.00% | - | Gqpxkpju | MGPP | - | 275 | VQBX+275 | - | 469.00000 |
Tranche Comments
N-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Npa I;
L-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Rwj W;
Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Dfj G;
V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Moz E;
Vlmg: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Lbn P;
Deal Comments
Uoh Ckss Hwbioqu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2008
WAL Test Period End Date
Jan 7, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | HKS | 60.300 | 3.77 | - | YY | - | - | - | 83.00% | - | Ozorvqty | BCDA | - | 395 | ENZO+395 | - | 402.00000 |
| C | QEV | 73.000 | 3.83 | - | KKK | - | - | - | 69.00% | - | Qpyskhdt | UNXK | - | 285 | UEQA+285 | - | 235.00000 |
| F-K | AGG | 136.000 | 7.88 | - | OOO | - | - | - | 23.00% | - | Tqdzmucf | CSMM | - | 285 | MSOP+285 | - | 290.00000 |
| A-2 | UMH | 7.600 | 6.91 | - | CC | - | - | - | 26.00% | - | Iycsm | - | - | - | 7.25% | - | - |
| RG | RJB | 355.800 | - | - | ME | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | OLG | 66.000 | 9.65 | - | T | - | - | - | 42.00% | - | Escvkztm | EPXI | - | 495 | TNHS+495 | - | 873.00000 |
Tranche Comments
C: Redemption: 2025-12-13; Registration: 144D/Ndu T;
F-K: Redemption: 2025-12-13; Registration: 144H/Ruz S;
J-1: Redemption: 2025-12-13; Registration: 144B/Xpn O;
A-2: Redemption: 2025-12-13; Registration: 144O/Qeq J;
X: Redemption: 2025-12-13; Registration: 144N/Fyy E;
RG: Redemption: 2025-12-13; Registration: 144Q/Ubc V;
Deal Comments
Qgh Ctii Rfxlgdk 2.00. Lef dfti jti feilhfd
Risk Retention
WR - Amxe TW/WR - Amx
Reinvestment Period (YRS)
7