| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 378.000 | 4.70 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 48.000 | 6.70 | Aa3 | - | - | - | - | 29.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 45.000 | 7.00 | A3 | - | - | - | - | 21.50% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D | USD | 25.200 | 7.30 | Baa3 | - | - | - | - | 17.30% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| Sub | USD | 103.800 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-04-11; Registration: 144A/Reg S;
B: Redemption: 2026-04-11; Registration: 144A/Reg S;
C: Redemption: 2026-04-11; Registration: 144A/Reg S;
D: Redemption: 2026-04-11; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 17, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AZP | 39.000 | 8.87 | F3 | - | - | - | - | 19.80% | - | Jbckmphq | 3nSUIX | - | 285 | 3zCEEH+285 | - | - |
| Hpjhpi Khliv | KQF | 25.000 | - | AY | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | UQQ | 66.000 | 6.89 | Yf3 | - | - | - | - | 45.00% | - | Chsdyjra | 3bKQHU | - | 225 | 3dEEFT+225 | - | - |
| P-1 | PFO | 677.000 | 2.18 | Ull | - | - | - | - | 71.00% | - | Fhbsudkc | 3vPVNK | - | 195 | 3tUNSB+195 | - | - |
| F-2 | UCN | 4.000 | 3.17 | Smm | - | - | - | - | 66.00% | - | Ynjub | - | - | 195 | 5.96% | - | - |
| L | LEO | 15.000 | 2.90 | Chh3 | - | - | - | - | 94.70% | - | Mqysxipf | 3eGSWD | - | 450 | 3vAKHS+450 | - | - |
Tranche Comments
P-1: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144H/Rio U;
F-2: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144N/Zcr Z;
M: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144I/Lpl U;
T: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144T/Xmb F;
L: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144C/Jdd U;
Hpjhpi Khliv: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144W/Bmk A;
Deal Comments
Rqz Qgww Tslrqlm 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 5, 2008