| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 158.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 167 | 3mSOFR+167 | - | - |
| A-1L | USD | 74.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 167 | 3mSOFR+167 | - | - |
| A-2 | USD | 16.000 | 6.70 | - | AAA | - | - | - | 38.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | - |
| B | USD | 24.000 | 7.00 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
| C | USD | 32.000 | 7.60 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | - |
| D | USD | 24.000 | 8.20 | - | BBB- | - | - | - | 18.00% | - | - | - | - | - | - | - | Retained |
| E | USD | 24.000 | 8.70 | - | BB- | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 45.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-1L: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-07-15; 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
Jul 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Let | RPR | 29.864 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | RNJ | 37.000 | 1.60 | - | S | - | - | - | 19.00% | - | Yvdevpnm | 3xHLWM | - | 305 | 3zSXVK+305 | - | - |
| M-1 | FYZ | 659.000 | 2.80 | - | UUU | - | - | - | 18.00% | - | Nqbsrcna | 3yAVQS | - | 185 | 3vBATK+185 | - | - |
| N | YNA | 52.000 | 7.80 | - | JJ | - | - | - | 34.00% | - | Ebcdtsou | 3aUSWX | - | 230 | 3lYPKI+230 | - | - |
| M | RLM | 35.000 | 5.60 | - | CCC- | - | - | - | 43.00% | - | - | - | - | - | - | - | Retained |
| Y | NNP | 65.000 | 5.60 | - | ZZ- | - | - | - | 47.00% | - | - | - | - | - | - | - | Retained |
| D-1M | TXI | 646.000 | 5.10 | - | WWW | - | - | - | 58.00% | - | Mcyqoadb | 3nPPMQ | - | 185 | 3kEOTX+185 | - | - |
| Z-2 | CMB | 96.000 | 7.40 | - | PPP | - | - | - | 58.00% | - | Pmczpuyy | 3cAOZQ | - | 205 | 3mMNOO+205 | - | - |
Tranche Comments
M-1: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Dic U;
D-1M: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144G/Pid I;
Z-2: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144M/Psf N;
N: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144D/Jps J;
G: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144O/Fxg K;
M: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144T/Uhb F;
Y: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144G/Ubq D;
Let: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144P/Lsr L;
Deal Comments
Dxz Atll Encyxog 2.00
Risk Retention
RB - Gbbq TR/RW - Gbb
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 15, 2010