| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 280.000 | 4.60 | - | AAA | - | - | - | 30.00% | - | Floating | SOFR | 122 | 122 | SOFR+122 | - | - |
| A-2 | USD | 12.000 | 6.40 | - | AAA | - | - | - | 27.00% | - | Floating | SOFR | 142 | 142 | SOFR+142 | - | - |
| B | USD | 22.000 | 6.70 | - | AA+ | - | - | - | 19.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| B-2 | USD | 10.000 | 6.70 | - | AA+ | - | - | - | 19.00% | - | Fixed | Swaps | 170 | 170 | 5.52% | - | - |
| C | USD | 20.000 | 7.00 | - | A+ | - | - | - | 14.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| D-1 | USD | 16.000 | 7.50 | - | BBB+ | - | - | - | 10.00% | - | Floating | SOFR | 280 | 280 | SOFR+280 | - | - |
| D-2 | USD | 4.000 | 7.90 | - | BBB- | - | - | - | 9.00% | - | Floating | SOFR | 410 | 410 | SOFR+410 | - | - |
| E | USD | 12.000 | 8.00 | - | BB- | - | - | - | 6.00% | - | Floating | SOFR | 550 | 550 | SOFR+550 | - | - |
| Equity | USD | 33.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
B: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
C: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
E: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Uhbmfz | ULC | 76.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | VZJ | 69.600 | - | - | - | B+ | - | - | 21.00% | - | Ikofxqde | WUEB | - | 310 | LZVL+310 | - | - |
| V-1 | OMV | 4.000 | - | - | - | OOO | - | - | 35.00% | - | Zpeafrsn | DYEY | - | 164 | ABVF+164 | - | - |
| Z-1-K | CYZ | 534.000 | - | - | - | FFF | - | - | 50.00% | - | Trfmsvqd | NZPY | - | 164 | LELX+164 | - | - |
| H-1 | YKI | 33.000 | - | - | - | NN+ | - | - | 46.00% | - | Atoujrdt | SEZW | - | 250 | HQOM+250 | - | - |
| M | WSR | 99.000 | - | - | - | OO+ | - | - | 9.00% | - | Rxvjedvm | SECM | - | 815 | PLVD+772 | - | - |
| N-2 | CBY | 9.800 | - | - | - | DD+ | - | - | 20.00% | - | Euucn | - | - | 250 | 6.620% | - | - |
| Y | YKR | 52.000 | - | - | - | ZZZ+ | - | - | 89.00% | - | Owxmywmc | NVED | - | 500 | CKDH+500 | - | - |
| F-2 | WGJ | 23.000 | - | - | - | HHH | - | - | 79.00% | - | Ckpuuomd | WODX | - | 200 | KZFL+200 | - | - |
Tranche Comments
Z-1-K: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144E/Bek X;
V-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144T/Hqx S;
F-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144W/Kub O;
H-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144W/Ybq R;
N-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144A/Bvl Y;
E: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144A/Usk E;
Y: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144N/Nxt D;
M: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144G/Zpf G;
Uhbmfz: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144F/Alc C;
Deal Comments
Oyq Iroo Wnjlyfd 1.00. Zkn fnro brv rivlqnf py CJ$450v
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 11, 2007