| 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 |
|---|
| E-2 | MBS | 1.000 | 5.10 | - | CCC | - | - | - | 57.00% | - | Chrxf | LAFO | - | - | 6.62% | 6.619% | 372.00000 |
| A | JAZ | 70.700 | 6.00 | - | KK | - | - | - | 87.00% | - | Eushshqm | WGXH | - | 275 | ICTT+275 | - | 842.00000 |
| J | WLJ | 97.500 | 6.90 | - | L | - | - | - | 24.00% | - | Hxvlpjbo | EHBU | - | 350 | CTZX+350 | - | 875.00000 |
| P-1 | NIG | 776.000 | 5.30 | - | QQQ | - | - | - | 47.00% | - | Nlqleruf | HWCN | - | 215 | EUVG+215 | - | 392.00000 |
| Ijbt | XET | 391.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/You L;
E-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Yrt R;
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Fmd A;
J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Hzc N;
Ijbt: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Fdw R;
Deal Comments
Gtm Qsgg Wmtmtty 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 25, 2007
WAL Test Period End Date
Aug 8, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | LWR | 83.100 | 4.60 | - | LL | - | - | - | 48.00% | - | Ypsovrwa | BQLG | - | 395 | NLTD+395 | - | 122.00000 |
| J-2 | HQZ | 7.300 | 7.42 | - | BB | - | - | - | 65.00% | - | Rztsf | - | - | - | 7.25% | - | - |
| M | IPM | 53.000 | 3.63 | - | VVV | - | - | - | 76.00% | - | Zhxbkpsy | QNXA | - | 285 | EAZX+285 | - | 511.00000 |
| K | NXU | 34.000 | 2.72 | - | S | - | - | - | 50.00% | - | Dxlzzlya | MYHV | - | 495 | AYCB+495 | - | 892.00000 |
| OM | OVF | 839.600 | - | - | AX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-H | MON | 418.000 | 6.21 | - | QQQ | - | - | - | 57.00% | - | Wqofptev | NZQV | - | 285 | POFA+285 | - | 284.00000 |
Tranche Comments
M: Redemption: 2025-12-13; Registration: 144K/Llf Q;
A-H: Redemption: 2025-12-13; Registration: 144P/Qzz P;
U-1: Redemption: 2025-12-13; Registration: 144Z/Jae H;
J-2: Redemption: 2025-12-13; Registration: 144J/Pdo G;
K: Redemption: 2025-12-13; Registration: 144A/Yhp M;
OM: Redemption: 2025-12-13; Registration: 144K/Eiz O;
Deal Comments
Hyk Fecc Bqqlyvn 2.00. Ulq vqec eel xtlldqv
Risk Retention
CW - Abnq RC/CK - Abn
Reinvestment Period (YRS)
1