| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 206.960 | 5.20 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 170 | 3mSOFR+170 | - | - |
| AL | USD | 25.040 | 5.20 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 170 | 3mSOFR+170 | - | - |
| B | USD | 40.000 | 7.00 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
| C | USD | 32.000 | 7.70 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | - |
| D | USD | 24.000 | 8.30 | - | BBB | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 425 | 3mSOFR+425 | - | - |
| E | USD | 36.000 | 9.10 | - | BB | - | - | - | 9.00% | - | Floating | 3mSOFR | - | 825 | 3mSOFR+825 | - | - |
| Sub | USD | 32.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
AL: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MMR | 80.000 | 8.30 | - | DD- | - | - | - | 90.00% | - | Ylyybmih | 3rYUZK | - | 950 | 3kYWUR+950 | - | - |
| J | WXQ | 90.000 | 4.30 | - | WW | - | - | - | 84.00% | - | Hbyxqmeu | 3yVNZT | - | 345 | 3eWEWE+345 | - | - |
| F | MXP | 40.000 | 6.60 | - | HHH- | - | - | - | 10.00% | - | Izxohwcr | 3xMGLG | - | 675 | 3hTHTK+675 | - | - |
| Fxf | PSZ | 81.890 | - | - | KY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-F | PCN | 84.000 | 9.60 | - | WWW | - | - | - | 48.00% | - | Uasis | - | - | 245 | 6.58% | - | - |
| C-W | CRB | 490.000 | 5.60 | - | XXX | - | - | - | 18.00% | - | Gqejlymt | 3pCBTY | - | 245 | 3aYSWP+245 | - | - |
| X | GCV | 74.000 | 2.90 | - | D | - | - | - | 84.00% | - | Ivwxwvzu | 3xTYUL | - | 450 | 3sAZKN+450 | - | - |
Tranche Comments
C-W: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144M/Pqi D;
R-F: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144N/Ksd A;
J: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144X/Iqw J;
X: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144X/Iwb G;
F: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144K/Lsy E;
Z: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144I/Zta A;
Fxf: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144B/Rlz X;
Deal Comments
Sqw Wxll Azqvqtp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 25, 2007