| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GAS | 8.100 | 3.10 | - | CCC | KKK | MMM | - | - | Xkkaazsj | 3sKo | - | 70 | 3iFh+70 | - | 675.00000 |
| Ihh | KXN | 25.468 | - | - | EU | - | QC | - | - | - | - | - | - | - | - | - |
| T | LOB | 7.420 | 4.60 | - | X+ | P- | LQ | - | - | Vkxstsmm | 3qNu | - | 925 | 3fMy+810 | - | 75.13000 |
| P-1 | AJA | 613.870 | 3.10 | - | GGG | ZZZ | RRR | - | - | Gvrmwruy | 3lLx | - | 145 | 3tCn+145 | - | 111.00000 |
| S-2A | AEX | 59.940 | 2.00 | - | XX | CC | QQ | - | - | Apksl | - | - | - | 2.50% | - | 605.00000 |
| N | ILE | 19.830 | 3.40 | - | MMM | EEE- | KKK | - | - | Hqratypu | 3lBn | - | 400 | 3dDb+400 | - | 845.00000 |
| A | TQP | 96.240 | 4.30 | - | O | L | F | - | - | Wuwhrlfd | 3sTi | - | 300 | 3tLs+300 | - | 269.00000 |
| Z | LVC | 58.840 | 2.40 | - | CC | GG | LD | - | - | Ekfxyjah | 3cOl | - | 675 | 3pOm+605 | - | 58.00000 |
| L-2L | GXL | 96.300 | 9.00 | - | HH | II | II | - | - | Wwtfoelt | 3aIa | - | 200 | 3hNp+200 | - | 208.00000 |
Tranche Comments
X: First Pay: 2021-04-15; Redemption: 2021-10-15;
P-1: First Pay: 2021-04-15; Redemption: 2021-10-15;
L-2L: First Pay: 2021-04-15; Redemption: 2021-10-15;
S-2A: First Pay: 2021-04-15; Redemption: 2021-10-15;
A: First Pay: 2021-04-15; Redemption: 2021-10-15;
N: First Pay: 2021-04-15; Redemption: 2021-10-15;
Z: First Pay: 2021-04-15; Redemption: 2021-10-15;
T: First Pay: 2021-04-15; Redemption: 2021-10-15;
Ihh: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Huh-Bloo Pcraulj 1.00. Fuqlo lclo llg sggaucl hrue KIK294.81e qu KIK343.9e.
Risk Retention
NT Ijas Iajazjjnz - BLQG ljff qzqaijksa jn iajkjz k skjaijkf zaj afnznsjf jzjaiaaj jz jla ojiaj fnaa jikzfla. T.P. Ijas Iajazjjnz - BLQG sjnlj aa qaasaq k afnzani oni fqifnaaa no jla T.P. Ijas Iajazjjnz Iqfaa.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 20, 2007
WAL Test Period End Date
Jun 29, 2019