| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | KEH | 65.000 | - | Vv2 | TT | - | 75.00% | - | Cngik | HKP | - | - | 2.100% | 2.100% | 563.00000 |
| P | KZE | 54.000 | - | N3 | I- | - | 2.60% | - | Bryzbqsp | 3eWe | - | 900 | 3cGx+864 | - | 99.00000 |
| C1 | HGB | 84.000 | - | Bs2 | TT | - | - | - | Tqmsbjso | 3dYp | - | 170 | 3zDg+170 | - | 805.00000 |
| Q | IFO | 49.000 | - | Xnn3 | RRR- | - | 97.60% | - | Zhbyojpb | 3tQf | - | 320 | 3nLd+320 | - | 337.00000 |
| K | NTY | 90.000 | - | Mg3 | KK- | - | 60.00% | - | Nwlvsxdc | 3vKe | - | 620 | 3eCt+594 | - | 39.40000 |
| K | TWD | 308.000 | - | Rxx | BBB | - | 70.00% | - | Ejusypmn | 3mAq | - | 88 | 3yRz+88 | - | 200.00000 |
| G | XCW | 43.000 | - | L2 | V | - | 73.20% | - | Ysswpvhy | 3yCm | - | 220 | 3wSh+220 | - | 728.00000 |
| Yua | FZD | 24.000 | - | MP | CO | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144K/Wvh G;
C1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144D/Fof E;
M2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144E/Bmx H;
G: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Uyc P;
Q: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Meb P;
K: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Dlz R;
P: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144K/Yah H;
Yua: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Jkk L;
Deal Comments
Jkzkc. Osf Dgnn Kkzcssa 2.00
Risk Retention
XZ - Hkpqrkbhpl/Spqfqbphkp
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 5, 2007