| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2I | MHP | 82.000 | - | - | GG | UU | - | - | Ojgvh | QUT | - | - | 2.100% | 2.100% | 370.00000 |
| H-2H | SBA | 92.000 | - | - | JJ | NN | - | - | Pskdypjy | 3vIe | - | 170 | 3hWm+170 | - | 652.00000 |
| L-1 | PTL | 463.000 | - | - | XXX | OOO | - | - | Nulfolrt | 3kQr | - | 95 | 3zBk+95 | - | 794.00000 |
| T | GYY | 63.800 | - | - | AA- | TT- | - | - | Hydpkxiu | 3qEs | - | 660 | 3sGg+646 | - | 41.00000 |
| Bgy | NOK | 68.500 | - | - | JT | JR | - | - | - | - | - | - | - | - | 35.00000 |
| U | BDJ | 88.400 | - | - | QQQ- | JJJ- | - | - | Axsjwhaq | 3oNj | - | 350 | 3nTy+350 | - | 362.00000 |
| U | JCM | 32.900 | - | - | Y | H | - | - | Sudsjvxs | 3eLe | - | 215 | 3qOf+215 | - | 148.00000 |
| M | NPA | 32.700 | - | - | N- | I- | - | - | Ylkspunl | 3tNi | - | 965 | 3aDu+913 | - | 98.20000 |
Tranche Comments
L-1: First Pay: 2022-08-15; Redemption: 2024-01-06;
H-2H: First Pay: 2022-08-15; Redemption: 2024-01-06;
P-2I: First Pay: 2022-08-15; Redemption: 2024-01-06;
U: First Pay: 2022-08-15; Redemption: 2024-01-06;
U: First Pay: 2022-08-15; Redemption: 2024-01-06;
T: First Pay: 2022-08-15; Redemption: 2024-01-06;
M: First Pay: 2022-08-15; Redemption: 2024-01-06;
Bgy: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Yee Ymqq Nuhbeef 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 7, 2007
WAL Test Period End Date
Sep 25, 2012