| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1E | WFN | 915.000 | 8.20 | - | UUU | - | - | - | 10.00% | - | Ddpmztoj | CSMW | - | 190 | 3fXAKR+190 | - | - |
| C2 | KIY | 7.000 | 2.20 | - | QQQ | - | - | - | 21.00% | - | Ssoqtvfg | ELBC | - | 215 | 3iEYBK+215 | - | - |
| L1 | EEW | 13.500 | 6.40 | - | DD | - | - | - | 17.00% | - | Zvpffuif | ZZCF | - | 230 | 3sSPHR+230 | - | - |
| N | BWP | 84.000 | 9.40 | - | GGG- | - | - | - | 45.00% | - | Kuyfeqbi | GYDJ | - | 445 | 3aMLAH+445 | - | - |
| Yhi | ACN | 81.900 | - | - | JZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1Y | GWW | 42.000 | 8.10 | - | VVV | - | - | - | 37.00% | - | Pljebmek | IEDN | - | 190 | 3cVXMJ+190 | - | - |
| A | NCM | 82.000 | 2.30 | - | I | - | - | - | 17.00% | - | Dsejtzjd | NGKB | - | 340 | 3yTXIU+340 | - | - |
| F2 | ZLS | 60.800 | 8.30 | - | ZZ | - | - | - | 11.00% | - | Wazzo | - | - | 220 | 5.01% | - | - |
| V1R | ZBI | 63.000 | 7.50 | - | UUU | - | - | - | 62.00% | - | Vcqmo | - | - | 180 | 4.61% | - | - |
| U | BMR | 90.000 | 1.20 | - | XX- | - | - | - | 44.00% | - | Esdssbbd | QEXA | - | 925 | 3iEXPJ+888 | - | - |
Tranche Comments
E1E: First Pay: 2022-10-25; Redemption: 2024-04-25;
C1Y: First Pay: 2022-10-25; Redemption: 2024-04-25;
V1R: First Pay: 2022-10-25; Redemption: 2024-04-25;
C2: First Pay: 2022-10-25; Redemption: 2024-04-25;
L1: First Pay: 2022-10-25; Redemption: 2024-04-25;
F2: First Pay: 2022-10-25; Redemption: 2024-04-25;
A: First Pay: 2022-10-25; Redemption: 2024-04-25;
N: First Pay: 2022-10-25; Redemption: 2024-04-25;
U: First Pay: 2022-10-25; Redemption: 2024-04-25;
Yhi: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Nhc Fxyy Ilxgham 2.00
Risk Retention
WH - Jctd HL - Jct
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 4, 2007