| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2Z | ARM | 4.200 | - | Byy | - | - | - | - | 43.00% | - | Msyfj | - | - | - | 5.022% | - | - |
| TW | BZX | 36.750 | - | Ui2 | - | - | - | - | 54.00% | - | Ynmlu | - | - | - | 5.771% | - | - |
| X | YTR | 35.000 | - | X2 | - | - | - | - | 76.00% | - | Ikylcusx | MWQN | - | 415 | DNNI+415 | - | - |
| K2 | RCV | 7.000 | - | - | - | FFF- | - | - | 72.00% | - | Tzrhcbsd | MGTL | - | 564 | NLJF+564 | - | - |
| X1 | YNU | 95.000 | - | - | - | RRR+ | - | - | 98.00% | - | Beolyqmz | UWML | - | 467 | XIIG+467 | - | - |
| K | FSB | 8.000 | - | Auu | - | ZZZ | - | - | - | - | Qbsbfdry | TWVK | - | 175 | AOBY+175 | - | - |
| Z1 | CVA | 252.620 | - | Oss | - | HHH | - | - | 94.50% | - | Lhmkekhu | TEJI | - | 176 | WUSY+176 | - | - |
| X2 | LRJ | 8.000 | - | Ynn | - | - | - | - | 81.00% | - | Nwyqozmv | HPLN | - | 215 | NWSC+215 | - | - |
| G1O | HET | 14.570 | - | Dzz | - | UUU | - | - | 99.20% | - | Umtmu | - | - | - | 4.929% | - | - |
| E | GLH | 81.710 | - | Fc2 | - | - | - | - | 94.00% | - | Pirabjci | YEQO | - | 300 | HOLV+300 | - | - |
| Lgo | BML | 99.800 | - | NW | - | OL | - | - | - | - | - | - | - | - | - | - | Retained |
| N | BJN | 24.980 | - | Pp3 | - | - | - | - | 4.20% | - | Tkefekrf | HNFE | - | 826 | YQDB+826 | - | - |
Tranche Comments
K: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Q/Aqz E;
Z1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144C/Pfo T;
G1O: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144X/Ofy V;
X2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144M/Jcq V;
G2Z: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Y/Toy X;
E: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144J/Ohk K;
TW: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144P/Ekw U;
X: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144K/Uyn W;
X1: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144V/Xtb D;
K2: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144G/Rub R;
N: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144L/Qub L;
Lgo: First Pay: 2022-10-20; Redemption: 2024-07-20; Registration: 144Q/Teb S;
Deal Comments
Ngu Lmss Penvgot 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 16, 2013
WAL Test Period End Date
May 31, 2007