| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | QVM | 95.500 | - | - | KK | UU | - | - | Wpoubfvz | 3dWk | 420-430 | 410 | 3jFr+401 | - | 76.60000 |
| U | VJN | 45.000 | - | - | BB- | RR- | - | - | Oprhylnl | 3qHt | 1000-1050 | 1025 | 3wIs+836 | - | 23.00000 |
| I Usyw | IDW | 320.000 | - | - | JJJ | NNN | - | - | Zsfqoyci | 3wSa | - | 220 | 3rOg+220 | - | 573.00000 |
| Ucouvh | WAY | 68.000 | - | - | LK | ML | - | - | - | - | - | - | - | - | Retained |
| F-2 | IYP | 97.700 | - | - | AA | JJ | - | - | Ctnuw | XIW | - | - | 7.000% | - | 42.00000 |
| C | DCY | 1.200 | - | - | EEE | NNN | - | - | Ekmuwkbf | 3dZz | - | 98 | 3jTe+98 | - | 524.00000 |
| K | DMN | 147.400 | - | - | DDD | BBB | - | - | Uzdcdsmf | 3lPd | - | 220 | 3cUy+220 | - | 107.00000 |
| Y | HWH | 37.500 | - | - | U | J | - | - | Ldokopaa | 3vUr | 520-530 | 500 | 3hNq+467 | - | 82.00000 |
| Q | CGJ | 13.400 | - | - | RRR | EEE- | - | - | Flfpijvi | 3oRw | 720-730 | 700 | 3nIf+631 | - | 93.00000 |
| L | FCX | 74.000 | - | - | T- | O- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2023-07-15; Redemption: 2024-05-30;
K: First Pay: 2023-07-15; Redemption: 2024-05-30;
I Usyw: First Pay: 2023-07-15; Redemption: 2024-05-30;
X-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
F-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
Y: First Pay: 2023-07-15; Redemption: 2024-05-30;
Q: First Pay: 2023-07-15; Redemption: 2024-05-30;
U: First Pay: 2023-07-15; Redemption: 2024-05-30;
L: First Pay: 2023-07-15; Redemption: 2024-05-30;
Ucouvh: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Dbk Dwff Yojqbsy 1.5
Risk Retention
CR - Ifcsbfwywd
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
Dec 8, 2007
WAL Test Period End Date
May 28, 2017