| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XMB | 81.000 | 58.00 | - | RRR- | - | - | - | 81.65% | - | Pcvpealq | NBVX | - | 420 | IUHK+420 | - | - |
| D | UYX | 82.000 | 92.60 | - | BB- | - | - | - | 2.00% | - | Wyjcubkv | YBFB | - | 848 | TGIM+848 | - | - |
| QA | ZNL | 97.000 | 1.80 | - | GGG | - | - | - | 19.00% | - | Nsddotzu | UTFY | - | 215 | NKSQ+215 | - | - |
| L | XGC | 21.000 | 6.20 | - | PP | - | - | - | 39.00% | - | Upyjxhps | SVTM | - | 265 | CPFF+265 | - | - |
| Z | UPQ | 45.000 | 1.10 | - | T | - | - | - | 28.00% | - | Qeucebdi | CEQW | - | 340 | BJWY+340 | - | - |
| J1 | OBV | 250.000 | 5.70 | - | FFF | - | - | - | 46.00% | - | Flbuayaa | WTDW | - | 189 | YWQN+189 | - | - |
| Psf | QZB | 76.400 | - | - | EN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144B/Kzj S;
QA: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144M/Clq D;
L: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Y/Hdg G;
Z: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144B/Ive W;
X: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144F/Due Z;
D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144F/Ruz M;
Psf: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Xsy Q;
Deal Comments
Anv Emqq Dfonnqj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 11, 2009
WAL Test Period End Date
Apr 29, 2007