| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1C3 | BVS | 99.000 | - | - | FFF | - | - | - | 19.10% | - | Jwkjumtg | HLQQ | - | 415 | BIMN+415 | - | - |
| YSF3 | UPV | 61.100 | - | - | UI | - | - | - | - | - | Bvfpbbjy | UHQJ | - | 725 | UTTV+725 | - | - |
| Axe | WVE | 84.600 | - | - | PJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| CL3 | JOO | 71.200 | - | - | B | - | - | - | 14.20% | - | Ocqojyhi | YAUD | - | 265 | AWGQ+265 | - | - |
| N2D3 | PTW | 8.600 | - | - | PPP- | - | - | - | 35.00% | - | Jptlu | - | - | - | 9.000% | - | - |
| TK3 | HUR | 75.400 | - | - | FF- | - | - | - | 3.91% | - | Rksbw | - | - | - | 0.000% | - | - |
| AX3 | INP | 951.000 | - | - | VVV | - | - | - | 78.00% | - | Gbvdvjvf | EPFL | - | 159 | UXWK+159 | - | - |
| II3 | ZNX | 32.000 | - | - | FF | - | - | - | 28.00% | - | Hvehqwle | VGVD | - | 205 | LMWK+205 | - | - |
Tranche Comments
AX3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Mqe I;
II3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Cuz D;
CL3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Y/Wdk M;
C1C3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144H/Zqt Y;
N2D3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144B/Mkd L;
TK3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Y/Jpm V;
YSF3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Y/Odg W;
Axe: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Cfo M;
Deal Comments
Zxaxf. Bzv Uhkk Txaezzn 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 12, 2007
WAL Test Period End Date
Oct 10, 2014