| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WAC | ZJE | 5.253 | 4.10 | - | QQQ | - | - | - | 84.00% | - | Qpdmchvq | KOOX | - | 190 | HQOX+190 | - | 758.00000 |
| Z | NVA | 71.000 | 5.40 | - | Q | - | - | - | 78.00% | - | Iltobetw | YKLN | - | 270 | ZNMX+270 | - | 688.00000 |
| Gcg | QZE | 39.100 | - | - | CW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1D | GYF | 44.000 | 7.00 | - | GGG | - | - | - | 31.30% | - | Uvmxchrg | YWNZ | - | 168 | CQQS+168 | - | 135.00000 |
| K | PQJ | 28.000 | 3.00 | - | WWW- | - | - | - | 53.00% | - | Vwnvocdn | VZDC | - | 450 | KNOM+450 | - | 122.00000 |
| J | MRX | 96.000 | 1.70 | - | BB- | - | - | - | 61.00% | - | Mvlxbmjb | BADA | - | 825 | ZJNW+825 | - | 527.00000 |
| X1 | JZV | 132.000 | 9.00 | - | YYY | - | - | - | 18.60% | - | Aplhbwfh | LHAK | 165-170 | 168 | YKTN+168 | - | 775.00000 |
| KHP | FKS | 2.182 | 4.60 | - | GGG | - | - | - | 22.00% | - | Qtphj | - | - | 190 | 5.71% | 5.705% | 171.00000 |
| M | TCV | 73.000 | 3.30 | - | OO | - | - | - | 20.70% | - | Jdqveoxa | QYQX | - | 215 | WQKV+215 | - | 464.00000 |
Tranche Comments
X1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Akx D;
Z1D: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Pts B;
KHP: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144H/Pxa K;
WAC: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Zvw O;
M: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Ywv C;
Z: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Lvr O;
K: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144O/Rih E;
J: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Z/Mkh A;
Gcg: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Ddf Q;
Deal Comments
Fmt Xzcc Amqlmjr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 29, 2007
WAL Test Period End Date
Jan 12, 2025