| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | NWO | 92.000 | 7.30 | - | JJJ | - | - | - | 51.00% | - | Cesobqok | QMGT | - | 375 | MNTH+375 | - | 419.00000 |
| U-Wl | FLC | 4.000 | 84.00 | - | III- | - | - | - | 53.00% | - | Nsscq | - | - | - | 8.41% | 8.406% | 274.00000 |
| G-1 | FSP | 856.000 | 2.80 | - | RRR | - | - | - | 52.00% | - | Mmoyppsp | EMLM | - | 124 | NKHV+124 | - | 795.00000 |
| R | AWJ | 4.000 | 99.60 | - | AA- | - | - | - | 2.00% | - | Cdkmzxwh | VJYU | - | 650 | IZVV+650 | - | 414.00000 |
| L-1 | UKC | 18.000 | 6.10 | - | Q | - | - | - | 45.00% | - | Wfmqamre | DUFL | - | 210 | TUGU+210 | - | 473.00000 |
| O-T | WIT | 92.000 | 3.90 | - | PPP | - | - | - | 59.00% | - | Rhedkfpy | CQFJ | - | 150 | QNAR+150 | - | 349.00000 |
| C | GPW | 48.000 | 5.40 | - | RR | - | - | - | 64.00% | - | Mbolblyr | YQCG | - | 170 | TSXY+170 | - | 375.00000 |
| FXT | UPS | 13.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | LYI | 5.000 | 9.60 | - | A | - | - | - | 72.00% | - | Iokao | - | - | - | 6.04% | 6.038% | 791.00000 |
| Y-Ab | IKN | 5.000 | 78.00 | - | DDD- | - | - | - | 35.00% | - | Tmhqrlup | NTGZ | - | 450 | JVVM+450 | - | 660.00000 |
Tranche Comments
G-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Ioe B;
O-T: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Qvf O;
C: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Jrq D;
L-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Hkz T;
V-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Qnv S;
F-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Tbt S;
Y-Ab: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Gxa W;
U-Wl: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Qxk F;
R: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Ook J;
FXT: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Njz C;
Deal Comments
Aob-Bnyy Tpewofm 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 2, 2007
WAL Test Period End Date
Jan 12, 2023