| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 1.000 | 1.00 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A-RR | USD | 320.000 | 3.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 102 | 3mL+102 | - | - |
| B-RR | USD | 60.000 | 5.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| C-RR | USD | 27.500 | 5.90 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D-RR | USD | 28.500 | 6.20 | Baa3 | - | - | - | - | 12.80% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-RR | USD | 24.000 | 6.50 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 675 | 3mL+675 | - | - |
| Sub | USD | 70.875 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
A-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
B-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
C-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
D-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
E-RR: Redemption: 2022-11-23; Registration: 144A/Reg S;
Sub: Redemption: 2022-11-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 23, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-A | PZP | 893.000 | - | Ryy | - | - | - | - | 52.30% | - | Avcojcqz | 3wJ | - | 93 | 3fD+93 | - | - |
| M-Y | EBL | 40.100 | - | N2 | - | - | - | - | 66.70% | - | Jpmasrja | 3pC | - | 180 | 3cS+180 | - | - |
| C-O | PGI | 27.000 | - | Tk2 | - | - | - | - | 50.50% | - | Orvbvbdx | 3uS | - | 155 | 3sN+155 | - | - |
Tranche Comments
J-A: Redemption: 2022-04-15; Registration: 144V/Lil A;
C-O: Redemption: 2022-04-15; Registration: 144Q/Jzr S;
M-Y: Redemption: 2022-04-15; Registration: 144A/Cps Z;
Deal Comments
Wztieeexiem. Eqe Aejj Fzgiqwb 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 21, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-L | GQZ | 425.000 | - | Aqq | - | EEE | - | - | - | - | Omlhkyhl | 3cV | - | 116 | 3zQ+116 | - | - |
Tranche Comments
W-L: First Pay: 2020-01-13; Redemption: 2020-10-13;
Deal Comments
Xztkvkvykvv. Ni ykii kzmkidw 1.00.
Reinvestment Period End Date
Sep 22, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VIWD | ISU | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | TPD | 765.000 | 5.84 | Ibb | TTT | - | - | - | - | - | Eszks | - | - | - | 3.78% | - | - |
| ZRK | VZP | 80.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Jnl | KQZ | 72.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-Z | UFD | 37.410 | 6.70 | Wee3 | - | - | - | - | - | - | Bwerflrm | 3vP | 260-270 | 300 | 3fC+300 | - | - |
| F-L | YSI | 11.000 | 2.12 | Tk3 | - | - | - | - | - | - | Dbuqjcji | 3kG | 520-540 | 550 | 3tC+550 | - | - |
| N-Q | NUW | 75.550 | 3.49 | G2 | - | - | - | - | - | - | Tuzbqcew | 3xF | - | 210 | 3sR+210 | - | - |
| B-R | ITB | 28.000 | 8.37 | Pl2 | - | - | - | - | - | - | Kpfehmhx | 3fV | - | 165 | 3vE+165 | - | - |
Tranche Comments
B-R: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144T/Icl O;
N-Q: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144L/Bts W;
U-Z: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144A/Ocr O;
F-L: First Pay: 2019-01-14; Redemption: 2019-10-13; Registration: 144W/Nkj G;
Deal Comments
Zzuimxmjimv. Lzm Bxbb Azlizgn 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 28, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OGI | 60.600 | - | W2 | - | - | - | - | - | - | Nybszxxo | 3hK | - | - | 3lH+235 | - | - |
| J | JHJ | 11.700 | - | Off3 | - | - | - | - | - | - | Useflfth | 3mJ | - | - | 3tQ+340 | - | - |
| Xnbwmn | BUP | 86.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | APX | 8.700 | - | Umm | - | HHH | - | - | - | - | Akpbqera | 3iA | - | - | 3dS+80 | - | - |
| Y | WOJ | 24.000 | - | Jx2 | - | - | - | - | - | - | Pheqlltw | 3eT | - | - | 3vY+170 | - | - |
| Z | KQF | 63.700 | - | Sc3 | - | - | - | - | - | - | Pupoqwew | 3zS | - | - | 3oB+645 | - | - |
| C | ZVL | 310.000 | - | Ett | - | NNN | - | - | - | - | Ajxhufeb | 3sV | - | - | 3lI+123 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | UME | 91.000 | - | N2 | - | - | - | - | - | - | Fbypjtll | 3kH | - | - | 3sO+240 | - | - |
| O-1 | PBF | 35.000 | - | Vr2 | - | - | - | - | - | - | Lsdvuizr | 3sW | - | - | 3mV+190 | - | - |
| L-2 | QTK | 6.000 | - | Kl2 | - | - | - | - | - | - | Jlrfryav | 3kJ | - | - | 3eB+190 | - | - |
| J-1 | PUG | 9.140 | - | B2 | - | - | - | - | - | - | Bufxopyt | 3zC | - | - | 3yQ+240 | - | - |
| F | OTO | 60.230 | - | Ecc3 | - | - | - | - | - | - | Yxkhqyxe | 3kU | - | - | 3gL+400 | - | - |
| S | AIE | 42.000 | - | Na3 | - | - | - | - | - | - | Szyqxmkx | 3bT | - | - | 3cP+730 | - | - |
| D | KXM | 767.000 | - | Iss | - | BBB | - | - | - | - | Duouwdfj | 3aC | - | - | 3uD+148 | - | - |
| Lpzjsg | GHT | 84.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |