| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FPC | 81.700 | 4.90 | - | RR- | US | - | - | 3.61% | - | Yjbfccrr | 3tT | - | 560 | 3cC+560 | - | - |
| B | KRS | 87.900 | 7.90 | - | Y | BF | - | - | 43.00% | - | Vjvoattu | 3fG | - | 210 | 3bB+ 210 | - | - |
| B | KEE | 3.850 | 1.60 | - | RRR | AAA | - | - | - | - | Cubdyuxl | 3bZ | - | 90 | 3wN+90 | - | - |
| H-1 | KQA | 606.505 | 4.80 | - | EEE | OOO | - | - | 88.49% | - | Kovstkxo | 3gT | - | 117 | 3kP+117 | - | - |
| S-1 | XAP | 39.500 | 4.30 | - | CC | WO | - | - | 15.30% | - | Yhmouldd | 3lC | - | 170 | 3dH+170 | - | - |
| E-2 | CNN | 54.000 | 6.90 | - | CC | VN | - | - | 10.10% | - | Yaxye | - | - | - | 4.79% | - | - |
| X | GUX | 60.110 | 3.70 | - | JJJ- | OW | - | - | 83.98% | - | Velamsae | 3cX | - | 290 | 3iU+290 | - | - |
| Lqc | BCQ | 40.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | AQZ | 68.501 | 8.80 | - | GH | OOO | - | - | 76.00% | - | Ixdzwwkc | 3oY | - | 140 | 3mK+140 | - | - |
Tranche Comments
B: Redemption: 2021-01-20; Registration: 144G/Yci H;
H-1: Redemption: 2021-01-20; Registration: 144J/Yyj P;
O-2: Redemption: 2021-01-20; Registration: 144J/Nnk C;
S-1: Redemption: 2021-01-20; Registration: 144N/Ibz O;
E-2: Redemption: 2021-01-20; Registration: 144O/Oow D;
B: Redemption: 2021-01-20; Registration: 144T/Yol C;
X: Redemption: 2021-01-20; Registration: 144H/Kke F;
P: Redemption: 2021-01-20; Registration: 144Q/Qoh K;
Lqc: Redemption: 2021-01-20; Registration: 144F/Ydl R;
Deal Comments
Zxx Vcvv Ayuyxpj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 10, 2007