| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-G | CJB | 91.000 | 9.90 | - | ZZZ | - | - | - | 95.00% | - | Gwsoehoe | 3qD | - | 175 | 3nJ+175 | - | 221.00000 |
| C | OZA | 56.200 | 1.50 | - | JJ | - | - | - | 50.00% | - | Ewqasqym | 3tP | - | 255 | 3lJ+255 | - | 131.00000 |
| B-2 | NJK | 40.300 | 6.50 | - | UU- | - | - | - | 15.00% | - | Azslfswe | 3nI | - | 1020 | 3lC+927 | - | 78.00000 |
| A-2 | IMD | 3.000 | 6.70 | - | LLL- | - | - | - | 86.80% | - | Zrpfy | - | - | 475 | 6.53% | - | - |
| R | CZQ | 70.100 | 7.70 | - | D- | - | - | - | 91.20% | - | Oeamsarz | 3dV | - | 365 | 3jD+365 | - | 234.00000 |
| E-2 | ISL | 38.000 | 3.80 | - | FFF | - | - | - | 27.00% | - | Hsaov | - | - | 175 | 3.46% | - | - |
| K-1 | CPW | 15.800 | 2.80 | - | QQQ- | - | - | - | 61.40% | - | Akxqqoud | 3sM | - | 475 | 3zT+475 | - | 422.00000 |
| Z-1 | FIN | 83.000 | 2.80 | - | II+ | - | - | - | 60.20% | - | Xfrkobsd | 3kM | - | 850 | 3gI+850 | - | 798.00000 |
| Hbozlx | CEE | 86.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | BKG | 784.000 | 1.70 | - | EEE | - | - | - | 74.00% | - | Twrpfwmx | 3oS | - | 175 | 3zV+175 | - | 425.00000 |
Tranche Comments
I-1: Redemption: 2022-01-23; Registration: 144N/Ehh A;
E-2: Redemption: 2022-01-23; Registration: 144P/Yzi F;
B-G: Redemption: 2022-01-23; Registration: 144H/Cqs R;
C: Redemption: 2022-01-23; Registration: 144P/Uhi N;
R: Redemption: 2022-01-23; Registration: 144D/Yxc Q;
K-1: Redemption: 2022-01-23; Registration: 144M/Twj R;
A-2: Redemption: 2022-01-23; Registration: 144A/Rij J;
Z-1: Redemption: 2022-01-23; Registration: 144X/Lil D;
B-2: Redemption: 2022-01-23; Registration: 144K/Oim Q;
Hbozlx: Redemption: 2022-01-23; Registration: 144B/Max S;
Deal Comments
Yjs-Ohtt Zjvojor 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 23, 2007