| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XVV | 25.000 | 2.80 | Jr3 | AA- | - | - | - | Yzoqphwd | 3iMc | - | 617 | 3pTz+617 | - | - |
| P-2 | LET | 80.000 | 2.30 | Ai2 | JJ | - | - | - | Mrxbl | - | - | - | 2.00% | - | - |
| X | INK | 91.000 | 1.80 | S2 | H | - | - | - | Sbsyctuc | 3pNm | - | 210 | 3eYu+210 | - | - |
| O | MSX | 4.000 | 80.00 | T3 | P- | - | - | - | Hplbbshr | 3fMv | - | 879 | 3aHz+879 | - | - |
| M | BEP | 33.500 | 2.10 | Ucc | AAA | - | - | - | Hesfdzzj | 3tRi | - | 88 | 3wPi+88 | - | - |
| C-U | PKQ | 11.000 | 3.80 | Xhh | CCC | - | - | - | Qksdpter | 3wCk | - | 88 | 3oYq+88 | - | - |
| S | DJC | 48.830 | 3.70 | Iff3 | QQQ- | - | - | - | Lfwcjocp | 3dIq | - | 310 | 3rWj+310 | - | - |
| Gxx | KLE | 81.900 | - | LL | PU | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | PXI | 13.600 | 5.90 | Bw2 | RR | - | - | - | Splyaccj | 3dLn | - | 160 | 3yEc+160 | - | - |
Tranche Comments
C-U: First Pay: 2022-01-17; Redemption: 2022-12-25;
M: First Pay: 2022-01-17; Redemption: 2022-12-25;
T-1: First Pay: 2022-01-17; Redemption: 2022-12-25;
P-2: First Pay: 2022-01-17; Redemption: 2022-12-25;
X: First Pay: 2022-01-17; Redemption: 2022-12-25;
S: First Pay: 2022-01-17; Redemption: 2022-12-25;
Z: First Pay: 2022-01-17; Redemption: 2022-12-25;
O: First Pay: 2022-01-17; Redemption: 2022-12-25;
Gxx: First Pay: 2022-01-17; Redemption: 2022-12-25;
Deal Comments
Dzz Iuzz Kyuxzfh 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 22, 2007