| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NOA | 43.000 | - | DC | JW | AA | - | - | 36.00% | - | Ppvppdbl | VIJB | - | 200 | IBGH+200 | - | - |
| F | AYP | 69.000 | - | JQ | WR | N | - | - | 74.00% | - | Xrowpubo | YZBO | - | 240 | DYON+240 | - | - |
| N-1 | ORR | 441.780 | - | Vll | ZH | RRR | - | - | 74.60% | - | Drccsxud | KEGV | - | 142 | HLOL+142 | - | - |
| Zyx | PMW | 57.710 | - | AG | ZO | AJ | - | - | - | - | - | - | - | - | - | - | Retained |
| D | WUX | 73.000 | - | LZ | QF | QQQ- | - | - | 39.00% | - | Rivcmfic | DPMU | - | 350 | GZHT+350 | - | - |
| Q-2 | GYH | 49.530 | - | BY | JG | XXX | - | - | 84.00% | - | Zfdxthwk | BQOF | - | 175 | DWVA+175 | - | - |
| M | CKZ | 68.270 | - | Xk3 | GD | SC | - | - | 4.93% | - | Hkszardv | JNPI | - | 725 | SCKF+717.5 | - | - |
Tranche Comments
N-1: Redemption: 2024-04-20; Registration: 144P/Dvn D;
Q-2: Redemption: 2024-04-20; Registration: 144P/Ftz N;
I: Redemption: 2024-04-20; Registration: 144L/Gck X;
F: Redemption: 2024-04-20; Registration: 144Y/Zuf F;
D: Redemption: 2024-04-20; Registration: 144Z/Nmg A;
M: Redemption: 2024-04-20; Registration: 144Z/Qos A;
Zyx: Redemption: 2024-04-20; Registration: 144Q/Wyv L;
Deal Comments
Lyq Wmgg Xfobyui 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 12, 2007