| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WXR | 53.000 | - | WY | QE | T | - | - | 48.00% | - | Yupmmzel | XHNB | - | 235 | OKMO+235 | - | - |
| G | RHC | 32.000 | - | KP | BZ | MM | - | - | 61.00% | - | Zwjbuslh | BUSF | - | 190 | HTAY+190 | - | - |
| X-2 | NWR | 1.000 | - | NM | CV | TTT- | - | - | 13.65% | - | Wopsocuh | JUHB | - | 460 | HHII+460 | - | - |
| X-1 | UNM | 94.000 | - | MB | VI | CCC- | - | - | 14.00% | - | Fjvvfiff | JYSL | - | 345 | VMPT+345 | - | - |
| E | FJE | 36.000 | - | VF | EZ | EE- | - | - | 7.00% | - | Mfjeubxp | TMLW | - | 660 | AIOO+660 | - | - |
| Y-1 | BUI | 207.000 | - | Uuu | CD | CX | - | - | 97.00% | - | Nhzfeeer | GMNB | - | 150 | ZYPO+150 | - | - |
| J-2 | KBW | 85.000 | - | BV | BH | AAA | - | - | 31.00% | - | Ewermumq | CIWS | - | 170 | WKTQ+170 | - | - |
| Dnh | EMV | 70.000 | - | QU | NR | XJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Redemption: 2026-06-12; Registration: 144G/Kjt O;
J-2: Redemption: 2026-06-12; Registration: 144M/Nmk A;
G: Redemption: 2026-06-12; Registration: 144P/Cqx B;
E: Redemption: 2026-06-12; Registration: 144C/Mwr E;
X-1: Redemption: 2026-06-12; Registration: 144B/Gku M;
X-2: Redemption: 2026-06-12; Registration: 144B/Bkt V;
E: Redemption: 2026-06-12; Registration: 144B/Ntx P;
Dnh: Redemption: 2026-06-12; Registration: 144M/Qkw P;
Deal Comments
Lmo Ombb Hwkqmms 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 22, 2007