| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2LL | GTN | 52.000 | - | - | FFF | - | - | - | 11.00% | - | Dmzmcozc | UKOG | 145-150 | 150 | OICO+150 | - | - |
| KSS | WLT | 96.000 | - | - | CC | - | - | - | 84.00% | - | Pmbzsoqc | VOTF | 160m | 165 | LVKB+165 | - | - |
| I1QQ | CNC | 32.000 | - | - | XXX- | - | - | - | 57.00% | - | Besxlcmx | VXVA | 280b | 295 | CIFL+295 | - | - |
| X1YY | FKY | 824.000 | - | - | RRR | - | - | - | 75.00% | - | Tdjrhhkz | NWQP | 134-135 | 134 | AGIH+134 | - | - |
| O2YY | AGQ | 3.800 | - | - | EEE- | - | - | - | 39.93% | - | Ysdhhrwx | KULL | 410f | 420 | UGKX+420 | - | - |
| Knj | BQB | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XXX | BLF | 14.000 | - | - | X | - | - | - | 87.00% | - | Pjjjwrzn | BPOL | 190n | 190 | ZZKJ+190 | - | - |
| NJJ | USM | 94.900 | - | - | WW- | - | - | - | 9.00% | - | Gzysktce | EVPN | 540p | 535 | UTPQ+535 | - | - |
Tranche Comments
X1YY: Redemption: 2026-08-20; Registration: 144O/Ctj V;
L2LL: Redemption: 2026-08-20; Registration: 144W/Vbn H;
KSS: Redemption: 2026-08-20; Registration: 144J/Gke B;
XXX: Redemption: 2026-08-20; Registration: 144I/Lwc N;
I1QQ: Redemption: 2026-08-20; Registration: 144U/Ptk N;
O2YY: Redemption: 2026-08-20; Registration: 144H/Whe Z;
NJJ: Redemption: 2026-08-20; Registration: 144V/Ykp Z;
Knj: Redemption: 2026-08-20; Registration: 144B/Rih P;
Deal Comments
Zcjcq. Leg-Ygvv Acnkeko 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 7, 2007