| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PTV | 24.100 | 8.50 | - | RRR | - | - | - | 26.00% | - | Ivyjoceo | ZSJG | 168 | 168 | EXIL+168 | - | - |
| V-H-2 | PLR | 63.000 | 2.50 | - | XXX | - | - | - | 63.00% | - | Sfrdjzqb | LCIK | - | 168 | NQVM+168 | - | - |
| T | APW | 12.800 | 3.90 | - | XXX- | - | - | - | 39.00% | - | Prthfqtm | CXJE | 400-415 | 425 | YUEE+425 | - | - |
| C | ILE | 76.900 | 2.30 | - | YY | - | - | - | 24.00% | - | Xeefccfg | JZBP | 190-200 | 210 | YWDE+210 | - | - |
| R | MRK | 89.000 | 3.00 | - | D | - | - | - | 23.00% | - | Mfpoazdu | KWDW | 240-250 | 260 | AEWX+260 | - | - |
| Qkr | VGJ | 18.200 | - | - | BN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-X-1 | LCM | 577.000 | 1.20 | - | LLL | - | - | - | 83.00% | - | Icvoqqqs | TEIU | - | 168 | GYWS+168 | - | - |
Tranche Comments
N: Redemption: 2025-10-03; Registration: 144E/Myy J;
I-X-1: Redemption: 2025-10-03; Registration: 144K/Qlj J;
V-H-2: Redemption: 2025-10-03; Registration: 144V/Lda C;
C: Redemption: 2025-10-03; Registration: 144H/Kqo F;
R: Redemption: 2025-10-03; Registration: 144N/Wyv F;
T: Redemption: 2025-10-03; Registration: 144E/Nel D;
Qkr: Redemption: 2025-10-03; Registration: 144K/Ubg S;
Deal Comments
Zgq Cunn Oertgnz 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 2, 2007