| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ETP | 22.000 | - | QC | R | IB | - | - | 47.00% | - | Dbvksfpf | INNX | - | 195 | CGVI+195 | - | - |
| Ayf | CBM | 27.920 | - | HI | AP | AC | - | - | - | - | - | - | - | - | - | - | Retained |
| A | UUU | 797.000 | - | Edd | WC | DC | - | - | 81.00% | - | Nqodmpov | DXNM | - | 136 | CVJT+136 | - | - |
| T-2 | NPG | 26.000 | - | WW | II | GS | - | - | 90.00% | - | Bguvg | WTZW | - | 175 | 4.939% | - | - |
| D-1 | TPG | 68.000 | - | UM | TT | IZ | - | - | 14.00% | - | Qblfqcvd | TSER | - | 170 | TJTJ+170 | - | - |
| A-2 | KAN | 2.000 | - | HE | BBB- | JM | - | - | 70.42% | - | Gjpsc | EUKX | - | 425 | 7.467% | - | - |
| G | YWW | 8.000 | - | DC | F- | TU | - | - | 1.90% | - | - | - | - | - | - | - | Retained |
| Z-1 | LUB | 88.000 | - | GG | QQQ- | JU | - | - | 94.00% | - | Zxpqhiop | UNHT | - | 300 | PZYR+300 | - | - |
| W | PZL | 94.000 | - | GL | MM- | BV | - | - | 2.00% | - | Jfsbbmjj | VWKN | - | 575 | VJKX+575 | - | - |
Tranche Comments
A: Redemption: 2026-11-05; Registration: 144V/Rxl R;
D-1: Redemption: 2026-11-05; Registration: 144Z/Xst W;
T-2: Redemption: 2026-11-05; Registration: 144O/Cna P;
X: Redemption: 2026-11-05; Registration: 144Y/Gvs E;
Z-1: Redemption: 2026-11-05; Registration: 144J/Qka F;
A-2: Redemption: 2026-11-05; Registration: 144B/Jox P;
W: Redemption: 2026-11-05; Registration: 144F/Ghv Y;
G: Redemption: 2026-11-05; Registration: 144T/Bio W;
Ayf: Redemption: 2026-11-05; Registration: 144I/Ovj M;
Deal Comments
Ixq Mgxx Fuvcxpj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 13, 2007