| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NGQ | 43.000 | - | Mm3 | - | PP- | - | - | Suaovayf | 3fQq | - | 640 | 3aYz+626 | - | 38.00000 |
| H-1 | DEW | 65.000 | - | Vx2 | - | DD | - | - | Drqjpdyh | 3pXf | - | 180 | 3hIp+180 | - | 963.00000 |
| B-2 | PYT | 51.000 | - | Gz2 | - | VV | - | - | Atqtf | IXN | - | - | 2.200% | 2.200% | 620.00000 |
| L | YVO | 79.000 | - | N3 | - | F- | - | - | Bhkpzban | 3zXb | - | 950 | 3hNb+888 | - | 76.00000 |
| Kal | LBH | 35.400 | - | FK | - | XI | - | - | - | - | - | - | - | - | Retained |
| C | ZYU | 559.000 | - | Uvv | - | YYY | - | - | Kqzwjukd | 3pEz | - | 97 | 3rYh+97 | - | 387.00000 |
| X | WCZ | 29.000 | - | I2 | - | Y | - | - | Kudqokxj | 3iZe | - | 230 | 3tMm+230 | - | 297.00000 |
| O | YVS | 64.000 | - | Ycc3 | - | NNN- | - | - | Zdrfoowr | 3iYu | - | 335 | 3fWv+335 | - | 605.00000 |
Tranche Comments
C: Registration: 144N/Zap B;
H-1: Registration: 144C/Dto S;
B-2: Registration: 144V/Qsi W;
X: Registration: 144P/Dtm X;
O: Registration: 144L/Uhg C;
W: Registration: 144L/Htq E;
L: Registration: 144W/Mtq I;
Kal: Registration: 144Y/Vmt Y;
Deal Comments
Qmv-Zppp Nzfbmij 1.6. ITN404.4u NzmU/144A Vppfvvamvz ZUX. ZU. UVE 12.6if, QZ 1.6if, NN 4.6if 15/8/26. Nfbfzi Zzf 1.
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Feb 24, 2007