| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LYW | 88.900 | - | UL | - | HH | - | - | - | - | Thofcalk | CXSV | 225-235 | 235 | ZKMG+235 | - | - |
| G | GCU | 64.900 | - | DT | - | R | - | - | - | - | Fbhpsblv | WGVA | 260-270 | 280 | LAXA+280 | - | - |
| D-1D | NYG | 144.000 | - | Ugg | - | WW | - | - | - | - | Phyjjcqg | UCIQ | 170 | 170 | ETFJ+170 | - | - |
| Rqn | LHY | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | EXS | 55.500 | - | JH | - | LLL- | - | - | - | - | Qcfmpavz | JUVV | 430-440 | 410 | SCOD+410 | - | - |
| F-2 | ZUY | 6.000 | - | WY | - | UUU | - | - | - | - | Fjqsvvmx | YAYI | 195-200 | 195 | LQPN+195 | - | - |
| C-1G | NLH | 99.000 | - | Htt | - | GX | - | - | - | - | Wsjlo | - | - | - | 5.940% | - | - |
| H | AFV | 60.800 | - | KL | - | UU- | - | - | - | - | Qmcdcpcj | ZBHS | 725-750 | 683 | ENHL+683 | - | - |
Tranche Comments
D-1D: Redemption: 2025-10-25; Registration: 144F/Nwi A;
C-1G: Redemption: 2025-10-25; Registration: 144B/Hue I;
F-2: Redemption: 2025-10-25; Registration: 144G/Yds L;
Z: Redemption: 2025-10-25; Registration: 144W/Bya P;
G: Redemption: 2025-10-25; Registration: 144D/Ity X;
W: Redemption: 2025-10-25; Registration: 144Z/Qcv V;
H: Redemption: 2025-10-25; Registration: 144K/Qeq P;
Rqn: Redemption: 2025-10-25; Registration: 144Z/Gfp F;
Deal Comments
Vcg Vnqq Hqpgclk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 2, 2007