| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xyu | CYG | 86.000 | - | LE | AS | UM | - | - | - | - | - | - | - | - | - | - | Retained |
| N | EMP | 582.000 | - | XZ | YYY | EI | - | - | 28.00% | - | Dqyfvluo | PHVA | - | 148 | CVUC+148 | - | - |
| Q | RAX | 73.000 | - | LV | A | OL | - | - | 53.00% | - | Mexcdszh | SGVP | - | 230 | ETIU+230 | - | - |
| Z-1 | KTF | 55.000 | - | WQ | FF | HC | - | - | 12.00% | - | Vpehuhkg | JLHK | - | 190 | IBCV+190 | - | - |
| T-2 | BZQ | 78.000 | - | ZT | VV | WX | - | - | 58.00% | - | Tkycq | TWAC | - | 185 | 5.613% | - | - |
| K-1 | YYD | 62.950 | - | VS | PPP | PK | - | - | 98.70% | - | Opuwybvm | ZDZV | - | 330 | ULMN+330 | - | - |
| K-2 | VTY | 4.780 | - | GI | BBB- | DH | - | - | 90.00% | - | Jwlufuzu | YXNN | - | 425 | YZOZ+425 | - | - |
| F | KEB | 50.200 | - | DC | PP- | LS | - | - | 9.00% | - | Qvyshlls | ZHDH | - | 590 | JWNS+590 | - | - |
Tranche Comments
N: Redemption: 2026-02-28; Registration: 144M/Eco V;
Z-1: Redemption: 2026-02-28; Registration: 144L/Cpm Q;
T-2: Redemption: 2026-02-28; Registration: 144I/Xnk X;
Q: Redemption: 2026-02-28; Registration: 144P/Rjp M;
K-1: Redemption: 2026-02-28; Registration: 144E/Mru P;
K-2: Redemption: 2026-02-28; Registration: 144X/Hbg H;
F: Redemption: 2026-02-28; Registration: 144A/Ffd Y;
Xyu: Redemption: 2026-02-28; Registration: 144Z/Wqc T;
Deal Comments
Rop Tpyy Ppfuovi 2.00
Risk Retention
AX - Wauw GA/AV - Wau
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 27, 2007