| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-P | JUZ | 33.800 | 44.60 | - | - | II- | - | - | 7.00% | - | Bmpzwxny | ZKAM | - | 650 | XDZK+650 | - | 955.00000 |
| M-2-X | ITC | 9.560 | 85.00 | - | - | OOO- | - | - | 21.80% | - | Trpxulbs | DQDT | - | 415 | BQXM+415 | - | 259.00000 |
| E-F | OKV | 58.900 | 3.40 | - | - | XX | - | - | 47.00% | - | Gyjptwqc | HKGN | - | 170 | XDGY+170 | - | 676.00000 |
| Q-1-Z | WOW | 81.000 | 3.40 | - | - | A | - | - | 39.00% | - | Skjqlybo | UAQZ | - | 215 | WHDU+215 | - | 509.00000 |
| Z-1-A | NJP | 337.000 | 6.60 | Lqq | - | - | - | - | 42.00% | - | Kfyptyof | IXDR | - | 141 | YISR+141 | - | 663.00000 |
| X-2-R | NQO | 4.000 | 2.90 | - | - | H | - | - | 76.00% | - | Uwzvz | - | - | - | 6.02% | 6.021% | 894.00000 |
| I-2-R | ZYZ | 65.900 | 4.70 | - | - | XXX | - | - | 98.00% | - | Zfkhdwqn | LDVJ | - | 161 | HAES+161 | - | 159.00000 |
| Z-1-C | HBC | 60.200 | 4.90 | - | - | BBB | - | - | 74.00% | - | Smnfwbon | EOQQ | - | 305 | SUEH+305 | - | 385.00000 |
Tranche Comments
Z-1-A: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144C/Ktz T;
I-2-R: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144C/Chm I;
E-F: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144T/Mpw E;
Q-1-Z: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144N/Tnb C;
X-2-R: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144V/Png Q;
Z-1-C: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144G/Etj K;
M-2-X: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144A/Chc A;
P-P: First Pay: 2024-10-25; Redemption: 2026-07-10; Registration: 144X/Otb L;
Deal Comments
Ougun. Xmq Maaa Vuromns 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 6, 2007
WAL Test Period End Date
Jun 3, 2011