| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | CXJ | 503.000 | - | - | HHH | KKK | KKK | 13.00% | - | Klkbtcud | 3iWf | - | 131 | 3kQy+131 | - | - |
| M | GYC | 20.000 | - | - | A | GQ | D | 42.00% | - | Ljyuwowu | 3cVz | - | 220 | 3oSw+220 | - | - |
| K | ICI | 45.000 | - | - | GG- | YY- | JJ- | 6.30% | - | Oppqdhnf | 3kRf | - | 600 | 3fLn+600 | - | - |
| J-2 | TYZ | 1.000 | - | - | WWW- | CY | BBB- | 73.00% | - | Meqvsuxp | 3iCs | - | 405 | 3dLo+405 | - | - |
| J-2J | POU | 31.800 | - | - | ZZ | EG | BB | 76.90% | - | Ijkbypbw | 3bBi | - | 190 | 3eDr+190 | - | - |
| Q-1 | LCH | 27.000 | - | - | SSS | VS | QQQ | 98.00% | - | Tjhfjzqx | 3wWa | - | 300 | 3gGb+300 | - | - |
| Q-2T | WPC | 9.300 | - | - | BB | CU | ZZ | 71.46% | - | Rcjfa | SOM | - | - | 5.200% | - | - |
| Fyu | MFT | 33.986 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Redemption: 2026-02-22; Registration: 144O/Jfe Z;
J-2J: Redemption: 2026-02-22; Registration: 144X/Eko Q;
Q-2T: Redemption: 2026-02-22; Registration: 144G/Kiq K;
M: Redemption: 2026-02-22; Registration: 144K/Exn C;
Q-1: Redemption: 2026-02-22; Registration: 144A/Osq K;
J-2: Redemption: 2026-02-22; Registration: 144I/Usm R;
K: Redemption: 2026-02-22; Registration: 144I/Iex W;
Fyu: Redemption: 2026-02-22; Registration: 144E/Zqo O;
Deal Comments
Wwk Hcll Ieakwhp 1.5
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Mar 4, 2007