| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2K | ZFH | 4.000 | - | US | - | O | - | - | 20.00% | - | Dxuwhdbz | GMMQ | - | 230 | MEJU+230 | - | - |
| W2O | FCH | 2.000 | - | FQ | - | BBB- | - | - | 67.00% | - | Henwcxln | BHFI | - | 450 | NBZR+450 | - | - |
| U1Y | NLV | 25.000 | - | LB | - | Z+ | - | - | 78.00% | - | Kytoqvtj | SBXI | - | 190 | UADA+190 | - | - |
| XU | GCH | 55.000 | - | FT | - | QQ- | - | - | 2.00% | - | Tcfxdbzu | ZWXL | 565-585 | 610 | NGSQ+610 | - | - |
| F1D | KLZ | 798.000 | - | Vmm | - | - | - | - | 60.00% | - | Fwaykcna | NLIK | 125l | 127 | NCSG+127 | - | - |
| Kec | PRN | 29.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1M | RRV | 13.000 | - | ZL | - | SSS- | - | - | 55.00% | - | Vjbvvjbb | MQKS | - | 310 | EXNQ+310 | - | - |
| A2Y | YZH | 73.000 | - | FO | - | KKK | - | - | 47.00% | - | Zvfmdoje | ATET | 140-145 | 155 | QLLW+155 | - | - |
| FP | CWD | 78.000 | - | ST | - | JJ | - | - | 47.00% | - | Cwhyokkw | ZMUN | 160-165 | 160 | KAOV+160 | - | - |
Tranche Comments
F1D: Redemption: 2025-08-06; Registration: 144H/Nlx V;
A2Y: Redemption: 2025-08-06; Registration: 144M/Djl Z;
FP: Redemption: 2025-08-06; Registration: 144F/Eos Y;
U1Y: Redemption: 2025-08-06; Registration: 144V/Qkm G;
Z2K: Redemption: 2025-08-06; Registration: 144I/Etn U;
U1M: Redemption: 2025-08-06; Registration: 144G/Ksi K;
W2O: Redemption: 2025-08-06; Registration: 144D/Ozt F;
XU: Redemption: 2025-08-06; Registration: 144E/Zbi Q;
Kec: Redemption: 2025-08-06; Registration: 144F/Evn W;
Deal Comments
Uzezj. Bfs Inww Qzrgfhp 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 2, 2007