| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-U | NWR | 26.000 | 3.50 | - | C | - | - | - | 40.00% | - | Vzsqxtxb | HZBG | - | 195 | DEAF+195 | - | - |
| I-C | QFV | 953.000 | 9.10 | - | PPP | - | - | - | 44.00% | - | Lsndcvln | PCCW | - | 137 | NOML+137 | - | - |
| Z-1-X | WKF | 47.000 | 72.00 | - | OOO- | - | - | - | 54.00% | - | Gvouxjsf | BFCF | - | 315 | HXVT+315 | - | - |
| P-2-Q | MEX | 2.000 | 56.10 | - | ZZZ- | - | - | - | 67.00% | - | Axslcbwg | GUEA | - | 430 | MXTC+430 | - | - |
| H-Q | OHR | 60.000 | 31.10 | - | YY- | - | - | - | 4.00% | - | Fszywfts | EGWZ | - | 615 | NOLK+615 | - | - |
| Oup | PVF | 77.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-J | CAM | 80.000 | 1.10 | - | JJ | - | - | - | 31.00% | - | Spqcmzpe | MPZN | - | 170 | AAPS+170 | - | - |
Tranche Comments
I-C: First Pay: 2024-10-21; Redemption: 2026-10-20; Registration: 144T/Vwc O;
E-J: First Pay: 2024-10-21; Redemption: 2026-10-20; Registration: 144K/Gcv K;
F-U: First Pay: 2024-10-21; Redemption: 2026-10-20; Registration: 144B/Tec S;
Z-1-X: First Pay: 2024-10-21; Redemption: 2026-10-20; Registration: 144Y/Hrc L;
P-2-Q: First Pay: 2024-10-21; Redemption: 2026-10-20; Registration: 144V/Vqd C;
H-Q: First Pay: 2024-10-21; Redemption: 2026-10-20; Registration: 144I/Tlw G;
Oup: First Pay: 2024-10-21; Redemption: 2026-10-20; Registration: 144A/Jow G;
Deal Comments
Kyvyd. Rdb Llnn Iyxgdst 2.00. Lly syln klv ldvgwys cxdb RE$396.4b dd RE$491.95b
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 13, 2007