| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-H | MPM | 83.000 | - | - | XX | - | - | - | 67.00% | - | Hvlyxrdz | TCHQ | 185y | 190 | JZND+190 | - | - |
| O-E | MSC | 2.300 | - | - | VVV | - | - | - | - | - | Uceljtyo | VLPL | 105 | 110 | JTMN+110 | - | - |
| F-2M | ZXX | 3.000 | - | - | SSS- | - | - | - | 14.30% | - | Suybtiuz | ESQV | 440-450 | 550 | ZYUU+550 | - | - |
| T-W | JAD | 6.540 | - | - | P- | - | - | - | 6.13% | - | Lrkazkjs | HYGO | 1100u | 1073 | NUSE+1073 | - | - |
| Qcy | KRT | 99.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-H | FRR | 94.600 | - | - | RR- | - | - | - | 9.30% | - | Ffulpbtm | EVKJ | 775-800 | 850 | KHTN+850 | - | - |
| P-H | QNO | 745.000 | - | - | XXX | - | - | - | 52.00% | - | Ffzybvnt | PMQM | 145z | 145 | XUGI+145 | - | - |
| J-1F | PFI | 90.000 | - | - | HHH- | - | - | - | 36.00% | - | Qdqkdkvf | VWNJ | 330-340 | 380 | AGMJ+380 | - | - |
| K-I | LUQ | 86.000 | - | - | J | - | - | - | 49.00% | - | Mrjwfqpn | AHMQ | 215-225 | 235 | FKIF+235 | - | - |
Tranche Comments
O-E: Redemption: 2026-10-20; Registration: 144N/Dtn Q;
P-H: Redemption: 2026-10-20; Registration: 144Z/Oet J;
J-H: Redemption: 2026-10-20; Registration: 144B/Xkz O;
K-I: Redemption: 2026-10-20; Registration: 144N/Tsn P;
J-1F: Redemption: 2026-10-20; Registration: 144N/Dox S;
F-2M: Redemption: 2026-10-20; Registration: 144T/Can F;
L-H: Redemption: 2026-10-20; Registration: 144M/Fbd O;
T-W: Redemption: 2026-10-20; Registration: 144A/Hpp R;
Qcy: Redemption: 2026-10-20; Registration: 144L/Ddo C;
Deal Comments
Shc-Dnuu Elovhsg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 30, 2007