| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rvi | QHV | 45.000 | - | FU | YN | YT | - | - | - | - | - | - | - | - | - | - | Retained |
| P-F | MSL | 68.000 | - | BG | BB | D | - | - | 64.00% | - | Aducwduh | TVIL | - | 195 | DMNY+195 | - | - |
| B2-H | ORW | 2.100 | - | UH | OQ | UUU- | - | - | 26.00% | - | Vevjdrsq | WLLE | - | 410 | BPZZ+410 | - | - |
| Z2-D | BPK | 85.000 | - | NK | ML | AAA | - | - | 96.00% | - | Xrsaazje | XDKM | - | 150 | NCSO+150 | - | - |
| Z-N | ILN | 95.000 | - | MH | BF | JJ- | - | - | 8.00% | - | Lqbukvqq | HCKM | - | 575 | MXHK+575 | - | - |
| C-O | VPW | 92.000 | - | GN | LZ | KK | - | - | 34.00% | - | Dxoqrllt | EYHB | - | 175 | VWWS+175 | - | - |
| L1-R | YNG | 68.400 | - | LC | GR | GGG- | - | - | 96.20% | - | Msfobwti | TDGD | - | 300 | QPPT+300 | - | - |
| S1-D | RGN | 154.000 | - | Yll | ZT | KL | - | - | 79.00% | - | Iqeyjbbj | DAFH | - | 134 | MLTW+134 | - | - |
Tranche Comments
S1-D: Redemption: 2026-10-20; Registration: 144E/Rpj P;
Z2-D: Redemption: 2026-10-20; Registration: 144G/Etj R;
C-O: Redemption: 2026-10-20; Registration: 144A/Txb O;
P-F: Redemption: 2026-10-20; Registration: 144A/Woq L;
L1-R: Redemption: 2026-10-20; Registration: 144O/Nfh D;
B2-H: Redemption: 2026-10-20; Registration: 144K/Akv A;
Z-N: Redemption: 2026-10-20; Registration: 144A/Tnl W;
Rvi: Redemption: 2026-10-20; Registration: 144H/Zxd S;
Deal Comments
Hcoce. Vzj Lwoo Ycouzxk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 28, 2007