| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-G2 | GBJ | 10.000 | - | BG | VB | GG | - | - | 20.00% | - | Gswbvoaf | SKZI | - | 170 | TSNR+170 | - | - |
| Ulo | BCV | 817.800 | - | YY | FZ | XG | - | - | - | - | - | - | - | - | - | - | Retained |
| M-S2 | ALI | 60.000 | - | FR | EY | R | - | - | 62.00% | - | Zclpeydy | GLVC | - | 195 | PDAB+195 | - | - |
| M-N2 | LGO | 5.270 | - | Q3 | AQ | PS | - | - | 6.92% | - | Dsympbri | CTXW | - | 900 | CQOF+813 | - | - |
| P-2-H2 | ZHC | 30.000 | - | NG | UO | FFF | - | - | 82.00% | - | Rsmhziyz | HGFE | - | 160 | UDEX+160 | - | - |
| E-1-F1 | QYU | 56.000 | - | VU | ZX | UUU- | - | - | 83.00% | - | Uuhxffwh | ZIUD | - | 300 | ICHV+300 | - | - |
| J-2-Z2 | MJA | 9.000 | - | SZ | JB | VVV- | - | - | 16.00% | - | Ubppfwrx | YTOF | - | 410 | SBNK+410 | - | - |
| M-I2 | EKN | 81.000 | - | CX | XV | NN- | - | - | 7.00% | - | Ymjwrvyy | CZMJ | - | 600 | AKQT+600 | - | - |
| P-1-M2 | NOS | 709.000 | - | Xdd | VV | FFF | - | - | 82.00% | - | Jxlxvthm | MNDA | - | 135 | HMMY+135 | - | - |
Tranche Comments
P-1-M2: Redemption: 2027-01-15; Registration: 144B/Hfj T;
P-2-H2: Redemption: 2027-01-15; Registration: 144K/Vvl Q;
A-G2: Redemption: 2027-01-15; Registration: 144Q/Fqt P;
M-S2: Redemption: 2027-01-15; Registration: 144O/Hce Y;
E-1-F1: Redemption: 2027-01-15; Registration: 144Y/Vda Z;
J-2-Z2: Redemption: 2027-01-15; Registration: 144K/Nss N;
M-I2: Redemption: 2027-01-15; Registration: 144L/Ddf O;
M-N2: Redemption: 2027-01-15; Registration: 144Z/Ujn L;
Ulo: Redemption: 2027-01-15; Registration: 144C/Oht B;
Deal Comments
Tzezw. Dpt Vqqq Mzetpbd 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2007