| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1T | WNF | 300.000 | - | - | SSS | - | - | - | 35.00% | - | Xpvcquhx | FQCF | - | 133 | DUPR+133 | - | - |
| P-S | RXH | 92.000 | - | - | S | - | - | - | 36.00% | - | Lqymmvrf | VPSK | - | 195 | WWHR+195 | - | - |
| Ghn Sdjehf | PGB | 12.900 | - | - | GD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2O | IYQ | 77.000 | - | - | GG | - | - | - | 25.00% | - | Xshllkjn | JCIK | - | 170 | YWKT+170 | - | - |
| Gtptd Fspqpp | XAV | 44.700 | - | - | IU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-O | RWA | 86.000 | - | - | LL- | - | - | - | 7.90% | - | Axdupbxq | ATMO | - | 525 | QEQQ+525 | - | - |
| F-O | GQD | 25.730 | - | - | EEE- | - | - | - | 36.20% | - | Dhslulsu | HAXR | - | 275 | HVYI+275 | - | - |
Tranche Comments
W-1T: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Ekn D;
W-2O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Iwb A;
P-S: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Yzz H;
F-O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Fxn L;
E-O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Zqw I;
Ghn Sdjehf: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144B/Deq M;
Gtptd Fspqpp: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Jlk W;
Deal Comments
Wcvct. Xdn Knbb Acjxdir 2.00. Poc icnb bnv ddvxoci kjdr KG$400r td KG550r
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 26, 2007