| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PFA | 17.675 | 4.00 | - | E | W | 79.53% | - | Wbjzapxb | 3lVr | - | 265 | 3hNo+265 | - | 530.00000 |
| Q | JVS | 97.601 | 3.00 | - | VV- | AA- | 9.38% | - | Obksxeba | 3hPi | - | 675 | 3yCx+667 | - | 95.60000 |
| I | VHP | 48.969 | 3.50 | - | C- | J- | 6.40% | - | Prqevuxn | 3pXz | - | 985 | 3lKn+899 | - | 13.00000 |
| Psf | STZ | 44.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1 | XNV | 10.200 | 2.10 | - | WW | CC | 52.00% | - | Mkefyjsb | 3kKq | - | 230 | 3aHj+230 | - | 431.00000 |
| K | XUL | 832.000 | 9.50 | - | SSS | WWW | 89.00% | - | Uxykkwkd | 3zYb | - | 145 | 3wJg+145 | - | 870.00000 |
| T2 | ZWU | 76.000 | - | - | NN | RR | - | - | Zkcnn | SFN | - | - | 5.250% | 5.250% | 672.00000 |
| E | DPJ | 82.180 | 1.10 | - | LLL- | PPP- | 10.00% | - | Lyboueep | 3yNf | - | 385 | 3eMz+374 | - | 35.69000 |
Tranche Comments
K: Redemption: 2026-12-11; Registration: 144D/Ulu S;
U1: Redemption: 2026-12-11; Registration: 144M/Ehm C;
T2: Redemption: 2026-12-11; Registration: 144G/Pua H;
L: Redemption: 2026-12-11; Registration: 144G/Tsw Z;
E: Redemption: 2026-12-11; Registration: 144D/Ejz N;
Q: Redemption: 2026-12-11; Registration: 144B/Nkn H;
I: Redemption: 2026-12-11; Registration: 144P/Lid I;
Psf: Redemption: 2026-12-11; Registration: 144A/Ixq G;
Deal Comments
Ian Qjqq Fbhkaxi 2.00. Agb xbjq djr vkrkhbx ehaa ZGB406.2a ia ZGB456.25a
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Oct 19, 2007