| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | YOC | 825.700 | - | Off | OT | - | - | - | 15.00% | - | Kqscpddx | IIID | 145 | 145 | UTCJ+145 | - | - |
| K1Q | NTH | 21.270 | - | MG | CCC+ | - | - | - | 45.00% | - | Rrbkwwtm | PEZT | - | 340 | JZTJ+340 | - | - |
| E | WMT | 35.700 | - | IZ | MM | - | - | - | 32.00% | - | Jpombcyt | UBDE | 175-180 | 180 | LQFW+180 | - | - |
| J | PFD | 37.300 | - | WM | Y | - | - | - | 90.00% | - | Jlqvwavr | AESM | 205-215 | 220 | DOVA+220 | - | - |
| K2 | VVG | 4.100 | - | AU | KKK | - | - | - | 41.00% | - | Rqnxq | - | - | - | 8.468% | - | - |
| Y2 | WNJ | 89.800 | - | Hvv | PC | - | - | - | 38.00% | - | Fvxuzbns | QTXN | 160-165 | 165 | NUPI+165 | - | - |
| V1S | YBY | 7.000 | - | IG | UUU+ | - | - | - | 54.00% | - | Xcrfi | - | - | - | 7.470% | - | - |
| W | QMK | 54.600 | - | LE | XX- | - | - | - | 6.00% | - | Gmxsdrhe | MAYY | - | 665 | KVGF+665 | - | - |
| Orb | ZWO | 51.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I1: Redemption: 2026-07-20; Registration: 144T/Gad D;
Y2: Redemption: 2026-07-20; Registration: 144H/Qdv D;
E: Redemption: 2026-07-20; Registration: 144L/Tiw I;
J: Redemption: 2026-07-20; Registration: 144B/Vjd C;
K1Q: Redemption: 2026-07-20; Registration: 144U/Lfo X;
V1S: Redemption: 2026-07-20; Registration: 144Z/Avd F;
K2: Redemption: 2026-07-20; Registration: 144U/Tkg U;
W: Redemption: 2026-07-20; Registration: 144T/Hub D;
Orb: Redemption: 2026-07-20; Registration: 144Y/Ctt P;
Deal Comments
Fkc Hbff Jlorkty 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 26, 2008