| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2T | XIU | 3.000 | - | XD | RRR- | BW | - | - | 55.00% | - | Phekbiwf | QOGC | - | 410 | EXSS+410 | - | - |
| VZ | OVP | 76.000 | - | SZ | C | JS | - | - | 66.00% | - | Uwhafwar | HANZ | - | 190 | LLEY+190 | - | - |
| JO | IKM | 50.000 | - | YX | WW- | QW | - | - | 2.00% | - | Psbhpdbd | JGBZ | - | 540 | ZKWT+540 | - | - |
| T2N | YCP | 60.000 | - | QE | XX | QZ | - | - | 25.00% | - | Hkryg | - | - | 165 | 5.389% | - | - |
| G1Q | CYB | 94.000 | - | MA | DDD- | UM | - | - | 15.00% | - | Rezefiow | QGQE | - | 280 | DOKB+280 | - | - |
| JK | RXN | 890.000 | - | VZ | TTT | MP | - | - | 38.00% | - | Kwcdhxzl | VTUP | - | 135 | SBDN+135 | - | - |
| Qwp | EUX | 23.000 | - | XU | ME | PA | - | - | - | - | - | - | - | - | - | - | Retained |
| T1K | KYU | 82.000 | - | WP | FF | VA | - | - | 76.00% | - | Uwfjatnh | IIMJ | - | 160 | EPNT+160 | - | - |
Tranche Comments
JK: Redemption: 2026-07-20; Registration: 144D/Tty R;
T1K: Redemption: 2026-07-20; Registration: 144I/Wqh X;
T2N: Redemption: 2026-07-20; Registration: 144E/Vpe C;
VZ: Redemption: 2026-07-20; Registration: 144X/Ksq V;
G1Q: Redemption: 2026-07-20; Registration: 144J/Uke W;
Q2T: Redemption: 2026-07-20; Registration: 144L/Vba I;
JO: Redemption: 2026-07-20; Registration: 144W/Vmu O;
Qwp: Redemption: 2026-07-20; Registration: 144Y/Vyc I;
Deal Comments
Dxxxt. Ixc-Yvff Pxhcxwn 2.00
Risk Retention
XN/NG - Twzn NV - Twz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 2, 2008