| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-D | LJH | 22.660 | 7.90 | - | KKK- | - | - | - | 55.00% | - | Buobkeiv | EIEC | - | 425 | EJBY+425 | - | 263.00000 |
| A-C | NJH | 89.330 | 9.21 | - | U | - | - | - | 94.00% | - | Qqplpqqa | WDTH | - | 240 | SATB+240 | - | 862.00000 |
| Q-I | UJX | 89.300 | 9.18 | - | EEE | - | - | - | - | - | Drwhdlps | GDAZ | - | 130 | LEMT+130 | - | 192.00000 |
| Q-F | RPO | 453.273 | 9.69 | - | UUU | - | - | - | 13.30% | - | Ilrfjphv | DESY | - | 170 | HEAG+170 | - | 657.00000 |
| I-C | IFC | 35.230 | 9.82 | - | JJ | - | - | - | 10.30% | - | Bfrmlltf | VPCV | - | 200 | NMAU+200 | - | 120.00000 |
| K-B | LVV | 33.701 | 1.40 | - | YYY | - | - | - | 13.10% | - | Rcqrxhsa | TKEX | - | 170 | CICD+170 | - | 251.00000 |
| C-O | WCE | 3.000 | 5.61 | - | SS | - | - | - | 49.10% | - | Pvfefaiu | IMIW | - | 200 | DNHS+200 | - | 313.00000 |
| Gppsvm | FTC | 47.600 | - | - | YT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-S | BFH | 52.970 | 4.26 | - | EE- | - | - | - | 29.00% | - | Jzmmqysf | GUJI | - | 875 | CNTR+856 | - | 63.00000 |
Tranche Comments
Q-I: Redemption: 2026-11-09; Registration: 144E/Hdo T;
Q-F: Redemption: 2026-11-09; Registration: 144L/Abn J;
K-B: Redemption: 2026-11-09; Registration: 144M/Wwp H;
I-C: Redemption: 2026-11-09; Registration: 144L/Xhm K;
C-O: Redemption: 2026-11-09; Registration: 144Z/Ttg J;
A-C: Redemption: 2026-11-09; Registration: 144Q/Ijh L;
P-D: Redemption: 2026-11-09; Registration: 144E/Wpl D;
M-S: Redemption: 2026-11-09; Registration: 144K/Dtf Q;
Gppsvm: Redemption: 2026-11-09; Registration: 144M/Dky C;
Deal Comments
Lmeml. Dcf Ieuu Wmbucly 2.00
Reinvestment Period (YRS)
4.99
Reinvestment Period End Date
Feb 28, 2008