| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 256.000 | - | Aaa | AAA | - | - | - | - | - | - | - | - | - | - | - | - |
| B-R | USD | 40.000 | - | Aa2 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C-R | USD | 26.000 | - | A2 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-R | USD | 23.500 | - | Baa3 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E-R | USD | 22.500 | - | Ba3 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-R | USD | 8.000 | - | - | B- | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HTT | PNS | 87.800 | - | - | N | - | - | - | - | - | Pcxkkjon | 3lZ | - | 185 | 3mK+185 | - | - |
| BZZ | HZC | 9.000 | - | - | ZZZ | - | - | - | - | - | Nkxdfwrw | 3dX | - | 60 | 3qW+60 | - | - |
| C2JJ | BCZ | 17.000 | - | - | LL | - | - | - | - | - | Ejxcaidg | 3oO | - | 150 | 3fD+150 | - | - |
| LMM | TWP | 45.500 | - | - | XXX | - | - | - | - | - | Hwycqxrg | 3mL | - | 305 | 3kK+305 | - | - |
| I1PP | GXI | 435.000 | - | - | BBB | - | - | - | - | - | Gohkwodz | 3lZ | - | 85 | 3gF+85 | - | - |
| EGG | CLS | 22.000 | - | - | YY | - | - | - | - | - | Nquhyxwo | 3fO | - | 560 | 3lN+560 | - | - |
Tranche Comments
BZZ: Redemption: 2018-12-20; Registration: 144T Yevr;
I1PP: Redemption: 2018-12-20; Registration: 144K Bibp;
C2JJ: Redemption: 2018-12-20; Registration: 144R Yxvp;
HTT: Redemption: 2018-12-20; Registration: 144P Onnj;
LMM: Redemption: 2018-12-20; Registration: 144W Dwkv;
EGG: Redemption: 2018-12-20; Registration: 144H Fjrz;
Deal Comments
Uwimenejmey. Dwe Cnii Rwcmwuk 0.6
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2U | BHJ | 65.000 | - | - | DD | - | - | - | - | - | Dkkefywk | 3vX | - | - | 3cL+180 | - | - |
| N-I | YAO | 12.000 | - | - | YY- | - | - | - | - | - | Rxljqwzr | 3oJ | - | - | 3vX+750 | - | - |
| D-Z | KUX | 49.200 | - | - | QQQ | - | - | - | - | - | Pmpdapjn | 3jT | - | - | 3yH+390 | - | - |
| P-T-S | XET | 2.000 | - | - | LLL | - | - | - | - | - | Rjsbrxml | 3xS | - | - | 3fU+95 | - | - |
| I-N | TFK | 96.400 | - | - | P | - | - | - | - | - | Sqhewlex | 3hA | - | - | 3gU+245 | - | - |
| K-1I | EEL | 513.000 | - | - | BBB | - | - | - | - | - | Qjklwefo | 3cC | - | - | 3cN+125 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Uasmnu | WSR | 48.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | RCF | 56.000 | - | L2 | - | - | - | - | - | - | Noupjojt | 3iP | - | - | 3uP+369 | - | - |
| I | OWG | 70.200 | - | Vgg3 | - | - | - | - | - | - | Vzryppsx | 3qP | - | - | 3bH+475 | - | - |
| V | MCQ | 70.200 | - | Wc3 | - | - | - | - | - | - | Eukdmdqj | 3jR | - | - | 3lQ+710 | - | - |
| C | KNW | 21.000 | - | Wr2 | - | - | - | - | - | - | Cylqsscq | 3rL | - | - | 3pY+268 | - | - |
| P | BIL | 634.000 | - | Xxx | III | - | - | - | - | - | Cxwhodkf | 3iS | - | - | 3cU+165 | - | - |
| V | ALD | 7.000 | - | - | F | - | - | - | - | - | Qfkycaet | 3tO | - | - | 3aH+868 | - | - |
Tranche Comments
P: Registration: 144G/Wrt L;
C: Registration: 144L/Aep C;
X: Registration: 144N/Feb I;
I: Registration: 144P/Vvc K;
V: Registration: 144P/Lmv I;
Uasmnu: Registration: 144Z/Nss P;
V: Registration: 144Y/Qea D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | LBF | 33.000 | - | - | LL | - | - | - | - | - | Bsvqmabd | 3kM | - | - | 3dH+195 | - | - |
| H | UMI | 31.000 | - | - | JJ | - | - | - | - | - | Gcqdulwy | 3oH | - | - | 3kN+500 | - | - |
| Jjmdej | JCR | 35.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | WIN | 22.800 | - | - | DDD | - | - | - | - | - | Dyfhzoet | 3kB | - | - | 3uB+375 | - | - |
| W-1 | PVM | 931.000 | - | Mdd | BBB | - | - | - | - | - | Dkrudrmm | 3cI | - | - | 3fD+145 | - | - |
| I | QQP | 68.800 | - | - | S | - | - | - | - | - | Pheofhex | 3qC | - | - | 3lL+275 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | UAS | 23.000 | - | - | - | - | - | - | - | - | Pyoxbleo | 3fU | - | - | 3mE+205 | - | - |
| P | ZRF | 71.000 | - | - | - | - | - | - | - | - | Kdlsmwut | 3gF | - | - | 3hQ+275 | - | - |
| W-1 | ZMW | 896.000 | - | Kll | - | - | - | - | - | - | Ulursfbn | 3rX | - | - | 3kE+125 | - | - |
| Z | CRD | 65.000 | - | - | - | - | - | - | - | - | Sykfkssb | 3cG | - | - | 3zA+365 | - | - |
| M | TQE | 93.000 | - | - | - | - | - | - | - | - | Luuzljds | 3dF | - | - | 3kW+480 | - | - |
| Adsnwr | ZPM | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: 144Z/Zim A;
W-2: Registration: 144U/Zdf M;
P: Registration: 144Q/Jjt U;
Z: Registration: 144F/Iqm M;
M: Registration: 144U/Pyn F;
Adsnwr: Registration: 144F/Oht Z;