| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | MBS | 24.000 | 5.40 | - | DD | - | - | - | 99.00% | - | Avqaxmdb | IYZP | - | 160 | MXUU+160 | - | 877.00000 |
| U | ZIU | 41.000 | 56.30 | - | SS- | - | - | - | 5.00% | - | Lyrcumed | QCUM | - | 480 | XBPJ+480 | - | 599.00000 |
| Gui | WSG | 11.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | INS | 78.000 | 5.40 | - | SSS- | - | - | - | 51.00% | - | Kbpxorlw | DOFH | - | 260 | QPTL+260 | - | 983.00000 |
| N-2 | VOV | 28.700 | 8.00 | - | - | III | - | - | 16.00% | - | Trfwfpjv | ITQK | - | 150 | MMTL+150 | - | 172.00000 |
| Y-1 | HSS | 714.500 | 8.70 | - | GGG | GGG | - | - | 66.90% | - | Gcqmpics | AQYX | - | 126 | HGIG+126 | - | 637.00000 |
| M-2 | NEH | 56.000 | 5.50 | - | RR | - | - | - | 24.00% | - | Ztsyu | - | - | - | 5.50% | 5.500% | 912.00000 |
| T | ZLV | 73.000 | 3.50 | - | I | - | - | - | 38.00% | - | Nmdowyjf | GQWF | - | 180 | PLJN+180 | - | 392.00000 |
Tranche Comments
Y-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Zmu A;
N-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Oyp N;
M-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Fyd W;
M-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144C/Jpt W;
T: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Ewo T;
F: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Wmf L;
U: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144N/Xbo J;
Gui: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Zct N;
Deal Comments
Hvs Vvtt Cnkcvlo 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 8, 2008
WAL Test Period End Date
Jan 11, 2020