| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZEE | AXX | 8.500 | - | Bnn | FR | SI | - | - | - | - | Dfibtyia | YNUB | - | 100 | NIZC+100 | - | - |
| FPP | YIZ | 779.200 | - | Unn | JC | IC | - | - | 47.30% | - | Xwpytfnn | QVMG | - | 132 | XJXE+132 | - | - |
| Grd | NHB | 12.600 | - | QR | IR | FP | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2BB | VTY | 5.600 | - | ZH | JL | HHH- | - | - | 36.90% | - | Gycfhomu | CDAK | - | 400 | NJBV+400 | - | - |
| QDD | XWV | 96.100 | - | NM | BR | AA | - | - | 88.00% | - | Ltkyfqtf | POPX | - | 165 | WYEY+165 | - | - |
| VCC | WKU | 53.100 | - | OP | EE | FF- | - | - | 2.00% | - | Tjcduqtb | NNCR | - | 600 | PVFP+600 | - | - |
| I1CC | WPJ | 71.000 | - | EM | KI | UUU | - | - | 50.00% | - | Dhseutfq | YKAF | - | 280 | VQEK+280 | - | - |
| XZZ | PHP | 8.140 | - | Z3 | TA | PE | - | - | 5.10% | - | Mwvrodwo | PIPN | - | - | SUWE+725 | - | Retained |
| PII | XYR | 98.000 | - | WL | AD | R | - | - | 33.00% | - | Kbhhqmux | SSQB | - | 190 | KLNO+190 | - | - |
Tranche Comments
ZEE: Redemption: 2026-12-06; Registration: 144X/Qck E;
FPP: Redemption: 2026-12-06; Registration: 144X/Dhp G;
QDD: Redemption: 2026-12-06; Registration: 144H/Jai E;
PII: Redemption: 2026-12-06; Registration: 144Q/App L;
I1CC: Redemption: 2026-12-06; Registration: 144B/Zya J;
Q2BB: Redemption: 2026-12-06; Registration: 144T/Nut T;
VCC: Redemption: 2026-12-06; Registration: 144X/Nzu R;
XZZ: Redemption: 2026-12-06; Registration: 144A/Jte P;
Grd: Redemption: 2026-12-06; Registration: 144N/Pqm A;
Deal Comments
Lwbwv. Hou Kocc Awcnoyj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 12, 2010