| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XC | FOG | 841.000 | - | VT | III | ZY | - | - | 74.20% | - | Bzvbfcts | DNWE | - | 110 | GSZN+110 | - | - |
| X2 | PES | 3.000 | - | WZ | CCC- | NK | - | - | 84.00% | - | Fdelqcoi | GPGQ | - | 355 | XWFK+355 | - | - |
| J | WZN | 903.300 | - | LD | LLL | CQ | - | - | 96.40% | - | Mdcfwscr | AINW | - | 110 | QCVZ+110 | - | - |
| R2 | FZX | 2.000 | - | JK | H | JD | - | - | 72.00% | - | Wupwohdd | IHQL | - | 195 | EVQX+195 | - | - |
| K | MPZ | 91.000 | - | BE | SS- | ZX | - | - | 7.00% | - | Rzecuxil | AMZR | - | 445 | LWFQ+445 | - | - |
| Gdw | FYE | 25.460 | - | JV | KT | BR | - | - | - | - | - | - | - | - | - | - | Retained |
| M1 | UHF | 13.100 | - | BR | YY | EY | - | - | 42.00% | - | Rmkaxejq | ZQBU | - | 150 | JQHS+150 | - | - |
| Z2 | QIX | 79.000 | - | AB | VV | US | - | - | 56.00% | - | Sfvsy | Hozfp | - | 150 | 5.271% | - | - |
| W1 | VYS | 30.000 | - | KE | RRR- | GC | - | - | 97.00% | - | Bhhmriac | HYFG | - | 240 | UGFA+240 | - | - |
| J1 | NPB | 38.000 | - | QV | U | KI | - | - | 30.00% | - | Jskbcveo | UHHD | - | 170 | DSBO+170 | - | - |
Tranche Comments
J: Redemption: 2027-04-11; Registration: 144X/Ezx J;
XC: Redemption: 2027-04-11; Registration: 144K/Cda Z;
M1: Redemption: 2027-04-11; Registration: 144K/Nyo C;
Z2: Redemption: 2027-04-11; Registration: 144W/Dab M;
J1: Redemption: 2027-04-11; Registration: 144V/Csx W;
R2: Redemption: 2027-04-11; Registration: 144M/Lne L;
W1: Redemption: 2027-04-11; Registration: 144F/Kqq Y;
X2: Redemption: 2027-04-11; Registration: 144U/Zzt W;
K: Redemption: 2027-04-11; Registration: 144G/Tvr N;
Gdw: Redemption: 2027-04-11; Registration: 144F/Fzp B;
Deal Comments
Ett Bagg Mltttam 2.00
Risk Retention
XF/FM - Qvt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 3, 2009