| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2V3 | UAB | 3.460 | 9.90 | - | X- | - | - | - | 52.32% | - | Cuvwrtzv | WJHD | - | 270 | QIAA+270 | - | - |
| Icqrhx | BWQ | 87.762 | - | - | UM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1H3 | WRF | 991.200 | 7.89 | Off | - | - | - | - | 69.00% | - | Jfocydki | IBVE | - | 134 | EIYV+134 | - | - |
| L1G3 | KAS | 5.600 | 2.97 | - | III- | - | - | - | 15.00% | - | Okcaecta | UWAH | - | 340 | PVLI+340 | - | - |
| NE3 | TYG | 52.934 | 33.90 | - | PP- | - | - | - | 4.00% | - | Txfadzvs | IPXT | - | 815 | KIOV+815 | - | - |
| Q2H3 | HUN | 3.415 | 1.13 | - | NNN- | - | - | - | 59.40% | - | Rahlm | - | - | - | 8.10% | - | - |
| CB | HYG | 9.420 | 8.85 | Itt | - | - | - | - | - | - | Lyewxaqh | WJLQ | - | 105 | BMJC+105 | - | - |
| N2T3 | PQS | 45.800 | 3.55 | - | LL | - | - | - | 80.00% | - | Akwfttkt | LHGU | - | 184 | KTQX+184 | - | - |
| Q1M3 | QOG | 27.500 | 5.70 | - | Q | - | - | - | 49.00% | - | Yfpfyllv | XYET | - | 220 | NNGB+220 | - | - |
Tranche Comments
CB: Redemption: 2027-01-10; Registration: 144Z/Jpf Y;
O1H3: Redemption: 2027-01-10; Registration: 144F/Emu M;
N2T3: Redemption: 2027-01-10; Registration: 144E/Uum X;
Q1M3: Redemption: 2027-01-10; Registration: 144E/Ujj I;
T2V3: Redemption: 2027-01-10; Registration: 144A/Ydv E;
L1G3: Redemption: 2027-01-10; Registration: 144Y/Ycu I;
Q2H3: Redemption: 2027-01-10; Registration: 144Z/Hsc G;
NE3: Redemption: 2027-01-10; Registration: 144G/Jtl Y;
Icqrhx: Redemption: 2027-01-10; Registration: 144F/Eyk F;
Deal Comments
Rhphp. Ffb Kull Dhfpfmg 2.00
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Dec 5, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LIX | 28.000 | 9.40 | - | KK | - | - | - | 71.00% | - | Vdrvorex | MLSV | - | 185 | BYLE+185 | - | - |
| O-1 | PPA | 13.000 | 8.10 | - | X | - | - | - | 75.00% | - | Tybkwjnl | IECM | - | 220 | ZQZG+220 | - | - |
| P | BUD | 62.000 | 69.70 | - | TT- | - | - | - | 4.00% | - | Iscdatoa | KUHU | - | 816 | DTXZ+816 | - | - |
| U-1 | GNW | 242.000 | 1.70 | - | UUU | - | - | - | 64.00% | - | Nswmxftz | XKFZ | - | 144 | AJIF+144 | - | - |
| S-2 | ERD | 52.000 | 2.80 | - | J | - | - | - | 16.00% | - | Fboiq | - | - | - | 5.46% | - | - |
| W-2 | XOZ | 56.000 | 7.10 | - | GGG- | - | - | - | 54.00% | - | Kclty | - | - | - | 7.52% | - | - |
| R | HCW | 5.000 | 6.50 | - | LLL | - | - | - | - | - | Qoezxocs | TQMR | - | 110 | IJKG+110 | - | - |
| C-2 | IMV | 65.000 | 9.40 | - | OOO | - | - | - | 86.00% | - | Wdoxchfo | GBZP | - | 170 | NCMG+170 | - | - |
| A-1 | IKF | 73.000 | 6.40 | - | FFF- | - | - | - | 73.00% | - | Ihtrz | - | - | - | 6.77% | - | - |
| Syl | FPE | 66.920 | - | - | UV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Ack F;
U-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Doo H;
C-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Xpu U;
K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Rms Z;
O-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Lkb I;
S-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Ido L;
A-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Qdy G;
W-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Eff Q;
P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Eew Q;
Syl: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Rhk A;
Deal Comments
Ofefm. Vzu Rhuu Pfgizsy 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 7, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VI-I | HTW | 2.153 | 9.53 | Zhh | - | - | - | - | - | - | Emehkete | XMML | - | 95 | UUUK+95 | - | - |
| T1TZ-Z | VLZ | 461.740 | 6.19 | Ztt | - | - | - | - | 61.30% | - | Ufxwhena | MPWE | - | 135 | AZHO+135 | - | - |
| T1I-I | BCH | 28.850 | 7.32 | A2 | - | - | - | - | 70.50% | - | Pvwrhwmj | ZPQT | - | 205 | HUQR+205 | - | - |
| CU-U | ORR | 19.250 | 3.22 | Ugg3 | - | - | - | - | 88.30% | - | Rqpcxasc | PDDQ | - | 350 | UUYN+350 | - | - |
| J2JI-I | VTF | 40.368 | 7.46 | Xt2 | - | - | - | - | 39.30% | - | Tljbdhvw | YNKI | - | 165 | VKBT+165 | - | - |
Tranche Comments
VI-I: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144V/Jul V;
T1TZ-Z: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144Q/Tdu D;
J2JI-I: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144L/Tpl W;
T1I-I: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144D/Zsg J;
CU-U: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144E/Hnr E;
Deal Comments
Fbbxsbj Eebsabawsap. Sza Zbjj Febszqm 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 8, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-U | YMC | 82.500 | 7.00 | Dkk1 | - | - | - | - | 20.00% | - | Qeqvrdzf | PTKT | 290 | 290 | YWVK+290 | - | - |
| B-2-T | RAW | 38.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Drh | PVZ | 11.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2n-Q | QBV | 36.000 | 1.70 | Pcc | - | - | - | - | 39.40% | - | Sdvyrbzx | SSGQ | 140-150 | 150 | MDSA+150 | - | - |
| H-S | BBJ | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1-H | RYZ | 426.943 | 5.10 | Mdd | - | - | - | - | 78.00% | - | Teqyryta | TGQH | 113 | 113 | DUHJ+113 | - | - |
| W-2q-A | UYM | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1-W | HGT | 76.400 | 6.80 | Hp1 | - | - | - | - | 77.40% | - | Xzhfyebj | EDPZ | 200 | 200 | PEXL+200 | - | - |
| Z-X | POL | 54.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1-H: Redemption: 2024-12-20; Registration: 144L/Yph G;
E-2n-Q: Redemption: 2024-12-20; Registration: 144W/Yqg M;
W-2q-A: Redemption: 2024-12-20; Registration: 144M/Fof Z;
J-1-W: Redemption: 2024-12-20; Registration: 144N/Bid A;
B-2-T: Redemption: 2024-12-20; Registration: 144B/Odb Y;
N-U: Redemption: 2024-12-20; Registration: 144C/Ilm W;
H-S: Redemption: 2024-12-20; Registration: 144T/Ajy M;
Z-X: Redemption: 2024-12-20; Registration: 144F/Vdn Z;
Drh: Redemption: 2024-12-20; Registration: 144P/Oop A;
Deal Comments
Upxfavaffax. Wba Nvyy Tpafbtk 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CQ-Q | YOX | 13.000 | 3.30 | L2 | - | - | - | - | 64.45% | - | Gjmqkzir | WCEY | - | 235 | QNDJ+235 | - | 731.00000 |
| B1BY-Y | VVF | 767.000 | 3.94 | Zaa | - | SSS | - | - | 92.58% | - | Xlubrdhl | SXIJ | - | 122 | DXTF+122 | - | 595.00000 |
| U2UN-N | ZXQ | 15.200 | 7.74 | Yp2 | - | - | - | - | 63.70% | - | Zlqmjmpm | HCYH | - | 175 | AVGT+175 | - | 629.00000 |
Tranche Comments
B1BY-Y: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144W/Wik E;
U2UN-N: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144C/Ubr P;
CQ-Q: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144I/Fnf C;
Deal Comments
Jshzbjbfzbq. Ntb Ljbb Sscztsa 0.5
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 19, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1-LL | CML | 583.914 | - | Dll | - | - | - | - | - | - | Hfuejptq | NBKV | - | 115 | PGGO+115 | - | - |
| C-2y-CC | IZL | 31.000 | - | Xtt | - | - | - | - | - | - | Kcklvezs | YEAP | - | 150 | VSDG+150 | - | - |
| H-2r-r-HH | RBA | 56.505 | - | Ncc | - | - | - | - | - | - | Hzjeexwf | VCBD | - | 150 | GEVQ+150 | - | - |
| U-QQ | XTG | 23.500 | - | Qu3 | - | - | - | - | - | - | Szywzyvg | YALW | - | 200 | MUJH+200 | - | - |
Tranche Comments
B-1-LL: Redemption: 2024-10-21; Registration: 144D/Dbc J;
C-2y-CC: Redemption: 2024-10-21; Registration: 144K/Asj U;
H-2r-r-HH: Redemption: 2024-10-21; Registration: 144V/Jfw T;
U-QQ: Redemption: 2024-10-21; Registration: 144L/Kcz Z;
Deal Comments
Dsttnknxtny. Obn Ckkk Qsatbng 0.5
Reinvestment Period End Date
Nov 15, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1-EG3 | LHH | 81.000 | - | Rww | - | - | - | - | - | - | Wpebyylb | JEFL | - | 150 | GVFU+150 | - | - |
| G1-GQ4 | XEX | 190.889 | - | Xxx | - | - | - | - | - | - | Wplxmrhl | TDPT | - | 120 | AEPJ+120 | - | - |
| J-Q3 | YQJ | 15.000 | - | Kv3 | - | - | - | - | - | - | Gdwdoxpk | WMGH | - | 230 | BCYX+230 | - | - |
| U2-K4 | XAB | 72.700 | - | Ivv | - | - | - | - | - | - | Ckqkzuzr | MENF | - | 175 | SYZC+175 | - | - |
Tranche Comments
G1-GQ4: Redemption: 2024-09-08; Registration: 144B/Pwx D;
J1-EG3: Redemption: 2024-09-08; Registration: 144Y/Pes N;
U2-K4: Redemption: 2024-09-08; Registration: 144O/Vty O;
J-Q3: Redemption: 2024-09-08; Registration: 144T/Lkj L;
Deal Comments
Rwtjfzfkjfy. Iaf Bzvv Kwijahc 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2M | ZLG | 44.800 | - | Qzz | - | - | - | - | - | - | Rkckmilj | HYUG | - | 155 | EHCE+155 | - | - |
| NI | ICY | 21.300 | - | Rt3 | - | - | - | - | - | - | Sdxmzint | DAYP | - | 190 | WMUT+190 | - | - |
| C1S | IBZ | 566.825 | - | Yww | - | - | - | - | - | - | Jkhqronj | DQKS | - | 115 | TLQZ+115 | - | - |
Tranche Comments
C1S: Redemption: 2024-05-22; Registration: 144V/Kew I;
V2M: Redemption: 2024-05-22; Registration: 144A/Kcu O;
NI: Redemption: 2024-05-22; Registration: 144G/Hrn P;
Deal Comments
Lyzeiyijeim. Bti Wyxx Fyqetzs 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-Z3 | EZF | 42.500 | - | V1 | - | - | - | - | 34.70% | - | Vhwkzqbi | 3mL | - | 210 | 3jW+210 | - | 406.00000 |
| H-2C3 | HPE | 77.000 | - | Jz1 | - | - | - | - | 33.10% | - | Pzwzhyiu | 3iE | - | 165 | 3sP+165 | - | 988.00000 |
| J-1R3 | QPU | 657.238 | - | Yaa | - | - | - | - | 21.70% | - | Ofqhypnn | 3aA | - | 98 | 3vK+98 | - | 508.00000 |
Tranche Comments
J-1R3: Redemption: 2022-09-29;
H-2C3: Redemption: 2022-09-29;
N-Z3: Redemption: 2022-09-29;
Deal Comments
Dzxpqp. Wvzqzhzgqzs. Fgz Ahhh Zvpqgpb 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-U | FPI | 2.560 | - | Axx | - | - | - | - | - | - | Nhjjwhmc | 3rM | - | 100 | 3oT+100 | - | - |
| S-1S-H | LWH | 761.480 | - | Uww | - | - | - | - | 62.00% | - | Zsfmdxov | 3tZ | - | 122 | 3kS+122 | - | - |
| I-2I-H | PRU | 47.101 | - | Hq2 | - | - | - | - | 13.70% | - | Hvbpskdj | 3uZ | - | 185 | 3rG+185 | - | - |
| P-1-C | JCZ | 60.770 | - | K2 | - | - | - | - | 72.40% | - | Ohclxxzt | 3kQ | - | 240 | 3kW+240 | - | - |
| C-2-T | IAN | 9.000 | - | P2 | - | - | - | - | 83.30% | - | Asila | - | - | - | 3.874% | - | - |
| B-K | IOE | 80.500 | - | Epp3 | - | - | - | - | 89.10% | - | Bwopxtbj | 3rK | - | 390 | 3dJ+383 | - | - |
| X-J | THU | 28.510 | - | Wh3 | - | - | - | - | 9.90% | - | Ucvbxjcb | 3iB | - | 800 | 3uE+763 | - | - |
| Y-2W-Y | QZG | 25.000 | - | Pe2 | - | - | - | - | 16.90% | - | Cycuj | - | - | - | 3.204% | - | - |
| J-1L-A | EWD | 92.730 | - | Xkk | - | - | - | - | 83.00% | - | Umwqd | - | - | - | 2.600% | - | - |
Tranche Comments
U-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
S-1S-H: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-1L-A: First Pay: 2022-04-15; Redemption: 2024-01-15;
I-2I-H: First Pay: 2022-04-15; Redemption: 2024-01-15;
Y-2W-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
P-1-C: First Pay: 2022-04-15; Redemption: 2024-01-15;
C-2-T: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-J: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Djqjh. Ltq Xjyy Zjvttkr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 28, 2003