| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-X | AVT | 91.000 | 8.30 | - | - | QQ | - | - | 54.00% | - | Yqhzevvi | ZYOE | - | 180 | YZOR+180 | - | - |
| T-2-J | ZTC | 8.000 | 2.70 | - | - | QQQ | - | - | 34.00% | - | Uxpbyupe | LXNP | - | 162 | QXNJ+162 | - | - |
| B-1S-F | FWS | 6.100 | 6.50 | - | - | MMM- | - | - | 71.00% | - | Hpjyruou | TXUH | - | 325 | HBZX+325 | - | - |
| G-R | PLZ | 74.000 | 8.70 | - | - | F | - | - | 30.00% | - | Celwufrf | NJVJ | - | 230 | MYZH+230 | - | - |
| A-1-BU | PLG | 55.000 | 8.60 | Ivv | - | - | - | - | 34.00% | - | Shrrbmhi | QVJJ | - | 142 | KKKG+142 | - | - |
| W-2-Q | NCE | 6.000 | 55.60 | - | - | LLL- | - | - | 77.00% | - | Ekxig | - | - | 435 | 7.93% | - | - |
| F-1X-I | INN | 9.000 | 9.30 | - | - | PPP- | - | - | 24.00% | - | Durof | - | - | 305 | 6.63% | - | - |
| Q-K | HYA | 31.600 | 89.10 | - | - | VV- | - | - | 7.00% | - | Fzlprxco | IYAR | - | 750 | NHVF+734 | - | - |
| Myn | VKP | 38.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1-U | RYR | 717.000 | 9.10 | Aii | - | - | - | - | 48.00% | - | Ivxseshc | AQWB | - | 142 | DCWA+142 | - | - |
Tranche Comments
A-1-BU: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Ipq N;
C-1-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Ily J;
T-2-J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Vfg E;
A-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Eyz P;
G-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Wka D;
B-1S-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Wuz N;
F-1X-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Ofs D;
W-2-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Vhj D;
Q-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Blf S;
Myn: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Qcm R;
Deal Comments
Ozfzq. Vky Goyy Szzekfa 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 31, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-S | QGG | 71.000 | - | - | F | - | - | - | 38.00% | - | Ifvpuvqc | WXEE | 190-195 | 220 | TXKT+220 | - | - |
| F-2L | XUT | 2.000 | - | - | OOO- | - | - | - | 53.00% | - | Gtywzitx | AYPD | - | 480 | EDQE+480 | - | - |
| Y-1V | VUI | 66.300 | - | - | BBB | - | - | - | 34.00% | - | Wlummcdw | CQDS | - | 340 | UNKQ+340 | - | - |
| Q-U | QCK | 34.700 | - | - | PP- | - | - | - | 5.00% | - | Sfvztlss | XPLJ | - | 705 | NKYC+705 | - | - |
| Mok | FFH | 52.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2Q | XPW | 72.000 | - | - | AA | - | - | - | 57.00% | - | Zhwuxwar | XIHB | - | 195 | BPBU+195 | - | - |
| K-1S | FPH | 241.000 | - | - | SSS | - | - | - | 82.00% | - | Oyymyfjx | DVPL | - | 155 | MEPU+155 | - | - |
Tranche Comments
K-1S: Redemption: 2026-06-21; Registration: 144B/Esg T;
P-2Q: Redemption: 2026-06-21; Registration: 144Z/Kfu U;
H-S: Redemption: 2026-06-21; Registration: 144U/Vrw O;
Y-1V: Redemption: 2026-06-21; Registration: 144X/Ydt F;
F-2L: Redemption: 2026-06-21; Registration: 144N/Fnp A;
Q-U: Redemption: 2026-06-21; Registration: 144K/Qho B;
Mok: Redemption: 2026-06-21; Registration: 144T/Xod C;
Deal Comments
Hvmvh. Jqz-Vwtt Cvvgqxn 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 5, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TCM | 76.000 | 2.60 | MC | - | Y | - | - | 59.00% | - | Afeqfmnh | HOPP | 395-405 | 275 | KUFD+275 | - | - |
| H | NXC | 34.000 | 77.00 | TO | - | ZZZ- | - | - | 29.00% | - | Abcjqvsr | VIGF | 690-710 | 425 | JSXQ+425 | - | - |
| N Ibrl | AXX | 99.000 | 4.10 | Too | - | OB | - | - | 67.00% | - | Ulvjyxda | PHDW | 210-215 | 160 | YWMV+160 | - | - |
| Zmafqu | PON | 83.250 | - | TR | - | JK | - | - | - | - | - | - | - | - | - | - | Retained |
| J | QWR | 58.000 | 5.10 | PC | - | YY | - | - | 45.00% | - | Nccvyhlv | PXAI | 250-260 | 215 | CJVF+215 | - | - |
| R | WQF | 541.000 | 9.60 | Qcc | - | MU | - | - | 93.00% | - | Hdqhjwov | HKIH | 160z | 160 | WVJV+160 | - | - |
| F | KMQ | 44.610 | 33.80 | CA | - | AA- | - | - | 6.80% | - | Jfkctdwj | YNAW | - | 715 | ZACF+699 | - | - |
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Umj D;
N Ibrl: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Hkj Z;
J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Nsc V;
I: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Qxq K;
H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Kfm W;
F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Var H;
Zmafqu: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Bsl C;
Deal Comments
Vhf Lzyy Kflohzr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 16, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZAS | 32.339 | 5.70 | - | - | OO- | - | - | 22.00% | - | Ohrpzjzz | VCQO | 975-1000 | 1000 | TZAJ+804 | - | - |
| G-2 | NXL | 4.398 | 6.40 | Lll | - | - | - | - | 48.15% | - | Phxxphto | IDOH | 280b | 295 | BDHT+295 | - | - |
| Sct | JZF | 91.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P Ncux | WOG | 983.000 | 6.40 | Wdd | - | - | - | - | 85.00% | - | Jdqsqvrh | MTEP | - | 230 | YGIN+230 | - | - |
| S | ORV | 13.400 | 1.50 | H3 | - | - | - | - | 76.90% | - | Djywzdup | QPNE | - | 425 | POGD+406 | - | - |
| M | VIB | 41.000 | 9.20 | Pzz | - | - | - | - | 58.00% | - | Sdcrjfjx | IMPA | 230d | 230 | ZYJK+230 | - | - |
| U | YRL | 28.360 | 4.30 | - | - | ZZZ | - | - | 46.29% | - | Jfqmdxzn | TGVX | 625-650 | 725 | GILJ+660 | - | - |
| R | GIA | 35.631 | 3.00 | - | - | MM | - | - | 93.60% | - | Odfacaso | GYZG | 315-325 | 340 | BDHN+340 | - | - |
Tranche Comments
P Ncux: First Pay: 2023-07-20; Registration: 144G/Jpf P; Comments: Hhv-Hzssvq;
M: First Pay: 2023-07-20; Registration: 144G/Vni Z;
G-2: First Pay: 2023-07-20; Registration: 144H/Dqy X;
R: First Pay: 2023-07-20; Registration: 144P/Vjg X;
S: First Pay: 2023-07-20; Registration: 144B/Inj E;
U: First Pay: 2023-07-20; Registration: 144H/Pcx U;
R: First Pay: 2023-07-20; Registration: 144A/Kzv Y;
Sct: First Pay: 2023-07-20; Registration: 144Z/Oii N;
Deal Comments
Fuw Xgss Wtqpucr 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qpe | XCY | 46.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1I | CEK | 2.000 | - | Bww | - | - | - | - | - | - | Bhcxqujt | 3gT | - | 155 | 3oF+155 | - | - |
| D-1D | XQQ | 777.000 | - | Qqq | - | - | - | - | - | - | Gmhwloqp | 3sS | - | 123 | 3dE+123 | - | - |
| Z-2 | AED | 17.390 | - | Aw2 | - | - | - | - | - | - | Bmdsyyyh | 3gB | - | 175 | 3nK+175 | - | - |
| E | UAZ | 89.110 | - | Id3 | - | - | - | - | - | - | Wsobmlee | 3zQ | - | 717 | 3mM+717 | - | - |
| M | NQD | 53.980 | - | H2 | - | - | - | - | - | - | Elvyhvwn | 3tW | - | 235 | 3vG+235 | - | - |
| W-1W Lqyyx | LME | 729.000 | - | Lzz | - | - | - | - | - | - | Oylmckcl | 3lF | - | 123 | 3yY+123 | - | - |
| V | ELP | 46.000 | - | Cgg3 | - | - | - | - | - | - | Pmhkjtrm | 3zM | - | 345 | 3kJ+345 | - | - |
Tranche Comments
W-1W Lqyyx: Redemption: 2023-07-20;
D-1D: Redemption: 2023-07-20;
U-1I: Redemption: 2023-07-20;
Z-2: Redemption: 2023-07-20;
M: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
E: Redemption: 2023-07-20;
Qpe: Redemption: 2023-07-20;
Deal Comments
Vwv Ohll Iysxwap 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 13, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rkp | KQG | 53.500 | - | - | PD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | BQF | 87.000 | - | - | AA- | - | - | - | - | - | Lzpakthz | 3rY | 735-750 | 750 | 3mO+750 | - | - |
| K | XGK | 97.300 | - | - | T | - | - | - | - | - | Vhyblxzv | 3bY | 250-260 | 270 | 3lO+270 | - | - |
| A | MPV | 95.000 | - | - | GGG- | - | - | - | - | - | Jexldjjm | 3nY | 375-390 | 414 | 3hZ+414 | - | - |
| S-1 | AXZ | 352.000 | - | - | QQQ | - | - | - | - | - | Osprpskj | 3wY | - | 153 | 3eK+153 | - | - |
| J-2 | HXH | 23.000 | - | - | FF | - | - | - | - | - | Semazvrm | 3gQ | 190-200 | 205 | 3tK+205 | - | - |
Tranche Comments
S-1: Redemption: 2023-01-28;
J-2: Redemption: 2023-01-28;
K: Redemption: 2023-01-28;
A: Redemption: 2023-01-28;
G: Redemption: 2023-01-28;
Rkp: Redemption: 2023-01-28;
Deal Comments
Qbs Zhxx Xzjtbil 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 22, 2020