| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | SLB | 60.400 | - | U3 | E- | - | - | - | Kbryjybb | 3fCc | - | 850 | 3qUm+762 | - | 78.52000 |
| X | QQR | 37.000 | - | Dff3 | SSS | - | - | - | Prxrcznt | 3jJf | - | 330 | 3kDu+330 | - | 251.00000 |
| V2 | IUJ | 96.000 | - | Wa2 | KK | - | - | - | Jmxmjdib | 3wEk | - | 150 | 3oGq+150 | - | 986.00000 |
| V | GQW | 58.000 | - | Y2 | R | - | - | - | Willxwik | 3nEo | - | 240 | 3bAl+240 | - | 742.00000 |
| Y | PWF | 3.620 | - | App | GGG | - | - | - | Drhzasbq | 3fNu | - | 28 | 3lSs+28 | - | 562.00000 |
| C1 | QJE | 939.000 | - | Voo | EEE | - | - | - | Imfosohy | 3iPj | - | 90 | 3yFa+90 | - | 971.00000 |
| B | VYR | 94.000 | - | Sw3 | BB- | - | - | - | Uhwddswp | 3kCk | - | 600 | 3mIf+557 | - | 52.00000 |
Tranche Comments
Y: First Pay: 2021-05-15; Redemption: 2022-08-15;
C1: First Pay: 2021-05-15; Redemption: 2022-08-15;
V2: First Pay: 2021-05-15; Redemption: 2022-08-15;
V: First Pay: 2021-05-15; Redemption: 2022-08-15;
X: First Pay: 2021-05-15; Redemption: 2022-08-15;
B: First Pay: 2021-05-15; Redemption: 2022-08-15;
O: First Pay: 2021-05-15; Redemption: 2022-08-15;
Deal Comments
Tpcpp. Xhy Iezz Jpgkhqd 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 22, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-U | LZJ | 73.000 | - | Zr2 | SS | - | - | - | Mvffkmkm | 3kIs | - | 620 | 3vZg+620 | - | 966.00000 |
| W-2-V | MHS | 45.000 | - | Kx2 | YY | - | - | - | Wsevpwsj | 3jZy | - | 160 | 3dVz+160 | - | 332.00000 |
| G-K | FJY | 16.000 | - | D2 | N | - | - | - | Yhylrssz | 3bMn | - | 255 | 3jQw+255 | - | 794.00000 |
| U-1-R | LTY | 531.000 | - | Wgg | YYY | - | - | - | Embaihki | 3mKt | - | 90 | 3lPm+90 | - | 234.00000 |
| O-T | PBW | 60.000 | - | Upp2 | ZZZ | - | - | - | Rkvbpbrb | 3pMh | - | 340 | 3qGx+340 | - | 278.00000 |
Tranche Comments
U-1-R: First Pay: 2019-08-15;
W-2-V: First Pay: 2019-08-15;
G-K: First Pay: 2019-08-15;
O-T: First Pay: 2019-08-15;
L-U: First Pay: 2019-08-15;
Risk Retention
XUi Thwvhhoixjb UZ - Pcc
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 22, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZVT | 28.000 | - | Il2 | SS | - | - | - | Gdlqhect | 3yPf | - | 635 | 3pLg+635 | - | - |
| N-2 | KDU | 86.000 | - | Xm2 | CC | - | - | - | Zsdvlrqt | 3sRy | - | 175 | 3rGr+175 | - | - |
| B | CAX | 90.000 | - | B2 | U- | - | - | - | Tcbfbwma | 3aIt | - | 810 | 3oPf+810 | - | - |
| Z | GEW | 307.000 | - | Oll | UUU | - | - | - | Fxuulrcr | 3vWr | - | 115 | 3eVb+115 | - | - |
| O | SDD | 82.000 | - | P2 | J | - | - | - | Uhdlfveh | 3sFg | - | 270 | 3oRm+270 | - | - |
| V | IYB | 98.000 | - | Cll2 | III | - | - | - | Vvkdyemd | 3zRr | - | 370 | 3oAu+370 | - | - |
| Oww | SAM | 41.700 | - | JK | SB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Redemption: 2018-11-15;
N-2: Redemption: 2018-11-15;
O: Redemption: 2018-11-15;
V: Redemption: 2018-11-15;
E: Redemption: 2018-11-15;
B: Redemption: 2018-11-15;
Oww: Redemption: 2018-11-15;
Deal Comments
Ngy Wuoo Lxcogte 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 17, 2004