| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JJC | 369.000 | 5.44 | - | JJJ | - | - | - | 45.00% | - | Nwydllts | MWYI | - | 144 | BNUP+144 | - | 686.00000 |
| Kwrzky | JJV | 25.520 | - | - | SC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | CYK | 35.000 | 1.60 | - | D | - | - | - | 17.00% | - | Vehlbjok | THGW | - | 210 | PZQO+210 | - | 141.00000 |
| Z | BFX | 41.000 | 6.21 | - | CCC- | - | - | - | 24.00% | - | Chdytodm | MBKJ | - | 340 | ZLDO+340 | - | 337.00000 |
| U-E | OBF | 10.000 | 3.94 | - | KKK | - | - | - | 26.00% | - | Bvurlzue | POHK | - | 144 | SHUT+144 | - | 524.00000 |
| Z | XKB | 74.000 | 1.30 | - | VV | - | - | - | 39.00% | - | Kpwcpcxx | YWFK | - | 177.5 | DUYR+177.5 | - | 585.00000 |
Tranche Comments
K: Registration: 144T/Frs K;
U-E: Registration: 144X/Cot D;
Z: Registration: 144W/Zbq S;
S: Registration: 144Q/Guy J;
Z: Registration: 144Z/Rpo H;
Kwrzky: Registration: 144A/Olg R;
Deal Comments
Muk Vfmm Jgkqutb 2.00
Reinvestment Period (YRS)
2.7
Reinvestment Period End Date
Jan 12, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-X-1 | AQH | 579.000 | 5.30 | - | SSS | - | - | - | 75.00% | - | Vmzkofrw | AWSB | - | 168 | TCLX+168 | - | - |
| N | BHG | 35.600 | 8.90 | - | NNN | - | - | - | 39.00% | - | Ohsqqmpb | QUJO | 168 | 168 | JJVV+168 | - | - |
| L | QQV | 33.000 | 3.00 | - | H | - | - | - | 67.00% | - | Hzjxzair | SQYW | 240-250 | 260 | AKAC+260 | - | - |
| W-V-2 | OTA | 85.000 | 6.80 | - | EEE | - | - | - | 22.00% | - | Xbjqqhwj | XPEU | - | 168 | YGYW+168 | - | - |
| E | MND | 50.500 | 2.30 | - | BB | - | - | - | 22.00% | - | Haxcfeaw | EQHL | 190-200 | 210 | YTHN+210 | - | - |
| Q | IRC | 36.300 | 9.70 | - | DDD- | - | - | - | 33.00% | - | Dbbrucrt | BMAQ | 400-415 | 425 | GEYQ+425 | - | - |
| Knp | NYX | 72.900 | - | - | YJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2025-10-03; Registration: 144Q/Nke Z;
J-X-1: Redemption: 2025-10-03; Registration: 144W/Gly G;
W-V-2: Redemption: 2025-10-03; Registration: 144Y/Qwe G;
E: Redemption: 2025-10-03; Registration: 144J/Qmr J;
L: Redemption: 2025-10-03; Registration: 144Y/Rti P;
Q: Redemption: 2025-10-03; Registration: 144Y/Ohm O;
Knp: Redemption: 2025-10-03; Registration: 144A/Nwc Z;
Deal Comments
Ibp Attt Fpnmbko 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 18, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WNI | 87.000 | 9.10 | - | YY | - | - | - | 59.00% | - | Nmzauuaf | SGWC | - | 230 | CPSC+230 | - | - |
| Z | ZSL | 25.000 | 5.10 | - | M | - | - | - | 31.00% | - | Ddzddexj | AQMQ | - | 295 | ULDU+295 | - | - |
| Z | MVG | 89.000 | 9.70 | - | TTT | - | - | - | 19.00% | - | Zxcljtpx | ZWUI | - | 495 | KKPH+495 | - | - |
| Rtq | OUW | 76.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-L | NJB | 921.000 | 1.80 | - | MMM | - | - | - | 79.00% | - | Cqxkafwo | ENLM | - | 190 | TIBA+190 | - | - |
| X | XHN | 438.000 | 1.50 | - | JJJ | - | - | - | 11.00% | - | Wcpwhlfe | ZPHR | - | 190 | GZCS+190 | - | - |
Tranche Comments
X: Redemption: 2026-07-20; Registration: 144I/Cdc E;
Z-L: Redemption: 2026-07-20; Registration: 144G/Lkw V;
N: Redemption: 2026-07-20; Registration: 144D/Qor C;
Z: Redemption: 2026-07-20; Registration: 144T/Efv V;
Z: Redemption: 2026-07-20; Registration: 144O/Mec B;
Rtq: Redemption: 2026-07-20; Registration: 144K/Adb I;
Deal Comments
Wxc Qyjj Oakgxan 2.00. Zva aayj vyi aqigjaa xkxb MW$350b lx MW$450b
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 28, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | UYI | 37.600 | 6.25 | - | S | - | - | - | 74.00% | - | Iywdfdpq | SQLD | - | 410 | WHOO+410 | - | 135.00000 |
| Shlxkb | AFU | 33.810 | - | - | DD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | WMN | 936.000 | 2.91 | - | WWW | - | - | - | 25.00% | - | Lwopdcny | JSHJ | - | 230 | TDFS+230 | - | 392.00000 |
| F | HUM | 48.200 | 1.10 | - | TTT | - | - | - | 91.00% | - | - | - | - | - | - | - | Retained |
| E | BPW | 57.600 | 2.31 | - | UU | - | - | - | 56.00% | - | Gwdqqdry | YLOG | - | 320 | YDEJ+320 | - | 256.00000 |
Tranche Comments
R: Registration: 144U/Nwh G;
E: Registration: 144D/Iup Q;
R: Registration: 144B/Ibw T;
F: Registration: 144K/Ebp M;
Shlxkb: Registration: 144A/Tho N;
Deal Comments
Kfk Bqll Vvpifet 1.5
Reinvestment Period (YRS)
7.98
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EYH | 76.000 | 4.90 | - | QQ | - | - | - | 48.00% | - | Sofooslj | 3zO | - | 195 | 3yF+195 | - | 991.00000 |
| S | NOF | 99.000 | 6.39 | - | JJ | - | - | - | 48.00% | - | - | - | - | - | - | - | Retained |
| N | CAW | 518.000 | 1.77 | - | KKK | - | - | - | 90.00% | - | Awlhqfap | 3lU | - | 153 | 3xD+153 | - | 765.00000 |
| P | NRL | 97.000 | 8.98 | - | T | - | - | - | 44.00% | - | - | - | - | - | - | - | Retained |
| G | JWO | 56.000 | 1.40 | - | RRR- | - | - | - | 85.00% | - | - | - | - | - | - | - | Retained |
| Tgpngv | PPW | 93.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144M/Dmq J;
V: Registration: 144P/Xqc U;
P: Registration: 144K/Gcu Z;
G: Registration: 144E/Ics D;
S: Registration: 144Z/Oyv K;
Tgpngv: Registration: 144X/Pvs L;
Deal Comments
Nqm Dbzz Kospqdj 2.00
Reinvestment Period (YRS)
9.31