| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VXX | 23.250 | 7.80 | - | TTT- | - | - | - | 48.70% | - | Ndfjavtq | 3rZ | - | 393 | 3dI+393 | - | - |
| Euk | YUN | 80.700 | - | - | BA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | WRR | 29.500 | 1.30 | - | KK | - | - | - | 93.00% | - | Mlhhupte | 3nH | - | 165 | 3zS+165 | - | - |
| Z-2 | FEB | 9.000 | 3.10 | - | TT- | - | - | - | 7.00% | - | Hbraemqk | 3hJ | - | 875 | 3kX+790 | - | - |
| M-1 | KFC | 748.000 | 5.20 | - | III | - | - | - | 35.00% | - | Ijhejyxj | 3rF | - | 129 | 3hP+129 | - | - |
| N-2 | EAD | 6.000 | 5.30 | - | QQQ | - | - | - | 34.00% | - | Mmiqd | - | - | - | 1.88% | - | - |
| P-2 | JKO | 72.200 | 8.40 | - | LL | - | - | - | 70.00% | - | Qjrie | - | - | - | 2.07% | - | - |
| O-1 | CYB | 8.150 | 4.90 | - | PP+ | - | - | - | 32.00% | - | Oyszzvmp | 3cL | - | 700 | 3tU+692 | - | - |
| C | HWX | 69.000 | 5.50 | - | C | - | - | - | 41.00% | - | Vbzodvvk | 3qB | - | 260 | 3vF+260 | - | - |
Tranche Comments
M-1: Redemption: 2021-10-15; Registration: 144Q/Ujs N;
N-2: Redemption: 2021-10-15; Registration: 144M/Aae P;
G-1: Redemption: 2021-10-15; Registration: 144Z/Efk W;
P-2: Redemption: 2021-10-15; Registration: 144J/Jpl G;
C: Redemption: 2021-10-15; Registration: 144W/Weh B;
F: Redemption: 2021-10-15; Registration: 144A/Fvl L;
O-1: Redemption: 2021-10-15; Registration: 144Z/Ofn A;
Z-2: Redemption: 2021-10-15; Registration: 144C/Bkb I;
Euk: Redemption: 2021-10-15; Registration: 144E/Nrc F;
Deal Comments
Ihw Xvqq Xjtbhud 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 5, 2011