| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | AJN | 65.000 | - | Zzz | IJ | YB | - | - | 99.00% | - | Slpyt | TWXA | - | - | 5.707% | - | - |
| I | OPK | 64.100 | - | Bii3 | MO | DM | - | - | 33.60% | - | Hrqoequp | ICXV | - | 580 | WDGI+580 | - | - |
| Q-1 | IWB | 803.000 | - | Hdd | SF | CD | - | - | 61.00% | - | Asmqyesz | ULMM | - | 230 | BTXN+230 | - | - |
| H-1 | VCW | 71.000 | - | Nl3 | VH | JO | - | - | 91.75% | - | Bchwqfai | SIAL | - | 300 | GBFA+300 | - | - |
| P | YFZ | 4.300 | - | Ll3 | QI | HX | - | - | 56.00% | - | Mhilidxi | ECAO | - | 825 | NZTO+825 | - | - |
| G-2 | MIT | 8.000 | - | Iv3 | WA | IJ | - | - | 77.00% | - | Eqpuvjre | OILO | - | 300 | CLAA+300 | - | - |
| O | CMK | 53.000 | - | U3 | XG | OL | - | - | 39.00% | - | Zfqzbovq | SOYG | - | 325 | AZTF+325 | - | - |
| Sou | FME | 15.190 | - | NH | YB | AH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Redemption: 2025-07-14; Registration: 144T/Enz S;
N-2: Redemption: 2025-07-14; Registration: 144O/Edr H;
H-1: Redemption: 2025-07-14; Registration: 144N/Aaf E;
G-2: Redemption: 2025-07-14; Registration: 144T/Vno X;
O: Redemption: 2025-07-14; Registration: 144Z/Mob Z;
I: Redemption: 2025-07-14; Registration: 144E/Ptg X;
P: Redemption: 2025-07-14; Registration: 144C/Uqi D;
Sou: Redemption: 2025-07-14; Registration: 144Z/Hjx F;
Deal Comments
Kyh Bott Ghrzycl 2.00
Risk Retention
JZ - Nbhv TJ/JN - Nbh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 28, 2011