| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1L2 | BII | 77.000 | - | - | RR | - | - | - | 13.00% | - | Kxsqvqdg | XMGY | 190-195 | 195 | WMLY+195 | - | - |
| EI2 | MWF | 92.000 | - | - | C | - | - | - | 65.00% | - | Uxppjciv | KDTF | 235-240 | 240 | ABTL+240 | - | - |
| TW2 | TFE | 60.000 | - | - | XX- | - | - | - | 9.00% | - | Bppuhzui | NJJS | 625-645 | 625 | AJZY+625 | - | - |
| M1E2 | BZY | 227.950 | - | - | III | WWW | - | - | 66.60% | - | Uzolcaff | IQIA | - | 150 | SKTR+150 | - | - |
| Srg | PZQ | 28.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2F2 | YVI | 48.150 | - | - | - | SSS | - | - | 50.00% | - | Cxwxwfww | IOXQ | 170 | 170 | UMTG+170 | - | - |
| S2H2 | HOK | 82.000 | - | - | VV | - | - | - | 74.00% | - | Zzhsp | Znbhv | 190-195 | - | 5.790% | - | - |
| F1D2 | UAG | 33.000 | - | - | RRR- | - | - | - | 65.00% | - | Muddjlmo | IVSK | 345-355 | 350 | BJCS+350 | - | - |
| T2A2 | FKC | 3.000 | - | - | SSS- | - | - | - | 73.00% | - | Alhaqqjl | VYWT | 465-485 | 465 | AZQR+465 | - | - |
Tranche Comments
M1E2: Redemption: 2026-04-23; Registration: 144C/Pri N; Comments: Qsw-yhllwh;
H2F2: Redemption: 2026-04-23; Registration: 144A/Ers Q;
L1L2: Redemption: 2026-04-23; Registration: 144Q/Bxq H;
S2H2: Redemption: 2026-04-23; Registration: 144A/Xbc E;
EI2: Redemption: 2026-04-23; Registration: 144L/Ibt T;
F1D2: Redemption: 2026-04-23; Registration: 144Q/Cps B;
T2A2: Redemption: 2026-04-23; Registration: 144V/Xdp Z;
TW2: Redemption: 2026-04-23; Registration: 144P/Qda Z;
Srg: Redemption: 2026-04-23; Registration: 144O/Fcr M;
Deal Comments
Mcgcb. Lpc Jfss Wcstpfw 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 21, 2011