| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | RZO | 434.000 | - | Wnn | AK | BG | - | - | 65.00% | - | Wmevyery | PCWN | - | 150 | MVPY+150 | - | - |
| I | BFL | 67.000 | - | UP | DL | A+ | - | - | 47.00% | - | Rslxlfng | LWTH | - | 235 | MWTG+235 | - | - |
| X-1 | ELQ | 45.000 | - | LI | BD | FFF- | - | - | 93.00% | - | Vjrawxup | DIYM | - | 315 | BNMZ+315 | - | - |
| J | YKP | 81.000 | - | WG | IZ | LL- | - | - | 4.00% | - | Qufjbbkr | MKUJ | - | 600 | ENYY+600 | - | - |
| F | QTV | 15.000 | - | EP | HK | GG | - | - | 85.00% | - | Hkuukbcf | CCJZ | - | 192 | IDUK+192 | - | - |
| Oze | EUC | 73.700 | - | DC | FJ | VI | - | - | - | - | - | - | - | - | - | - | Retained |
| F | FHE | 5.000 | - | J3 | GV | KZ | - | - | 1.27% | - | - | - | - | - | - | - | Retained |
| C-2 | IXM | 1.000 | - | ZS | GT | EEE- | - | - | 33.00% | - | Qhvpcxsy | WOIH | - | 450 | BZOI+450 | - | - |
| D-2 | BYJ | 62.000 | - | OP | MD | MMM | - | - | 80.00% | - | Fuuueird | HSGP | - | 170 | ASTD+170 | - | - |
Tranche Comments
T-1: Redemption: 2026-04-18; Registration: 144N/Jnk N;
D-2: Redemption: 2026-04-18; Registration: 144C/Vkv B;
F: Redemption: 2026-04-18; Registration: 144N/Dye C;
I: Redemption: 2026-04-18; Registration: 144A/Ely E;
X-1: Redemption: 2026-04-18; Registration: 144K/Lre M;
C-2: Redemption: 2026-04-18; Registration: 144D/Veu P;
J: Redemption: 2026-04-18; Registration: 144X/Kll C;
F: Redemption: 2026-04-18; Registration: 144Q/Xdw K;
Oze: Redemption: 2026-04-18; Registration: 144O/Ran J;
Deal Comments
Lof Vscc Lwoqosz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 13, 2011