| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1H2 | FZA | 99.000 | - | - | HH | - | - | - | 60.00% | - | Qfchxmcf | EWMJ | 160-165 | 165 | MCUF+165 | - | - |
| L2Y2 | NOX | 1.700 | - | - | FFF- | - | - | - | 94.28% | - | Xbwfbcym | WNLD | 410-420 | 420 | IUZV+420 | - | - |
| Fxa | GET | 67.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2M2 | QOC | 13.800 | - | - | - | MMM | - | - | 92.00% | - | Spozlwwo | SLDB | 150-155 | 157 | GNQQ+157 | - | - |
| Y2C2 | CCR | 88.000 | - | - | YY | - | - | - | 51.00% | - | Eehqe | - | - | - | 5.579% | - | - |
| O1K2 | UOC | 75.000 | - | - | CCC- | - | - | - | 78.00% | - | Qfbmbccb | ESSH | 285-290 | 285 | OAEO+285 | - | - |
| Z1S2 | RGQ | 437.800 | - | - | SSS | JJJ | - | - | 82.60% | - | Smcqoapy | BGFM | - | 137 | LCFS+137 | - | - |
| XY2 | HFD | 47.000 | - | - | B | - | - | - | 94.00% | - | Hsbhyimg | ZXLJ | 190-195 | 190 | YVNR+190 | - | - |
| OV2 | NMK | 72.100 | - | - | MM- | - | - | - | 5.00% | - | Jcoymbcm | EZWN | 550-560 | 545 | ZSIP+545 | - | - |
Tranche Comments
Z1S2: Redemption: 2026-08-02; Registration: 144E/Qst F; Comments: Xtw-pyyzwp;
Z2M2: Redemption: 2026-08-02; Registration: 144D/Dkw E;
L1H2: Redemption: 2026-08-02; Registration: 144U/Dmx U;
Y2C2: Redemption: 2026-08-02; Registration: 144H/Reg Z;
XY2: Redemption: 2026-08-02; Registration: 144Y/Tko U;
O1K2: Redemption: 2026-08-02; Registration: 144Q/Iwl U;
L2Y2: Redemption: 2026-08-02; Registration: 144X/Bsh Z;
OV2: Redemption: 2026-08-02; Registration: 144Z/Anq U;
Fxa: Redemption: 2026-08-02; Registration: 144V/Mjh G;
Deal Comments
Wzuze. Nog Lztt Mznlofj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 13, 2010