| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YV | IUE | 58.000 | - | LJ | UW | A | - | - | 73.00% | - | Npxyaskr | BDIG | - | 225 | NDCV+225 | - | - |
| Zvs | CAB | 50.660 | - | XF | NH | UF | - | - | - | - | - | - | - | - | - | - | Retained |
| S2K | ALE | 53.000 | - | QS | UC | GGG | - | - | 81.00% | - | Bsvoqbfg | ZIQI | - | 160 | LUEQ+160 | - | - |
| M2S | NKX | 2.700 | - | TN | FE | CC- | - | - | 8.80% | - | Xlcqqzpj | QEWC | - | - | QKYN+830 | - | - |
| W1G | RIQ | 61.000 | - | CE | IV | CC- | - | - | 7.00% | - | Ujuxzyko | DTEW | - | 740 | BADY+740 | - | - |
| Z1A | BFJ | 702.000 | - | WU | OJ | EEE | - | - | 30.00% | - | Ppyeljep | KZNV | - | 144 | UZEG+144 | - | - |
| DF | YPK | 44.000 | - | ON | JO | TT | - | - | 34.00% | - | Rkvsbhxb | SOZH | - | 185 | PALT+185 | - | - |
| W1J | ZFK | 11.000 | - | SO | SY | EEE- | - | - | 55.00% | - | Cbdxmxkq | AUMC | - | 350 | AWKI+350 | - | - |
| N2X | HFX | 7.000 | - | OU | CB | KKK- | - | - | 68.00% | - | Nkmjbjep | CLEI | - | 525 | APEK+525 | - | - |
Tranche Comments
Z1A: Redemption: 2026-07-21; Registration: 144N/Hkq Z;
S2K: Redemption: 2026-07-21; Registration: 144J/Tmp P;
DF: Redemption: 2026-07-21; Registration: 144L/Trq X;
YV: Redemption: 2026-07-21; Registration: 144N/Wzc G;
W1J: Redemption: 2026-07-21; Registration: 144T/Yqo D;
N2X: Redemption: 2026-07-21; Registration: 144Q/Fks T;
W1G: Redemption: 2026-07-21; Registration: 144M/Kdc I;
M2S: Redemption: 2026-07-21; Registration: 144J/Vdm J;
Zvs: Redemption: 2026-07-21; Registration: 144F/Lyp X;
Deal Comments
Fqxqu. Rvz-Gfww Zqquvat 2.00
Risk Retention
FM/MH - Cbj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 31, 2010