| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ACD | 41.000 | - | KG | OO | - | - | - | 40.00% | - | Trejctnx | KXJE | 170g | 180 | HEKD+180 | - | - |
| C-2 | HYZ | 8.000 | - | SC | G | - | - | - | 61.00% | - | Cuzyx | - | - | - | 5.520% | - | - |
| Z-1 | WWG | 22.000 | - | KU | Q | - | - | - | 49.00% | - | Fbqpmfug | LMDK | - | 210 | DQCT+210 | - | - |
| F-1V | TOF | 7.000 | - | TC | MMM- | - | - | - | 31.00% | - | Cppgj | - | - | - | 6.920% | - | - |
| V-2 | VLI | 6.000 | - | BX | QQQ- | - | - | - | 44.00% | - | Cqjkkfqy | EKAQ | 435w | 450 | GPXA+450 | - | - |
| Z-2 | UIM | 83.000 | - | Hgg | KI | - | - | - | 63.00% | - | Owlkdavv | DJMD | 155j | 160 | DOEU+160 | - | - |
| Y-1 | TVQ | 996.000 | - | Quu | GGG | - | - | - | 99.00% | - | Ewemdtpw | HJOL | 137 | 137 | HVWP+137 | - | - |
| L-1Y | TXR | 91.000 | - | JD | XXX- | - | - | - | 99.00% | - | Xhwyqhpz | JWHT | - | 350 | AXKK+350 | - | - |
| K | YSQ | 81.000 | - | EX | JJ- | - | - | - | 6.00% | - | Jcpxmole | WZHD | 600s | 690 | TLXN+690 | - | - |
| Oib | FEA | 44.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Redemption: 2026-09-20; Registration: 144Z/Ott G;
Z-2: Redemption: 2026-09-20; Registration: 144Z/Erg S;
Q: Redemption: 2026-09-20; Registration: 144L/Mad Q;
Z-1: Redemption: 2026-09-20; Registration: 144M/Dua Z;
C-2: Redemption: 2026-09-20; Registration: 144L/Cyl D;
L-1Y: Redemption: 2026-09-20; Registration: 144U/Tmr D;
F-1V: Redemption: 2026-09-20; Registration: 144B/Chp M;
V-2: Redemption: 2026-09-20; Registration: 144Y/Rtq T;
K: Redemption: 2026-09-20; Registration: 144F/Ajy O;
Oib: Redemption: 2026-09-20; Registration: 144O/Pee C;
Deal Comments
Kqk Tyyy Ujqeqkw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 11, 2011