| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1S | LVZ | 94.000 | - | - | EE | - | - | - | 15.53% | - | Vfcsownt | NOCA | - | 170 | SXPX+170 | - | - |
| Bze | REO | 30.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | AMW | 8.000 | - | - | LLL | - | - | - | - | - | Hdfvjojh | MJCG | 100-105 | 105 | HVZQ+105 | - | - |
| U-2N | WNG | 76.000 | - | - | SS | - | - | - | 25.00% | - | Uqlzstue | XCEU | - | 190 | SJAQ+190 | - | - |
| E-X | TND | 66.000 | - | - | T | - | - | - | 46.00% | - | Ezrwmdyz | UUXY | 195-200 | 210 | CZBG+210 | - | - |
| K-1C | ETV | 5.000 | - | - | III- | - | - | - | 68.00% | - | Mkcwkckh | MHKD | - | 310 | MVJP+310 | - | - |
| N-2N | ZCD | 33.000 | - | - | FFF- | - | - | - | 75.00% | - | Louur | - | - | - | 6.358% | - | - |
| B-C | IGR | 31.200 | - | - | EE- | - | - | - | 3.37% | - | Efdskyav | TUFB | 650-675 | 739 | EPPV+739 | - | - |
| X-P | ZPY | 807.000 | - | - | DDD | - | - | - | 45.63% | - | Tuwmvhhm | GKVP | 138-140 | 138 | VITI+138 | - | - |
| C-P | MZL | 6.000 | - | - | D- | - | - | - | 2.10% | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2026-10-17; Registration: 144X/Chy J;
X-P: Redemption: 2026-10-17; Registration: 144O/Dmj F;
M-1S: Redemption: 2026-10-17; Registration: 144V/Oky F;
U-2N: Redemption: 2026-10-17; Registration: 144C/Zon V;
E-X: Redemption: 2026-10-17; Registration: 144M/Dqn C;
K-1C: Redemption: 2026-10-17; Registration: 144V/Rjt T;
N-2N: Redemption: 2026-10-17; Registration: 144X/Glq Z;
B-C: Redemption: 2026-10-17; Registration: 144U/Vst E;
C-P: Redemption: 2026-10-17; Registration: 144W/Twr X;
Bze: Redemption: 2026-10-17; Registration: 144W/Wqw F;
Deal Comments
Qucuj. Aux-Tbnn Nuheumd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 18, 2011