| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-A | KHE | 329.000 | - | - | VVV | - | - | - | 35.92% | - | Hlmxevnr | EGSC | 138-140 | 138 | QNXF+138 | - | - |
| Q-1D | LEE | 75.000 | - | - | AA | - | - | - | 30.97% | - | Fcphoahm | JAQI | - | 170 | OSOO+170 | - | - |
| I-2F | XOV | 67.000 | - | - | LLL- | - | - | - | 91.00% | - | Skkno | - | - | - | 6.358% | - | - |
| G-K | ARM | 68.000 | - | - | F | - | - | - | 94.00% | - | Ekyeykwo | SOUW | 195-200 | 210 | BITI+210 | - | - |
| Gwl | OIC | 82.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2C | TXC | 90.000 | - | - | GG | - | - | - | 18.00% | - | Mwfverxr | JMEM | - | 190 | WYWQ+190 | - | - |
| G | ITK | 7.000 | - | - | CCC | - | - | - | - | - | Pezelkui | IEAK | 100-105 | 105 | KMNW+105 | - | - |
| C-1D | JLX | 4.000 | - | - | YYY- | - | - | - | 91.00% | - | Ybzpepne | BHGS | - | 310 | CAXZ+310 | - | - |
| W-D | ZZJ | 35.200 | - | - | RR- | - | - | - | 6.84% | - | Rpqjjaey | XWGS | 650-675 | 739 | KUFW+739 | - | - |
| K-S | QKO | 1.000 | - | - | M- | - | - | - | 1.97% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2026-10-17; Registration: 144B/Jyc C;
Q-A: Redemption: 2026-10-17; Registration: 144I/Cup V;
Q-1D: Redemption: 2026-10-17; Registration: 144U/Xan U;
X-2C: Redemption: 2026-10-17; Registration: 144H/Kzz Q;
G-K: Redemption: 2026-10-17; Registration: 144P/Pvc I;
C-1D: Redemption: 2026-10-17; Registration: 144G/Bcp E;
I-2F: Redemption: 2026-10-17; Registration: 144O/Kqt E;
W-D: Redemption: 2026-10-17; Registration: 144K/Dcw T;
K-S: Redemption: 2026-10-17; Registration: 144K/Dup E;
Gwl: Redemption: 2026-10-17; Registration: 144I/Whj R;
Deal Comments
Lzszz. Nmg-Ghss Rzvnmjr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 12, 2011