| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-L | RRQ | 23.540 | 46.60 | - | - | VV- | - | - | 4.00% | - | Ocuzwoxg | ZAWM | - | 575 | TKIT+575 | - | - |
| N-2-M2 | JPL | 10.730 | 6.30 | - | - | LLL | - | - | 97.00% | - | Hkrqwtit | ZAVU | - | 158 | ZUOD+158 | - | - |
| I-Z2 | HMY | 22.800 | 4.90 | - | - | L | - | - | 35.00% | - | Pzkbshuu | LJKZ | - | 200 | YMOG+200 | - | - |
| I-2-D2 | ITE | 1.410 | 63.40 | - | - | III- | - | - | 87.00% | - | Kqybsozt | YYKI | - | 420 | AOWZ+420 | - | - |
| E-K2 | ROD | 53.290 | 4.40 | - | - | TT | - | - | 70.00% | - | Pcldxiij | TLSM | - | 170 | QNIG+170 | - | - |
| Zbosoq | HTZ | 65.000 | - | ZK | - | EI | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1-R2 | EHX | 15.400 | 2.90 | - | - | PPP- | - | - | 80.00% | - | Zmwxopzz | UMTC | - | 305 | UMLR+305 | - | - |
| Fcx | LBV | 36.100 | - | YI | - | JU | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-F2 | FLF | 622.000 | 4.50 | Vbb | - | - | - | - | 62.00% | - | Cswdrlaw | IEGD | - | 136 | MZPC+136 | - | - |
Tranche Comments
K-1-F2: Redemption: 2026-10-20; Registration: 144M/Ret Z;
N-2-M2: Redemption: 2026-10-20; Registration: 144C/Bja V;
E-K2: Redemption: 2026-10-20; Registration: 144T/Llw J;
I-Z2: Redemption: 2026-10-20; Registration: 144Y/Tek G;
Y-1-R2: Redemption: 2026-10-20; Registration: 144P/Vuq W;
I-2-D2: Redemption: 2026-10-20; Registration: 144U/Ilh E;
C-L: Redemption: 2026-10-20; Registration: 144Q/Evu L;
Fcx: Redemption: 2026-10-20; Registration: 144T/Nit Z;
Zbosoq: Redemption: 2026-10-20; Registration: 144E/Vev V;
Deal Comments
Mmwmy. Mes Xebb Kmxhemr 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 3, 2011