| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1W | CHG | 44.000 | - | - | XXX- | - | - | - | 15.00% | - | Julstzev | AMCH | 330-340 | 380 | EAFX+380 | - | - |
| Q-M | KEI | 4.100 | - | - | XXX | - | - | - | - | - | Wyefhtax | TKXW | 105 | 110 | IBMA+110 | - | - |
| M-Z | RJR | 910.000 | - | - | CCC | - | - | - | 24.00% | - | Ksyzbblb | KZGO | 145p | 145 | LBMU+145 | - | - |
| W-2Q | FMU | 8.000 | - | - | GGG- | - | - | - | 87.60% | - | Gcbbywpm | LDET | 440-450 | 550 | VLQM+550 | - | - |
| A-E | MBL | 67.800 | - | - | RR- | - | - | - | 8.80% | - | Ayjvszjb | DGDX | 775-800 | 850 | MPNA+850 | - | - |
| Vte | MTN | 87.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-J | YZZ | 81.000 | - | - | BB | - | - | - | 93.00% | - | Msbwdatp | UJCU | 185w | 190 | IQWJ+190 | - | - |
| P-C | FAY | 47.000 | - | - | O | - | - | - | 23.00% | - | Ikpihtiu | WDJY | 215-225 | 235 | VUMO+235 | - | - |
| Z-I | CUC | 3.550 | - | - | K- | - | - | - | 3.55% | - | Vumzcpau | ISZT | 1100p | 1073 | AOPG+1073 | - | - |
Tranche Comments
Q-M: Redemption: 2026-10-20; Registration: 144E/Pqx U;
M-Z: Redemption: 2026-10-20; Registration: 144K/Pua E;
A-J: Redemption: 2026-10-20; Registration: 144J/Fzn L;
P-C: Redemption: 2026-10-20; Registration: 144N/Yhz Q;
I-1W: Redemption: 2026-10-20; Registration: 144V/Hrj Q;
W-2Q: Redemption: 2026-10-20; Registration: 144L/Pfa B;
A-E: Redemption: 2026-10-20; Registration: 144K/Uzl T;
Z-I: Redemption: 2026-10-20; Registration: 144O/Aht Z;
Vte: Redemption: 2026-10-20; Registration: 144P/Twu W;
Deal Comments
Nms-Lhgg Kxhtmjk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 2, 2010