| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-O2 | CNE | 45.000 | 1.50 | - | - | PP | - | - | 63.00% | - | Sxdfqobw | YCUC | - | 175 | KVTB+175 | - | - |
| L2-M2 | VOF | 98.000 | 8.00 | - | - | LLL | - | - | 89.00% | - | Vdmqxkxx | TSZM | - | 158 | TPBZ+158 | - | - |
| K2-I2 | UNP | 3.000 | 6.50 | - | - | ZZZ- | - | - | 80.00% | - | Rwjcz | - | - | 400 | 7.82% | - | - |
| M-X2 | GWW | 98.000 | 6.30 | - | - | U | - | - | 54.00% | - | Qefzrdrh | YXAS | - | 200 | DDGK+200 | - | - |
| Yct | WZV | 43.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Xlo Kee | QZR | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1-A2 | TFY | 29.000 | 8.60 | - | - | LLL- | - | - | 52.00% | - | Kfmfcinu | KAQQ | - | 315 | SAIQ+315 | - | - |
| L-C2 | LQN | 69.000 | 35.90 | - | - | EE- | - | - | 6.00% | - | Imhfjlvc | UMKE | - | 625 | WMPF+625 | - | - |
| K1-G2 | ZVZ | 714.000 | 6.30 | Uww | - | - | - | - | 94.00% | - | Nvovkrld | ZBZC | - | 136 | ZMFN+136 | - | - |
Tranche Comments
K1-G2: Redemption: 2026-10-15; Registration: 144Y/Ezc T;
L2-M2: Redemption: 2026-10-15; Registration: 144X/Nws O;
S-O2: Redemption: 2026-10-15; Registration: 144Z/Izf G;
M-X2: Redemption: 2026-10-15; Registration: 144N/Ovp E;
F1-A2: Redemption: 2026-10-15; Registration: 144M/Pph W;
K2-I2: Redemption: 2026-10-15; Registration: 144O/Tou E;
L-C2: Redemption: 2026-10-15; Registration: 144N/Etv P;
Yct: Redemption: 2026-10-15; Registration: 144O/Hnt Q;
Xlo Kee: Redemption: 2026-10-15; Registration: 144E/Awt T;
Deal Comments
Fzszx. Zko Cuzz Czubkig 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 26, 2010