| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PIY | 96.000 | - | - | CC | - | - | - | 77.00% | - | Hkpmdjqf | TCZU | - | 170 | KJEJ+170 | - | - |
| O | EPY | 456.000 | - | - | III | - | - | - | 66.00% | - | Shlfrfhf | UQKC | 130 | 130 | ZAXI+130 | - | - |
| R | QLQ | 48.000 | - | - | XX- | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| E1 | PCU | 44.000 | - | - | RRR- | - | - | - | 22.00% | - | - | - | - | - | - | - | Retained |
| S2 | JBS | 5.000 | - | - | CCC- | - | - | - | 74.00% | - | - | - | - | - | - | - | Retained |
| N | FYY | 12.000 | - | - | T | - | - | - | 69.00% | - | Mjukfvzw | YUUY | - | 190 | ACTD+190 | - | - |
| Day | PLW | 52.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Redemption: 2027-01-30; Registration: 144C/Wpx C;
Y: Redemption: 2027-01-30; Registration: 144J/Euy D;
N: Redemption: 2027-01-30; Registration: 144U/Tfj I;
E1: Redemption: 2027-01-30; Registration: 144Z/Gdh G;
S2: Redemption: 2027-01-30; Registration: 144N/Oha E;
R: Redemption: 2027-01-30; Registration: 144J/Zki O;
Day: Redemption: 2027-01-30; Registration: 144Q/Tij V;
Deal Comments
Jpk Daqq Fgevpfm 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 12, 2011