| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LQJ | 14.000 | - | - | UU | - | - | - | 19.00% | - | Tdcyxxct | MYAQ | - | 170 | IJUR+170 | - | - |
| K | LTU | 35.000 | - | - | A | - | - | - | 23.00% | - | Dcoetrqf | XNMH | - | 190 | ZSMK+190 | - | - |
| C | OFE | 662.000 | - | - | TTT | - | - | - | 90.00% | - | Uzesjhdq | KDMV | 130 | 130 | NICW+130 | - | - |
| G1 | YTR | 61.000 | - | - | CCC- | - | - | - | 37.00% | - | - | - | - | - | - | - | Retained |
| L2 | QIQ | 5.000 | - | - | KKK- | - | - | - | 52.00% | - | - | - | - | - | - | - | Retained |
| Tjl | NWS | 88.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | NCS | 10.000 | - | - | JJ- | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2027-01-30; Registration: 144I/Ztp V;
L: Redemption: 2027-01-30; Registration: 144F/Drs L;
K: Redemption: 2027-01-30; Registration: 144W/Xck B;
G1: Redemption: 2027-01-30; Registration: 144U/Ahp R;
L2: Redemption: 2027-01-30; Registration: 144C/Bat W;
A: Redemption: 2027-01-30; Registration: 144O/Kox U;
Tjl: Redemption: 2027-01-30; Registration: 144U/Kkc T;
Deal Comments
Igq Tnuu Xhjqghr 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 27, 2011