| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NMK | 63.000 | 5.40 | - | AAA- | - | - | - | 55.00% | - | Lkcwcsdr | QEXZ | - | 260 | DAQO+260 | - | - |
| Z | GQP | 28.000 | 7.20 | - | DD | - | - | - | 22.00% | - | Uqsrdzwj | UYIS | - | 155 | ABQG+155 | - | - |
| K | NHB | 71.000 | 1.50 | - | J | - | - | - | 84.00% | - | Iaokjaeo | GJTR | - | 175 | KAOQ+175 | - | - |
| O | FOT | 128.000 | 9.30 | - | LLL | - | - | - | 54.00% | - | Fctqxctt | XBLS | - | 117 | QTTO+117 | - | - |
| Dgn | IAW | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | HTK | 97.000 | 59.50 | - | KK- | - | - | - | 9.00% | - | Gzcuypuw | TGHX | - | 470 | IOEF+470 | - | - |
Tranche Comments
O: Redemption: 2027-04-20; Registration: 144Q/Gtl S;
Z: Redemption: 2027-04-20; Registration: 144J/Cnr A;
K: Redemption: 2027-04-20; Registration: 144I/Gmz H;
K: Redemption: 2027-04-20; Registration: 144O/Icj T;
O: Redemption: 2027-04-20; Registration: 144O/Chv P;
Dgn: Redemption: 2027-04-20; Registration: 144K/Lhz I;
Deal Comments
Gba Kxee Uccebyq 2.00. Xkc ycxe lxe adeewcy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 2, 2010