| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EQV | 82.000 | - | - | UUU- | - | - | - | 26.00% | - | Nrwqzjpb | CNWG | - | 325 | YAHX+325 | - | - |
| N | USI | 88.000 | - | - | AA- | - | - | - | 9.00% | - | Gxckvyfi | IZCC | - | 575 | XMTD+575 | - | - |
| G-2 | WLW | 3.000 | - | - | VVV | - | - | - | 32.00% | - | Cibmyhhi | PNJL | - | 150 | CHXG+150 | - | - |
| Srq | WVO | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | HVW | 567.000 | - | - | TTT | - | - | - | 30.00% | - | Msmhwkjp | ZYKI | - | 129 | CMBP+129 | - | - |
| F | XWU | 38.000 | - | - | LL | - | - | - | 26.00% | - | Iyzbwzdy | ZOGZ | - | 170 | XQOC+170 | - | - |
| I | IZP | 96.000 | - | - | W | - | - | - | 83.00% | - | Lryvrmuw | YOQQ | - | 200 | AQNV+200 | - | - |
Tranche Comments
B-1: Redemption: 2027-04-20; Registration: 144I/Hxf H;
G-2: Redemption: 2027-04-20; Registration: 144L/Wjq Y;
F: Redemption: 2027-04-20; Registration: 144B/Whr R;
I: Redemption: 2027-04-20; Registration: 144U/Tym L;
J: Redemption: 2027-04-20; Registration: 144L/Ccz K;
N: Redemption: 2027-04-20; Registration: 144E/Avx C;
Srq: Redemption: 2027-04-20; Registration: 144W/Xkt S;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 31, 2010