Deal Name: 2011-C1

Class Amt $mln Sub Level% Avg Life (yrs) Rating Moody's Rating DBRS Final Pricing (bp) Bnch mark A-1 106.68 15.50 3.76 Aaa AAA +50 swaps A-2 906.50 15.50 6.60 Aaa AAA +65 swaps B 95.92 7.50 6.74 A3 A(low) NA ...

Class Amt $mln Sub Level% Avg Life (yrs) Rating Realpoint Final Pricing (bp) Bnch mark A-1 111.24 20.00 5.25 AAA +68 swaps A-2 426.63 20.00 9.83 AAA +72 swaps B 33.62 15.00 10.04 AAA +165 swaps C 21.72 11.77 10.04 ...

Class Amt $mln Sub Level% Avg Life (yrs) Rating S&P Rating Realpoints Final Pricing (bp) Bnch mark A-1 256.94 12.29 4.99 AAA AAA +60 swaps A-2 840.25 12.29 9.59 AAA AAA +65 swaps B 59.92 7.50 9.66 A+ A+ NA ...

Class Amt $mln Sub Level% Avg Life (yrs) Rating S&P Rating DBRS Rating Moody's Final Pricing (bp) Bnch mark A 1,200.00 40.00 4.71 AAA AAA Aaa +165 swaps B 245.00 27.75 4.95 AA AA Aa2 +285 swaps C 243.00 15.60 ...