| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | DAG | 758.100 | - | - | GGG | III | - | - | Yewdpuor | 3mGw | - | 62 | 3mVe+62 | - | 717.00000 |
| K-1 | ZQZ | 77.000 | - | - | AA | GG | - | - | Tqtzs | - | - | - | 1.600% | 1.600% | 251.00000 |
| R | SOT | 43.000 | - | - | II- | PP- | - | - | Kdphfxid | 3zXa | - | 570 | 3aHo+552 | - | 27.00000 |
| Y | PID | 80.000 | - | - | O- | J- | - | - | Ajeqlhhj | 3dJm | - | 865 | 3cOj+798 | - | 96.10000 |
| O | LIW | 98.000 | - | - | C | O | - | - | Klbzmpkb | 3xEc | - | 235 | 3dOy+235 | - | 138.00000 |
| O-2 | EGE | 31.240 | - | - | AA | ZZ | - | - | Zkkcqxaw | 3lId | - | 140 | 3cFb+140 | - | 713.00000 |
| Vsp A | JNQ | 6.300 | - | - | HL | ER | - | - | - | - | - | - | - | - | Retained |
| Jcd | OZI | 89.900 | - | - | OW | GZ | - | - | - | - | - | - | - | - | Retained |
| Y | BPC | 30.000 | - | - | BBB- | HHH- | - | - | Rbyzdzoj | 3wJo | - | 325 | 3fCo+325 | - | 176.00000 |
Tranche Comments
T: First Pay: 2021-07-24; Redemption: 2022-03-24;
K-1: First Pay: 2021-07-24; Redemption: 2022-03-24;
O-2: First Pay: 2021-07-24; Redemption: 2022-03-24;
O: First Pay: 2021-07-24; Redemption: 2022-03-24;
Y: First Pay: 2021-07-24; Redemption: 2022-03-24;
R: First Pay: 2021-07-24; Redemption: 2022-03-24;
Y: First Pay: 2021-07-24; Redemption: 2022-03-24;
Vsp A: First Pay: 2021-07-24; Redemption: 2022-03-24;
Jcd: First Pay: 2021-07-24; Redemption: 2022-03-24;
Deal Comments
Qcfcp. Och-Ohgg Uctmcbi 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 24, 2011