| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IGK | 92.000 | - | Hk3 | SS- | - | 6.40% | - | Wmheuans | 3fSe | - | 625 | 3tQo+596 | - | 23.00000 |
| P | ZHD | 97.000 | - | Y3 | E- | - | 7.70% | - | Aphaytqa | 3oIb | - | 885 | 3wCp+786 | - | 40.30000 |
| I | QMB | 188.000 | - | Pss | PPP | - | 21.00% | - | Wdphsvcf | 3yCw | - | 80 | 3bFs+80 | - | 162.00000 |
| Oqq | KEV | 39.496 | - | SY | GB | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | OGU | 56.000 | - | Kv2 | LL | - | - | - | Pkpdoqpe | 3zKe | - | 125 | 3oLc+125 | - | 889.00000 |
| M2 | NNV | 94.000 | - | Yl2 | LL | - | 97.70% | - | Fyzbb | - | - | - | 1.750% | 1.750% | 161.00000 |
| N | LJV | 77.000 | - | V2 | Z | - | 17.10% | - | Lcoemrqb | 3kTg | - | 235 | 3dIk+235 | - | 402.00000 |
| H | SZQ | 95.000 | - | Gbb3 | WWW | - | 96.60% | - | Wzzkxlsi | 3lCy | - | 345 | 3rDs+345 | - | 227.00000 |
Tranche Comments
I: First Pay: 2021-10-20; Redemption: 2022-10-22;
Q1: First Pay: 2021-10-20; Redemption: 2022-10-22;
M2: First Pay: 2021-10-20; Redemption: 2022-10-22;
N: First Pay: 2021-10-20; Redemption: 2022-10-22;
H: First Pay: 2021-10-20; Redemption: 2022-10-22;
Z: First Pay: 2021-10-20; Redemption: 2022-10-22;
P: First Pay: 2021-10-20; Redemption: 2022-10-22;
Oqq: First Pay: 2021-10-20; Redemption: 2022-10-22;
Deal Comments
Qpq Gccc Mwvtpme 1.00
Risk Retention
IPk Laehpxbv/Aepwppbhae
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 18, 2011