| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LOD | 5.000 | 3.80 | - | CCC | - | - | - | - | - | Dhzekyla | 3wG | - | 125 | 3gL+125 | - | - |
| P-1-I | PSU | 7.000 | 6.20 | - | WWW | - | - | - | 67.00% | - | Xbuip | - | - | 155 | 2.52% | - | - |
| B | JFH | 37.000 | 9.80 | - | XXX- | - | - | - | 90.10% | - | Byceuybb | 3rN | - | 390 | 3fA+390 | - | - |
| Cwxnnh | GFS | 63.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | HZY | 64.000 | 2.60 | - | FF | - | - | - | 64.60% | - | Xjlxjjpf | 3mA | - | 190 | 3gF+190 | - | - |
| B | ZFZ | 43.000 | 8.20 | - | A | - | - | - | 74.30% | - | Qpyfwslg | 3pJ | - | 290 | 3tI+290 | - | - |
| Z-1-V | CSX | 50.000 | 5.40 | - | QQQ | - | - | - | 59.00% | - | Nwuhltel | 3dF | - | 155 | 3cP+155 | - | - |
| X-1 | ARZ | 903.000 | 6.60 | - | LLL | - | - | - | 99.00% | - | Uqfsohmi | 3uA | - | 155 | 3lY+155 | - | - |
| G | RWU | 80.000 | 6.40 | - | LL- | - | - | - | 12.40% | - | Ibheqmml | 3xY | - | 900 | 3wR+865 | - | - |
Tranche Comments
B: First Pay: 2022-01-20; Redemption: 2023-07-20;
X-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
Z-1-V: First Pay: 2022-01-20; Redemption: 2023-07-20;
P-1-I: First Pay: 2022-01-20; Redemption: 2023-07-20;
T-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
B: First Pay: 2022-01-20; Redemption: 2023-07-20;
B: First Pay: 2022-01-20; Redemption: 2023-07-20;
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
Cwxnnh: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Avw Qztt Yujovfl 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 18, 2011