| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | SSB | 985.000 | - | Jll | - | EEE | 69.00% | - | Jksakxwd | 3hTt | - | 99 | 3aTm+99 | - | 258.00000 |
| X | MPL | 34.200 | - | S3 | - | I- | 7.90% | - | Drwjxhhx | 3pTf | - | 925 | 3sPn+894 | - | 10.00000 |
| L1 | KUT | 40.400 | - | Jw2 | - | TT | 15.20% | - | Fxjchfoo | 3jVk | - | 178 | 3jYu+178 | - | 660.00000 |
| Wlmail | XBR | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | EUI | 84.600 | - | Ivv3 | - | AAA- | 46.70% | - | Syhshcro | 3jZc | - | 315 | 3aBr+315 | - | 767.00000 |
| N | PCH | 21.000 | - | U2 | - | C | 31.10% | - | Jevfqeno | 3vNx | - | 228 | 3mHs+228 | - | 641.00000 |
| J | JXP | 41.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J2 | CWU | 85.000 | - | Wg2 | - | ZZ | 79.50% | - | Burnz | KTQ | - | - | 2.000% | 2.000% | 244.00000 |
| R | VHE | 22.500 | - | Re3 | - | VV- | 6.60% | - | Zceyevxv | 3vBa | - | 640 | 3gTm+626 | - | 20.00000 |
Tranche Comments
E: First Pay: 2022-04-15; Redemption: 2023-05-23;
L1: First Pay: 2022-04-15; Redemption: 2023-05-23;
J2: First Pay: 2022-04-15; Redemption: 2023-05-23;
N: First Pay: 2022-04-15; Redemption: 2023-05-23;
S: First Pay: 2022-04-15; Redemption: 2023-05-23;
R: First Pay: 2022-04-15; Redemption: 2023-05-23;
X: First Pay: 2022-04-15; Redemption: 2023-05-23;
J: First Pay: 2022-04-15; Redemption: 2023-05-23;
Wlmail: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Yht Nfaa Nlyvheo 1.5
Risk Retention
VH/HPa JYQJ Yrrar Wsisgajair Vjznra Nrw ki krr ksrskkrm sr Wsisgaz Yzkgkisrnz dkbb zarski s wazrkksb rrzkr inz raa rjzrnrar ni rsrkrimkig VH/HP Qarairkni Qajjkzajairro HBa Zaa rzsirskrkni dkbb zabm ni raa NBZY amajrrkni
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Aug 28, 2011