| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NZS | 82.800 | 4.20 | - | CCC- | - | - | - | 45.90% | - | Ghralabp | QNFU | - | 550 | SBEM+550 | - | - |
| N | USB | 652.000 | 8.00 | - | AAA | - | - | - | 41.00% | - | Hsuwwpvp | UPSF | - | 210 | TKNF+210 | - | - |
| K | TZC | 2.000 | 6.60 | - | AAA | - | - | - | - | - | Bmxxepzp | GNUB | - | 170 | XEJZ+170 | - | - |
| O | CIJ | 10.000 | 2.80 | - | WW | - | - | - | 83.00% | - | Sswrqaoi | MEGN | - | 300 | DBGW+300 | - | - |
| Qqg | EBH | 47.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | FGB | 7.400 | 4.30 | - | WW- | - | - | - | 85.00% | - | Vsmzpdte | DOYM | - | 925 | IETF+853 | - | - |
| Y | FAI | 75.000 | 7.80 | - | J | - | - | - | 66.00% | - | Adejvpca | IANS | - | 385 | MEBI+385 | - | - |
Tranche Comments
K: Redemption: 2025-09-14; Registration: 144G/Fcw W;
N: Redemption: 2025-09-14; Registration: 144L/Uaf N;
O: Redemption: 2025-09-14; Registration: 144V/Hnl J;
Y: Redemption: 2025-09-14; Registration: 144V/Gfu L;
V: Redemption: 2025-09-14; Registration: 144A/Brc U;
M: Redemption: 2025-09-14; Registration: 144N/Zah A;
Qqg: Redemption: 2025-09-14; Registration: 144O/Ioo J;
Deal Comments
Zft Onvv Btggfjd 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 22, 2011