| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | CHK | 69.000 | 1.90 | - | LLL | DDD | 17.00% | - | Muxsorbb | 3tAs | - | 175 | 3sHx+175 | - | 576.00000 |
| I | WJG | 37.000 | 7.40 | - | II | MM | 65.00% | - | Zqcbfthg | 3yRn | - | 225 | 3zWy+225 | - | 210.00000 |
| A | JVP | 92.400 | 8.40 | - | MMM- | YYY- | 57.38% | - | Llpvuvbk | 3cCi | - | 410 | 3sSv+410 | - | 459.00000 |
| Z | AGT | 73.100 | 21.00 | - | JJ- | GG- | 35.00% | - | Pclsbbkv | 3eYh | - | 725 | 3cBe+701 | - | 46.30000 |
| Z | TUB | 4.000 | 2.90 | - | TTT | EEE | - | - | Rsqxkljt | 3eXt | - | 50 | 3yIy+50 | - | 461.00000 |
| P | SJI | 80.900 | 50.20 | - | T- | S- | 1.90% | - | Cclheoip | 3wLl | - | 1020 | 3eWs+837 | - | 65.90000 |
| Gpw | LCI | 29.900 | - | - | MN | KG | - | - | - | - | - | - | - | - | Retained |
| O-1 | MPF | 655.000 | 4.00 | - | AAA | HHH | 34.00% | - | Ebkbcvtm | 3zNs | - | 146 | 3gCj+146 | - | 134.00000 |
| D | PQZ | 36.300 | 8.40 | - | Y | U | 70.54% | - | Fmbdwtxa | 3bOh | - | 285 | 3gXg+285 | - | 452.00000 |
Tranche Comments
Z: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144E/Kcj A;
O-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144W/Fjv O;
X-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144H/Dxi M;
I: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144J/Wij Z;
D: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144K/Mzk E;
A: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144A/Wsk V;
Z: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144B/Ttv M;
P: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144G/Mra Q;
Gpw: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144K/Uta W;
Deal Comments
Lwp-Bzjj Nlhhwgn 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 4, 2011