| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AXK | 5.630 | - | Djj | AP | QC | - | - | - | - | Bkluupcb | MXTZ | - | 100 | XDNF+100 | - | - |
| T2X | NMX | 36.000 | - | Kff | CA | LY | - | - | 27.00% | - | Uzvfohyw | DAGY | - | 160 | HOKL+160 | - | - |
| MQ | QAJ | 84.000 | - | Nc2 | GI | QK | - | - | 30.00% | - | Qxrzjrof | VVBJ | - | 175 | TOHB+175 | - | - |
| V1Z | PNH | 615.000 | - | Tii | KO | JZ | - | - | 43.00% | - | Rwpfjejd | LMCS | - | 146 | GPLJ+146 | - | - |
| Bcv | HST | 975.950 | - | II | OI | PH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Redemption: 2026-05-30; Registration: 144D/Atf E;
V1Z: Redemption: 2026-05-30; Registration: 144B/Ake P;
T2X: Redemption: 2026-05-30; Registration: 144U/Euw H;
MQ: Redemption: 2026-05-30; Registration: 144D/Ulm W;
Bcv: Redemption: 2026-05-30; Registration: 144P/Lus K;
Deal Comments
Txxxh. Sqy-Euww Fxtrqgv 2.00
Risk Retention
HQ/QE - Znw
Reinvestment Period End Date
Oct 24, 2011