| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2A | VNC | 98.000 | - | MK | XZ | YYY | - | - | 77.00% | - | Gzplpqjq | JMTN | - | 160 | APTJ+160 | - | - |
| M2B | FEZ | 8.000 | - | VR | LX | MMM- | - | - | 22.00% | - | Uqyaxemz | QUMI | - | 525 | XJNY+525 | - | - |
| N1X | UIT | 471.000 | - | VD | YX | WWW | - | - | 38.00% | - | Tulahzxd | XCBW | - | 144 | GPUM+144 | - | - |
| L1N | JNG | 64.000 | - | YK | KQ | DD- | - | - | 4.00% | - | Otvyomtr | HTPS | - | 740 | ILSQ+740 | - | - |
| S2B | JFG | 1.200 | - | LG | WT | HH- | - | - | 1.40% | - | Gklseoso | QQPJ | - | - | HOPD+830 | - | - |
| XJ | JJM | 68.000 | - | VL | WQ | YY | - | - | 56.00% | - | Nnwpwzbn | UJAM | - | 185 | QOZA+185 | - | - |
| Y1T | KMS | 12.000 | - | ML | TM | NNN- | - | - | 94.00% | - | Dfcezcdr | NXIG | - | 350 | ABTI+350 | - | - |
| Bch | KQD | 96.920 | - | AH | QQ | MQ | - | - | - | - | - | - | - | - | - | - | Retained |
| OI | OJW | 55.000 | - | PR | VC | Y | - | - | 63.00% | - | Qyoobrpr | AIYA | - | 225 | HEED+225 | - | - |
Tranche Comments
N1X: Redemption: 2026-07-21; Registration: 144E/Ojb W;
F2A: Redemption: 2026-07-21; Registration: 144P/Ryi G;
XJ: Redemption: 2026-07-21; Registration: 144P/Npl Q;
OI: Redemption: 2026-07-21; Registration: 144V/Jhq F;
Y1T: Redemption: 2026-07-21; Registration: 144K/Plp B;
M2B: Redemption: 2026-07-21; Registration: 144Z/Qoy E;
L1N: Redemption: 2026-07-21; Registration: 144N/Jzp B;
S2B: Redemption: 2026-07-21; Registration: 144M/Dpv M;
Bch: Redemption: 2026-07-21; Registration: 144X/Kzg Q;
Deal Comments
Sfcfx. Lqt-Tfnn Ffomqos 2.00
Risk Retention
DV/VR - Pao
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 6, 2011