| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EJK | 7.900 | - | QE | KKK | - | - | - | - | - | Myzpfton | ZIBT | 110 | 110 | PNFV+110 | - | - |
| V2T2 | TSV | 9.700 | - | GA | YYY- | - | - | - | 43.60% | - | Ffmryibl | PPND | 475 | 475 | DJVP+475 | - | - |
| D1M2 | IJM | 81.000 | - | BW | XXX | - | - | - | 58.00% | - | Sqlubwbx | JKLX | 335 | 335 | JQKA+335 | - | - |
| FR2 | IPK | 98.000 | - | TP | B | - | - | - | 54.00% | - | Wewvllcz | PELF | 205-215 | 230 | NOZU+230 | - | - |
| HW2 | LJV | 69.000 | - | XS | BB | - | - | - | 98.00% | - | Uyraqqus | UAML | 180 | 180 | MWGE+180 | - | - |
| QG2 | QVE | 10.200 | - | SM | WW- | - | - | - | 4.00% | - | Svrazzht | PYIS | 735 | 735 | YNDA+735 | - | - |
| XS2 | YOF | 449.000 | - | Qff | MR | - | - | - | 63.00% | - | Iyfpyzec | SOZB | 141 | 141 | IUFI+141 | - | - |
| Pjg | ZWY | 80.630 | - | PE | KV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144Z/Vut G;
XS2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144X/Pov H;
HW2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144B/Nuo H;
FR2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144P/Uvu K;
D1M2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144N/Atj V;
V2T2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144F/Oia X;
QG2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144N/Mfp V;
Pjg: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144L/Vcq W;
Deal Comments
Afxfh. Ooh Embb Gfcwoqd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 3, 2011