| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TAG | 15.000 | 7.21 | - | - | Y | - | - | 49.00% | - | Wssjjjmk | CMPY | - | 200 | SQQJ+200 | - | 176.00000 |
| K-1 | GOJ | 26.000 | 7.27 | - | - | III- | - | - | 76.00% | - | Okzyddoz | XCDJ | - | 290 | XMIE+290 | - | 480.00000 |
| F-2 | WTT | 12.000 | 6.95 | - | - | FFF | - | - | 48.00% | - | Cevvtjnx | NTZH | - | 156 | SHNM+156 | - | 959.00000 |
| J | KYG | 94.000 | 5.60 | - | - | WW- | - | - | 1.00% | - | Nrvdodex | MWHX | - | 550 | PVSP+550 | - | 283.00000 |
| Y | KXF | 16.000 | 3.46 | - | - | SS | - | - | 59.00% | - | Izjrpqnc | KIPX | - | 170 | ZMMI+170 | - | 844.00000 |
| F-1 | NBL | 301.000 | 7.32 | Evv | - | TTT | - | - | 73.00% | - | Spvvtxlw | EGLK | - | 136 | HMSI+136 | - | 708.00000 |
| P-2 | TOK | 3.000 | 8.66 | - | - | OOO- | - | - | 54.00% | - | Rkqjxtpy | VWKA | - | 425 | BGXY+425 | - | 755.00000 |
| Erkunt | THW | 37.780 | - | JT | - | DD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Redemption: 2026-10-24; Registration: 144E/Wjz M;
F-2: Redemption: 2026-10-24; Registration: 144G/Dug J;
Y: Redemption: 2026-10-24; Registration: 144E/Fva S;
K: Redemption: 2026-10-24; Registration: 144F/Ixd P;
K-1: Redemption: 2026-10-24; Registration: 144W/Nmr P;
P-2: Redemption: 2026-10-24; Registration: 144N/Ykh Q;
J: Redemption: 2026-10-24; Registration: 144I/Ttp T;
Deal Comments
Ybf Aqff Porvbpj 1.98
Risk Retention
VM/MQ - Nty
Reinvestment Period (YRS)
5.94
Reinvestment Period End Date
Sep 4, 2011