| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | KHB | 52.000 | 4.10 | - | - | TTT | - | - | 38.41% | - | Xlookqpw | EOZK | - | 300 | YJIV+300 | - | 282.00000 |
| Y-2 | YLO | 5.000 | 94.60 | - | - | NNN- | - | - | 44.00% | - | Qkmckuib | DHCM | - | 415 | XDXH+415 | - | 514.00000 |
| M | NHA | 20.000 | 12.10 | - | - | NN- | - | - | 8.00% | - | Ysfmtqdp | VNZF | - | 600 | LGUC+600 | - | 291.00000 |
| T-1 | QQR | 999.000 | 1.70 | Guu | - | - | - | - | 99.00% | - | Sbxmjedn | ELGW | - | 138 | PYZL+138 | - | 327.00000 |
| F-2 | ONZ | 36.000 | 6.00 | - | - | III | - | - | 99.00% | - | Jelhwylq | NIXJ | - | 156 | NDLA+156 | - | 946.00000 |
| G | UGH | 96.000 | 9.50 | - | - | FF | - | - | 78.00% | - | Rbcwdokh | ATOV | - | 175 | CYIV+175 | - | 596.00000 |
| Rzh | GKI | 98.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | BMP | 73.000 | 9.60 | - | - | S | - | - | 73.00% | - | Akrlviqz | GMZV | - | 195 | VGJS+195 | - | 542.00000 |
Tranche Comments
T-1: Redemption: 2027-01-20; Registration: 144A/Zss Q;
F-2: Redemption: 2027-01-20; Registration: 144I/Umg I;
G: Redemption: 2027-01-20; Registration: 144D/Oce C;
A: Redemption: 2027-01-20; Registration: 144E/Vyl Y;
N-1: Redemption: 2027-01-20; Registration: 144L/Njz H;
Y-2: Redemption: 2027-01-20; Registration: 144Y/Qqs T;
M: Redemption: 2027-01-20; Registration: 144T/Bxq D;
Rzh: Redemption: 2027-01-20; Registration: 144O/Kkb P;
Deal Comments
Hxs Ehpp Jelgxgb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 22, 2011
WAL Test Period End Date
Apr 16, 2029