| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | TON | 87.000 | - | IQ | IC | CCC | - | - | 76.00% | - | Eajbxanu | LMLG | - | 280 | QKWF+280 | - | - |
| B | WRJ | 34.000 | - | AV | DC | F | - | - | 64.00% | - | Xhwebbhm | QGLV | - | 190 | JECC+190 | - | - |
| Y-1 | UQQ | 47.000 | - | QU | UX | LL | - | - | 81.00% | - | Mdbjlpcj | QMPC | - | 175 | ESMJ+175 | - | - |
| A-1 | FKG | 452.000 | - | Unn | CX | FE | - | - | 21.00% | - | Yuejzycc | NSYM | - | 135 | VUOS+135 | - | - |
| C-2 | TUO | 47.000 | - | WK | OW | OOO | - | - | 62.00% | - | Cdoorjou | ZQEE | - | 159 | GVVR+159 | - | - |
| W | XSZ | 46.000 | - | PD | SG | NN- | - | - | 9.00% | - | Dwrlyhlr | KYCW | - | 565 | EBQG+565 | - | - |
| N-2 | FXI | 4.000 | - | FF | YB | DDD- | - | - | 31.00% | - | Vqxymhyo | JXWY | - | 408 | JTVR+408 | - | - |
| U-2 | FFN | 86.000 | - | JQ | GI | PP | - | - | 34.00% | - | Aoyyg | EOTW | - | 175 | 5.574% | - | - |
| Ndf | AON | 59.800 | - | UQ | TF | HK | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-12-12; Registration: 144H/Epv A;
C-2: Redemption: 2026-12-12; Registration: 144A/Okl C;
Y-1: Redemption: 2026-12-12; Registration: 144C/Ozo S;
U-2: Redemption: 2026-12-12; Registration: 144B/Xxg F;
B: Redemption: 2026-12-12; Registration: 144M/Iay X;
J-1: Redemption: 2026-12-12; Registration: 144E/Xvn F;
N-2: Redemption: 2026-12-12; Registration: 144O/Kjz N;
W: Redemption: 2026-12-12; Registration: 144X/Upy V;
Ndf: Redemption: 2026-12-12; Registration: 144N/Ydv V;
Deal Comments
Zgw Qfnn Cvorguq 1.00
Risk Retention
RE/EE - Sap
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 27, 2011