| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JOI | 6.000 | 7.50 | - | III | - | - | - | - | - | Scshlyid | CHVB | 105 | 105 | VBMW+105 | - | - |
| W-1D | RSL | 61.000 | 5.20 | - | TTT | - | - | - | 14.00% | - | Ilqbojpo | HTYM | 295 | 295 | BGCF+295 | - | - |
| F-2D | GOK | 57.000 | 4.70 | - | UUU- | - | - | - | 56.00% | - | Akpombns | CCQX | - | 400 | PYDX+400 | - | - |
| H-1E | VWM | 988.000 | 1.40 | - | LLL | - | - | - | 91.00% | - | Okcdqxku | KYPK | 136 | 136 | JNHW+136 | - | - |
| Y-2J | FNI | 28.000 | 6.70 | - | HHH | - | - | - | 40.00% | - | Zfjxfrdf | HVEE | 155 | 155 | MINU+155 | - | - |
| T-P | LSE | 70.000 | 3.30 | - | QQ | - | - | - | 78.00% | - | Bwvdxfcy | AWQH | 175 | 175 | AKEF+175 | - | - |
| D-F | XRW | 33.000 | 8.30 | - | U | - | - | - | 93.00% | - | Kpvzqqhq | CUXQ | 190-195 | 200 | XKLF+200 | - | - |
| Wan | UHF | 89.511 | - | - | VV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-X | GMM | 14.000 | 56.00 | - | VV- | - | - | - | 3.00% | - | Mwvwcuki | WJXR | - | 600 | IJME+600 | - | - |
Tranche Comments
K: Redemption: 2027-01-21; Registration: 144W/Vmz J;
H-1E: Redemption: 2027-01-21; Registration: 144E/Vki V;
Y-2J: Redemption: 2027-01-21; Registration: 144F/Vol N;
T-P: Redemption: 2027-01-21; Registration: 144V/Ezu N;
D-F: Redemption: 2027-01-21; Registration: 144F/Pqd P;
W-1D: Redemption: 2027-01-21; Registration: 144Z/Qxm L;
F-2D: Redemption: 2027-01-21; Registration: 144T/Uoq C;
C-X: Redemption: 2027-01-21; Registration: 144E/Aiu A;
Wan: Redemption: 2027-01-21; Registration: 144Q/Vbs T;
Deal Comments
Thjhp. Weo Cqyy Lhnredf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 10, 2011