| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LLL | LNH | 356.000 | - | ON | MMM- | EB | - | - | 13.40% | - | Lmkllvip | DCUT | - | 375 | GQBT+375 | - | - |
| I2II | AMC | 134.000 | - | KW | GGG | VK | - | - | 31.00% | - | Tdzjfyiz | UYMJ | - | 175 | VMDC+175 | - | - |
| Y1ZZ | BKA | 4,167.000 | - | ZL | MMM | XXX | - | - | 29.00% | - | Sxldeuyg | WTZB | - | 149 | HEDF+149 | - | - |
| QJJ | FWP | 700.000 | - | KJ | J | KC | - | - | 90.00% | - | Gvxwdajv | WZGN | - | 225 | APQG+225 | - | - |
| LJJ | YHP | 367.000 | - | QW | HH- | DN | - | - | 38.00% | - | Ocwdztlp | WQFT | - | 725 | NHOY+725 | - | - |
| TYY | CZZ | 611.000 | - | FF | RR | PP | - | - | 68.60% | - | Beojcxxz | QHMK | - | 190 | PMAB+190 | - | - |
| Gsn | SLS | 435.310 | - | OY | OJ | CJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1ZZ: Redemption: 2027-01-15; Registration: 144E/Erj B;
I2II: Redemption: 2027-01-15; Registration: 144M/Vci D;
TYY: Redemption: 2027-01-15; Registration: 144F/Dpt F;
QJJ: Redemption: 2027-01-15; Registration: 144A/Rcb P;
LLL: Redemption: 2027-01-15; Registration: 144W/Eiy X;
LJJ: Redemption: 2027-01-15; Registration: 144E/Ymz V;
Gsn: Redemption: 2027-01-15; Registration: 144Y/Rfo D;
Deal Comments
Fwywt. Koh Uuzz Vwnpooq 2.00
Risk Retention
FC - Qjco HF/FW - Qjc
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 28, 2011