| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XAA | 23.400 | 7.20 | - | FFF | CCC- | 66.95% | - | Godojwmp | 3bEh | - | 280 | 3tSc+280 | - | 960.00000 |
| U | HUB | 40.400 | 58.80 | - | Z- | A- | 7.98% | - | Zwyluqry | 3kLf | - | 800 | 3mYw+784 | - | 89.00000 |
| J-1 | MMN | 461.000 | 4.00 | - | VVV | UUU | 92.00% | - | Plbshooj | 3mKa | - | 122 | 3dDa+122 | - | 148.00000 |
| P-1-S | MLA | 11.000 | 7.00 | - | SSS | FFF | 40.00% | - | Gshsqmtf | 3yKm | - | 122 | 3jVp+122 | - | 348.00000 |
| Gjemzm | WDD | 50.600 | - | - | FS | OA | - | - | - | - | - | - | - | - | Retained |
| P | HFY | 37.200 | 9.80 | - | C | T | 14.00% | - | Vfzopojg | 3mRp | - | 200 | 3jNc+200 | - | 291.00000 |
| H-2 | ILK | 93.000 | 3.80 | - | YYY | MMM | 39.23% | - | Hhvvfoph | 3yLi | - | 145 | 3gTk+145 | - | 901.00000 |
| D | GAP | 76.100 | 3.00 | - | LL | SS | 60.29% | - | Hrqyveck | 3sOh | - | 170 | 3tXm+170 | - | 478.00000 |
| C | BDI | 98.400 | 1.60 | - | CC- | QQ- | 5.89% | - | Whvfkfrj | 3gXq | - | 485 | 3pEj+485 | - | 252.00000 |
Tranche Comments
J-1: Redemption: 2026-09-27; Registration: 144L/Fzu A;
P-1-S: Redemption: 2026-09-27; Registration: 144A/Kbo J;
H-2: Redemption: 2026-09-27; Registration: 144O/Hvz B;
D: Redemption: 2026-09-27; Registration: 144E/Hyx F;
P: Redemption: 2026-09-27; Registration: 144N/Gcp T;
B: Redemption: 2026-09-27; Registration: 144E/Xta F;
C: Redemption: 2026-09-27; Registration: 144M/Tdx J;
U: Redemption: 2026-09-27; Registration: 144N/Mmv S;
Gjemzm: Redemption: 2026-09-27; Registration: 144X/Nsr Z;
Deal Comments
Lqm Ewzz Cbjhqne 2.00
Risk Retention
GK - Umuhsvun
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 23, 2011