| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XHP | 58.000 | - | EF | - | CC | - | - | 50.00% | - | Uchwerut | WMNX | 150b | 150 | MMHE+150 | - | - |
| P1 | IFD | 487.000 | - | Wgg | - | NT | - | - | 40.00% | - | Vwlaqhsr | LMMC | 113 | 113 | HPUU+113 | - | - |
| B | TCK | 18.000 | - | GH | - | LL- | - | - | 8.00% | - | Ijejozng | SXBW | 450t | 450 | MEPG+450 | - | - |
| Z2 | YGD | 53.000 | - | HS | - | XXX | - | - | 47.00% | - | Zmklvsys | BSBK | 135q | 135 | ZKBE+135 | - | - |
| D1 | BAQ | 50.000 | - | IA | - | MMM- | - | - | 95.00% | - | Pmubxlye | LTMG | 250-260 | 250 | BLAK+250 | - | - |
| L | GYM | 5.000 | - | F3 | - | NT | - | - | 9.30% | - | Nvbfryop | JPWC | - | 700 | SSFS+700 | - | - |
| Nqo | ZTA | 21.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | QQM | 45.000 | - | VD | - | U | - | - | 86.00% | - | Nlwzwsow | BNTC | 170-175 | 165 | SXCM+165 | - | - |
| Y2 | UVF | 2.000 | - | JM | - | YYY- | - | - | 42.00% | - | Iuuvxamy | JMZK | 350b | 365 | MMNT+365 | - | - |
Tranche Comments
P1: Redemption: 2027-04-11; Registration: 144C/Zfy W;
Z2: Redemption: 2027-04-11; Registration: 144G/Wnc R;
W: Redemption: 2027-04-11; Registration: 144E/Zbc Q;
B: Redemption: 2027-04-11; Registration: 144J/Dha S;
D1: Redemption: 2027-04-11; Registration: 144H/Uee K;
Y2: Redemption: 2027-04-11; Registration: 144P/Eii P;
B: Redemption: 2027-04-11; Registration: 144W/Gpf N;
L: Redemption: 2027-04-11; Registration: 144J/Gvu J;
Nqo: Redemption: 2027-04-11; Registration: 144C/Gpk B;
Deal Comments
Jzx-Ytoo Bxguzis 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 3, 2011