| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ppp Puu | DWI | 48.900 | - | - | EG | XF | - | - | - | - | - | - | - | - | Retained |
| W D | KTT | 40.000 | 6.00 | - | VVV | BBB | 32.00% | - | Aycmmebr | 3eJv | - | 120 | 3cUe+120 | - | 570.00000 |
| M | QGI | 59.000 | 8.40 | - | F | J | 45.00% | - | Eklkpskj | 3rBz | - | 215 | 3vWr+215 | - | 380.00000 |
| Q | MDB | 10.000 | 7.30 | - | III- | BBB- | 4.80% | - | Omomczmy | 3hXs | - | 310 | 3vJj+310 | - | 199.00000 |
| D | ATC | 272.000 | 4.00 | - | CCC | LLL | 17.00% | - | Hxklmbtg | 3mIx | - | 120 | 3qWo+120 | - | 564.00000 |
| U | FIY | 87.000 | 8.40 | - | V- | N- | - | - | Ocmczbbm | 3wAk | - | 875 | 3bLr+850 | - | 36.70000 |
| C2 | SXE | 34.000 | 4.10 | - | SS | ZZ | 17.00% | - | Yllak | - | - | - | 4.45% | 4.450% | 778.00000 |
| R1 | CWJ | 30.000 | 1.40 | - | GG | WW | 96.00% | - | Ocummcfo | 3gVh | - | 170 | 3jJg+170 | - | 989.00000 |
| W | BDQ | 43.200 | 2.10 | - | EE- | HH- | 8.30% | - | Jvqaapxq | 3rBa | - | 500 | 3cOo+500 | - | 230.00000 |
| Pcv | VJM | 26.500 | - | - | BH | AV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2026-09-15; Registration: 144Z/Tyg Q;
W D: Redemption: 2026-09-15; Registration: 144I/Btj M;
R1: Redemption: 2026-09-15; Registration: 144V/Bhm S;
C2: Redemption: 2026-09-15; Registration: 144Y/Ntq O;
M: Redemption: 2026-09-15; Registration: 144V/Dcy C;
Q: Redemption: 2026-09-15; Registration: 144G/Alh Y;
W: Redemption: 2026-09-15; Registration: 144E/Zcc E;
U: Redemption: 2026-09-15; Registration: 144Y/Yll W;
Ppp Puu: Redemption: 2026-09-15; Registration: 144T/Jed G;
Pcv: Redemption: 2026-09-15; Registration: 144Y/Zud B;
Deal Comments
Ezqzf. Lcz Gjjj Tzaqcve 1.5
Risk Retention
LA - Qeboucyfl UL/LL - Teg
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 21, 2011