| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2YY | KIH | 75.000 | 6.70 | - | III | - | - | - | 14.00% | - | Aqvvwstp | VDLB | - | 185 | BCPU+185 | - | - |
| W-1EE | UEX | 729.000 | 1.40 | - | NNN | KKK | - | - | 98.00% | - | Ywofeequ | HSVF | - | 159 | UTJU+159 | - | - |
| IDD | ECN | 34.000 | 5.60 | - | Y | - | - | - | 96.00% | - | Kjppxxfc | WYSE | - | 250 | ASSZ+250 | - | - |
| JLL | CXA | 53.000 | 2.30 | - | SS | - | - | - | 28.00% | - | Pvqvwxsj | JDVF | - | 195 | MLNL+195 | - | - |
| Pjo | HYQ | 348.670 | - | - | UZ | NF | - | - | - | - | - | - | - | - | - | - | Retained |
| WBB | EOS | 84.000 | 5.00 | - | KKK- | - | - | - | 97.00% | - | Svbjfswa | LDFI | - | 420 | SKPF+420 | - | - |
| KHH | GUI | 46.000 | 4.40 | - | MM- | - | - | - | 54.00% | - | Emubczhb | PSDB | - | 650 | IQMM+650 | - | - |
Tranche Comments
W-1EE: Redemption: 2027-04-20; Registration: 144O/Gfm Z;
P-2YY: Redemption: 2027-04-20; Registration: 144H/Rxz D;
JLL: Redemption: 2027-04-20; Registration: 144L/Cft A;
IDD: Redemption: 2027-04-20; Registration: 144U/Cru N;
WBB: Redemption: 2027-04-20; Registration: 144Z/Qay C;
KHH: Redemption: 2027-04-20; Registration: 144Y/Pir H;
Pjo: Redemption: 2027-04-20; Registration: 144J/Bzo I;
Deal Comments
Rpfpe. Gty Lsmm Gplatfc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 3, 2011