| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CHX | 14.000 | - | - | U | - | - | - | - | - | Julpmioa | QAKI | 260-275 | 285 | ZXJS+285 | - | - |
| T | GFV | 96.000 | - | - | ZZZ- | - | - | - | - | - | Gpsosfww | IVQJ | 410-425 | 450 | HEWP+450 | - | - |
| S | AAO | 24.000 | - | - | LL | - | - | - | - | - | Lwhjorsg | TAUL | 210-215 | 215 | AKHS+215 | - | - |
| Y1 | YVV | 578.000 | - | - | VVV | - | - | - | - | - | Kljdqsst | IUMR | 160-165 | 165 | AIPH+165 | - | - |
| Q2 | BOR | 3.000 | - | - | AAA | - | - | - | - | - | Mmsufrcz | WJMH | 175-180 | 185 | TPTG+185 | - | - |
| Z | LEF | 56.000 | - | - | WW- | - | - | - | - | - | Yfyczkjj | YDUS | 725-750 | - | DOWP+733 | - | - |
| Rwu | NJH | 32.633 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: Redemption: 2026-03-28; Registration: 144A/Qqs K;
Q2: Redemption: 2026-03-28; Registration: 144Y/Tdr Y;
S: Redemption: 2026-03-28; Registration: 144A/Irr N;
D: Redemption: 2026-03-28; Registration: 144T/Lnp S;
T: Redemption: 2026-03-28; Registration: 144C/Bre D;
Z: Redemption: 2026-03-28; Registration: 144A/Qjd U;
Rwu: Redemption: 2026-03-28; Registration: 144M/Zzw F;
Deal Comments
Qzu Rtt Ynynzfb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 4, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TBA | 95.000 | 2.15 | - | SSS- | - | - | - | 55.10% | - | Vrjqexwe | WYBH | - | 525 | XXVV+525 | - | 429.00000 |
| S | NVS | 38.000 | 6.39 | - | JJ- | - | - | - | 2.00% | - | Ezxbsuce | YINV | - | - | WLAV+850 | - | 69.00000 |
| J | OMB | 69.000 | 3.30 | - | LL | - | - | - | 71.00% | - | Olfosxbm | KNDJ | - | 265 | GMGO+265 | - | 321.00000 |
| S-2 | NIJ | 92.000 | 5.66 | - | TTT | - | - | - | 98.00% | - | Uecyrwks | PUJR | - | 220 | BKTS+220 | - | 909.00000 |
| E-1 | KIG | 394.000 | 7.90 | - | PPP | - | - | - | 52.00% | - | Jdazcxva | IOWO | - | 200 | LDYU+200 | - | 729.00000 |
| Nfvjck | WLW | 66.820 | - | - | XE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | TAS | 85.000 | 6.86 | - | Y | - | - | - | 98.00% | - | Xhowdboa | UXHW | - | 320 | DBLO+320 | - | 840.00000 |
Tranche Comments
E-1: Redemption: 2025-10-20; Registration: 144F/Ulb D;
S-2: Redemption: 2025-10-20; Registration: 144N/Cap K; Comments: Lst-Lyfqtx;
J: Redemption: 2025-10-20; Registration: 144X/Npz F;
I: Redemption: 2025-10-20; Registration: 144D/Foq D;
C: Redemption: 2025-10-20; Registration: 144N/Ixq U;
S: Redemption: 2025-10-20; Registration: 144X/Aqg B;
Nfvjck: Redemption: 2025-10-20; Registration: 144K/Chb T;
Deal Comments
Iqn Rqss Jfuhqwt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 23, 2016