| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PGJ | 131.100 | 4.80 | - | B | - | - | - | 84.00% | - | Pvjwfitp | YMDP | - | 215 | JBCW+215 | - | - |
| Usj | HGT | 278.300 | - | XW | ZQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| al | BTU | 32.000 | 3.30 | - | MMM- | - | - | - | 21.00% | - | Dhsqyulo | HQXP | - | 335 | YYUR+335 | - | - |
| P-1 | WSK | 557.000 | 5.70 | Cvv | FFF | - | - | - | 93.00% | - | Rfdfbbpn | GNKJ | - | 135 | APGW+135 | - | - |
| S-2 | KXP | 32.000 | 2.00 | - | UU | - | - | - | 46.00% | - | Wkmbqaak | UKSB | - | 180 | YLSE+180 | - | - |
Tranche Comments
P-1: Redemption: 2026-10-15; Registration: 144V/Mzf B;
S-2: Redemption: 2026-10-15; Registration: 144E/Xwy J;
E: Redemption: 2026-10-15; Registration: 144J/Cjb U;
al: Redemption: 2026-10-15; Registration: 144P/Dzh H;
Usj: Redemption: 2026-10-15; Registration: 144X/Vrw K;
Deal Comments
Izf-Tchh Ytjizxn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 27, 2011