| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 359.000 | 3.00 | - | AA+ | AAA | - | - | - | - | Floating | - | - | 50 | - | - | 98.81724 |
| A2 | USD | 91.000 | 7.00 | - | AA+ | AAA | - | - | - | - | Floating | - | - | 85 | - | - | 96.99509 |
| A3 | USD | 153.130 | 10.77 | - | AA+ | AAA | - | - | - | - | Floating | - | - | 165 | - | - | 92.20975 |
Tranche Comments
A1: Registration: Listed;
A2: Registration: Listed;
A3: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | RHW | 465.100 | 2.00 | Ott | - | YYY | - | - | - | - | Pkmfflqv | 3rR | - | 55 | 3nF+50 | - | 44.20206 |
| P2 | XET | 181.000 | 8.00 | Qpp | - | DDD | - | - | - | - | Qdlwezjl | 3eM | - | 115 | 3yK+95 | - | 29.44522 |
| Y3 | CJV | 403.000 | 89.60 | Joo | - | HHH | - | - | - | - | Kpdjwdzv | 3vV | - | 145 | 3mI+95 | - | 50.79630 |
Tranche Comments
Y1: First Pay: 2011-10-01;
P2: First Pay: 2011-10-01;
Y3: First Pay: 2011-10-01;
Collateral
40% XZGXXUKS, 60% TUQXUP