| 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 |
|---|
| E2 | HKX | 947.000 | 8.00 | Iii | - | CCC | - | - | - | - | Ufbokclc | 3hO | - | 115 | 3wU+95 | - | 64.34175 |
| G3 | AWR | 647.000 | 54.40 | Xee | - | BBB | - | - | - | - | Psemwspe | 3bH | - | 145 | 3yI+95 | - | 60.92640 |
| D1 | KRU | 305.100 | 6.00 | Grr | - | RRR | - | - | - | - | Zfuykbfk | 3xR | - | 55 | 3tE+50 | - | 14.44241 |
Tranche Comments
D1: First Pay: 2011-10-01;
E2: First Pay: 2011-10-01;
G3: First Pay: 2011-10-01;
Collateral
40% MSIPPTBW, 60% ETFMTG