| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | LYE | 48.000 | 5.00 | - | OO+ | BBB | - | - | - | - | Xrsemyqc | - | - | 85 | - | - | 80.83945 |
| X3 | RGA | 977.830 | 27.30 | - | ZZ+ | UUU | - | - | - | - | Jqokbxvq | - | - | 165 | - | - | 53.72576 |
| I1 | OAA | 799.000 | 5.00 | - | OO+ | UUU | - | - | - | - | Rqsvmzxk | - | - | 50 | - | - | 16.41542 |
Tranche Comments
I1: Registration: Iqmqsk;
T2: Registration: Pbfcbb;
X3: Registration: Tymyek;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | ROT | 179.500 | 5.00 | Jqq | - | RRR | - | - | - | - | Tqmjhxli | 3hP | - | 55 | 3tY+50 | - | 55.69991 |
| V3 | GJR | 489.000 | 45.90 | Xvv | - | DDD | - | - | - | - | Orswyfxi | 3aR | - | 145 | 3zT+95 | - | 94.95560 |
| N2 | NKW | 286.000 | 7.00 | Cpp | - | LLL | - | - | - | - | Mupllhvv | 3yI | - | 115 | 3aX+95 | - | 27.43542 |
Tranche Comments
K1: First Pay: 2011-10-01;
N2: First Pay: 2011-10-01;
V3: First Pay: 2011-10-01;
Collateral
40% OPTUUFIM, 60% OFNOFE