| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | GOH | 978.000 | 7.00 | - | RR+ | SSS | - | - | - | - | Psrkrsjo | - | - | 50 | - | - | 22.43404 |
| O2 | GJU | 62.000 | 9.00 | - | SS+ | FFF | - | - | - | - | Cwlcablw | - | - | 85 | - | - | 16.60656 |
| H3 | ENR | 644.570 | 64.50 | - | PP+ | VVV | - | - | - | - | Qqfrqkey | - | - | 165 | - | - | 48.65150 |
Tranche Comments
X1: Registration: Wbcovs;
O2: Registration: Nrbcvy;
H3: Registration: Sjhnns;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | FXB | 904.600 | 6.00 | Svv | - | YYY | - | - | - | - | Rlzqktsi | 3tN | - | 55 | 3oH+50 | - | 81.34083 |
| O3 | VSR | 846.000 | 27.50 | Hqq | - | LLL | - | - | - | - | Hycbqqax | 3kF | - | 145 | 3pD+95 | - | 95.91450 |
| S2 | ZQY | 172.000 | 6.00 | Mmm | - | RRR | - | - | - | - | Bxbdqwis | 3fT | - | 115 | 3hN+95 | - | 20.40869 |
Tranche Comments
M1: First Pay: 2011-10-01;
S2: First Pay: 2011-10-01;
O3: First Pay: 2011-10-01;
Collateral
40% ITWWWOPV, 60% EODIOH