| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | FSF | 730.000 | 8.00 | - | MM+ | AAA | - | - | - | - | Dzkrjqyd | - | - | 50 | - | - | 65.65133 |
| V3 | GFW | 851.960 | 38.66 | - | WW+ | UUU | - | - | - | - | Thmqolnv | - | - | 165 | - | - | 53.59816 |
| H2 | KWF | 34.000 | 2.00 | - | NN+ | TTT | - | - | - | - | Iemmctuu | - | - | 85 | - | - | 40.83248 |
Tranche Comments
A1: Registration: Ogltwo;
H2: Registration: Foaxeg;
V3: Registration: Dfscjj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | FOL | 864.000 | 22.10 | Pnn | - | VVV | - | - | - | - | Fxrfezly | 3nO | - | 145 | 3cN+95 | - | 58.35500 |
| M2 | XVJ | 812.000 | 1.00 | Lll | - | XXX | - | - | - | - | Qescotff | 3pZ | - | 115 | 3iD+95 | - | 71.33429 |
| H1 | ASN | 662.300 | 3.00 | Prr | - | JJJ | - | - | - | - | Ovzaeshf | 3cP | - | 55 | 3vV+50 | - | 50.64297 |
Tranche Comments
H1: First Pay: 2011-10-01;
M2: First Pay: 2011-10-01;
M3: First Pay: 2011-10-01;
Collateral
40% ZKIBBXMY, 60% HXJZXI