| 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 |
|---|
| Y2 | PZM | 823.000 | 9.00 | Hrr | - | MMM | - | - | - | - | Sblwkzjz | 3wQ | - | 115 | 3pZ+95 | - | 52.37116 |
| F3 | NYT | 421.000 | 97.10 | Ull | - | DDD | - | - | - | - | Umpvdzuq | 3qH | - | 145 | 3fH+95 | - | 86.89450 |
| W1 | KSM | 793.400 | 9.00 | Zxx | - | KKK | - | - | - | - | Tdjabsul | 3bB | - | 55 | 3uF+50 | - | 75.61461 |
Tranche Comments
W1: First Pay: 2011-10-01;
Y2: First Pay: 2011-10-01;
F3: First Pay: 2011-10-01;
Collateral
40% WEPEEIKO, 60% YIAWIB