| 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 |
|---|
| J3 | PKZ | 189.000 | 23.40 | Vee | - | KKK | - | - | - | - | Drfhuews | 3hE | - | 145 | 3bC+95 | - | 93.46160 |
| N2 | XVB | 216.000 | 6.00 | Kaa | - | III | - | - | - | - | Rwwpdysc | 3yF | - | 115 | 3gN+95 | - | 77.83385 |
| D1 | XOR | 228.400 | 5.00 | Jaa | - | OOO | - | - | - | - | Yklobumi | 3aI | - | 55 | 3cP+50 | - | 20.17649 |
Tranche Comments
D1: First Pay: 2011-10-01;
N2: First Pay: 2011-10-01;
J3: First Pay: 2011-10-01;
Collateral
40% QXBKKYOI, 60% GYRQYN