| 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 |
|---|
| X2 | HAP | 893.000 | 6.00 | Hxx | - | III | - | - | - | - | Mrupkurh | 3mA | - | 115 | 3uD+95 | - | 47.38515 |
| M3 | IIG | 649.000 | 59.40 | Ajj | - | QQQ | - | - | - | - | Pfkvljaz | 3mE | - | 145 | 3aV+95 | - | 18.12740 |
| V1 | UKH | 273.100 | 4.00 | Qtt | - | TTT | - | - | - | - | Jryrmzik | 3oX | - | 55 | 3vI+50 | - | 80.73782 |
Tranche Comments
V1: First Pay: 2011-10-01;
X2: First Pay: 2011-10-01;
M3: First Pay: 2011-10-01;
Collateral
40% JGVUUFKX, 60% EFCJFU