| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | CMO | 436.000 | 6.00 | - | AA+ | NNN | - | - | - | - | Zpdlxmpo | - | - | 50 | - | - | 93.32974 |
| W3 | HSO | 460.710 | 99.45 | - | PP+ | LLL | - | - | - | - | Glxxhibl | - | - | 165 | - | - | 17.93780 |
| Q2 | IUM | 51.000 | 4.00 | - | RR+ | VVV | - | - | - | - | Tmdlfddg | - | - | 85 | - | - | 70.51676 |
Tranche Comments
B1: Registration: Zmalnu;
Q2: Registration: Zngxfa;
W3: Registration: Iymtgr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | NLE | 669.000 | 6.00 | Hvv | - | QQQ | - | - | - | - | Uejqzdso | 3xQ | - | 115 | 3cC+95 | - | 67.73412 |
| V1 | NYW | 834.900 | 6.00 | Xvv | - | VVV | - | - | - | - | Pqvsdsuj | 3jS | - | 55 | 3hB+50 | - | 97.89414 |
| N3 | JYQ | 286.000 | 24.70 | Fuu | - | DDD | - | - | - | - | Qjuqkdif | 3wZ | - | 145 | 3fO+95 | - | 12.52240 |
Tranche Comments
V1: First Pay: 2011-10-01;
T2: First Pay: 2011-10-01;
N3: First Pay: 2011-10-01;
Collateral
40% TEZWWJES, 60% HJHTJT