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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | QLY | 843.000 | 7.00 | - | EE+ | MMM | - | - | - | - | Twxrpaho | - | - | 50 | - | - | 38.59267 |
| Q3 | KTW | 573.230 | 94.69 | - | WW+ | ZZZ | - | - | - | - | Nzfmhkaq | - | - | 165 | - | - | 10.42174 |
| S2 | PRV | 29.000 | 7.00 | - | II+ | OOO | - | - | - | - | Hfxwyfbl | - | - | 85 | - | - | 23.73343 |
Tranche Comments
A1: Registration: Sbzzgm;
S2: Registration: Eiyvtb;
Q3: Registration: Pmjcvz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | FVV | 837.300 | 8.00 | Cbb | - | AAA | - | - | - | - | Cjwxwolh | 3zJ | - | 55 | 3vB+50 | - | 27.28224 |
| W2 | JJW | 702.000 | 4.00 | Uqq | - | KKK | - | - | - | - | Xrfyljwp | 3lN | - | 115 | 3vF+95 | - | 91.31846 |
| E3 | RFK | 122.000 | 51.80 | Fdd | - | DDD | - | - | - | - | Njmufvxx | 3rA | - | 145 | 3hN+95 | - | 11.39740 |
Tranche Comments
W1: First Pay: 2011-10-01;
W2: First Pay: 2011-10-01;
E3: First Pay: 2011-10-01;
Collateral
40% QHXQQZTO, 60% EZZQZQ