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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | GEE | 662.890 | 77.20 | - | BB+ | JJJ | - | - | - | - | Jqwoyxyf | - | - | 165 | - | - | 96.63016 |
| K2 | KXV | 48.000 | 3.00 | - | PP+ | NNN | - | - | - | - | Pdwyvlei | - | - | 85 | - | - | 32.78325 |
| S1 | MRO | 235.000 | 6.00 | - | FF+ | III | - | - | - | - | Xkojmodm | - | - | 50 | - | - | 96.20666 |
Tranche Comments
S1: Registration: Grrhjj;
K2: Registration: Isunsl;
T3: Registration: Eocicn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | ARA | 357.100 | 4.00 | Cee | - | QQQ | - | - | - | - | Zsqjmlbk | 3uJ | - | 55 | 3gD+50 | - | 99.78233 |
| V2 | BVW | 846.000 | 9.00 | Ass | - | ZZZ | - | - | - | - | Pkmzriml | 3eF | - | 115 | 3vR+95 | - | 86.36722 |
| H3 | MLF | 683.000 | 81.70 | Sff | - | TTT | - | - | - | - | Xcqmusrl | 3xA | - | 145 | 3zE+95 | - | 30.29520 |
Tranche Comments
D1: First Pay: 2011-10-01;
V2: First Pay: 2011-10-01;
H3: First Pay: 2011-10-01;
Collateral
40% WMFTTVUX, 60% FVVWVS