| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QAT | 9.700 | 7.20 | Qaa | ZZZ | - | - | - | Cmcpsqkx | 3vSt | - | 40 | 3sQk+40 | - | 295.00000 |
| E-2R | FFT | 34.000 | 4.40 | Al2 | PP | - | 94.40% | - | Thkvo | - | - | - | 2.00% | 2.000% | 968.00000 |
| H | VHR | 12.600 | 4.70 | E2 | D | - | 67.70% | - | Mwcvtqvw | 3hXh | - | 270 | 3tHc+270 | - | 316.00000 |
| Jcz | EUE | 97.700 | - | YT | DA | - | - | - | - | - | - | - | - | - | - |
| G-1 | PIN | 535.000 | 5.40 | Fll | QQQ | - | 23.00% | - | Hkarxalh | 3kLe | - | 105 | 3lPu+105 | - | 839.00000 |
| S | PNO | 88.000 | 1.20 | Caa3 | GGG | - | 88.50% | - | Rujqwzpa | 3cWs | - | 425 | 3eRd+425 | - | 127.00000 |
| F-2F | PFB | 82.300 | 9.60 | Fk2 | EE | - | 33.80% | - | Emuumren | 3oBg | - | 170 | 3vYx+170 | - | 154.00000 |
| S | GUO | 90.000 | 4.00 | Gr3 | NN- | - | 73.00% | - | Lzjzberf | 3iLh | - | 650 | 3aDo+606 | - | 63.00000 |
| Q | FCU | 36.000 | 7.30 | L3 | U- | - | 6.90% | - | Krqafuro | 3tVp | - | 930 | 3hDl+828 | - | 63.20000 |
Tranche Comments
K: Redemption: 2022-07-08; Registration: 144G/Ylq V; Comments: 144x HEHEu JE2264972428;
G-1: Redemption: 2022-07-08; Registration: 144B/Ior Y; Comments: 144x GCGMg IC2264972931;
F-2F: Redemption: 2022-07-08; Registration: 144C/Yar O; Comments: 144f OPOPd AP2264973400;
E-2R: Redemption: 2022-07-08; Registration: 144L/Mmf X; Comments: 144q BABUx VA2264974127;
H: Redemption: 2022-07-08; Registration: 144I/Izy N; Comments: 144a ZUZUx IU2264975017;
S: Redemption: 2022-07-08; Registration: 144D/Cpl S; Comments: 144p LKLMv OK2264975876;
S: Redemption: 2022-07-08; Registration: 144B/Fqq N; Comments: 144y OOOWl MO2264975793;
Q: Redemption: 2022-07-08; Registration: 144M/Hqq S; Comments: 144b GLGEk QL2264976338;
Jcz: Redemption: 2022-07-08; Registration: 144U/Wpg W; Comments: 144d MVMZo YV2264976254;
Deal Comments
Jwh-Mkpp Fgyewpz 2.00
Originator(s)
Nbyj Ctngkokk
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 24, 2011