| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bck | PJE | 22.410 | - | BM | EP | - | - | - | - | - | - | - | - | - | Retained |
| G | OPA | 60.000 | 9.80 | Z2 | N | - | 14.50% | - | Rksfyoys | 3iTi | - | 210 | 3jDk+210 | - | 845.00000 |
| M | SSW | 3.000 | 81.30 | S3 | D- | - | 8.80% | - | Ckrxtruj | 3vZn | - | 920 | 3tNr+875 | - | 12.00000 |
| T | PYU | 525.000 | 6.50 | Lnn | OOO | - | 48.00% | - | Amxlfccp | 3mOo | - | 93 | 3xUz+93 | - | 567.00000 |
| Z | EBK | 61.000 | 8.60 | Dz3 | GG- | - | 5.70% | - | Mvolvywn | 3zQg | - | 625 | 3mBv+597 | - | 30.00000 |
| U | DBW | 80.700 | 3.70 | Ql2 | UU | - | 88.80% | - | Rmkubbna | 3oCw | - | 165 | 3sAq+165 | - | 747.00000 |
| V | ZPD | 59.000 | 1.00 | Zcc3 | WWW | - | 38.20% | - | Wfqcfzoe | 3gZd | - | 313 | 3vEc+313 | - | 891.00000 |
Tranche Comments
T: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144D/Adj G;
U: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144U/Zub P;
G: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144G/Ors Q;
V: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144L/Pdk X;
Z: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144N/Cpg N;
M: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144F/Mqo A;
Bck: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144C/Lwx W;
Deal Comments
Dcp Naww Hkybcam 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 27, 2012