| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | CWM | 220.000 | - | Ijj | PPP | - | - | - | Afcdhoix | 3tKe | - | 96 | 3hGn+96 | - | 522.00000 |
| Y2 | HAA | 99.000 | - | Hff | XXX | - | 92.30% | - | Gcpjdusw | 3qSa | - | 137 | 3fHe+137 | - | 570.00000 |
| F | EPH | 46.000 | - | Oh3 | PP- | - | 80.40% | - | Ehlzmahh | 3mEx | - | 600 | 3oBs+593 | - | 68.30000 |
| T | FJV | 19.000 | - | A2 | X | - | 73.00% | - | Yqkejcfy | 3jJj | - | 215 | 3hZr+215 | - | 615.00000 |
| A | OAQ | 42.000 | - | P3 | K- | - | 6.40% | - | Eczzlokw | 3tXz | - | 900 | 3tWr+870 | - | 47.00000 |
| T | SZR | 3.100 | - | Ill | HHH | - | - | - | Kkdbqijl | 3cSs | - | 65 | 3eRc+65 | - | 428.00000 |
| I | CHT | 90.000 | - | Dbb3 | EEE- | - | 28.40% | - | Qqlkpyao | 3eVg | - | 305 | 3aXi+305 | - | 112.00000 |
| Grq | AIY | 70.596 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K2 | HUV | 75.000 | - | Ks2 | QQ | - | 50.70% | - | Jwznz | ZTF | - | - | 2.050% | 2.050% | 250.00000 |
| M1 | ANL | 43.000 | - | Ra2 | RR | - | - | - | Dlvratpg | 3mQj | - | 170 | 3bDo+170 | - | 185.00000 |
Tranche Comments
T: First Pay: 2022-03-22; Redemption: 2023-03-22;
T1: First Pay: 2022-03-22; Redemption: 2023-03-22;
Y2: First Pay: 2022-03-22; Redemption: 2023-03-22;
M1: First Pay: 2022-03-22; Redemption: 2023-03-22;
K2: Redemption: 2023-03-22;
T: First Pay: 2022-03-22; Redemption: 2023-03-22;
I: First Pay: 2022-03-22; Redemption: 2023-03-22;
F: First Pay: 2022-03-22; Redemption: 2023-03-22;
A: First Pay: 2022-03-22; Redemption: 2023-03-22;
Grq: First Pay: 2022-03-22; Redemption: 2023-03-22;
Deal Comments
Kqv-Qjrr Feprqcb 2.0
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 6, 2012