| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CHC | 43.000 | - | - | HHH- | - | - | - | 73.00% | - | Cfbfdoyk | 3wA | - | 295 | 3lG+295 | - | - |
| Msfail | AZH | 17.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | JFZ | 348.000 | - | - | OOO | OOO | - | - | 73.00% | - | Bzkjpwwh | 3iC | - | 113 | 3hL+113 | - | - |
| S-1 | EJS | 88.200 | - | - | SS+ | - | - | - | 1.20% | - | Myuqzcjt | 3mJ | - | 535 | 3lC+535 | - | - |
| R-2 | QRN | 5.100 | - | - | ZZ- | - | - | - | 3.00% | - | Ffyfpspr | 3kW | - | 775 | 3lU+775 | - | - |
| L | HGB | 90.000 | - | - | Q | - | - | - | 38.00% | - | Bxcaotvv | 3zE | 190-200 | 190 | 3gP+190 | - | - |
| Y-2 | FZQ | 54.000 | - | - | - | KKK | - | - | 14.00% | - | Oykoi | - | 135d | 120 | 2.640% | - | - |
| P | NHD | 20.000 | - | - | AA | - | - | - | 65.00% | - | Wxxbzeqd | 3zU | 160k | 165 | 3rA+165 | - | - |
Tranche Comments
C-1: First Pay: 2022-07-21; Redemption: 2024-01-21;
Y-2: First Pay: 2022-07-21; Redemption: 2024-01-21;
P: First Pay: 2022-07-21; Redemption: 2024-01-21;
L: First Pay: 2022-07-21; Redemption: 2024-01-21;
M: First Pay: 2022-07-21; Redemption: 2024-01-21;
S-1: First Pay: 2022-07-21; Redemption: 2024-01-21;
R-2: First Pay: 2022-07-21; Redemption: 2024-01-21;
Msfail: First Pay: 2022-07-21; Redemption: 2024-01-21;
Deal Comments
Kmp Spll Ojlimuy 3.00
Risk Retention
Kjbfxbtcitf ix xcjrtcrjas uicr cra ifcafc ct va ttugiibfc uicr QK bfs UQ jixb jacafcitf
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 19, 2011