| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yhe | EWQ | 21.300 | - | - | VI | VZ | - | - | - | - | - | - | - | - | Retained |
| Q | MER | 67.800 | - | - | CCC | MMM- | - | - | Gcbwxxcd | 3pYz | - | 325 | 3dUc+325 | - | 104.00000 |
| D-2D | QZT | 78.000 | - | - | RR | XX | - | - | Fzjpzrfv | 3hVz | - | 175 | 3oZp+175 | - | 974.00000 |
| S | MIV | 97.800 | - | - | L | Q | - | - | Zrwapdct | 3qIq | - | 220 | 3iXr+220 | - | 438.00000 |
| F-2B | PJY | 62.000 | - | - | FF | QQ | - | - | Spwkr | ZJQ | - | - | 2.200% | 2.200% | 850.00000 |
| I-1 | QGG | 798.000 | - | - | QQQ | HHH | - | - | Sewcfcub | 3oCr | - | 92 | 3xOx+92 | - | 532.00000 |
| D | QNE | 97.300 | - | - | FF- | XX- | - | - | Rcbyaynx | 3fGr | - | 645 | 3eLo+621 | - | 58.27000 |
| J | LPI | 28.800 | - | - | X- | H- | - | - | Tmejpcli | 3bGi | - | 935 | 3tKs+883 | - | 35.80000 |
Tranche Comments
I-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
D-2D: First Pay: 2022-10-15; Redemption: 2024-03-29;
F-2B: First Pay: 2022-10-15; Redemption: 2024-03-29;
S: First Pay: 2022-10-15; Redemption: 2024-03-29;
Q: First Pay: 2022-10-15; Redemption: 2024-03-29;
D: First Pay: 2022-10-15; Redemption: 2024-03-29;
J: First Pay: 2022-10-15; Redemption: 2024-03-29;
Yhe: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Szu Lbzz Rujuzcn 2.00
Risk Retention
LKx Vudbjgwq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 17, 2011
WAL Test Period End Date
May 18, 2017