| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CSR | 69.200 | - | Qrr3 | - | AAA | - | - | Yhsxflli | 3fWm | - | 470 | 3zPq+470 | - | 956.00000 |
| Wsc | GPA | 31.700 | - | BJ | - | BF | - | - | - | - | - | - | - | - | - |
| Q | LWE | 26.600 | - | Ce2 | - | EE | - | - | Xufoespt | 3mZd | - | 240 | 3hSe+240 | - | 659.00000 |
| C | YFH | 74.500 | - | Dz3 | - | BB- | - | - | Qwxpohel | 3zEx | - | 795 | 3wQt+733 | - | 96.00000 |
| K | VVN | 2.900 | - | Hjj | - | BBB | - | - | Azfcvstl | 3qFg | - | 50 | 3aJr+50 | - | 751.00000 |
| G | KWH | 79.900 | - | B3 | - | G- | - | - | Iqhyztvk | 3yRo | - | 1050 | 3yNd+960 | - | 12.60000 |
| A-1 | QFZ | 218.300 | - | Wee | - | AAA | - | - | Bylbbjxn | 3gWo | - | 110 | 3xGl+110 | - | 269.00000 |
| Y | ZQG | 97.600 | - | N2 | - | X | - | - | Tjmalhtm | 3kLi | - | 340 | 3cRc+340 | - | 453.00000 |
| T | CHX | 3.345 | - | CE | - | SD | - | - | - | - | - | - | - | - | Retained |
| H-2 | CAC | 53.000 | - | Jww | - | QQQ | - | - | Ytfmg | 3zMw | - | 154 | 3oBn+154 | - | 582.00000 |
Tranche Comments
K: First Pay: 2022-10-25; Redemption: 2023-10-12;
A-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
H-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
Q: First Pay: 2022-10-25; Redemption: 2023-10-12;
Y: First Pay: 2022-10-25; Redemption: 2023-10-12;
Z: First Pay: 2022-10-25; Redemption: 2023-10-12;
C: First Pay: 2022-10-25; Redemption: 2023-10-12;
G: First Pay: 2022-10-25; Redemption: 2023-10-12;
T: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Jwx Emhh Jgscwon 1.00
Risk Retention
BW - Cfuh WW - Cfu
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 31, 2012
WAL Test Period End Date
Mar 5, 2008