| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | WKS | 16.000 | 4.70 | - | - | PPP | - | - | 77.00% | - | Fmpzthvc | DQIV | - | 200 | WMLB+200 | - | - |
| S-2 | WYY | 83.000 | 9.90 | - | - | KK | - | - | 34.00% | - | Egtlw | - | - | 260 | 5.35% | - | - |
| C | KWU | 76.000 | 4.70 | - | - | MMM- | - | - | 87.00% | - | Kljqtban | VVDG | - | 500 | PPBJ+470 | - | - |
| D-1 | UGJ | 361.000 | 3.90 | Raa | - | OOO | - | - | 57.00% | - | Pjqbklor | XXIZ | - | 164 | NZND+164 | - | - |
| K | FNK | 48.000 | 7.50 | - | - | A | - | - | 94.00% | - | Lslwrqce | ESUO | - | 340 | MAGX+340 | - | - |
| S | VKM | 64.000 | 1.70 | - | - | DD- | - | - | 9.00% | - | Vjrdlznr | LLZP | - | 900 | UYXW+857 | - | - |
| Mzkjdb | KBZ | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2V | REJ | 84.000 | 8.40 | - | - | ZZZ | - | - | 27.00% | - | Ircxw | - | - | 190 | 4.66% | - | - |
| O-1 | TTZ | 56.000 | 4.20 | - | - | QQ | - | - | 30.00% | - | Eywdtcvn | NZQU | - | 290 | NMZX+290 | - | - |
Tranche Comments
D-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
H-2H: First Pay: 2023-01-20; Redemption: 2024-06-24;
K-2V: First Pay: 2023-01-20; Redemption: 2024-06-24;
O-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
S-2: First Pay: 2023-01-20; Redemption: 2024-06-24;
K: First Pay: 2023-01-20; Redemption: 2024-06-24;
C: First Pay: 2023-01-20; Redemption: 2024-06-24;
S: First Pay: 2023-01-20; Redemption: 2024-06-24;
Mzkjdb: First Pay: 2023-01-20; Redemption: 2024-06-24;
Deal Comments
Yjg Kfpp Ieqgjbk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 4, 2011