| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XMC | 65.400 | 5.90 | - | R | S | 10.28% | - | Dcyvjbar | 3cZl | - | 360 | 3bHt+360 | - | 618.00000 |
| E2 | LBZ | 99.000 | 8.50 | - | WW | KK | 64.20% | - | Ywwvs | QLA | - | - | 6.87% | 6.870% | 759.00000 |
| I | XWV | 53.400 | 5.30 | - | G- | T- | 9.32% | - | Cuoxjdiy | 3dPo | - | 1140 | 3lKy+964 | - | 20.00000 |
| M | MBU | 64.900 | 4.70 | - | FF- | HH- | 34.10% | - | Wmuvcwlm | 3vPe | - | 825 | 3iRs+746 | - | 30.90000 |
| Hfaadj | IBI | 47.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1 | XAW | 37.500 | 5.60 | - | GG | JJ | 79.70% | - | Jbeoemhh | 3oEu | - | 275 | 3rVh+275 | - | 454.00000 |
| L | TFO | 734.000 | 4.90 | - | DDD | ZZZ | 10.00% | - | Xbqaketr | 3cIy | - | 180 | 3eUn+180 | - | 162.00000 |
| E | GKA | 89.200 | 8.90 | - | EEE- | YYY- | 12.50% | - | Alzuyphc | 3mUg | - | 530 | 3dPq+530 | - | 271.00000 |
Tranche Comments
L: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144T/Lvw K;
F1: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144U/Ehx H;
E2: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144E/Uhp O;
H: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144J/Iez S;
E: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144X/Rbh P;
M: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144Q/Hci S;
I: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144X/Xjd X;
Hfaadj: Registration: 144H/Cul S;
Deal Comments
Lyq Vnss Zwmwygt 1.5
Risk Retention
MV/VL - Qflx VL - Yh
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Feb 29, 2012