| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TDX | 78.000 | - | - | Z | S | - | - | Avqlsryh | 3cFc | 300o | 325 | 3qKt+325 | - | 699.00000 |
| Yfj | FOO | 54.900 | - | - | KU | ZU | - | - | - | - | - | - | - | - | 35.68000 |
| H | VME | 36.900 | - | - | UUU- | VVV- | - | - | Nrsqrzpv | 3vWt | 475-485 | 520 | 3tWx+520 | - | 888.00000 |
| Q | IMG | 367.000 | - | - | ZZZ | WWW | - | - | Qcvatqzk | 3iXo | 165-170 | 170 | 3vBo+170 | - | 782.00000 |
| N | ZAJ | 17.000 | - | - | TT | ZZ | - | - | Xfqyjurr | 3sPx | 225-235 | 240 | 3xEn+240 | - | 515.00000 |
| C | FSA | 41.200 | - | - | CC- | LL- | - | - | Tbpmfqqs | 3fMp | 775-785 | 850 | 3iVh+791 | - | 57.70000 |
| K | EEW | 35.100 | - | - | Z- | Y- | - | - | Xjcrwhjb | 3dXz | 1050 | 1050 | 3zYn+809 | - | 38.00000 |
Tranche Comments
Q: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144T/Cus Z;
N: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144K/Gtf Y;
Z: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144B/Vkq N;
H: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144F/Xjh W;
C: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144T/Jnp M;
K: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144B/Jao S;
Yfj: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144H/Ffg A;
Deal Comments
Koe Ewnn Nabeotd 2.00
Risk Retention
DK - Gyzd KU - Gyz
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 30, 2012
WAL Test Period End Date
Jun 1, 2001