| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | WMD | 26.000 | 2.30 | - | QQ | - | - | - | 13.00% | - | Dxhoupvh | YYUW | - | 290 | IAME+290 | - | 928.00000 |
| A | TAC | 49.800 | 5.70 | - | AA- | - | - | - | 2.78% | - | Yzybplje | ZYKO | 900-915 | 915 | UNDA+858 | - | 89.00000 |
| Q-1 | WUV | 784.000 | 2.70 | - | III | - | - | - | 72.00% | - | Kwbrxszn | DEGS | - | 195 | ZDEZ+195 | - | 217.00000 |
| Kae | CPW | 81.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | NCD | 79.000 | 4.50 | - | J | - | - | - | 51.00% | - | Efqjxybj | NMKR | 315-325 | 335 | LVJU+335 | - | 693.00000 |
| G | GBA | 76.100 | 5.90 | - | III- | - | - | - | 65.10% | - | Dwjuoies | JOMG | 550-565 | 595 | QSBX+595 | - | 859.00000 |
| D-2 | MAB | 67.000 | 4.50 | - | CCC | - | - | - | 98.00% | - | Cubqetzt | YPPX | 215-225 | 225 | KWGK+225 | - | 853.00000 |
| R-2 | LEY | 49.000 | 3.30 | - | PP | - | - | - | 94.00% | - | Mmiwx | - | - | 290 | 7.02% | 7.018% | 130.00000 |
Tranche Comments
Q-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144M/Yql M; Comments: Jne-bgloee;
D-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144W/Pwt F;
I-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144O/Yrt O;
R-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144D/Qnv X;
Y: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144X/Buj N;
G: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144X/Toe T;
A: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144G/Qct A;
Kae: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Tzx N;
Deal Comments
Lcx Ivoo Ibmxcwh 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 30, 2011
WAL Test Period End Date
Jun 25, 2016