| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MBS | 86.000 | 28.00 | - | - | TTT- | - | - | 31.00% | - | Gdeamjwy | EMTB | - | 360 | WDVH+360 | - | 282.00000 |
| C | MPG | 10.000 | 3.20 | - | - | KK | - | - | 98.00% | - | Cyalzazp | LDWC | - | 200 | GVAD+200 | - | 453.00000 |
| B-2 | RJC | 38.000 | 6.10 | - | - | BBB | - | - | 31.00% | - | Wbmymxsd | WQCB | - | 170 | BZNN+170 | - | 821.00000 |
| D-1 | YUI | 545.000 | 7.60 | Vgg | - | - | - | - | 77.00% | - | Smhvsdlg | SLTL | - | 152 | CLPN+152 | - | 906.00000 |
| P | OVV | 74.000 | 76.30 | - | - | ZZ- | - | - | 6.00% | - | Uyjcwhuu | LQXV | - | 665 | QUEG+665 | - | 189.00000 |
| Z | ECR | 57.000 | 1.90 | - | - | V | - | - | 69.00% | - | Blyxrrso | VDPD | - | 240 | XYDE+240 | - | 454.00000 |
| Asd | FXG | 96.491 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Mig T;
B-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Zju F;
C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Uev E;
Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Cab C;
X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Xkj B;
P: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Wse Q;
Asd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Uxu E;
Deal Comments
Kqh Rnmm Vwviqgy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 5, 2012
WAL Test Period End Date
Jan 1, 2007