| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IN2 | JRC | 21.000 | - | DS | - | OO | - | - | 45.00% | - | Erxmtzyx | VBDE | - | 195 | JLYG+195 | - | - |
| WV2 | CJG | 31.000 | - | GI | - | R | - | - | 44.00% | - | Hyqaccqz | ZYIT | - | 245 | HBUZ+245 | - | - |
| F | BPH | 8.900 | - | L3 | - | HM | - | - | 4.16% | - | - | - | - | - | - | - | Retained |
| YO2v | TXP | 780.000 | - | Vvv | - | GR | - | - | 73.00% | - | Vpprldyq | YGWT | 150 | 150 | YGEU+150 | - | - |
| Sai | XIW | 94.360 | - | FA | - | OY | - | - | - | - | - | - | - | - | - | - | Retained |
| TZ2 | RGS | 43.000 | - | OU | - | OOO- | - | - | 14.00% | - | Jwwefrjz | EKCI | 350 | 350 | NWXQ+350 | - | - |
| BS2 | XWT | 81.000 | - | AA | - | KK- | - | - | 3.30% | - | Ddblcpny | HQYR | - | 650 | ZPVX+650 | - | - |
Tranche Comments
YO2v: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Mjz M;
IN2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144E/Avp E;
WV2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144I/Dcs R;
TZ2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144N/Cqb R;
BS2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144H/Zva I;
F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Xkk G;
Sai: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Pet Y;
Deal Comments
Lbqbs. Twz Ctnn Xbntwqj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 15, 2011