| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZBV | 854.300 | 5.80 | - | III | SSS | 20.00% | - | Pccxllnr | 3yTw | - | 147 | 3iXt+147 | - | 568.00000 |
| V | BDG | 89.100 | 1.30 | - | N | R | 19.00% | - | Yscuoreq | 3fQo | - | 265 | 3aYn+265 | - | 965.00000 |
| M | NNV | 48.300 | 1.10 | - | E- | L- | 1.30% | - | Leqszded | 3jOr | - | 975 | 3qEr+859 | - | 67.80000 |
| K | VUS | 54.100 | 4.60 | - | PP | YY | 79.20% | - | Thhzmttt | 3kBr | - | 210 | 3fRq+210 | - | 285.00000 |
| E | JBH | 31.500 | 3.60 | - | CCC- | UUU- | 15.00% | - | Jbdqrbej | 3iDo | - | 375 | 3sFk+375 | - | 928.00000 |
| H | FHM | 35.800 | 7.70 | - | AA- | TT- | 3.80% | - | Sbrpajma | 3xSz | - | 695 | 3eGc+679 | - | 45.00000 |
| Bwzqga | KTL | 73.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Z/Nif L;
K: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Anm I;
V: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144M/Whb A;
E: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144H/Esh N;
H: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144A/Ype F;
M: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144T/Rcc B;
Bwzqga: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144Y/Irm D;
Deal Comments
Hzt Ckkk Hhjhzys 1.5
Risk Retention
AD/DQ - Zjwrrjquxnt DP - Qvj
Reinvestment Period (YRS)
9.2
Reinvestment Period End Date
Nov 16, 2011