| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YQS | 6.310 | - | - | BM | OH | - | - | - | - | - | - | - | - | Retained |
| Orc | ZNS | 31.000 | - | - | OI | YO | - | - | - | - | - | - | - | - | Retained |
| L-1 | ZUX | 13.300 | - | - | XX | KK | - | - | Bvvfpfcp | 3iVk | - | 200 | 3rRx+200 | - | 490.00000 |
| J | IXE | 65.800 | - | - | S | M | - | - | Azlkxuum | 3pTa | - | 265 | 3nAd+265 | - | 983.00000 |
| C | JGS | 362.000 | - | - | ZZZ | YYY | - | - | Xhsjpbmf | 3gLj | - | 133 | 3aVe+133 | - | 985.00000 |
| S | OSQ | 60.100 | - | - | GGG- | UUU- | - | - | Icrmdhyd | 3sRh | - | 380 | 3dAf+380 | - | 858.00000 |
| K | TQQ | 98.100 | - | - | WW- | HH- | - | - | Aklsjdff | 3rKi | - | 700 | 3bVv+681 | - | 78.00000 |
| U-2 | DAK | 17.600 | - | - | EE | BB | - | - | Kmmmo | - | - | - | 5.750% | 5.750% | 131.00000 |
| E | VLE | 49.000 | - | - | Y- | S- | - | - | Ppskxbxj | 3dZd | - | 960 | 3hUu+799 | - | 93.00000 |
| J-J | LNX | 87.000 | - | - | EEE | CCC | - | - | Ujocbvrl | 3tRh | - | 133 | 3xUr+133 | - | 605.00000 |
Tranche Comments
C: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144L/Pls O;
J-J: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144D/Cil A;
L-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Inl A;
U-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144F/Bav H;
J: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Hiu T;
S: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Xyf U;
K: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Kwg W;
E: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Y/Azl V;
F: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144E/Rkr N;
Orc: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144N/Vos D;
Deal Comments
Lzszv. Ftm-Tuvv Ozpptan 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 21, 2011
WAL Test Period End Date
Jul 8, 2027