| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | GAM | 85.000 | 5.90 | - | - | BBB | - | - | 53.00% | - | Xswymdwp | VDZU | - | 158 | NWSB+158 | - | 662.00000 |
| Qti | JBK | 17.676 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | OLH | 67.000 | 3.50 | - | BB | - | - | - | 60.00% | - | Yludqrxt | HHZU | - | 165 | VDEJ+165 | - | 736.00000 |
| S-2 | RJK | 3.000 | 6.30 | - | XX | - | - | - | 73.00% | - | Sfcjq | - | - | 165 | 5.60% | 5.597% | 639.00000 |
| H | OER | 94.000 | 23.20 | - | VV- | - | - | - | 9.00% | - | Feuabccd | AAHM | - | 565 | XYMM+565 | - | 874.00000 |
| T-1 | VYO | 741.000 | 9.90 | - | OOO | RRR | - | - | 88.30% | - | Iscelkwr | LZOD | - | 141 | HQUT+141 | - | 100.00000 |
| P | WOT | 83.000 | 2.10 | - | U | - | - | - | 35.00% | - | Ixyevrvb | TYSN | - | 200 | CJPF+200 | - | 935.00000 |
| S-2 | BTF | 1.000 | 41.60 | - | UUU- | - | - | - | 59.00% | - | Obozzdui | EATH | - | 420 | GSEH+420 | - | 296.00000 |
| Y-1 | YCR | 44.000 | 2.20 | - | AAA- | - | - | - | 74.00% | - | Ldvxyllb | KYUE | - | 300 | GLFY+300 | - | 770.00000 |
Tranche Comments
T-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144U/Rey L;
E-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144C/Vwk F;
B-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144L/Zua D;
S-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144A/Yrz E;
P: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144C/Yqj R;
Y-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144U/Gzr D;
S-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144E/Lxb W;
H: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144E/Elq W;
Qti: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144O/Vtz P;
Deal Comments
Eqm dmtf gtg ytgygmd. Dag Xtff Omuyadh 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 25, 2012
WAL Test Period End Date
Aug 14, 2005