| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-N | HMD | 29.000 | 8.80 | LB | - | H | - | - | 22.00% | - | Gvwxhybc | DGDT | - | 215 | PMOE+215 | - | - |
| O-1-B | NVA | 49.000 | 8.90 | ZK | - | JJJ- | - | - | 55.00% | - | Zwojhcra | KGSY | - | 325 | AZYI+325 | - | - |
| A-2-Y | PTL | 8.400 | 7.70 | ZR | - | QQQ- | - | - | 33.20% | - | Krblurpl | ZWHY | - | 500 | MSFL+500 | - | - |
| W-A | TBI | 22.500 | 6.90 | DT | - | SS- | - | - | 5.00% | - | Kszzoxui | UKWO | - | 715 | TYTE+715 | - | - |
| H-B | UWZ | 79.000 | 2.30 | WL | - | UU | - | - | 27.00% | - | Njwmvfrn | XXZF | - | 195 | MLWK+195 | - | - |
| X | AFR | 8.500 | 8.20 | Faa | - | GT | - | - | - | - | Xfwvxtnk | VBBO | - | 100 | LQZV+100 | - | - |
| Z-1-T | LMY | 422.000 | 6.90 | Maa | - | BBB | - | - | 62.00% | - | Nsiemjip | GQTF | - | 140 | ADVC+140 | - | - |
| M-2-K | ESC | 52.000 | 8.80 | EW | - | YYY | - | - | 97.00% | - | Rvszopwq | MZZX | - | 160 | XBFT+160 | - | - |
| Y-M | XWK | 7.600 | 9.40 | F3 | - | LU | - | - | 3.20% | - | Bxzjeabr | XLOY | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Duy T;
Z-1-T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144W/Ank K;
M-2-K: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144B/Vau Z;
H-B: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144X/Woh N;
N-N: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Gkd G;
O-1-B: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Ckf T;
A-2-Y: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Xsx N;
W-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144H/Pro G;
Y-M: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Pdf Z;
Deal Comments
Vjyjq. Jjz Suuu Ujxtjeg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 23, 2012