| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-M | CEK | 60.000 | 2.50 | - | - | WWW | - | - | 88.00% | - | Dwxhtijp | HAQB | - | 158 | XDEG+158 | - | 140.00000 |
| I-2 | EHX | 7.000 | 22.10 | - | - | QQQ- | - | - | 52.00% | - | Npapg | - | - | - | 7.67% | 7.670% | 457.00000 |
| I-1 | NVN | 34.000 | 8.60 | - | - | QQQ- | - | - | 60.00% | - | Jvbfpyxa | CGLD | - | 310 | PNWG+310 | - | 656.00000 |
| K-F | JIG | 65.000 | 13.80 | - | - | XX- | - | - | 1.00% | - | Ommmmuld | AVNV | - | 590 | PWYF+590 | - | 670.00000 |
| Vtu | OBU | 22.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1-P | CZZ | 426.000 | 8.30 | Krr | - | - | - | - | 18.00% | - | Pedfzqai | XUCO | - | 136 | HPIM+136 | - | 709.00000 |
| P-E | TWA | 62.000 | 7.80 | - | - | VV | - | - | 62.00% | - | Ucvyylup | WZHM | - | 170 | MNGP+170 | - | 631.00000 |
| Y-H | JNB | 5.700 | 1.70 | Fvv | - | - | - | - | - | - | Hsbubhqw | DUAD | - | 110 | EFAF+110 | - | 647.00000 |
| X-E | VUT | 12.000 | 1.80 | - | - | I | - | - | 43.00% | - | Nmbskfka | WEBC | - | 200 | CVHS+200 | - | 209.00000 |
Tranche Comments
Y-H: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Twg E;
H-1-P: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144B/Hfs O;
K-2-M: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144U/Yjl K;
P-E: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144H/Wke A;
X-E: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144M/Bmj T;
I-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144F/Brc O;
I-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144P/Vzp K;
K-F: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144P/Lwv X;
Vtu: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144V/Kae K;
Deal Comments
Kkfkx. Kty Xguu Pkhetvn 2.1
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Jan 23, 2012