| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VLR | 6.000 | - | Qn3 | KF | WJ | - | - | 93.30% | - | Oflqvrwr | KZVT | - | 670 | NZXC+670 | - | - |
| V-1 | NLY | 77.000 | - | H3 | TQ | MD | - | - | 89.00% | - | Jqfoxdby | ZSYU | - | 220 | HBNH+220 | - | - |
| H | YZD | 67.000 | - | Xu3 | CD | JJ | - | - | 22.00% | - | Vrkuxjac | PVAV | - | 190 | ZTZA+190 | - | - |
| O-X | BXS | 310.000 | - | Dpp | XW | TL | - | - | 38.00% | - | Hxxawznf | JUPM | - | 155 | NLFB+155 | - | - |
| B | EZD | 746.000 | - | Kff | FT | WL | - | - | 73.00% | - | Ipjstcom | POGP | - | 155 | NYQB+155 | - | - |
| H | NRG | 73.000 | - | Yxx3 | GQ | XI | - | - | 79.00% | - | Yaeqaeym | TKGS | - | 340 | UHUT+340 | - | - |
| Jcn | OBM | 89.350 | - | ES | ZH | BK | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | QCF | 3.000 | - | S3 | CV | NV | - | - | 35.00% | - | Ippkrpjy | CDZO | - | 240 | DXMP+240 | - | - |
Tranche Comments
B: Redemption: 2026-10-20; Registration: 144A/Xpw K;
O-X: Redemption: 2026-10-20; Registration: 144V/Kvj K;
H: Redemption: 2026-10-20; Registration: 144O/Wud V;
V-1: Redemption: 2026-10-20; Registration: 144O/Lal Q;
O-2: Redemption: 2026-10-20; Registration: 144K/Lyq L;
H: Redemption: 2026-10-20; Registration: 144C/Epg G;
N: Redemption: 2026-10-20; Registration: 144Z/Oqx J;
Jcn: Redemption: 2026-10-20; Registration: 144P/Kxi U;
Deal Comments
Zmz Koww Xofamgr 2.00
Risk Retention
FA - Mkzj FF/FU - Mkz
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 19, 2011