| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2CN | YVB | 6.780 | 7.40 | - | H | - | - | - | 92.00% | - | Kwraz | OGC | - | - | 6.03% | 6.030% | 357.00000 |
| H1TX | FUH | 5.500 | 7.50 | - | L | - | - | - | 72.00% | - | Ffahi | CGY | - | - | 5.83% | 5.825% | 271.00000 |
| Y2K | EGA | 80.570 | 4.90 | - | AAA | - | - | - | 94.00% | - | Lkrsuttu | SZSQ | - | 175 | ECVO+175 | - | 696.00000 |
| U1Z | MUH | 63.900 | 3.50 | - | MM | - | - | - | 43.00% | - | Wwmbywdu | TPDV | - | 185 | MPTV+185 | - | 885.00000 |
| G2M | FTR | 2.700 | 11.50 | - | CCC- | - | - | - | 82.70% | - | Dpdbyljp | EKDC | - | 525 | BAUE+525 | - | 378.00000 |
| I1SU | EIS | 65.550 | 6.50 | - | H | - | - | - | 69.00% | - | Dvquurau | ZMQV | - | 255 | JQXZ+255 | - | 679.00000 |
| JM | WVI | 4.000 | 2.70 | - | BBB | - | - | - | - | - | Dsciafif | CZNU | - | 130 | CCCN+130 | - | 917.00000 |
| ONJ | WKB | 18.170 | 9.50 | - | FF | - | - | - | 88.00% | - | Ticju | QWP | - | - | 5.11% | 5.111% | 300.00000 |
| M1J | ZFI | 471.210 | 8.40 | - | DDD | - | - | - | 19.00% | - | Zvypkfel | KDMB | - | 155 | BLCQ+155 | - | 360.00000 |
| O1W | XPP | 90.411 | 5.50 | - | XXX | - | - | - | 83.60% | - | Xreladtf | GPKN | - | - | LBQZ+435 | - | 94.00000 |
| JO | KHU | 47.400 | 34.70 | - | BB- | - | - | - | 8.93% | - | Sswcrzlr | SAGE | - | 875 | CPYT+875 | - | 533.00000 |
| Pxr | XVU | 20.491 | - | - | OA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
JM: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Zlk A;
M1J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Vdz L;
Y2K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Vxr N;
U1Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Blb H;
ONJ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Hxk K;
I1SU: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Xoh J;
H1TX: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Vhz M;
Z2CN: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Lqr U;
O1W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Kce M;
G2M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Gtj L;
JO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Nlu Z;
Pxr: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Oiq C;
Deal Comments
Dezek. Rfo Nkuu Deusfow 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 9, 2012
WAL Test Period End Date
Jul 5, 2003