| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | GGN | 1.000 | 65.80 | - | - | AAA- | - | - | 79.00% | - | Vgcbp | - | - | - | 7.53% | 7.532% | 983.00000 |
| R | KZK | 97.000 | 17.60 | - | - | RR- | - | - | 5.00% | - | Vxocfdtr | ZBBO | - | 565 | GIAO+565 | - | 187.00000 |
| Y-1 | UIV | 462.000 | 1.70 | Nrr | - | YYY | - | - | 18.00% | - | Vvpkjtmi | BMOE | - | 136 | QVYE+136 | - | 275.00000 |
| Q-2 | MZM | 77.000 | 5.00 | - | - | RRR | - | - | 16.00% | - | Uufeolxp | IXDL | - | 158 | EKHI+158 | - | 913.00000 |
| O | URI | 42.000 | 6.60 | - | - | Z | - | - | 36.00% | - | Apwdjmdo | XVEE | - | 195 | CJTH+195 | - | 937.00000 |
| C | JBC | 52.000 | 3.50 | - | - | JJ | - | - | 94.00% | - | Tcemqtug | XOYZ | - | 170 | UGHM+170 | - | 937.00000 |
| I-1 | YCF | 80.000 | 7.70 | - | - | OOO- | - | - | 99.00% | - | Yzryzrsd | HWXK | - | 300 | TUKP+300 | - | 913.00000 |
| Hyl | WPQ | 49.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Lqy Z;
Q-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Kyi W;
C: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Vcr C;
O: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Cod L;
I-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144M/Xpy U;
R-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Jnd V;
R: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Tzu E;
Hyl: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144L/Nsm L;
Deal Comments
Nkh Dbcc Ycmtkir 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 14, 2011
WAL Test Period End Date
May 2, 2006