| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-B2 | NTC | 19.000 | 9.61 | - | GG | - | - | - | 18.00% | - | Mmrcfbzf | 3lDVNU | - | 170 | 3xMODC+170 | - | 218.00000 |
| E-H2 | RRB | 34.000 | 5.45 | - | E | - | - | - | 25.00% | - | Njkskeyy | 3xXXTY | - | 205 | 3oMYNX+205 | - | 349.00000 |
| D-B2 | UYJ | 4.000 | 2.20 | - | III | - | - | - | - | - | Idclrvdy | 3hUAYH | - | 90 | 3oATYH+90 | - | 692.00000 |
| J-S2 | ZVV | 424.000 | 9.85 | - | NNN | - | - | - | 39.00% | - | Gdjqkhkm | 3cAPNC | - | 136 | 3sJAEY+136 | - | 423.00000 |
| L-2-O2 | HGR | 9.000 | 23.90 | - | RRR- | - | - | - | 21.00% | - | Dckch | Eliqg | - | - | 7.93% | 7.934% | 136.00000 |
| L-X2 | THO | 95.000 | 93.83 | - | RR- | - | - | - | 5.00% | - | Flyquhhe | 3jNVYH | - | 675 | 3xGSAH+675 | - | 307.00000 |
| Akm | EBU | 13.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-S2 | FMY | 3.900 | 95.11 | - | U- | - | - | - | 1.17% | - | Nvjujwii | 3rEUZA | - | - | - | - | Retained |
| E-1-Y2 | PWA | 19.000 | 6.15 | - | QQQ- | - | - | - | 19.65% | - | Yhsobhvn | 3uIPNJ | - | 315 | 3bNBAP+315 | - | 773.00000 |
Tranche Comments
D-B2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Qfd R;
J-S2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Rck R;
P-B2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Yld Q;
E-H2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Elx A;
E-1-Y2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Uvk Q;
L-2-O2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Inl J;
L-X2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Wet C;
Y-S2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Oyz T;
Akm: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Tyc A;
Deal Comments
Uwyww. Tfo Xeaa Twsgfvb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 15, 2012