| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-B | HKM | 61.000 | - | - | GGG | YYY | - | - | Fcfbsdxh | 3cVg | - | 150 | 3nDu+150 | - | 850.00000 |
| E | QOO | 98.000 | - | - | X- | K- | - | - | Peckxwko | 3qOg | 925-950 | 925 | 3xGx+824 | - | 22.00000 |
| C-2 | HTY | 83.000 | - | - | II | UU | - | - | Gohub | OOB | - | - | 5.500% | 5.500% | 367.00000 |
| R | XSO | 5.000 | - | - | MMM | FFF | - | - | Fqpybwys | 3jCi | - | 50 | 3tAj+50 | - | 665.00000 |
| V | PBV | 678.000 | - | - | BBB | QQQ | - | - | Jbwrazfk | 3yAg | 150n | 150 | 3aHy+150 | - | 107.00000 |
| D | JPK | 56.000 | - | - | K | C | - | - | Ddpalezh | 3zAo | 270z | 265 | 3gFu+265 | - | 437.00000 |
| V | CFS | 74.000 | - | - | QQ- | YY- | - | - | Pvsxdvcz | 3sSo | 680-700 | 680 | 3nNv+664 | - | 30.00000 |
| Smz | MIP | 69.600 | - | - | LO | CP | - | - | - | - | - | - | - | - | Retained |
| J-1 | NGU | 99.000 | - | - | VV | DD | - | - | Ipfaktkm | 3vAm | 210q | 215 | 3yHd+215 | - | 693.00000 |
| O | EFP | 92.000 | - | - | AAA- | RRR- | - | - | Neealbkl | 3eWt | 410-420 | 410 | 3gZp+410 | - | 340.00000 |
Tranche Comments
R: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144I/Rkb D;
V: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144P/Ywy B;
E-B: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144Q/Uus M;
J-1: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144Q/Nqs V;
C-2: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144I/Atc E;
D: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144L/Opq N;
O: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144B/Yrz E;
V: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144Q/Ewh A;
E: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144T/Vda S;
Smz: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144J/Juc B;
Deal Comments
Mmh Fwoo Ysoomjd 1.5
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Dec 4, 2011