| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | FTT | 91.000 | 9.10 | - | UU | LL | 80.00% | - | Bnsyc | CMM | - | - | 4.40% | 4.400% | 540.00000 |
| I | KHY | 71.000 | 7.10 | - | QQQ- | CCC- | 31.00% | - | Aucesjbm | 3eKd | - | 335 | 3tBj+335 | - | 695.00000 |
| Hpnqur | ISH | 21.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1 | BKV | 288.000 | 3.20 | - | SSS | ZZZ | 52.00% | - | Awsafhci | 3oTj | - | 122 | 3hQo+122 | - | 642.00000 |
| E | LAC | 56.000 | 2.10 | - | T | S | 23.00% | - | Hejwzolg | 3dUs | - | 225 | 3wUq+225 | - | 910.00000 |
| S2 | JGH | 67.000 | 7.10 | - | BBB | KKK | 42.00% | - | Udmdrkuh | 3iWp | - | 150 | 3wEk+150 | - | 122.00000 |
| A | KMZ | 96.000 | 9.60 | - | CC- | OO- | 8.60% | - | Xcumqdjh | 3vNs | - | 500 | 3nVx+500 | - | 410.00000 |
| F1 | DYY | 52.000 | 8.40 | - | BB | NN | 13.00% | - | Kxuvzrxu | 3iNy | - | 175 | 3pPn+175 | - | 181.00000 |
| R | ZIX | 51.000 | 4.30 | - | L- | K- | 6.70% | - | Pqlzrtdr | 3nBg | - | 825 | 3gZw+801 | - | 32.40000 |
Tranche Comments
H1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144H/Auu M;
S2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144Z/Kdo N;
F1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144M/Zyx J;
Z2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144A/Ivg T;
E: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144H/Oex G;
I: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144H/Vqq F;
A: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144O/Num V;
R: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144Q/Adi V;
Hpnqur: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144A/Dup F;
Deal Comments
Aqo Knmm Qeguqrk 2.00
Risk Retention
RF/FZ - Ojz
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Sep 27, 2011