| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ABX | 14.506 | 9.84 | - | - | - | - | VV | 83.40% | - | Hkljw | D-Qntrb | 550c | 540 | 9.42% | 9.609% | 23.10597 |
| O | JKO | 29.849 | 3.71 | - | - | - | - | Y | 3.00% | - | Vorgu | N-Gmrwz | 900w | 890 | 12.76% | 13.109% | 60.78945 |
| O | HGR | 70.521 | 2.54 | - | - | - | - | G- | 32.00% | - | Zhmth | O-Tcryc | 225-235 | 210 | 6.22% | 6.309% | 62.80637 |
| O | RIN | 140.199 | 7.38 | - | - | - | - | BB- | 54.00% | - | Ctzuv | W-Mzlvo | 180-190 | 165 | 5.78% | 5.859% | 71.61470 |
| D | MJO | 97.924 | 6.16 | - | - | - | - | AAA | 77.50% | - | Tbopj | J-Qdptz | 255-265 | 240 | 6.52% | 6.609% | 14.16405 |
Tranche Comments
O: First Pay: 2025-01-15; Redemption: 2027-08-16; Registration: 144X/Ixu O;
O: First Pay: 2025-01-15; Redemption: 2027-08-16; Registration: 144Z/Afy F;
D: First Pay: 2025-01-15; Redemption: 2027-08-16; Registration: 144Y/Uyd X;
D: First Pay: 2025-01-15; Redemption: 2027-08-16; Registration: 144S Ufdg;
O: First Pay: 2025-01-15; Redemption: 2027-08-16; Registration: 144A Nrtr;
Deal Comments
Alx gxbh ibl cdluwxg wqxi GD$400i vx GD$550i
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 23, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LQX | 401.500 | 7.19 | - | - | - | - | XX- | 52.80% | - | Ytyam | A-Fjgua | 375 | 375 | 6.19% | 7.317% | 65.78536 |
| N | NYV | 74.200 | 6.14 | - | - | - | - | U- | 50.10% | - | Avkis | K-Uiqkv | 475 | 475 | 8.14% | 8.287% | 65.53221 |
| A | ZRW | 13.480 | 3.29 | - | - | - | - | XXX- | 73.54% | - | Zstnl | X-Vjncs | 600-625 | 600 | 9.33% | 9.520% | 66.42270 |
| M | FTV | 12.340 | 4.20 | - | - | - | - | HH | 40.00% | - | Vzvqj | H-Shjqm | 925-950 | 925 | 12.42% | 12.749% | 63.49853 |
Tranche Comments
N: First Pay: 2022-11-15; Registration: 144H/Hzo I;
N: First Pay: 2022-11-15; Registration: 144J/Ptl S;
A: First Pay: 2022-11-15; Registration: 144G/Hdl O;
M: First Pay: 2022-11-15; Registration: 144E Ruhv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NVU | 39.550 | 1.43 | - | - | - | - | JJ | - | - | Iajxh | Vnfyv | - | 135 | 2.55% | 2.565% | 87.78218 |
| F | WFT | 97.300 | 1.30 | - | - | - | - | WWW | - | - | Gannk | Rrwxr | - | 275 | 4.02% | 4.059% | 88.72876 |
| A | QNJ | 74.500 | 7.30 | - | - | - | - | PP- | - | - | Ehyaj | Haega | - | 475 | 6.01% | 6.095% | 91.15702 |
| I | IJK | 37.220 | 6.39 | - | - | - | - | Z | - | - | Pparc | Jlkmp | - | 225 | 3.49% | 3.522% | 26.70930 |
Tranche Comments
K: First Pay: 2022-01-18; Registration: 144W/Imx Y;
I: First Pay: 2022-01-18; Registration: 144W/Lvw N;
F: First Pay: 2022-01-18; Registration: 144I/Vqj R;
A: First Pay: 2022-01-18; Registration: 144C Ydci;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MGP | 585.000 | 7.47 | - | - | - | - | A | 91.00% | - | Uojry | Pjtwm | 225-235 | 200 | 2.24% | 2.255% | 16.74947 |
| U | HML | 39.000 | 6.39 | - | - | - | - | FFF | 94.50% | - | Sgqfg | Qgirt | 375i | 340 | 3.66% | 3.689% | 28.17241 |
| U | RXX | 57.400 | 2.60 | - | - | - | - | GG- | 8.50% | - | Hniut | Hmfnk | 575u | 550 | 5.75% | 5.820% | 19.67899 |
Tranche Comments
B: First Pay: 2021-01-15; Registration: 144P Vqqf;
U: First Pay: 2021-01-15; Registration: 144C Zpbs;
U: First Pay: 2021-01-15; Registration: 144H Aple;