| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | NNF | 57.000 | 9.00 | - | OO | UU | 73.70% | - | Czhdxesr | 3vAu | - | 200 | 3xKf+200 | - | 675.00000 |
| F | KHP | 16.000 | 9.30 | - | B- | E- | 71.70% | - | Scfwbhnt | 3nEs | - | 850 | 3fMr+727 | - | 90.00000 |
| Zgl | KWB | 15.200 | - | - | - | JR | - | - | - | - | - | - | - | - | Retained |
| D-2 | OEM | 93.000 | 4.00 | - | SS | HH | 27.80% | - | Jvjpa | - | - | - | 2.45% | 2.450% | 562.00000 |
| P | ACX | 644.000 | 8.30 | - | LLL | MMM | 37.30% | - | Zfwkvrvg | 3iYy | - | 145 | 3wZn+145 | - | 656.00000 |
| S | QDY | 63.000 | 9.70 | - | AAA- | VVV- | 15.00% | - | Zcyzqzau | 3bPm | - | 380 | 3zRw+380 | - | 632.00000 |
| S | VOV | 69.000 | 4.20 | - | QQ- | DD- | 60.00% | - | Jaobamwg | 3sVt | - | 680 | 3jPi+602 | - | 82.90000 |
| Z | CHX | 38.000 | 8.30 | - | X | S | 12.00% | - | Lbfakdzw | 3jQt | - | 280 | 3pFp+280 | - | 992.00000 |
Tranche Comments
P: First Pay: 2021-04-20; Redemption: 2021-09-03;
E-1: First Pay: 2021-04-20; Redemption: 2021-09-03;
D-2: First Pay: 2021-04-20; Redemption: 2021-09-03;
Z: First Pay: 2021-04-20; Redemption: 2021-09-03;
S: First Pay: 2021-04-20; Redemption: 2021-09-03;
S: First Pay: 2021-04-20; Redemption: 2021-09-03;
F: First Pay: 2021-04-20; Redemption: 2021-09-03;
Zgl: First Pay: 2021-04-20; Redemption: 2021-09-03;
Deal Comments
Hoo-Nqss Rggvodl 1.00
Originator(s)
JRM Ojfcokccjk Ruhkjcho ABD (OF) BBR
Risk Retention
Dzxywqfa, Xzyzkywjk Mjadzxe MMF Rkdzhyozky Mfxykzxh BTC (ZT) TTM
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 14, 2011