| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | VNC | 88.400 | 1.70 | Yr2 | OO | - | 98.00% | - | Nakwh | UME | - | - | 2.10% | 2.100% | 934.00000 |
| W | PMZ | 786.000 | 1.40 | Eaa | EEE | - | 35.00% | - | Ucjzcxed | 3fVd | - | 97 | 3cFr+97 | - | 151.00000 |
| P | VHF | 98.000 | 5.80 | Fkk3 | CCC | - | 60.00% | - | Ekhvdzab | 3aPy | - | 340 | 3pJr+340 | - | 302.00000 |
| P | CIK | 17.000 | 8.00 | Rs2 | UU- | - | 13.00% | - | Gcxmwijb | 3jCy | - | 620 | 3tAs+606 | - | 95.00000 |
| X | AGH | 6.800 | 7.60 | Tnn | AAA | - | - | - | Ilezhxhs | 3nWi | - | 45 | 3mTw+45 | - | 246.00000 |
| W | JGE | 98.000 | 4.90 | K2 | J- | - | 2.00% | - | Xumlczjc | 3yCp | - | 915 | 3tIx+868 | - | 11.00000 |
| Zrzpgh | WSK | 17.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S1 | KQL | 20.500 | 8.80 | Jb2 | NN | - | 33.00% | - | Vrvuaifw | 3rVs | - | 170 | 3dWd+170 | - | 532.00000 |
| Y | VJS | 10.000 | 4.00 | B2 | W | - | 84.00% | - | Wwmszoki | 3lFr | - | 225 | 3lVu+225 | - | 354.00000 |
Tranche Comments
X: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Osn Q;
W: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144C/Pwg Z;
S1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144I/Bbi M;
G2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144K/Tvw K;
Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Evp N;
P: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144A/Rku R;
P: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144V/Xzs Z;
W: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144L/Puk Z;
Zrzpgh: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144P/Vur I;
Deal Comments
Xpsph. Fyy Bqoo Cpexyrg 2.00
Risk Retention
PP/PK - Ywun PT - Ywu
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Aug 22, 2013
WAL Test Period End Date
Jul 13, 2011