| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1y | JJZ | 859.300 | - | - | III | - | - | - | - | - | Rkqoquhu | 3qN | - | 172 | 3aE+172 | - | - |
| V | CJW | 11.000 | - | - | I | - | - | - | - | - | Ocvrefbd | 3hU | - | 300 | 3vL+300 | - | - |
| X-2k | BCL | 9.000 | - | - | BBB | - | - | - | - | - | Wrfjoylf | 3iO | - | 190 | 3uI+190 | - | - |
| V-1q | NSH | 1.400 | - | - | GGG | - | - | - | - | - | Whnqw | - | - | 172 | 2.449% | - | - |
| U-1 | VOJ | 1.000 | - | - | KK | - | - | - | - | - | Jpourusm | 3yQ | - | 200 | 3cV+200 | - | - |
| G | KSJ | 89.000 | - | - | UUU- | - | - | - | - | - | Kbwvrvsx | 3iK | - | 415 | 3xP+415 | - | - |
| N-2 | HCV | 4.000 | - | - | ZZ | - | - | - | - | - | Iuvjffld | 3jW | - | 200 | 2.938% | - | - |
| Q-1M | TMN | 930.000 | - | - | NNN | - | - | - | - | - | Vlzsqrez | 3uT | - | 172 | 3nR+172 | - | - |
| O-2z | YGT | 55.000 | - | - | TTT | - | - | - | - | - | Jzrsw | - | - | 190 | 2.807% | - | - |
| Bnq | ZUH | 868.000 | - | - | OQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1M: First Pay: 2022-01-15; Redemption: 2022-09-09;
K-1y: First Pay: 2022-01-15; Redemption: 2022-09-09;
V-1q: First Pay: 2022-01-15; Redemption: 2022-09-09;
X-2k: First Pay: 2022-01-15; Redemption: 2022-09-09;
O-2z: First Pay: 2022-01-15; Redemption: 2022-09-09;
U-1: First Pay: 2022-01-15; Redemption: 2022-09-09;
N-2: First Pay: 2022-01-15; Redemption: 2022-09-09;
V: First Pay: 2022-01-15; Redemption: 2022-09-09;
G: First Pay: 2022-01-15; Redemption: 2022-09-09;
Bnq: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
TZ - Hgq, ZF - Rn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 29, 2012