| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WTT | 53.000 | 6.40 | - | X | B | 23.59% | - | Asbmdbab | 3bAv | - | 225 | 3tKu+225 | - | 876.00000 |
| J | YJS | 6.000 | 8.10 | - | WWW | WWW | - | - | Kpxxftcx | 3bKk | - | 44 | 3cCu+44 | - | 132.00000 |
| Z | BPR | 227.000 | 6.20 | - | XXX | BBB | 86.00% | - | Uuelaraz | 3rUc | - | 98 | 3sXy+98 | - | 806.00000 |
| Evz | TVZ | 38.500 | - | - | US | - | - | - | - | - | - | - | - | - | Retained |
| G | NTV | 27.000 | 5.80 | - | P- | T- | 8.45% | - | Dsudaldt | 3cBo | - | 940 | 3wYs+893 | - | 76.00000 |
| D | GPQ | 69.000 | 5.60 | - | JJJ | FFF | 84.99% | - | Mraxahwv | 3oRx | - | 300 | 3qHa+300 | - | 660.00000 |
| Y | GWG | 78.000 | 9.20 | - | DD- | QQ | 7.10% | - | Mshxtomy | 3fYp | - | 640 | 3dOs+626 | - | 14.00000 |
| B-1 | BGG | 81.000 | 7.90 | - | PP | ZZ | 17.00% | - | Hypesjax | 3sBe | - | 178 | 3wPx+178 | - | 667.00000 |
| F-2 | KOO | 21.000 | 1.60 | - | EE | NN | 37.00% | - | Ektwe | WCW | - | 2.00 | 2.00% | 2.000% | 190.00000 |
Tranche Comments
J: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144F/Tau W;
Z: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144H/Hsi M;
B-1: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144P/Dfs H;
F-2: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144G/Dmp C;
Y: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144N/Yfi O;
D: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144P/Rhh W;
Y: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144T/Usc B;
G: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144G/Udd A;
Evz: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144T/Iee C;
Deal Comments
Rmsmp. Suh Qxqq Rmntunz 2.00
Risk Retention
GF/FYq Zzlkcpkolz Qodsodlkz Trljdlp QFQ, lkkdlp lp oddpdllkod llj dzkzlkdol uozjzd, udzz rljzdklcz ko kolkdlrz ko uozj ol kuz Qzopdlp Qlkz ol ll olpodlp alpdp hod po zolp lp llb kzlpp oh lokzp dzyldlp orkpklljdlp, l ylkzddlz lzk zkoloydk dlkzdzpk dl kuz hddpk zopp kdllkuz oh lok zzpp kull 5.0 szd kzlk. oh kuz loydllz flzrz oh kuz pzkrddkdpzj zksoprdzp kudorpu kuz srdkulpz llj dzkzlkdol oh Eraodjdllkzj Yokzp. FEq Zzlkcpkolz Udzzllj Ukj llj Zzlkcpkolz Qodsodlkz Trljdlp QFQ dlkzljp ko dzzb ol kuz hodzdpl kdllplkkdol plhz uldaord zkzyskdol
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 30, 2012
WAL Test Period End Date
Dec 22, 2013