| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | VPZ | 263.000 | 8.60 | - | EEE | - | - | - | 29.00% | - | Ylsyypun | YVHS | - | 220 | EKHO+220 | - | - |
| H | TPY | 97.000 | 8.90 | - | F | - | - | - | 27.20% | - | Vmxlvucx | PUSN | - | 375 | TMWQ+375 | - | - |
| S | FFB | 35.800 | 3.40 | - | ZZ | - | - | - | 23.90% | - | Crhmcipf | INEB | - | 300 | NUCA+300 | - | - |
| Z-2 | JRJ | 2.100 | 7.50 | - | SSS- | - | - | - | 15.00% | - | Kvomxzwv | DMBT | - | 841 | EPNZ+841 | - | - |
| S | RQW | 88.610 | 2.00 | - | PP- | - | - | - | 2.53% | - | Ullqxmnd | AAPA | - | 863 | CPHD+863 | - | - |
| Cj | ZKA | 67.600 | - | - | KR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | VZD | 35.000 | 8.30 | - | AAA | - | - | - | 37.10% | - | Dlzmvdnz | KHLF | - | 585 | MUVX+585 | - | - |
| P-2 | OYU | 76.000 | 2.10 | - | XXX | - | - | - | 57.00% | - | Owoexvuk | CHIP | - | 255 | KIYS+255 | - | - |
Tranche Comments
R-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144D/Vnh B;
P-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144B/Gmc N;
S: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144N/Gjf U;
H: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144Q/Dfe R;
C-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144G/Gft O;
Z-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144L/Iol I;
S: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144N/Dfg U;
Cj: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144U/Kye L;
Deal Comments
Smq Ohhh Djrimhf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 11, 2012